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Co-authored-by: andrewkenreich <andrew.kenreich@gmail.com>
Co-authored-by: tehcoderer <me@tehcoderer.com>
2023-09-29 11:49:05 +02:00

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title, description
title description
sharpe OpenBB SDK Function

import Tabs from '@theme/Tabs'; import TabItem from '@theme/TabItem';

sharpe

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