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Fix EOY compound return bug
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TradingDominion committed Jul 4, 2022
1 parent faba38e commit 02a6693
Showing 1 changed file with 3 additions and 1 deletion.
4 changes: 3 additions & 1 deletion quantstats/stats.py
Original file line number Diff line number Diff line change
Expand Up @@ -979,7 +979,9 @@ def monthly_returns(returns, eoy=True, compounded=True, prepare_returns=True):

if eoy:
returns['eoy'] = _utils.group_returns(
original_returns, original_returns.index.year).values
original_returns,
original_returns.index.year,
compounded=compounded).values

returns.columns = map(lambda x: str(x).upper(), returns.columns)
returns.index.name = None
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