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backtest: reformat sharpe/sortino report

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This commit is contained in:
Raphanus Lo 2022-08-24 16:07:29 +08:00
parent ad1b9a53a1
commit de59c1bd13
1 changed files with 4 additions and 4 deletions
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8
pkg/backtest/report.go
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@ -120,15 +120,15 @@ func (r *SessionSymbolReport) Print(wantBaseAssetBaseline bool) {
}
if r.Sharpe > 0.0 {
color.Green("REALIZED SHARPE RATIO: +%v", r.Sharpe)
color.Green("REALIZED SHARPE RATIO: %.4f", r.Sharpe)
} else {
color.Red("REALIZED SHARPE RATIO: +%v", r.Sharpe)
color.Red("REALIZED SHARPE RATIO: %.4f", r.Sharpe)
}
if r.Sortino > 0.0 {
color.Green("REALIZED SORTINO RATIO: %v", r.Sortino)
color.Green("REALIZED SORTINO RATIO: %.4f", r.Sortino)
} else {
color.Red("REALIZED SORTINO RATIO: %v", r.Sortino)
color.Red("REALIZED SORTINO RATIO: %.4f", r.Sortino)
}
if wantBaseAssetBaseline {