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Co-authored-by: tehcoderer <tehcoderer@users.noreply.github.com>
Co-authored-by: Jeroen Bouma <jer.bouma@gmail.com>
Co-authored-by: Chavithra PARANA <chavithra@gmail.com>
Co-authored-by: Chavithra <Chavithra@users.noreply.github.com>
Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com>
Co-authored-by: jose-donato <jose-donato@users.noreply.github.com>
2022-11-25 17:19:08 -05:00

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title, description
title description
om OpenBB SDK Function

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

om

Get omega ratio

Source Code: [link]

openbb.portfolio.om(portfolio_engine: portfolio_engine.PortfolioEngine, threshold_start: float = 0, threshold_end: float = 1.5)

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
threshold_start float annualized target return threshold start of plotted threshold range 0 True
threshold_end float annualized target return threshold end of plotted threshold range 1.5 True

Returns

Type Description
pd.DataFrame DataFrame with portfolio omega ratio

Examples

from openbb_terminal.sdk import openbb
p = openbb.portfolio.load("openbb_terminal/miscellaneous/portfolio_examples/holdings/example.csv")
output = openbb.portfolio.om(p)

Display omega ratio

Source Code: [link]

openbb.portfolio.om_chart(portfolio_engine: portfolio_engine.PortfolioEngine, threshold_start: float = 0, threshold_end: float = 1.5)

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
threshold_start float annualized target return threshold start of plotted threshold range 0 True
threshold_end float annualized target return threshold end of plotted threshold range 1.5 True

Returns

This function does not return anything