omega_ratio

Calculate the Omega Ratio.

obb.quantitative.omega_ratio(data: Union[list, dict, pd.DataFrame, List[pd.DataFrame], pd.Series, List[pd.Series], numpy.ndarray, Data, List[Data]], target: str, threshold_start: float = 0.0, threshold_end: float = 1.5)

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Parameters

• Standard

Name	Type	Description	Default	Optional
data	List[Data]	Time series data.	None	False
target	str	Target column name.	None	False
threshold_start	float	Start threshold, by default 0.0	0.0	True
threshold_end	float	End threshold, by default 1.5	1.5	True

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Returns

Omega ratios.

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