Annualization argument in capture methods

[rubenbriones]

Hello,

Would it be possible to add the annualization argument to the capture (capture, up_capture, down_capture) functions in stats module?

Thanks in advance.

[MBounouar]

I think I see now your issue, capture function documentation is not correct annualization is not a valid parameter. Could you still provide an example of a use case?

[rubenbriones]

But annuzalization parameter have the same purpose as the period parameter, right? I just would like to pass a custom annualization (int) factor, that is not supported by the period (str) paramater. For example for calculating the capture for a hourly returns timeseries.

[stefan-jansen]

Hi @rubenbriones, pull requests are always welcome!