def __init__(self):
if self.p.legacyannual:
self.anret = AnnualReturn()
else:
self.timereturn = TimeReturn(
timeframe=self.p.timeframe,
compression=self.p.compression)
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)
def __init__(self):
super(Sortino, self).__init__()
self.ret = TimeReturn(timeframe=self.p.timeframe,
compression=self.p.compression)
self.ratio = 0.0