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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

Fix get_treasury_yield #103

Closed Lexa1983 closed 5 years ago

gusgordon commented 5 years ago

Closing this as it's old. Feel free to reopen if this is still relevant.