Sharpe and Sortino = nan and dev on zero #17
Description
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
{{ message }}
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