semvec/pypi-packages huggingface dataset:
KPIs 0.1
Key Performance Indicator and Backtesting
License: MIT
Requires Python: >=3.6
Keywords: Backtesting

Key Performance Indicator and Backtesting

Usage:

- Measuring expected performance of a trading strategy by testing it on historical data.
- Measure both risk and return characterstics of the statergy.
- History Repeats Itself - Historical performance forecasts future performance.

Popular performance measures include 

- Cumulative Annual Growth Rate
- Annualized Voltility
- Sharpe Ratio
- Sortino Ratio
- Maximum Drawdown
- Calmar Ratio

Installation

  ```
  pip install KPIs
  ```

Importing Methods

 ```
from KPIs import(
    CAGR,
    Volatility,
    SharpeRatio,
    Sortino,
    MaxDrawdown,
    Calmar,
)
  ```

Calling a function

 ```
  CAGR_Value=CAGR(ticker)
  print("Cumulative annual growth rate of {} = {}".format(ticker,CAGR_Value))
 ```

Example

```
from KPIs import(
    CAGR,
)

ticker="AMZN"
CAGR_Value=CAGR(ticker)
print("Cumulative annual growth rate of {} = {}".format(ticker,CAGR_Value))
```

Note 
- I have tried to implement all key performance measures, will be updating with more methods soon. Thanks for your patience.

Change Log 
==========

0.1
----------
-First Release