search

quantopian / empyrical

Common financial risk and performance metrics. Used by zipline and pyfolio.
https://quantopian.github.io/empyrical
Apache License 2.0
1.31k stars 406 forks source link

roll_cagr not working #134

Open Jacques2101 opened 1 year ago

Jacques2101 commented 1 year ago

I am trying to do:

from empyrical import  roll_beta, roll_alpha, roll_sharpe_ratio, roll_annual_volatility, roll_cagr

but get an error message whereas the function seems to exists. I don't know why (the others functions are ok)

ImportError: cannot import name 'roll_cagr' from 'empyrical'

thx for your help.