the SharpeRatio is not correct.
the SharpeRadio is not correct,how to fix it ?thanks
out put is:
test: OrderedDict([('sharperatio', None)])
cerebro.addanalyzer(bt.analyzers.SharpeRatio, _name = 'SharpeRatio') results=cerebro.run() strat =results print('test:', strat.analyzers.SharpeRatio.get_analysis())
vladisld last edited by
Could you please be more specific:
- What error are you getting, if any ?
- What data set is used ?
- What are the correct results are you expecting ?
Have you searched the forum for a similar questions before posting? The following may help for example ( but there are many more discussions on this topic ) :
thanks. i will try ...