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2e7eb4c9b6
* fix(docs): added margin between sections * feat: removed unused files; updated ga * fix: juan stuff doesnt work * fix: random fix * moon at noon * fix: update docusaurus config * Update controller_doc_classes.py * fix: temp fix * fix: temp fix * Update controller_doc_classes.py * fix: remove old content * fix: taggfix * init * fix: styling and moved file * Update generate_terminal_markdown.py * fix: removed unused images * fix: port new files * Update generate_sdk_markdown.py * Update controller_doc_classes.py Co-authored-by: teh_coderer <me@tehcoderer.com>
82 lines
2.1 KiB
Markdown
Vendored
82 lines
2.1 KiB
Markdown
Vendored
---
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title: es
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description: OpenBB SDK Function
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---
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import Tabs from '@theme/Tabs';
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import TabItem from '@theme/TabItem';
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# es
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<Tabs>
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<TabItem value="model" label="Model" default>
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Gets Expected Shortfall for specified stock dataframe.
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Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/common/quantitative_analysis/qa_model.py#L355)]
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```python
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openbb.qa.es(data: pd.DataFrame, use_mean: bool = False, distribution: str = "normal", percentile: Union[float, int] = 99.9, portfolio: bool = False)
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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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| data | pd.DataFrame | Data dataframe | None | False |
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| use_mean | bool | If one should use the data mean for calculation | False | True |
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| distribution | str | Type of distribution, options: laplace, student_t, normal | normal | True |
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| percentile | Union[float,int] | VaR percentile | 99.9 | True |
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| portfolio | bool | If the data is a portfolio | False | 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 | DataFrame with Expected Shortfall per percentile |
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---
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</TabItem>
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<TabItem value="view" label="Chart">
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Prints table showing expected shortfall.
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Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/common/quantitative_analysis/qa_view.py#L1108)]
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```python
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openbb.qa.es_chart(data: pd.DataFrame, symbol: str = "", use_mean: bool = False, distribution: str = "normal", percentile: float = 99.9, portfolio: bool = False)
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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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| data | pd.DataFrame | Data dataframe | None | False |
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| use_mean | | if one should use the data mean return | False | True |
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| symbol | str | name of the data | | True |
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| distribution | str | choose distribution to use: logistic, laplace, normal | normal | True |
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| percentile | int | es percentile | 99.9 | True |
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| portfolio | bool | If the data is a portfolio | False | 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> |