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[DEFECT] Some EconomicRatio Metrics cannot handle HistorySet input

Open dgarrett622 opened this issue 3 years ago • 0 comments

Thank you for the defect report

Defect Description

Requesting sortinoRatio or gainLossRatio from the EconomicRatio PostProcessor with inputs/outputs containing a pivotParameter (HistorySet or DataSet) result in an error. All other metrics (sharpeRatio, expectedShortfall, and valueAtRisk) can handle these inputs.

Steps to Reproduce

Use HistorySet data as input to EconomicRatio PostProcessor and request sortinoRatio or gainLossRatio metrics.

Expected Behavior

Calculate the requested metrics and return them as HistorySet or DataSet.

Screenshots and Input Files

No response

OS

Windows

OS Version

No response

Dependency Manager

CONDA

For Change Control Board: Issue Review

  • [X] Is it tagged with a type: defect or task?
  • [X] Is it tagged with a priority: critical, normal or minor?
  • [X] If it will impact requirements or requirements tests, is it tagged with requirements?
  • [X] If it is a defect, can it cause wrong results for users? If so an email needs to be sent to the users.
  • [X] Is a rationale provided? (Such as explaining why the improvement is needed or why current code is wrong.)

For Change Control Board: Issue Closure

  • [ ] If the issue is a defect, is the defect fixed?
  • [ ] If the issue is a defect, is the defect tested for in the regression test system? (If not explain why not.)
  • [ ] If the issue can impact users, has an email to the users group been written (the email should specify if the defect impacts stable or master)?
  • [ ] If the issue is a defect, does it impact the latest release branch? If yes, is there any issue tagged with release (create if needed)?
  • [ ] If the issue is being closed without a pull request, has an explanation of why it is being closed been provided?

dgarrett622 avatar Feb 09 '22 14:02 dgarrett622