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yutiansut · May 16, 2020 · 63010da · 63010da
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commit 63010da
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diff --git a/QUANTAXIS/QAARP/QARisk.py b/QUANTAXIS/QAARP/QARisk.py
@@ -470,7 +470,7 @@ def calc_annualize_return(self, assets, days):
 
     def calc_profitpctchange(self, assets):
         #return assets[::-1].pct_change()[::-1]
-        return assets.diff().pct_change().fillna(0)
+        return assets.pct_change().fillna(1)
 
     def calc_beta(self, assest_profit, benchmark_profit):
 

diff --git a/QUANTAXIS/__init__.py b/QUANTAXIS/__init__.py
@@ -31,7 +31,7 @@
 2017/4/8
 """
 
-__version__ = '1.9.21'
+__version__ = '1.9.23'
 __author__ = 'yutiansut'
 
 import argparse