fix bug for benchmark time range

shawnlinxl · shawnlinxl · commit 07e8c78631b5 · 2020-06-29T03:46:44.000Z
diff --git a/pyform/returnseries.py b/pyform/returnseries.py
@@ -715,12 +715,12 @@ def get_sharpe_ratio(
 
                 try:
 
-                    start_date = max(rf.start, benchmark.start)
-                    end_date = min(rf.end, benchmark.end)
-
                     rf_use = copy.deepcopy(rf)
                     benchmark = self._normalize_daterange(benchmark)
 
+                    start_date = max(rf.start, benchmark.start)
+                    end_date = min(rf.end, benchmark.end)
+
                     rf_use.set_daterange(start_date, end_date)
                     benchmark.set_daterange(start_date, end_date)
                     bm_name = benchmark.series.columns[0]
