stats.py - > omega, around line 566:
numer = returns_less_thresh[returns_less_thresh > 0.0].sum().values[0]
denom = -1.0 * returns_less_thresh[returns_less_thresh < 0.0].sum().values[0]
The result of "returns_less_thresh[returns_less_thresh > 0.0].sum()" is a type of numpy.float64, and has no attribute 'values'.
stats.py - > omega, around line 566:
The result of "returns_less_thresh[returns_less_thresh > 0.0].sum()" is a type of numpy.float64, and has no attribute 'values'.