Beispiel #1
0
 def __init__(self):
     if self.p.legacyannual:
         self.anret = AnnualReturn()
     else:
         self.timereturn = TimeReturn(
             timeframe=self.p.timeframe,
             compression=self.p.compression)
Beispiel #2
0
 def __init__(self):
     super(SharpeRatio, self).__init__()
     if self.p.legacyannual:
         self.anret = AnnualReturn()
     else:
         self.timereturn = TimeReturn(timeframe=self.p.timeframe,
                                      compression=self.p.compression)
Beispiel #3
0
 def __init__(self):
     super(SharpeRatio, self).__init__()
     self.anret = AnnualReturn()