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fix CI

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bxdd
2021-06-01 18:50:50 +08:00
parent 04fff8ca36
commit 4d48c96d30
6 changed files with 96 additions and 109 deletions
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qlib/contrib/evaluate.py
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@@ -29,7 +29,7 @@ def risk_analysis(r, N: int = None, freq: str = "day"):
r : pandas.Series
daily return series.
N: int
scaler for annualizing information_ratio (day: 250, week: 50, month: 12), at least one of `N` and `freq` should exist
scaler for annualizing information_ratio (day: 252, week: 50, month: 12), at least one of `N` and `freq` should exist
freq: str
analysis frequency used for calculating the scaler, at least one of `N` and `freq` should exist
"""