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Minor Change
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ApurvShah007 committed Jul 23, 2020
1 parent 7eb388e commit cf892ee
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1 change: 1 addition & 0 deletions .gitignore
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Data
.ipynb_checkpoints

2 changes: 1 addition & 1 deletion Code/portfolio_stats.py
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Expand Up @@ -102,7 +102,7 @@ def sharpe_ratio(portfolio, comp , dates,val, roi=0, recordings = 'Daily'):
df_daily = df_daily[1:]
df_daily = df_daily-roi
sharpe_ratio = (df_daily["Daily Return"].values.mean()/stats_dic['std'])*k["Daily"]
if recordings = "Monthly":
# if recordings = "Monthly":

print(sharpe_ratio)

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