numeraire.core.evaluators.SharpeEvaluator

class numeraire.core.evaluators.SharpeEvaluator(periods_per_year: int | None = None)

Bases: object

Annualized Sharpe ratio of the realized strategy returns (the timing headline).

periods_per_year scales the per-period ratio by sqrt(periods_per_year). Leave it None (the default) to derive it from the output’s decision-calendar frequency; pass an explicit value for an irregular or overlapping (multi-period-horizon) output, where the framework refuses to guess (see _resolve_periods_per_year()).

__init__(periods_per_year: int | None = None) → None

Methods

__init__([periods_per_year])
evaluate(oos_output)

Attributes

requires