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@tani3010 tani3010 commented Feb 8, 2023

risk free rate should be adjusted by 100 in sharpe ratio calculation because other parts in the formula are already multiplied by 100

aliencaocao added a commit to aliencaocao/backtesting.py that referenced this pull request Jul 2, 2023
@kernc kernc force-pushed the master branch 5 times, most recently from 428c361 to 0ce6cab Compare January 21, 2025 07:25
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kernc commented Jan 21, 2025

The reason this wasn't discovered sooner, or that the tests still pass, is that risk_free_rate by default is 0. 🤓

Thanks!

@kernc kernc merged commit 126953f into kernc:master Jan 21, 2025
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mmortall pushed a commit to mmortall/backtesting-ext.py that referenced this pull request Feb 3, 2025
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