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function "get_anlz_factor" return error #25

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xx565763914 opened this issue Sep 16, 2022 · 0 comments
Open

function "get_anlz_factor" return error #25

xx565763914 opened this issue Sep 16, 2022 · 0 comments

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@xx565763914
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description:
with pandas version: 1.3.4,there is a error when calling get_anlz_factor,which result in calling error when invoke function anlzd_stdev and sharpe_ratio

problem reason:
at function get_anlz_factor,the map PERIODS_PER_YEAR doesn't has correct key type int,it's FreqGroup.FR_ANN at pandas 1.3.4

possible solution:
use FreqGroup.value to get correction key.
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