ranaroussi / quantstats

Portfolio analytics for quants, written in Python
Apache License 2.0
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report.py's cagr function doesn't include the days per year options #339

Open yuzeximj123 opened 6 months ago

yuzeximj123 commented 6 months ago

It is a great package to use, thanks!

However, I encounter a problem on html report:

In the report.py the line: "metrics["CAGR﹪%"] = _stats.cagr(df, rf, compounded) * pct" or other _stats.cagr functions are not passing the down the parameter periods_per_year=252 from the metric method. As a result, the HTML page will show the same CAGR% on any periods_per_year inputs.

Thanks

zhichenghou commented 4 months ago

+1