fix: nan in sortino and sharpe

pkg/types/indicator.go

@@ -180,6 +180,9 @@ func Sum(a Series, limit ...int) (sum float64) {
 // otherwise will operate on all elements
 func Mean(a Series, limit ...int) (mean float64) {
 	l := a.Length()
+	if l == 0 {
+		return 0
+	}
 	if len(limit) > 0 && limit[0] < l {
 		l = limit[0]
 	}
@@ -741,6 +744,9 @@ func PercentageChange(a Series, offset ...int) SeriesExtend {
 
 func Stdev(a Series, params ...int) float64 {
 	length := a.Length()
+	if length == 0 {
+		return 0
+	}
 	if len(params) > 0 && params[0] < length {
 		length = params[0]
 	}

pkg/types/sharpe.go

@@ -16,6 +16,16 @@ func Sharpe(returns Series, periods int, annualize bool, smart bool) float64 {
 	if smart {
 		divisor *= autocorrPenalty(returns)
 	}
+	if divisor == 0 {
+		mean := Mean(data)
+		if mean > 0 {
+			return math.Inf(1)
+		} else if mean < 0 {
+			return math.Inf(-1)
+		} else {
+			return 0
+		}
+	}
 	result := Mean(data) / divisor
 	if annualize {
 		return result * math.Sqrt(float64(periods))

pkg/types/sortino.go

@@ -24,6 +24,9 @@ func Sortino(returns Series, riskFreeReturns float64, periods int, annualize boo
 	}
 
 	num := returns.Length()
+	if num == 0 {
+		return 0
+	}
 	var sum = 0.
 	for i := 0; i < num; i++ {
 		exRet := returns.Index(i) - avgRiskFreeReturns
@@ -35,7 +38,15 @@ func Sortino(returns Series, riskFreeReturns float64, periods int, annualize boo
 	if smart {
 		risk *= autocorrPenalty(returns)
 	}
-
+	if risk == 0 {
+		if excessReturn > 0 {
+			return math.Inf(1)
+		} else if excessReturn < 0 {
+			return math.Inf(-1)
+		} else {
+			return 0
+		}
+	}
 	result := excessReturn / risk
 	if annualize {
 		return result * math.Sqrt(float64(periods))