Update strategy_functions.py

robcarver17 · Dec 5, 2023 · e700311 · e700311
1 parent b292414
commit e700311
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/syscore/pandas/strategy_functions.py b/syscore/pandas/strategy_functions.py
@@ -165,7 +165,7 @@ def calculate_cost_deflator(price: pd.Series) -> pd.Series:
     daily_returns = price_to_daily_returns(price)
     ## crude but doesn't matter
     vol_price = daily_returns.rolling(180, min_periods=3).std().ffill()
-    final_vol = vol_price[-1]
+    final_vol = vol_price.iloc[-1]
 
     cost_scalar = vol_price / final_vol