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860 if mode.lower() == "full":
861 # metrics['Prob. Sortino/√2 Ratio %'] = _stats.probabilistic_adjusted_sortino_ratio(df, rf, win_year, False) * pct
862 metrics["Smart Sortino/√2"] = metrics["Smart Sortino"] / _sqrt(2)
863 # metrics['Prob. Smart Sortino/√2 Ratio %'] = _stats.probabilistic_adjusted_sortino_ratio(df, rf, win_year, False, True) * pct 864 metrics["Omega"] = _stats.omega(df, rf, 0.0, win_year)
865
866 metrics["~~~~~~~~"] = blank
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858
859 metrics["Sortino/√2"] = metrics["Sortino"] / _sqrt(2)
860 if mode.lower() == "full":
861 # metrics['Prob. Sortino/√2 Ratio %'] = _stats.probabilistic_adjusted_sortino_ratio(df, rf, win_year, False) * pct 862 metrics["Smart Sortino/√2"] = metrics["Smart Sortino"] / _sqrt(2)
863 # metrics['Prob. Smart Sortino/√2 Ratio %'] = _stats.probabilistic_adjusted_sortino_ratio(df, rf, win_year, False, True) * pct
864 metrics["Omega"] = _stats.omega(df, rf, 0.0, win_year)
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854 if mode.lower() == "full":
855 # metrics['Prob. Sortino Ratio %'] = _stats.probabilistic_sortino_ratio(df, rf, win_year, False) * pct
856 metrics["Smart Sortino"] = _stats.smart_sortino(df, rf, win_year, True)
857 # metrics['Prob. Smart Sortino Ratio %'] = _stats.probabilistic_sortino_ratio(df, rf, win_year, False, True) * pct 858
859 metrics["Sortino/√2"] = metrics["Sortino"] / _sqrt(2)
860 if mode.lower() == "full":
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852
853 metrics["Sortino"] = _stats.sortino(df, rf, win_year, True)
854 if mode.lower() == "full":
855 # metrics['Prob. Sortino Ratio %'] = _stats.probabilistic_sortino_ratio(df, rf, win_year, False) * pct 856 metrics["Smart Sortino"] = _stats.smart_sortino(df, rf, win_year, True)
857 # metrics['Prob. Smart Sortino Ratio %'] = _stats.probabilistic_sortino_ratio(df, rf, win_year, False, True) * pct
858
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848 )
849 if mode.lower() == "full":
850 metrics["Smart Sharpe"] = _stats.smart_sharpe(df, rf, win_year, True)
851 # metrics['Prob. Smart Sharpe Ratio %'] = _stats.probabilistic_sharpe_ratio(df, rf, win_year, False, True) * pct 852
853 metrics["Sortino"] = _stats.sortino(df, rf, win_year, True)
854 if mode.lower() == "full":
doc line too long (130 > 88 characters)
761
762 # if isinstance(returns, _pd.DataFrame):
763 # if len(returns.columns) > 1:
764 # raise ValueError("`returns` needs to be a Pandas Series or one column DataFrame. multi colums DataFrame was passed") 765 # returns = returns[returns.columns[0]]
766
767 if prepare_returns:
Description
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