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It seems that my daily data is being annualized assuming 252 days in the year. I'm wondering if it's possible to annualize using 365 days It looks like thee annualize...

tdrobbin

I'd love for ffn to be aware of shorts so that displayed calcs were appropriate. Is this possible today without extra code today and I've missed it?

agrieco

I have data already in db. May I define a custom data source or feed pandas dataframe to ffn?

qqletter

the '_erc_weights_slqp'(core.py) function has a 'fitness' function inside. I would like to improve the piece of code (fitness): ``` sse = 0.0 for i in range(n): for j in range(n):...

quant12345

YTD returns is in Error

1

  QQQ Yearly returns based on Monthly Returns Do not Match!

Dabs212

when run below example code, failure(python3.11) ``` import ffn print(ffn.get('aapl:Open,aapl:High,aapl:Low,aapl:Close', start='2010-01-01', end='2014-01-01').head()) ``` ``` python3.11 a.py Failed to get ticker 'AAPL' reason: Expecting value: line 1 column 1 (char 0)...

xinmans

I set the risk free rate as a Series but the Sharpe Ratio is considerably different from the one calculated just with a float number, even if the Series of...

superopaz

Hi all, It looks like calc_stats uses ffn.core.calc_sortino_ratio and this has the below calc: `negative_returns = np.minimum(er[1:], 0.0)` In this case, it inadvertently includes zeroes when a value is not...

SamuelLivingstone