Closed nathanramoscfa closed 4 months ago
Attention: Patch coverage is 50.00000%
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Project coverage is 57.32%. Comparing base (
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Files | Patch % | Lines |
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ffn/core.py | 50.00% | 1 Missing :warning: |
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This pull request introduces enhancements to the calc_perf_stats function within the ffn/core.py module. Specifically, it modifies the function signature to accept two additional arguments: risk_free_rate, with a default value of 0.0, and annualization_factor, with a default value of 252, representing the number of trading days in a year. These changes allow for more detailed performance statistics calculations by incorporating the annual risk-free rate and adjusting the calculations based on the specified annualization factor. The pull request includes 4 additions and 2 deletions, aiming to improve the flexibility and accuracy of performance statistics calculations for financial analysis.