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)
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
This function does not return anything