Closed kartiksubbarao closed 5 months ago
The EOY Returns vs Benchmark section was inadvertently broken by this commit: https://github.com/Lumiwealth/quantstats_lumi/commit/784452d0c6a14aaff595a0fe26845342be25ff95
EOY Returns vs Benchmark
The aggregate_returns() function in utils.py also needs to be updated to keep the frequency-names like YE, ME, and QE consistent. I will submit a pull request. Note that it appears that "W" has not changed in pandas, so I left it alone.
The
EOY Returns vs Benchmarksection was inadvertently broken by this commit: https://github.com/Lumiwealth/quantstats_lumi/commit/784452d0c6a14aaff595a0fe26845342be25ff95The aggregate_returns() function in utils.py also needs to be updated to keep the frequency-names like YE, ME, and QE consistent. I will submit a pull request. Note that it appears that "W" has not changed in pandas, so I left it alone.