amirsani/pySharpeRratio

interpolator.pkl not found

Andarius opened this issue · 0 comments

Hi,

While running the example notebook I got

---------------------------------------------------------------------------
FileNotFoundError                         Traceback (most recent call last)
<ipython-input-14-029c9380f2ed> in <module>()
----> 1 estimateSNR(log_rets,permutations)
      2 
/pysharperratio/__init__.py in estimateSNR(x, permutations)
     85 
     86     # Load spline
---> 87     with open('interpolator.pkl', 'rb') as f:
     88         f_a = pickle.load(f)
     89 

FileNotFoundError: [Errno 2] No such file or directory: 'interpolator.pkl' 

I made a fix to it here.