fix(stats.py): handle numpy version compatibility issue by using np.p…

…rod instead of np.product to calculate expected return
ranaroussi · Oct 12, 2024 · df04d85 · df04d85
1 parent fa0a91a
commit df04d85
Showing 1 changed file with 3 additions and 1 deletion.
diff --git a/quantstats/stats.py b/quantstats/stats.py
@@ -93,7 +93,9 @@ def expected_return(returns, aggregate=None, compounded=True, prepare_returns=Tr
  if prepare_returns:
  returns = _utils._prepare_returns(returns)
  returns = _utils.aggregate_returns(returns, aggregate, compounded)
- return _np.product(1 + returns) ** (1 / len(returns)) - 1
+ if _np.__version__.startswith("1."):
+ return _np.product(1 + returns) ** (1 / len(returns)) - 1
+ return _np.prod(1 + returns) ** (1 / len(returns)) - 1
 
 
 def geometric_mean(retruns, aggregate=None, compounded=True):