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enums module

Named tuples and enumerated types for returns.

RollSharpeAIS class

RollSharpeAIS(
    i,
    ret,
    pre_window_ret,
    cumsum,
    cumsum_sq,
    nancnt,
    window,
    minp,
    ddof,
    ann_factor
)

A named tuple representing the input state of rolling_sharpe_ratio_acc_nb().

Superclasses

  • builtins.tuple

ann_factor method-wrapper

Alias for field number 9

cumsum method-wrapper

Alias for field number 3

cumsum_sq method-wrapper

Alias for field number 4

ddof method-wrapper

Alias for field number 8

i method-wrapper

Alias for field number 0

minp method-wrapper

Alias for field number 7

nancnt method-wrapper

Alias for field number 5

pre_window_ret method-wrapper

Alias for field number 2

ret method-wrapper

Alias for field number 1

window method-wrapper

Alias for field number 6

RollSharpeAOS class

RollSharpeAOS(
    cumsum,
    cumsum_sq,
    nancnt,
    value
)

A named tuple representing the output state of rolling_sharpe_ratio_acc_nb().

Superclasses

  • builtins.tuple

cumsum method-wrapper

Alias for field number 0

cumsum_sq method-wrapper

Alias for field number 1

nancnt method-wrapper

Alias for field number 2

value method-wrapper

Alias for field number 3