ENH CAGR added to util metrics

Makefile

@@ -1,6 +1,7 @@
 .PHONY: all
 all:
 	make test_utils
+	make test_metrics
 	make test_ta
 	make test_ext
 	make test_strats
@@ -17,6 +18,9 @@ init:
 test_ext:
 	python -m unittest -v tests/test_ext_indicator_*.py
 
+test_metrics:
+	python -m unittest -v tests/test_utils_metrics.py
+
 test_strats:
 	python -m unittest -v tests/test_strategy.py
 

pandas_ta/utils/_metrics.py

@@ -1,2 +1,11 @@
 # -*- coding: utf-8 -*-
 from pandas import DataFrame, Series
+
+from ._core import verify_series
+from ._time import total_time
+
+def cagr(close: Series) -> float:
+    """Compounded Annual Growth Rate"""
+    close = verify_series(close)
+    start, end = close.iloc[0], close.iloc[-1]
+    return ((end / start) ** (1 / total_time(close))) - 1

setup.py

@@ -6,7 +6,7 @@ long_description = "An easy to use Python 3 Pandas Extension with 115+ Technical
 setup(
     name ="pandas_ta",
     packages =["pandas_ta", "pandas_ta.candles", "pandas_ta.momentum", "pandas_ta.overlap", "pandas_ta.performance", "pandas_ta.statistics", "pandas_ta.trend", "pandas_ta.utils", "pandas_ta.volatility", "pandas_ta.volume"],
-    version =".".join(("0", "2", "17b")),
+    version =".".join(("0", "2", "18b")),
     description =long_description,
     long_description =long_description,
     author ="Kevin Johnson",

tests/test_utils_metrics.py

@@ -0,0 +1,29 @@
+from .config import sample_data
+from .context import pandas_ta
+
+from unittest import skip, TestCase
+from unittest.mock import patch
+
+# import numpy as np
+# import numpy.testing as npt
+# from pandas import DataFrame, Series
+
+class TestUtilityMetrics(TestCase):
+    @classmethod
+    def setUpClass(cls):
+        cls.data = sample_data
+
+    @classmethod
+    def tearDownClass(cls):
+        del cls.data
+
+    def setUp(self):
+        self.utils = pandas_ta.utils
+
+    def tearDown(self):
+        del self.utils
+
+    def test_cagr(self):
+        result = pandas_ta.utils.cagr(self.data.close)
+        self.assertIsInstance(result, float)
+        self.assertGreater(result, 0)