From 1635a54fb804f7b0f3104ef59cf45d920c9fb3cb Mon Sep 17 00:00:00 2001 From: Thomas Wiecki Date: Thu, 1 Aug 2013 16:09:38 -0400 Subject: [PATCH] ENH: Add print of monthly Sharpe to DMA example. --- zipline/examples/dual_moving_average.py | 3 +++ 1 file changed, 3 insertions(+) diff --git a/zipline/examples/dual_moving_average.py b/zipline/examples/dual_moving_average.py index b4b5a037..4785e880 100755 --- a/zipline/examples/dual_moving_average.py +++ b/zipline/examples/dual_moving_average.py @@ -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)