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verified publisher icon quantopian

API for setting default annualization factor

Open luoq opened this issue 9 years ago • 0 comments

Setting default annualization factor for all metrics is quite handy sometimes.

Currently this can be achieved by setting

empyrical.stats.ANNUALIZATION_FACTORS['daily'] = 24*252

Please consider add an API for this feature.

luoq avatar Nov 05 '16 16:11 luoq