Update reports.py (#1)

update frequency indicator to be consistent with pandas changes
Lumiwealth · Feb 24, 2024 · a536011 · a536011
1 parent 344e439
commit a536011
Showing 1 changed file with 1 addition and 1 deletion.
diff --git a/quantstats_lumi/reports.py b/quantstats_lumi/reports.py
@@ -1085,7 +1085,7 @@ def metrics(
         )
         metrics["Win Quarter %%"] = (
             _stats.win_rate(
-                df, compounded=compounded, aggregate="Q", prepare_returns=False
+                df, compounded=compounded, aggregate="QE", prepare_returns=False
             )
             * pct
         )