fix(pdf): use quantstats' as_pct

crunchdao · Sep 26, 2023 · 2752707 · 2752707
1 parent 152116b
commit 2752707
Showing 1 changed file with 1 addition and 4 deletions.
diff --git a/backtest/export/pdf.py b/backtest/export/pdf.py
@@ -66,7 +66,7 @@ def finalize(self) -> None:
         df_metrics, df_drowdowns = None, None
         if df_returns is not None:
             df_returns.name = "Strategy"
-            df_metrics = quantstats.reports.metrics(df_returns, benchmark=df_benchmark, display=False, mode="full")
+            df_metrics = quantstats.reports.metrics(df_returns, benchmark=df_benchmark, display=False, mode="full", as_pct=True)
             df_metrics.index = df_metrics.index.map(slugify.slugify)
             df_metrics.columns = df_metrics.columns.map(slugify.slugify)
 
@@ -119,9 +119,6 @@ def get_metric(column: str, name: str):
                 if name in NOT_PERCENT:
                     return value
                 else:
-                    value *= 100
-                    value = round(value, 2)
-
                     return f"{value}%"
 
             def get_drawdown(n: int, key: typing.Union[typing.Literal["dates"], typing.Literal["value"]]):