From 33c56d8f6c92d75091e1702cfda781f9a7044bb8 Mon Sep 17 00:00:00 2001
From: Gourav Kumar <gourav2711@gmail.com>
Date: Sun, 12 Jun 2022 21:35:37 +0530
Subject: [PATCH] bug fix in sortino

---
 pyfacts/statistics.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/pyfacts/statistics.py b/pyfacts/statistics.py
index 61c782d..0b133f5 100644
--- a/pyfacts/statistics.py
+++ b/pyfacts/statistics.py
@@ -1,8 +1,8 @@
 from __future__ import annotations
 
 import datetime
+import math
 import statistics
-from cmath import sqrt
 from typing import Literal
 
 from pyfacts.core import date_parser
@@ -567,7 +567,7 @@ def sortino_ratio(
 
     excess_returns = annualized_average_rr - risk_free_rate
     sd = statistics.stdev([i for i in average_rr_ts.values if i < 0])
-    sd *= sqrt(365 / interval_days)
+    sd *= math.sqrt(365 / interval_days)
 
     sortino_ratio_value = excess_returns / sd
     return sortino_ratio_value