diff --git a/tests/test_metrics.py b/tests/test_metrics.py index 69f3295..cb56d11 100644 --- a/tests/test_metrics.py +++ b/tests/test_metrics.py @@ -49,6 +49,7 @@ def test_zero_volatility_metrics_return_zero() -> None: returns = pd.Series([0.0, 0.0, 0.0]) assert sharpe_ratio(returns) == 0.0 + assert sortino_ratio(returns) == 0.0 assert calmar_ratio(returns) == 0.0 @@ -93,7 +94,15 @@ def test_summary_aliases_match_canonical_fields() -> None: @pytest.mark.parametrize( "metric", - [annualized_return, annualized_volatility, sharpe_ratio, max_drawdown, calmar_ratio, win_rate], + [ + annualized_return, + annualized_volatility, + sharpe_ratio, + sortino_ratio, + max_drawdown, + calmar_ratio, + win_rate, + ], ) def test_metrics_reject_non_series_input(metric) -> None: with pytest.raises(TypeError, match=r"expected pd\.Series"):