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computing annualized stats assuming different number of days per year #33

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tdrobbin opened this issue Feb 15, 2018 · 0 comments
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@tdrobbin
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It seems that my daily data is being annualized assuming 252 days in the year. I'm wondering if it's possible to annualize using 365 days

It looks like thee annualize function in the core module is capable of annualizing daily data based on a varying number of days in the year -- with the one_year param. However, when instantiating a GroupStats or PerformanceStats I don't se an option for specifying the number of days per year to use for annualization.

I see an attribute of GroupStats or PerformanceStats named one_year in the source code, but it looks like this might not refer to the days per year for annualization. I also don't think it would be smart to set this explicitly then recalc the stats (something like the below)?

ps = PerformanceStats(prices)
ps.one_year = 365
ps._update()

ps.display()

Thank you!

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