lib/math_util.rb in math_util-0.1.0 vs lib/math_util.rb in math_util-0.1.1
- old
+ new
@@ -21,10 +21,9 @@
def self.sharpe(fund, bmark, volatility)
sharpe = 100 * (
((1 + mean(fund)) ** 252 - 1) -
((1 + mean(bmark)) ** 252 - 1)) / volatility
- puts sharpe
sharpe.round(4) if sharpe > 0
end
def self.annual_tax_day_equivalent(annual_tax)
BigDecimal.new((1 + annual_tax) ** (1/252.0) - 1, 16) if annual_tax