qs.reports.html() function assumes the risk free rate is constant

Author: massiccioCreated Jun 5, 2026Updated Jun 5, 2026

python

def html(
    returns,
    benchmark=None,
    rf=0.0,
    grayscale=False,
    title="Strategy Tearsheet",
    output=None,
    compounded=True,
    periods_per_year=252,
    download_filename="quantstats-tearsheet.html",
    figfmt="svg",
    template_path=None,
    match_dates=True,
    **kwargs,
):

Since returns is a series / data frame, wouldn't it be more accurate to allow the risk free to be a time series? the risk free rate changes over time, so when testing strategies spanning several years, assuming it is constant makes the calculations imprecise

Source: ranaroussi/quantstats

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