resolve confict with data type

fmilthaler · Aug 22, 2023 · 017f4ef · 017f4ef
1 parent 1fd514b
commit 017f4ef
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Showing 2 changed files with 10 additions and 2 deletions.
diff --git a/finquant/data_types.py b/finquant/data_types.py
@@ -67,6 +67,7 @@ def process_data(data: ARRAY_OR_DATAFRAME) -> FLOAT:
 
 # Numeric types
 FLOAT = Union[np.floating, float]
+FLOAT_OPTIONAL = Union[np.floating, float, None]
 INT = Union[np.integer, int]
 NUMERIC = Union[INT, FLOAT]
 

diff --git a/finquant/quants.py b/finquant/quants.py
@@ -10,7 +10,14 @@
 import pandas as pd
 from scipy.stats import norm
 
-from finquant.data_types import ARRAY_OR_DATAFRAME, ARRAY_OR_SERIES, FLOAT, INT, NUMERIC
+from finquant.data_types import (
+    ARRAY_OR_DATAFRAME,
+    ARRAY_OR_SERIES,
+    FLOAT,
+    FLOAT_OPTIONAL,
+    INT,
+    NUMERIC,
+)
 from finquant.returns import weighted_mean_daily_returns
 from finquant.type_utilities import type_validation
 
@@ -116,7 +123,7 @@ def sortino_ratio(
 
 
 def treynor_ratio(
-    exp_return: FLOAT, beta: FLOAT, risk_free_rate: FLOAT = 0.005
+    exp_return: FLOAT, beta: FLOAT_OPTIONAL, risk_free_rate: FLOAT = 0.005
 ) -> FLOAT:
     """Computes the Treynor Ratio.