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Metrics Fix #57

Merged
merged 11 commits into from
Oct 25, 2021
Merged

Metrics Fix #57

merged 11 commits into from
Oct 25, 2021

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bfan1256
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@bfan1256 bfan1256 commented Oct 23, 2021

Metrics Fix

This utilizes resources found here and here to fix issues with #56 . This fixes calculations for annualized sharpe, sortino, calmar, along with max_drawdown

@bfan1256 bfan1256 linked an issue Oct 23, 2021 that may be closed by this pull request
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sonarcloud bot commented Oct 25, 2021

Kudos, SonarCloud Quality Gate passed!    Quality Gate passed

Bug A 0 Bugs
Vulnerability A 0 Vulnerabilities
Security Hotspot A 0 Security Hotspots
Code Smell A 1 Code Smell

No Coverage information No Coverage information
0.0% 0.0% Duplication

@EmersonDove EmersonDove merged commit 8208374 into development Oct 25, 2021
@EmersonDove EmersonDove deleted the metrics-fix branch October 27, 2021 21:24
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About backtest output data
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