mirror of
https://github.com/OpenBB-finance/OpenBB.git
synced 2026-11-05 08:51:20 +00:00
79046608b6
* Update generate_terminal_markdown.py * updates * update workflows * Automated Change * tests * tests * Automated Change * Update test_generate_docs.py * Automated Change * updates * Automated Change * Update gen-docs.yml * Update test.yml * Automated Change * Update test.yml * Automated Change * Update generate_sdk_markdown.py * Automated Change * test * Automated Change * testtt23 * Automated Change * Update generate_sdk_markdown.py * Automated Change * Automated Change * added empting reference folders before autogen docs * updates * Automated Change * update tests gitactions * Automated Change * up * Automated Change * Automated Change * update pytest * Automated Change * tests * Automated Change * examples update * Automated Change * Update generate_sdk_markdown.py * Automated Change * Update test.yml * Update generate_sdk_markdown.py * strip * Automated Change * Workflow : check test update * Automated Change * Automated Change * Automated Change * Update test.yml * Automated Change * Update test.yml * Automated Change * Automated Change * up * Automated Change * Update generate_sdk_markdown.py * Automated Change * update workflows * fix guides * testing * Update gh-pages.yml * Update gh-pages.yml 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>
87 lines
2.1 KiB
Markdown
Vendored
87 lines
2.1 KiB
Markdown
Vendored
---
|
|
title: rbeta
|
|
description: OpenBB SDK Function
|
|
---
|
|
|
|
import Tabs from '@theme/Tabs';
|
|
import TabItem from '@theme/TabItem';
|
|
|
|
# rbeta
|
|
|
|
<Tabs>
|
|
<TabItem value="model" label="Model" default>
|
|
|
|
Get rolling beta using portfolio and benchmark returns
|
|
|
|
Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/portfolio/portfolio_model.py#L659)]
|
|
|
|
```python
|
|
openbb.portfolio.rbeta(portfolio_engine: portfolio_engine.PortfolioEngine, window: str = "1y")
|
|
```
|
|
|
|
---
|
|
|
|
## Parameters
|
|
|
|
| Name | Type | Description | Default | Optional |
|
|
| ---- | ---- | ----------- | ------- | -------- |
|
|
| portfolio | PortfolioEngine | PortfolioEngine object | None | True |
|
|
| window | string | Interval used for rolling values.<br/>Possible options: mtd, qtd, ytd, 1d, 5d, 10d, 1m, 3m, 6m, 1y, 3y, 5y, 10y. | 1y | True |
|
|
|
|
|
|
---
|
|
|
|
## Returns
|
|
|
|
| Type | Description |
|
|
| ---- | ----------- |
|
|
| pd.DataFrame | DataFrame of the portfolio's rolling beta |
|
|
---
|
|
|
|
## Examples
|
|
|
|
```python
|
|
from openbb_terminal.sdk import openbb
|
|
p = openbb.portfolio.load("openbb_terminal/miscellaneous/portfolio_examples/holdings/example.csv")
|
|
output = openbb.portfolio.rbeta(p)
|
|
```
|
|
|
|
---
|
|
|
|
|
|
|
|
</TabItem>
|
|
<TabItem value="view" label="Chart">
|
|
|
|
Display rolling beta
|
|
|
|
Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/portfolio/portfolio_view.py#L1050)]
|
|
|
|
```python
|
|
openbb.portfolio.rbeta_chart(portfolio_engine: portfolio_engine.PortfolioEngine, 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 |
|
|
| window | str | interval for window to consider<br/>Possible options: mtd, qtd, ytd, 1d, 5d, 10d, 1m, 3m, 6m, 1y, 3y, 5y, 10y. | 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
|
|
|
|
---
|
|
|
|
|
|
|
|
</TabItem>
|
|
</Tabs> |