BUG: utils.compute_forward_returns can raise out of bounds exception

quantopian / alphalens

Performance analysis of predictive (alpha) stock factors

http://quantopian.github.io/alphalens

Apache License 2.0

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Closed luca-s closed 5 years ago

luca-s commented 5 years ago

A straightforward bug fix: just added a check on boundaries when accessing the index

This closes #331

twiecki commented 5 years ago

@luca-s looks great - can you write a test?

luca-s commented 5 years ago

Done!

twiecki commented 5 years ago

Thanks!