search

quantopian / empyrical

Common financial risk and performance metrics. Used by zipline and pyfolio.
https://quantopian.github.io/empyrical
Apache License 2.0
1.27k stars 398 forks source link

ENH: Allow 2D input in cum_returns_final. #101

Closed ssanderson closed 6 years ago

ssanderson commented 6 years ago

Fixes https://github.com/quantopian/empyrical/issues/100

llllllllll commented 6 years ago

lgtm

twiecki commented 6 years ago

lgtm, thanks @ssanderson!