Empyrical Risk Metrics

WHENWhen implementing rolling window calculations for financial metrics

ACTIONpass a zero-length window to rolling_window function

CONSEQUENCERolling window with length 0 causes ValueError('Can't have 0-length window') at runtime, breaking all downstream rolling metric calculations like roll_sharpe_ratio and roll_max_drawdown

WHENWhen implementing rolling window operations with stride tricks

ACTIONpass a scalar array to the rolling_window function

CONSEQUENCEPassing a scalar array causes IndexError('Can't restride a scalar'), preventing any rolling calculations from completing

WHENWhen creating pandas structures from numpy arrays

ACTIONconvert arrays with dimensionality greater than 2 to pandas Series or DataFrame

CONSEQUENCEAttempting to convert arrays with dim > 2 raises ValueError('cannot convert array of dim > 2 to a pandas structure'), causing data transformation failures