fix: replace possible nan and inf in AssetList.get_dividend_mean_growth_rate

Author: chilango74

main.py

@@ -1,4 +1,12 @@
+import numpy as np
 import okama as ok
 
-asset_list = ok.AssetList(assets=['RUB.FX', 'MCFTR.INDX'], ccy='RUB', first_date='2019-01', last_date='2020-01', inflation=True)
-print(asset_list.get_cumulative_return(period='ytd', real=True))
+asset_list = ok.AssetList(assets=['MSFT.US'], ccy='USD')
+
+print(asset_list.dividends_annual)
+
+
+x = asset_list.get_dividend_mean_growth_rate(period=20)
+# x.replace([np.inf, -np.inf], 0, inplace=True)
+
+print(f'Growth rate:', x)

okama/asset_list.py

@@ -901,7 +901,9 @@ def dividend_paying_years(self) -> pd.DataFrame:
 
     def get_dividend_mean_growth_rate(self, period=5) -> pd.Series:
         """
-        Calculate geometric mean of dividends growth rate time series for a given trailing period.
+        Calculate geometric mean of annual dividends growth rate time series for a given trailing period.
+
+        Growth rate is taken for full calendar annual dividends.
 
         Parameters
         ----------
@@ -926,6 +928,7 @@ def get_dividend_mean_growth_rate(self, period=5) -> pd.Series:
         growth_ts = self.dividends_annual.pct_change().iloc[
             1:-1
         ]  # Slice the last year for full dividends
+        growth_ts.replace([np.inf, -np.inf, np.nan], 0, inplace=True)  # replace possible nan and inf
         dt0 = self.last_date
         dt = Date.subtract_years(dt0, period)
         return ((growth_ts[dt:] + 1.0).prod()) ** (1 / period) - 1.0