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Time in market fix #981

Merged
merged 16 commits into from
Jul 2, 2024
Merged

Time in market fix #981

merged 16 commits into from
Jul 2, 2024

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AlexTheLion123
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@AlexTheLion123 AlexTheLion123 commented Jul 1, 2024 •
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  • Fixes bugs in time_in_market and time_in_market_volate calculation.
  • Possible that it is not 100% correct, but future bugs will be much easier to fix
  • Fixes time in market from quantstats differs #978 by fixing the calculation value our side. The very low values from quantstats can be assumed to be incorrect
  • No current test values were changed, only additions made

@miohtama miohtama merged commit b05ab46 into master Jul 2, 2024
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@miohtama miohtama Awaiting requested review from miohtama

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time in market from quantstats differs
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@AlexTheLion123 @miohtama