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847 if mode.lower() == "full":
848 # metrics['Prob. Sortino/√2 Ratio %'] = _stats.probabilistic_adjusted_sortino_ratio(df, rf, win_year, False) * pct
849 metrics["Smart Sortino/√2"] = metrics["Smart Sortino"] / _sqrt(2)
850 # metrics['Prob. Smart Sortino/√2 Ratio %'] = _stats.probabilistic_adjusted_sortino_ratio(df, rf, win_year, False, True) * pct 851 metrics["Omega"] = _stats.omega(df, rf, 0.0, win_year)
852
853 metrics["~~~~~~~~"] = blank
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845
846 metrics["Sortino/√2"] = metrics["Sortino"] / _sqrt(2)
847 if mode.lower() == "full":
848 # metrics['Prob. Sortino/√2 Ratio %'] = _stats.probabilistic_adjusted_sortino_ratio(df, rf, win_year, False) * pct 849 metrics["Smart Sortino/√2"] = metrics["Smart Sortino"] / _sqrt(2)
850 # metrics['Prob. Smart Sortino/√2 Ratio %'] = _stats.probabilistic_adjusted_sortino_ratio(df, rf, win_year, False, True) * pct
851 metrics["Omega"] = _stats.omega(df, rf, 0.0, win_year)
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841 if mode.lower() == "full":
842 # metrics['Prob. Sortino Ratio %'] = _stats.probabilistic_sortino_ratio(df, rf, win_year, False) * pct
843 metrics["Smart Sortino"] = _stats.smart_sortino(df, rf, win_year, True)
844 # metrics['Prob. Smart Sortino Ratio %'] = _stats.probabilistic_sortino_ratio(df, rf, win_year, False, True) * pct 845
846 metrics["Sortino/√2"] = metrics["Sortino"] / _sqrt(2)
847 if mode.lower() == "full":
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839
840 metrics["Sortino"] = _stats.sortino(df, rf, win_year, True)
841 if mode.lower() == "full":
842 # metrics['Prob. Sortino Ratio %'] = _stats.probabilistic_sortino_ratio(df, rf, win_year, False) * pct 843 metrics["Smart Sortino"] = _stats.smart_sortino(df, rf, win_year, True)
844 # metrics['Prob. Smart Sortino Ratio %'] = _stats.probabilistic_sortino_ratio(df, rf, win_year, False, True) * pct
845
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835 )
836 if mode.lower() == "full":
837 metrics["Smart Sharpe"] = _stats.smart_sharpe(df, rf, win_year, True)
838 # metrics['Prob. Smart Sharpe Ratio %'] = _stats.probabilistic_sharpe_ratio(df, rf, win_year, False, True) * pct 839
840 metrics["Sortino"] = _stats.sortino(df, rf, win_year, True)
841 if mode.lower() == "full":
doc line too long (130 > 88 characters)
755
756 # if isinstance(returns, _pd.DataFrame):
757 # if len(returns.columns) > 1:
758 # raise ValueError("`returns` needs to be a Pandas Series or one column DataFrame. multi colums DataFrame was passed") 759 # returns = returns[returns.columns[0]]
760
761 if prepare_returns:
Description
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