ranaroussi / quantstats

Portfolio analytics for quants, written in Python
Apache License 2.0
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Datetime issue #345

Closed roddy106 closed 6 months ago

roddy106 commented 6 months ago

Currently the example for comparing against a benchmark seems to be failing with: TypeError: Invalid comparison between dtype=datetime64[ns, America/New_York] and datetime , running:

import quantstats as qs

# extend pandas functionality with metrics, etc.
qs.extend_pandas()

# fetch the daily returns for a stock
stock = qs.utils.download_returns('META')

# show sharpe ratio
qs.stats.sharpe(stock)

# or using extend_pandas() :)
stock.sharpe()

qs.plots.snapshot(stock, title='Facebook Performance', show=True)

qs.reports.full(stock, "SPY")

running in python 3.9.18 on windows:

closed as was due to misinstall