Sharpe

To obtain charts, make sure to add chart=True as the last parameter

Get underlying data

common.qa.sharpe(data: pandas.core.frame.DataFrame, rfr: float = 0, window: float = 252) -> pandas.core.frame.DataFrame

Calculates the sharpe ratio

Parameters
data: pd.DataFrame
selected dataframe column
rfr: float
risk free rate
window: float
length of the rolling window

Returns
-------
sharpe: pd.DataFrame
    sharpe ratio

Getting charts

common.qa.sharpe(data: pandas.core.frame.DataFrame, rfr: float = 0, window: float = 252, chart=True) -> None

Calculates the sharpe ratio

Parameters
data: pd.DataFrame
selected dataframe column
rfr: float
risk free rate
window: float
length of the rolling window