removed clipping to return negative SR, calmar and sortino ratios #473
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Since the CI tests fail due to an upstream error in scikit-optimize (which I also help maintain, very uncommitedly), did you happen to run the tests locally and see if they pass? python -m backtesting.test |
kernc
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Sep 22, 2021
Co-authored-by: kernc <kerncece@gmail.com>
Co-authored-by: kernc <kerncece@gmail.com>
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