TST Add test for inf Sharpe (#93)

quantopian · Apr 25, 2018 · 05bf71d · 05bf71d
1 parent f827384
commit 05bf71d
Showing 1 changed file with 2 additions and 1 deletion.
diff --git a/empyrical/tests/test_stats.py b/empyrical/tests/test_stats.py
@@ -353,7 +353,8 @@ def test_omega_returns(self, returns, required_return_less,
         (mixed_returns, 0.0, 1.7238613961706866),
         (mixed_returns, simple_benchmark, 0.34111411441060574),
         (positive_returns, 0.0, 52.915026221291804),
-        (negative_returns, 0.0, -24.406808633910085)
+        (negative_returns, 0.0, -24.406808633910085),
+        (flat_line_1, 0.0, np.inf),
     ])
     def test_sharpe_ratio(self, returns, risk_free, expected):
         assert_almost_equal(