ranaroussi / quantstats

Portfolio analytics for quants, written in Python
Apache License 2.0
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Monthly heatmap improperly defaults to Active returns #278

Open kartiksubbarao opened 1 year ago

kartiksubbarao commented 1 year ago

Due to lines like this in reports.py: active = kwargs.get("active_returns", "False") The active variable is incorrectly set to "False" instead of False.

This produces the wrong logic with a line like this in wrappers.py: if active and benchmark is not None:

The fix is to change these lines in reports.py to: active = kwargs.get("active_returns", False)