bsolomon1124/pyfinance

random minor fix

AlessandroQI opened this issue · 4 comments

Hi,
i was testing pyfinance, i'm using 1.2.1

i wish this will be helpful:
returns.py
line 617
diff = self.excess_ret(benchmark).anlzd_ret()
instead
diff = self.excess_ret(benchmark).anlzd_return()

in utils.py i added the function convertfreq

def convertfreq(freq):
    freq = freq.upper()

    if freq=='M':
        periods = 12
    elif freq=='A':
        periods = 1
    elif freq== 'Q':
        periods = 4
    else:
        raise ValueError('freq must be equal to M,A,Q')
        
    return periods

Hi @AlessandroQI , you can find this function as utils.get_anlz_factor(). I had renamed it and forgot to change the reference to it in the readme. That should be fixed in e4f997d which is present in version 1.2.3, get via pip install --upgrade pyfinance

hi @bsolomon1124
there is still a little problem:

line 617 file returns.py
diff = self.excess_ret(benchmark).anlzd_ret()
instead
diff = self.excess_ret(benchmark).anlzd_return()

Ah I see, I was unclear at your original message.

Fixed in 6f2970c - will update version shortly also.

Fix is included in version 1.2.4, pip install --upgrade pyfinance. Thanks for bearing with me.