Exemplos de MovingNegativeVariance.MovingNegativeVariance em Python

Exemplo n.º 1

Arquivo: Performancers.py Projeto: gglive/Finance-Python

 def __init__(self, window, dependency=('ret', 'riskFree')):
     super(MovingSortino, self).__init__(window, dependency)
     self._mean = MovingAverage(window, dependency='x')
     self._negativeVar = MovingNegativeVariance(window, dependency='x')