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- 6 commits
- 3 files changed
- 1 contributor
Commits on Aug 14, 2025
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Fix RuntimeWarnings in tail_ratio function
- Handle divide by zero when lower quantile is 0 - Handle invalid values when quantiles return NaN - Return NaN gracefully instead of triggering warnings
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Fix tail_ratio to handle DataFrame inputs properly
- Handle Series (multi-column) results from DataFrame.quantile() - Apply element-wise checks for NaN and zero values - Return Series for DataFrame input, scalar for Series input - Fixes ValueError when checking truth value of Series
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Fix additional divide by zero warnings in stats functions
- Fix gain_to_pain_ratio: Handle case when no negative returns (downside=0) - Fix recovery_factor: Handle case when no drawdown (max_dd=0) - Both functions now return NaN instead of triggering warnings
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Add comprehensive divide by zero protection across stats functions
Protected the following functions from divide by zero warnings: - sortino: Check for zero downside deviation - ulcer_performance_index: Check for zero ulcer index - serenity_index: Check for zero std and denominator - payoff_ratio: Check for zero average loss - outlier_win_ratio: Check for no positive returns - outlier_loss_ratio: Check for no negative returns - risk_return_ratio: Check for zero standard deviation - kelly_criterion: Check for zero or NaN win/loss ratio - greeks: Check for zero benchmark variance - rolling_greeks: Use replace(0, NaN) for benchmark std All functions now return NaN instead of triggering RuntimeWarnings
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