Hello,
There seem to be a case where calc_stats() breaks.
There is a division by zero which is occuring when the the computation of twelve_month_win_perc occurs.
Here is the example:
import ffn
data = ffn.get('agg,hyg,spy,eem,efa', start='2010-01-01', end='2014-01-01')
data.ix['2012-07':'2013-03'].calc_stats()
If I may I'll tend to amend that this way:
tot = 0
win = 0
if len(mr) >11:
for i in range(11, len(mr)):
tot = tot + 1
if mp[i] / mp[i - 11] > 1:
win = win + 1
self.twelve_month_win_perc = float(win) / max(tot,1)
Hello, There seem to be a case where calc_stats() breaks. There is a division by zero which is occuring when the the computation of twelve_month_win_perc occurs.
Here is the example: import ffn data = ffn.get('agg,hyg,spy,eem,efa', start='2010-01-01', end='2014-01-01') data.ix['2012-07':'2013-03'].calc_stats()
If I may I'll tend to amend that this way: tot = 0 win = 0 if len(mr) >11: for i in range(11, len(mr)): tot = tot + 1 if mp[i] / mp[i - 11] > 1: win = win + 1 self.twelve_month_win_perc = float(win) / max(tot,1)
Thank you in advance for your help!