Hi,

I have written a code to calculate the sharpe ratio of security.

```
class sharpe(bt.Indicator):
lines = ('sharpe',)
params=dict(period=151)
def __init__(self):
self.addminperiod(self.p.period)
#self.roc= self.data(-1) / self.data(-self.p.period) - 1.0
#self.stdev=bt.ind.StdDev(self.data,period=self.p.period)
#self.lines.sharpe=self.roc/self.stdev
def next(self):
iterdata = self.data.get(size=self.p.period+1)
returns= [a1 / a2 - 1 for a1, a2 in zip(iterdata[1:], iterdata)]
avgret= np.average(returns)
stdev=np.std(returns)
self.lines.sharpe[0] = (avgret/stdev)
```

Here I have taken Rf to be zero.

Can someone optimize this code (write a better version) if possible?