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98 lines
2.6 KiB
Markdown
Vendored
98 lines
2.6 KiB
Markdown
Vendored
---
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title: rsharpe
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description: This page talks about the rsharpe function of the OpenBB Finance. The
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page describes two methods to get a rolling sharpe ratio and to display it. It includes
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the source code, parameter descriptions, and usage examples.
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keywords:
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- OpenBB Finance
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- portfolio returns
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- rsharpe function
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- risk-free rate
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- rolling sharpe ratio
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- chart display
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- plotting
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---
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import HeadTitle from '@site/src/components/General/HeadTitle.tsx';
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<HeadTitle title="portfolio.rsharpe - Reference | OpenBB SDK Docs" />
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import Tabs from '@theme/Tabs';
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import TabItem from '@theme/TabItem';
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<Tabs>
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<TabItem value="model" label="Model" default>
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Get rolling sharpe ratio
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Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/portfolio/portfolio_model.py#L564)]
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```python
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openbb.portfolio.rsharpe(portfolio_engine: pd.DataFrame, risk_free_rate: float = 0, window: str = "1y")
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```
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---
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## Parameters
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| Name | Type | Description | Default | Optional |
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| ---- | ---- | ----------- | ------- | -------- |
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| portfolio_returns | pd.Series | Series of portfolio returns | None | True |
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| risk_free_rate | float | Risk free rate | 0 | True |
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| window | str | Rolling window to use<br/>Possible options: mtd, qtd, ytd, 1d, 5d, 10d, 1m, 3m, 6m, 1y, 3y, 5y, 10y | 1y | True |
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---
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## Returns
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| Type | Description |
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| ---- | ----------- |
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| pd.DataFrame | Rolling sharpe ratio DataFrame |
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---
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## Examples
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```python
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from openbb_terminal.sdk import openbb
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p = openbb.portfolio.load("openbb_terminal/miscellaneous/portfolio_examples/holdings/example.csv")
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output = openbb.portfolio.rsharpe(p)
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```
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---
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</TabItem>
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<TabItem value="view" label="Chart">
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Display rolling sharpe
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Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/portfolio/portfolio_view.py#L932)]
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```python
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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)
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```
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---
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## Parameters
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| Name | Type | Description | Default | Optional |
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| ---- | ---- | ----------- | ------- | -------- |
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| portfolio | PortfolioEngine | PortfolioEngine object | None | True |
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| risk_free_rate | float | Value to use for risk free rate in sharpe/other calculations | 0 | True |
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| window | str | interval for window to consider | 1y | True |
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| export | str | Export to file | | True |
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| external_axes | Optional[List[plt.Axes]] | Optional axes to display plot on | None | True |
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---
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## Returns
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This function does not return anything
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---
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</TabItem>
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</Tabs>
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