From ab154fce733aa2d4637e32411c65f95cf2462e17 Mon Sep 17 00:00:00 2001
From: ran <ran@aroussi.com>
Date: Thu, 28 Apr 2022 15:18:57 +0100
Subject: [PATCH] Added information ratio to reports

---
 CHANGELOG.rst         | 4 ++++
 quantstats/reports.py | 8 ++++++++
 quantstats/stats.py   | 2 +-
 quantstats/version.py | 2 +-
 4 files changed, 14 insertions(+), 2 deletions(-)

diff --git a/CHANGELOG.rst b/CHANGELOG.rst
index c2322b1b..0aa147e9 100644
--- a/CHANGELOG.rst
+++ b/CHANGELOG.rst
@@ -1,6 +1,10 @@
 Change Log
 ===========
 
+0.0.53
+------
+- Added information ratio to reports
+
 0.0.52
 ------
 - Added Treynor ratio
diff --git a/quantstats/reports.py b/quantstats/reports.py
index 7b66af33..0fb40d93 100644
--- a/quantstats/reports.py
+++ b/quantstats/reports.py
@@ -451,6 +451,8 @@ def metrics(returns, benchmark=None, rf=0., display=True,
             metrics['Volatility (ann.) %'] = [ret_vol, bench_vol]
             metrics['R^2'] = _stats.r_squared(
                 df['returns'], df['benchmark'], prepare_returns=False)
+            metrics['Information Ratio'] = _stats.information_ratio(
+                df['returns'], df['benchmark'], prepare_returns=False)
         else:
             metrics['Volatility (ann.) %'] = [ret_vol]
 
@@ -616,6 +618,12 @@ def metrics(returns, benchmark=None, rf=0., display=True,
 
     if not sep:
         metrics = metrics[metrics.index != '']
+
+    # remove spaces from column names
+    metrics = metrics.T
+    metrics.columns = [c.replace(' %', '').replace(' *int', '').strip() for c in metrics.columns]
+    metrics = metrics.T
+
     return metrics
 
 
diff --git a/quantstats/stats.py b/quantstats/stats.py
index fdcb8b81..9e654c69 100644
--- a/quantstats/stats.py
+++ b/quantstats/stats.py
@@ -906,7 +906,7 @@ def rolling_greeks(returns, benchmark, periods=252, prepare_returns=True):
     return _pd.DataFrame(index=returns.index, data={
         "beta": beta,
         "alpha": alpha
-    }).fillna(0)
+    })
 
 
 def compare(returns, benchmark, aggregate=None, compounded=True,
diff --git a/quantstats/version.py b/quantstats/version.py
index bf71543f..4ced5aa4 100644
--- a/quantstats/version.py
+++ b/quantstats/version.py
@@ -1 +1 @@
-version = "0.0.52"
+version = "0.0.53"