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No information ratio included in pyfolio.timeseries.py.perf_stats() #688

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Waterkin opened this issue Feb 16, 2022 · 0 comments
Open

No information ratio included in pyfolio.timeseries.py.perf_stats() #688

Waterkin opened this issue Feb 16, 2022 · 0 comments

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@Waterkin
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Problem Description

Please provide a minimal, self-contained, and reproducible example:

[Paste code here]

Please provide the full traceback:

<img width="173" alt="image" src="https://user-images.githubusercontent.com/41324537/154318140-bcbc817a-043c-4551-9d8d-7b644162453f.png">

Please provide any additional information below:

Versions

  • Pyfolio version:
  • Python version:
  • Pandas version:
  • Matplotlib version:
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@Waterkin