From 9b87e01159dc26de886418bae53488bb96144b21 Mon Sep 17 00:00:00 2001
From: Pietropaolo Frisoni <pfrisoni@uwo.ca>
Date: Tue, 22 Aug 2023 12:37:32 +0200
Subject: [PATCH] using OPTIONAL data type

---
 finquant/data_types.py | 1 -
 finquant/portfolio.py  | 4 ++--
 finquant/quants.py     | 6 +++---
 3 files changed, 5 insertions(+), 6 deletions(-)

diff --git a/finquant/data_types.py b/finquant/data_types.py
index 4e66ff4c..b4b1bbb4 100644
--- 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
index d4911429..eb4ee04a 100644
--- 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
index 763b8fff..00b4b956 100644
--- 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