mirror of
https://github.com/OpenBB-finance/OpenBB.git
synced 2026-11-02 23:41:27 +00:00
4ad995fdd0
* add first iteration of content for Terminal Pro * Update index.md * Update dashboards.md * Update folders.md * Update grouping.md * Update report.md * Update templates.md * Update quick-start.md * Update index.md * Update index.md * Update home.md * Update news.md * Update index.md * Update index.md * Update index.md * Update data-provider.md * Update chat-with-widget.md * Update data-manipulation.md * Update forecasting.md * fix: images self closing tags * fix: only pro visitors can see pro * inter font * improve SEO content and restructuring * add new package for toggle on tutorials * move folder around * improve main page of each prod * small updates and improvements * fix logo above * small improvement in headtitle for portfolio funcs * fix typos from OpenAI's GPT-4 * fix _category_ json * remove generic SEO words * add script that generates SEO for documentation * add missing file * remove sdk warning message * fix links for andrew --------- Co-authored-by: jose-donato <zmcdonato@gmail.com> Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com> Co-authored-by: andrewkenreich <andrew.kenreich@gmail.com>
1.7 KiB
Vendored
1.7 KiB
Vendored
title, description, keywords
| title | description | keywords | |||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| es | Learn how to use the openbb.portfolio.es function to calculate the portfolio expected shortfall. It allows the use of different distributions and custom percentiles. |
|
import HeadTitle from '@site/src/components/General/HeadTitle.tsx';
Get portfolio expected shortfall
Source Code: [link]
openbb.portfolio.es(portfolio_engine: portfolio_engine.PortfolioEngine, use_mean: bool = False, distribution: str = "normal", percentile: float = 99.9)
Parameters
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| portfolio_engine | PortfolioEngine | PortfolioEngine class instance, this will hold transactions and perform calculations. Use portfolio.load to create a PortfolioEngine. |
None | False |
| use_mean | if one should use the data mean return | False | True | |
| distribution | str | choose distribution to use: logistic, laplace, normal | normal | True |
| percentile | float | es percentile (%) | 99.9 | True |
Returns
| Type | Description |
|---|---|
| pd.DataFrame | DataFrame with portfolio expected shortfall |
Examples
from openbb_terminal.sdk import openbb
p = openbb.portfolio.load("openbb_terminal/miscellaneous/portfolio_examples/holdings/example.csv")
output = openbb.portfolio.es(p)