expected 2 blank lines, found 1
263 return logret.rolling(periods).std() * _np.sqrt(periods)
264 return logret.std()
265
266def autocorr_penalty(returns, prepare_returns=False): 267 """Metric to account for auto correlation"""
268 if prepare_returns:
269 returns = _utils._prepare_returns(returns)
Description
Two blank lines are expected between functions and classes.