Merge pull request #235 from curveresearch/pandas-fix

Use non-deprecated option with days
curveresearch · Sep 7, 2023 · bf26139 · bf26139
2 parents 5ff34ed + 2a6b069
commit bf26139
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/curvesim/metrics/metrics.py b/curvesim/metrics/metrics.py
@@ -510,7 +510,7 @@ def _get_cryptoswap_virtual_value(self, pool_state_row):
 
     def compute_annualized_returns(self, data):
         """Computes annualized returns from a series of pool values."""
-        year_multipliers = timedelta64(1, "Y") / data.index.to_series().diff()
+        year_multipliers = timedelta64(365, "D") / data.index.to_series().diff()
         log_returns = log(data).diff()  # pylint: disable=no-member
 
         return exp((log_returns * year_multipliers).mean()) - 1