diff --git a/tests/test_stats.py b/tests/test_stats.py index e178474..7c7af42 100644 --- a/tests/test_stats.py +++ b/tests/test_stats.py @@ -72,3 +72,13 @@ class TestSharpe: return_period_value=1, ) assert round(sharpe_ratio, 4) == 0.4898 + + sharpe_ratio = fc.sharpe_ratio( + ts, + risk_free_rate=0.052, + from_date="2018-01-01", + to_date="2021-12-31", + return_period_unit="months", + return_period_value=12, + ) + assert round(sharpe_ratio, 4) == 0.3199