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

ENH: Add SQN calculation #21

Closed LotannaEzenwa closed 5 years ago

LotannaEzenwa commented 8 years ago

closes https://github.com/quantopian/empyrical/issues/9

LotannaEzenwa commented 8 years ago

@ahgnaw there's that repro

The check failed from the bug in test_max_drawdown

gusgordon commented 5 years ago

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