Join GitHub today
Move risk calculations #1322
Centralize the way metrics are calculated in zipline by adding qrisk as a dependency and replacing the current functions.
Testing of actual calculated values within classes has been removed and replaced by a test of existence and type. Any test for metric correctness will be done in the qrisk repository from now on.
Treasury curves are no longer used as the risk-free rate when calculating the sharpe ratio.
@ahgnaw @ehebert what do you think of keeping the existing methods in places like