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* 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>
2.6 KiB
Vendored
2.6 KiB
Vendored
title, description, keywords
| title | description | keywords | |||||||
|---|---|---|---|---|---|---|---|---|---|
| rsharpe | This page talks about the rsharpe function of the OpenBB Finance. The page describes two methods to get a rolling sharpe ratio and to display it. It includes the source code, parameter descriptions, and usage examples. |
|
import HeadTitle from '@site/src/components/General/HeadTitle.tsx';
import Tabs from '@theme/Tabs'; import TabItem from '@theme/TabItem';
Get rolling sharpe ratio
Source Code: [link]
openbb.portfolio.rsharpe(portfolio_engine: pd.DataFrame, risk_free_rate: float = 0, window: str = "1y")
Parameters
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| portfolio_returns | pd.Series | Series of portfolio returns | None | True |
| risk_free_rate | float | Risk free rate | 0 | True |
| window | str | Rolling window to use Possible options: mtd, qtd, ytd, 1d, 5d, 10d, 1m, 3m, 6m, 1y, 3y, 5y, 10y |
1y | True |
Returns
| Type | Description |
|---|---|
| pd.DataFrame | Rolling sharpe ratio DataFrame |
Examples
from openbb_terminal.sdk import openbb
p = openbb.portfolio.load("openbb_terminal/miscellaneous/portfolio_examples/holdings/example.csv")
output = openbb.portfolio.rsharpe(p)
Display rolling sharpe
Source Code: [link]
openbb.portfolio.rsharpe_chart(portfolio_engine: portfolio_engine.PortfolioEngine, risk_free_rate: float = 0, window: str = "1y", export: str = "", external_axes: Optional[List[matplotlib.axes._axes.Axes]] = None)
Parameters
| Name | Type | Description | Default | Optional |
|---|---|---|---|---|
| portfolio | PortfolioEngine | PortfolioEngine object | None | True |
| risk_free_rate | float | Value to use for risk free rate in sharpe/other calculations | 0 | True |
| window | str | interval for window to consider | 1y | True |
| export | str | Export to file | True | |
| external_axes | Optional[List[plt.Axes]] | Optional axes to display plot on | None | True |
Returns
This function does not return anything