DOC Note daily frequency of risk-free rate (#109)

gusgordon · web-flow · commit 9949f00a667d · 2019-05-29T14:48:09.000-04:00
diff --git a/empyrical/stats.py b/empyrical/stats.py
@@ -654,7 +654,7 @@ def sharpe_ratio(returns,
         Daily returns of the strategy, noncumulative.
         - See full explanation in :func:`~empyrical.stats.cum_returns`.
     risk_free : int, float
-        Constant risk-free return throughout the period.
+        Constant daily risk-free return throughout the period.
     period : str, optional
         Defines the periodicity of the 'returns' data for purposes of
         annualizing. Value ignored if `annualization` parameter is specified.
