SharpeRatioReportElement

QuantConnect.Report.ReportElements.SharpeRatioReportElement

SharpeRatioReportElement(
    name: str,
    key: str,
    backtest: BacktestResult,
    live: LiveResult,
    trading_days_per_year: int,
)

Class for render the Sharpe Ratio statistic for a report

Estimate the sharpe ratio of the strategy.

Parameters:

Name	Type	Description	Default
`name`	`str`	Name of the widget	required
`key`	`str`	Location of injection	required
`backtest`	`BacktestResult`	Backtest result object	required
`live`	`LiveResult`	Live result object	required
`trading_days_per_year`	`int`	The number of trading days per year to get better result of statistics	required

live_result: LiveResult

Live result object

This codeEntityType is protected.

backtest_result: BacktestResult

Backtest result object

This codeEntityType is protected.

backtest_result_value: Optional[float]

Sharpe Ratio from a backtest

name: str

Name of this report element

key: str

Template key code.

json_key: str

Normalizes the key into a JSON-friendly key

result: Object

Result of the render as an object for serialization to JSON

get_annual_standard_deviation(
    trailing_performance: List[float],
    trading_days_per_year: float,
) -> float

Get annual standard deviation

Parameters:

Name	Type	Description	Default
`trailing_performance`	`List[float]`	The performance for the last period	required
`trading_days_per_year`	`float`	The number of trading days per year to get better result of statistics	required

Returns:

Type	Description
`float`	Annual standard deviation.

render() -> str

The generated output string to be injected