Fix sortino std calculation

2022-12-28 14:59:23 +01:00
parent d5b516842c
commit 32bbe603cb
2 changed files with 2 additions and 5 deletions
--- a/tests/data/test_btanalysis.py
+++ b/tests/data/test_btanalysis.py
@@ -1,4 +1,3 @@
-from datetime import datetime
 from pathlib import Path
 from unittest.mock import MagicMock

@@ -365,7 +364,7 @@ def test_calculate_sortino(testdatadir):
        0.01,
        )
    assert isinstance(sortino, float)
-    assert pytest.approx(sortino) == 55.1447312
+    assert pytest.approx(sortino) == 35.17722


 def test_calculate_sharpe(testdatadir):