percent_positive¶
Defined in fynance.features.metrics
- percent_positive(X, axis=0)[source]
Fraction of strictly positive observations.
A simple robustness statistic: the share of periods with a positive return (the “hit rate” / percentage of winning periods).
- Parameters:
- Xnp.ndarray[dtype, ndim=1 or 2]
Series of returns.
- axis{0, 1}, optional
Axis of computation. Default 0.
- Returns:
- float or np.ndarray
Fraction in
[0, 1]of strictly positive values.
Examples
>>> X = np.array([0.1, -0.2, 0.3, 0.0, 0.4]) >>> float(percent_positive(X)) 0.6