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API for setting default annualization factor #35

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luoq opened this issue Nov 5, 2016 · 0 comments
Open

API for setting default annualization factor #35

luoq opened this issue Nov 5, 2016 · 0 comments

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@luoq
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luoq commented Nov 5, 2016

Setting default annualization factor for all metrics is quite handy sometimes.

Currently this can be achieved by setting

empyrical.stats.ANNUALIZATION_FACTORS['daily'] = 24*252

Please consider add an API for this feature.

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