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function "get_anlz_factor" return error

Open xx565763914 opened this issue 1 year ago • 0 comments

description: with pandas version: 1.3.4,there is a error when calling get_anlz_factor,which result in calling error when invoke function anlzd_stdev and sharpe_ratio

problem reason: at function get_anlz_factor,the map PERIODS_PER_YEAR doesn't has correct key type int,it's FreqGroup.FR_ANN at pandas 1.3.4

possible solution: use FreqGroup.value to get correction key. image

xx565763914 avatar Sep 16 '22 06:09 xx565763914