omega function call appears to throw an error with the following:
numer = returns_less_thresh[returns_less_thresh > 0.0].sum().values[0]
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
AttributeError: 'numpy.float64' object has no attribute 'values'
Looks like it expects returns parameter to be a dataframe with multiple return columns rather than single series?
Pandas >= 1.5.2
omega function call appears to throw an error with the following:
numer = returns_less_thresh[returns_less_thresh > 0.0].sum().values[0] ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ AttributeError: 'numpy.float64' object has no attribute 'values'
Looks like it expects returns parameter to be a dataframe with multiple return columns rather than single series?