Fixed bug in YoY plot

cuemacro · Sep 23, 2021 · fd1b1ff · fd1b1ff
1 parent 35d3e8c
commit fd1b1ff
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diff --git a/README.md b/README.md
@@ -56,7 +56,7 @@ To appear
 # Requirements
 
 Major requirements
-* Required: Python 3.7 (Python 2 is not supported)
+* Required: Python 3.8 (Python 2 is not supported)
 * Required: pandas, numpy etc.
 * Recommended: blpapi - Bloomberg Python Open API
 * Recommended: chartpy - for funky interactive plots ([https://github.com/cuemacro/chartpy](https://github.com/cuemacro/chartpy)) and
@@ -132,6 +132,8 @@ individual data providers)
 
 # Coding log
 
+* 23 Sep 2021
+  * Fixed bug in YoY calculation
 * 29 Jul 2021
   * Minor changes to `Market` for managing tickers
 * 28 Jul 2021

diff --git a/findatapy/timeseries/retstats.py b/findatapy/timeseries/retstats.py
@@ -119,7 +119,7 @@ def calculate_ret_stats(self, returns_df=None, ann_factor=None):
         dd2here = index_df / max2here - 1
 
         self._dd = dd2here.min()
-        self._yoy_rets = index_df.resample('A').mean().pct_change()
+        self._yoy_rets = index_df.resample('Y').last().pct_change()
 
         return self