Expanded sortino function

pyfacts/statistics.py

@@ -8,7 +8,9 @@ from typing import Literal
 from pyfacts.core import date_parser
 
 from .pyfacts import TimeSeries
-from .utils import _interval_to_years, covariance
+from .utils import _interval_to_years, _preprocess_from_to_date, covariance
+
+# from dateutil.relativedelta import relativedelta
 
 
 @date_parser(3, 4)
@@ -540,10 +542,21 @@ def sortino_ratio(
 
     interval_days = math.ceil(_interval_to_years(return_period_unit, return_period_value) * 365)
 
-    if from_date is None:
-        from_date = time_series_data.start_date + datetime.timedelta(days=interval_days)
-    if to_date is None:
-        to_date = time_series_data.end_date
+    # if from_date is None:
+    #     from_date = time_series_data.start_date + relativedelta(**{return_period_unit: return_period_value})
+    # if to_date is None:
+    #     to_date = time_series_data.end_date
+    from_date, to_date = _preprocess_from_to_date(
+        from_date,
+        to_date,
+        time_series_data,
+        False,
+        return_period_unit,
+        return_period_value,
+        as_on_match,
+        prior_match,
+        closest,
+    )
 
     if risk_free_data is None and risk_free_rate is None:
         raise ValueError("At least one of risk_free_data or risk_free rate is required")
@@ -566,7 +579,8 @@ def sortino_ratio(
     annualized_average_rr = (1 + average_rr) ** (365 / interval_days) - 1
 
     excess_returns = annualized_average_rr - risk_free_rate
-    sd = statistics.stdev([i for i in average_rr_ts.values if i < 0])
+    my_list = [i for i in average_rr_ts.values if i < 0]
+    sd = statistics.stdev(my_list)  # [i for i in average_rr_ts.values if i < 0])
     sd *= math.sqrt(365 / interval_days)
 
     sortino_ratio_value = excess_returns / sd