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 field¶

Alias for field number 9

cumsum field¶

Alias for field number 3

cumsum_sq field¶

Alias for field number 4

ddof field¶

Alias for field number 8

i field¶

Alias for field number 0

minp field¶

Alias for field number 7

nancnt field¶

Alias for field number 5

pre_window_ret field¶

Alias for field number 2

ret field¶

Alias for field number 1

window field¶

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 field¶

Alias for field number 0

cumsum_sq field¶

Alias for field number 1

nancnt field¶

Alias for field number 2

value field¶

Alias for field number 3