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Published 20 hours ago • verified publisher icon stefan-jansen

extract_interesting_date_ranges from 03_pyfolio_demo Modeling Event Risk

Open CDLim0906 opened this issue 2 years ago • 0 comments

Describe the bug From 03_pyfolio_demo, Modelling Event Risk. Can't find any other events other than from the screenshots. I trace the file back to interesting_periods.py it shows a list of periods.

Screenshots image

Expected behavior There should be more than 4 keys, and Period['Flash Crash'] or ['Fukushima] should be included.

Perhaps, am I doing something wrong?

CDLim0906 avatar Mar 19 '22 07:03 CDLim0906