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15 lines
475 B
Go
15 lines
475 B
Go
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package statistics
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import (
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"github.com/c9s/bbgo/pkg/types"
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)
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// Sharpe: Calcluates the sharpe ratio of access returns
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//
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// @param rf (float): Risk-free rate expressed as a yearly (annualized) return
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// @param periods (int): Freq. of returns (252/365 for daily, 12 for monthy)
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// @param annualize (bool): return annualize sharpe?
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// @param smart (bool): return smart sharpe ratio
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func Sharpe(returns types.Series, rf float64, periods int, annualize bool, smart bool) {
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}
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