using OPTIONAL data type

fmilthaler · Aug 22, 2023 · 9b87e01 · 9b87e01
1 parent 4b5995e
commit 9b87e01
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Showing 3 changed files with 5 additions and 6 deletions.
diff --git a/finquant/data_types.py b/finquant/data_types.py
@@ -67,7 +67,6 @@ def process_data(data: ARRAY_OR_DATAFRAME) -> FLOAT:
 
 # Numeric types
 FLOAT = Union[np.floating, float]
-FLOAT_OPTIONAL = Union[FLOAT, None]
 INT = Union[np.integer, int]
 NUMERIC = Union[INT, FLOAT]
 

diff --git a/finquant/portfolio.py b/finquant/portfolio.py
@@ -511,14 +511,14 @@ def comp_sortino(self) -> FLOAT:
             self.expected_return, self.downside_risk, self.risk_free_rate
         )
 
-    def comp_treynor(self) -> FLOAT:
+    def comp_treynor(self) -> Optional[FLOAT]:
         """Compute and return the Treynor Ratio of the portfolio.
 
         :type freq: :py:data:`~.finquant.data_types.FLOAT`
         :return: The Treynor Ratio of the portfolio.
         """
         # compute the Treynor Ratio of the portfolio
-        treynor: FLOAT = treynor_ratio(
+        treynor: Optional[FLOAT] = treynor_ratio(
             self.expected_return, self.beta, self.risk_free_rate
         )
         self.treynor = treynor

diff --git a/finquant/quants.py b/finquant/quants.py
@@ -4,7 +4,7 @@
 """
 
 
-from typing import Tuple
+from typing import Tuple, Optional
 
 import numpy as np
 import pandas as pd
@@ -123,8 +123,8 @@ def sortino_ratio(
 
 
 def treynor_ratio(
-    exp_return: FLOAT, beta: FLOAT_OPTIONAL, risk_free_rate: FLOAT = 0.005
-) -> FLOAT_OPTIONAL:
+    exp_return: FLOAT, beta: Optional[FLOAT], risk_free_rate: FLOAT = 0.005
+) -> Optional[FLOAT]:
     """Computes the Treynor Ratio.
 
     :param exp_return: Expected Return of a portfolio