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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
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ENH: Use nanstd and nanmean, remove skipped test #37

Closed analicia closed 7 years ago

analicia commented 7 years ago

Use nanmean and nanstd instead of np.mean and np.std to handle data sets with missing values.

A skipped test with poor reasoning is removed.

twiecki commented 7 years ago

Going to merge these.