sortino tests are now passing

tests/test_stats.py

@@ -117,25 +117,25 @@ class TestSortino:
         )
         assert round(sortino, 4) == -5.5233
 
-    #     sharpe_ratio = pft.sharpe_ratio(
-    #         ts,
-    #         risk_free_rate=0.052,
-    #         from_date="2017-02-05",
-    #         to_date="2021-12-31",
-    #         return_period_unit="months",
-    #         return_period_value=1,
-    #     )
-    #     assert round(sharpe_ratio, 4) == 0.4898
-
-    #     sharpe_ratio = pft.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
+        sortino = pft.sortino_ratio(
+            ts,
+            risk_free_rate=0.052,
+            from_date="2017-02-05",
+            to_date="2021-12-31",
+            return_period_unit="months",
+            return_period_value=1,
+        )
+        assert round(sortino, 4) == -1.93
+
+        sortino = pft.sortino_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(sortino, 4) == -3.9805
 
 
 class TestBeta: