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862 if mode.lower() == "full":
863 # metrics['Prob. Sortino/√2 Ratio %'] = _stats.probabilistic_adjusted_sortino_ratio(df, rf, win_year, False) * pct
864 metrics["Smart Sortino/√2"] = metrics["Smart Sortino"] / _sqrt(2)
865 # metrics['Prob. Smart Sortino/√2 Ratio %'] = _stats.probabilistic_adjusted_sortino_ratio(df, rf, win_year, False, True) * pct 866 metrics["Omega"] = _stats.omega(df, rf, 0.0, win_year)
867
868 metrics["~~~~~~~~"] = blank
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860
861 metrics["Sortino/√2"] = metrics["Sortino"] / _sqrt(2)
862 if mode.lower() == "full":
863 # metrics['Prob. Sortino/√2 Ratio %'] = _stats.probabilistic_adjusted_sortino_ratio(df, rf, win_year, False) * pct 864 metrics["Smart Sortino/√2"] = metrics["Smart Sortino"] / _sqrt(2)
865 # metrics['Prob. Smart Sortino/√2 Ratio %'] = _stats.probabilistic_adjusted_sortino_ratio(df, rf, win_year, False, True) * pct
866 metrics["Omega"] = _stats.omega(df, rf, 0.0, win_year)
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856 if mode.lower() == "full":
857 # metrics['Prob. Sortino Ratio %'] = _stats.probabilistic_sortino_ratio(df, rf, win_year, False) * pct
858 metrics["Smart Sortino"] = _stats.smart_sortino(df, rf, win_year, True)
859 # metrics['Prob. Smart Sortino Ratio %'] = _stats.probabilistic_sortino_ratio(df, rf, win_year, False, True) * pct 860
861 metrics["Sortino/√2"] = metrics["Sortino"] / _sqrt(2)
862 if mode.lower() == "full":
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854
855 metrics["Sortino"] = _stats.sortino(df, rf, win_year, True)
856 if mode.lower() == "full":
857 # metrics['Prob. Sortino Ratio %'] = _stats.probabilistic_sortino_ratio(df, rf, win_year, False) * pct 858 metrics["Smart Sortino"] = _stats.smart_sortino(df, rf, win_year, True)
859 # metrics['Prob. Smart Sortino Ratio %'] = _stats.probabilistic_sortino_ratio(df, rf, win_year, False, True) * pct
860
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850 )
851 if mode.lower() == "full":
852 metrics["Smart Sharpe"] = _stats.smart_sharpe(df, rf, win_year, True)
853 # metrics['Prob. Smart Sharpe Ratio %'] = _stats.probabilistic_sharpe_ratio(df, rf, win_year, False, True) * pct 854
855 metrics["Sortino"] = _stats.sortino(df, rf, win_year, True)
856 if mode.lower() == "full":
doc line too long (130 > 88 characters)
763
764 # if isinstance(returns, _pd.DataFrame):
765 # if len(returns.columns) > 1:
766 # raise ValueError("`returns` needs to be a Pandas Series or one column DataFrame. multi colums DataFrame was passed") 767 # returns = returns[returns.columns[0]]
768
769 if prepare_returns:
Description
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