Benchmark cleanup #2734
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Benchmark cleanup #2734
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gerrymanoim
reviewed
Jul 16, 2020
| def test_sharpe_value_when_benchmark_null(self): | ||
| # Sharpe is displayed as '0.0' instead of np.nan | ||
| null_returns = factory.create_returns_from_list( | ||
| [0.0]*251, |
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Why 251? Aren't there 252 trading days?
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I didn't investigate further, but seems like not on NYSE in 2006. This came from trading_calendar.sessions_in_range(...).
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Small question, but LGTM |
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Test is to ensure we're not broken as described in #2627 (comment)