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(1 + returns).convert('BM', how=np.cumprod) --------------------------------------------------------------------------- AttributeError Traceback (most recent call last) /home/wesm/code/rapidquant/<ipython-input-22-c8b05a51e175> in <module>() ----> 1 (1 + returns).convert('BM', how=np.cumprod) /home/wesm/code/pandas/pandas/core/generic.pyc in convert(self, rule, method, how, axis, as_index, closed, label) 176 how = translate_grouping(how) 177 --> 178 result = grouped.agg(how) 179 else: 180 # upsampling /home/wesm/code/pandas/pandas/core/groupby.pyc in agg(self, func, *args, **kwargs) 245 See docstring for aggregate 246 """ --> 247 return self.aggregate(func, *args, **kwargs) 248 249 def _iterate_slices(self): /home/wesm/code/pandas/pandas/core/groupby.pyc in aggregate(self, func_or_funcs, *args, **kwargs) 1195 return self._python_agg_general(func_or_funcs, *args, **kwargs) 1196 except Exception: -> 1197 result = self._aggregate_named(func_or_funcs, *args, **kwargs) 1198 1199 index = Index(sorted(result), name=self.grouper.names[0]) /home/wesm/code/pandas/pandas/core/groupby.pyc in _aggregate_named(self, func, *args, **kwargs) 1266 result = {} 1267 -> 1268 for name in self.grouper: 1269 grp = self.get_group(name) 1270 grp.name = name /home/wesm/code/pandas/pandas/core/groupby.pyc in __iter__(self) 448 449 def __iter__(self): --> 450 return iter(self.indices) 451 452 def numkeys(self): /home/wesm/code/pandas/pandas/_tseries.so in pandas._tseries.cache_readonly.__get__ (pandas/src/tseries.c:111266)() /home/wesm/code/pandas/pandas/core/groupby.pyc in indices(self) 491 @cache_readonly 492 def indices(self): --> 493 if len(self.groupings) == 1: 494 return self.groupings[0].indices 495 else: AttributeError: 'TimeGrouper' object has no attribute 'groupings' (1 + returns).convert('BM', how=np.cumprod)
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