set_text_stats¶
Defined in fynance.backtest
- set_text_stats(underly, period=252, accur=True, perf=True, vol=True, sharp=True, calma=True, underlying='Underlying', fees=0, **kwpred)[source]
Set a table as string with different indicators (accuracy, perf, vol and sharpe) for underlying and several strategies.
- Parameters:
- underlynp.ndarray[ndim=1, dtype=np.float64]
Series of underlying prices.
- periodint, optional
Number of period per day, default is 252.
- accurbool, optional
If true compute accuracy else not, default is True.
- perfbool, optional
If true compute performance else not, default is True.
- volbool, optional
If true compute volatility else not, default is True.
- sharpbool, optional
If true compute sharpe ratio else not, default is True.
- calmabool, optional
If true compute calmar ratio else not, default is True.
- underlyingstr, optional
Name of the underlying, default is ‘Underlying’.
- kwpreddict of np.ndarray
Any strategies or predictions that you want to compare.
- feesfloat, optional
Fees to apply at the strategy performance.
- Returns:
- txtstr
Table of results.
See also
PlotBackTest,display_perf