8000 Sharpe and Sortino = nan and dev on zero · Issue #17 · ematvey/pybacktest · GitHub
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Sharpe and Sortino = nan and dev on zero #17
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Sharpe and Sortino = nan and dev on zero#17
@nnnet

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@nnnet
nnnet
opened on Dec 12, 2016

pls, correct code
+
here and in nearby
pf = PF = lambda eqd: abs(eqd[eqd > 0].sum() / eqd[eqd < 0].sum())
get error when eqd[eqd < 0].sum() == 0

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