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reports.metrics showing different results with reports.full

Open none2003 opened this issue 1 month ago • 1 comments

If both strategy returns and benchmark returns are provided, and the strategy returns begin with an initial series of zeros, the reports.metrics will still include these zeros in its calculations over the entire time period, even when the parameter match_dates=True is specified. However, kindly note that the reports.full or reports.html methods will politely exclude these initial periods with zeros and commence calculations from the first non-zero time point.

none2003 avatar Nov 29 '25 11:11 none2003

I have created a PR for it: https://github.com/ranaroussi/quantstats/pull/487. I would greatly appreciate it if you could kindly review and consider merging it. Thank you so much for your time and support!

none2003 avatar Nov 29 '25 11:11 none2003