Update sharp_ratio.py (#58)
Browse files- Update sharp_ratio.py (6a694e66858d36f5a3abb8150f91d37eb5d4b411)
Co-authored-by: handepehlivan <handepeh@users.noreply.huggingface.co>
- sharp_ratio.py +3 -2
sharp_ratio.py
CHANGED
@@ -9,10 +9,11 @@ import plotly.express as px
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def cumulative_return(stocks,choices):
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symbols, weights, investing_style, benchmark, rf, A_coef = choices.values()
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#preprocess
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#stocks = stocks.pivot(index="Date", columns="Ticker", values="Adj. Close")
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-
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logRet = np.log(stocks/stocks.shift())
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log_returns = np.log(stocks/stocks.shift())
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tickers_list = symbols.copy()
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def cumulative_return(stocks,choices):
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symbols, weights, investing_style, benchmark, rf, A_coef = choices.values()
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+
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#tkers = sorted(set(stocks['Ticker'].unique()))
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#preprocess
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#stocks = stocks.pivot(index="Date", columns="Ticker", values="Adj. Close")
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tkers = symbols.copy()
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logRet = np.log(stocks/stocks.shift())
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log_returns = np.log(stocks/stocks.shift())
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tickers_list = symbols.copy()
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