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the cagr() function in stats.py has an off by one error which subsequently results in dividing by zero if there is only one data point. This line:
cagr()
years = (returns.index[-1] - returns.index[0]).days / periods
should be:
years = (1 + (returns.index[-1] - returns.index[0]).days) / periods
The text was updated successfully, but these errors were encountered:
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the
cagr()
function in stats.py has an off by one error which subsequently results in dividing by zero if there is only one data point. This line:years = (returns.index[-1] - returns.index[0]).days / periods
should be:
years = (1 + (returns.index[-1] - returns.index[0]).days) / periods
The text was updated successfully, but these errors were encountered: