ENH: Add print of monthly Sharpe to DMA example.

2026-07-04 10:44:53 +08:00 · 2013-08-01 16:09:38 -04:00
parent 37bab9bb72
commit 1635a54fb8
1 changed files with 3 additions and 0 deletions
@@ -87,4 +87,7 @@ if __name__ == '__main__':
    ax2.plot(results.ix[results.sell].index, results.short_mavg[results.sell],
             'v', markersize=10, color='k')
    plt.legend(loc=0)
+
+    sharpe = [risk['sharpe'] for risk in dma.risk_report['one_month']]
+    print "Monthly Sharpe ratios:", sharpe
    plt.gcf().set_size_inches(18, 8)