numeraire.MeanReturnEvaluator#

class numeraire.MeanReturnEvaluator(periods_per_year: int | None = None)[source]#

Bases: object

Annualized mean of the realized strategy returns.

periods_per_year scales the per-period mean; None (default) derives it from the output’s decision-calendar frequency and refuses on an irregular/overlapping output (see _resolve_periods_per_year()).

__init__(periods_per_year: int | None = None) → None[source]#

Methods

`__init__`([periods_per_year])
`evaluate`(oos_output)

Attributes

requires