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verified publisher icon kernc

removed clipping to return negative SR, calmar and sortino ratios

Open atakanokan opened this issue 4 years ago • 1 comments

atakanokan avatar Sep 22 '21 05:09 atakanokan

Since the CI tests fail due to an upstream error in scikit-optimize (which I also help maintain, very uncommitedly), did you happen to run the tests locally and see if they pass?

python -m backtesting.test

kernc avatar Sep 22 '21 12:09 kernc