Closed sabirjana closed 2 years ago
Hi, I tried to look into it, seems following are the issues
thank you
Hello Ran, do you have any plan to update the master branch for this issue? Thank SJ
This still happening: if RF is no 0 the reports are buggy...
same here
Still a bug?
You need to adjust the period. In my case it works.
So, if you use monthly returns there is an argument in the function periods_per_year
for example, in this I am using monthly returns. So:
qs.reports.full(portfolio, 'SPY', rf=0.02, periods_per_year=12)
qs.reports.full(stock,benchmark='^NSEI',rf=0.065)
Performance Metrics Strategy Benchmark
Start Period 2014-11-14 2014-11-14 End Period 2019-11-14 2019-11-14 Risk-Free Rate 0.06% 0.06% Time in Market 100.0% 100.0%
Cumulative Return -100.0% -100.0% CAGR% -100.0% -100.0% Sharpe -62.45 -118.52 Sortino -15.39 -15.73