def findEvents(symbols, startday,endday,verbose=False):
	timeofday=dt.timedelta(hours=16)
	timestamps = du.getNYSEdays(startday,endday,timeofday)
	dataobj = da.DataAccess('Yahoo')
	if verbose:
            print __name__ + " reading data"
	close = dataobj.get_data(timestamps, symbols, closefield)
	close = (close.fillna()).fillna(method='backfill')
	if verbose:
            print __name__ + " finding events"
	for symbol in symbols:
	    close[symbol][close[symbol]>= 1.0] = np.NAN
	    for i in range(1,len(close[symbol])):
	        if np.isnan(close[symbol][1-i]) and close[symbol][i] < 1.0 :#(i-1)th was > $1, and (i)th is <$1
             		close[symbol][i] = 1.0 #overwriting the price by the bit
	    close[symbol][close[symbol]< 1.0] = np.NAN
	return close
dataset/ETHPy150Open tucker777/QSTK/qstkstudy/Events.py/findEvents/swapped operands of `-`