sharpe
- Model
- Chart
Calculates the sharpe ratio
Source Code: [link]
openbb.qa.sharpe(data: pd.DataFrame, rfr: float = 0, window: float = 252)
Parameters
Name | Type | Description | Default | Optional |
---|---|---|---|---|
data | pd.DataFrame | selected dataframe column | None | False |
rfr | float | risk free rate | 0 | True |
window | float | length of the rolling window | 252 | True |
Returns
Type | Description |
---|---|
pd.DataFrame | sharpe ratio |
Plots Calculated the sharpe ratio
Source Code: [link]
openbb.qa.sharpe_chart(data: pd.DataFrame, rfr: float = 0, window: float = 252, external_axes: bool = False)
Parameters
Name | Type | Description | Default | Optional |
---|---|---|---|---|
data | pd.DataFrame | selected dataframe column | None | False |
rfr | float | risk free rate | 0 | True |
window | float | length of the rolling window | 252 | True |
external_axes | bool | Whether to return the figure object or not, by default False | False | True |
Returns
This function does not return anything