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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.
The text was updated successfully, but these errors were encountered:
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Setting default annualization factor for all metrics is quite handy sometimes.
Currently this can be achieved by setting
Please consider add an API for this feature.
The text was updated successfully, but these errors were encountered: