【指标定制】关于计算基金年化标准差的代码修改

由bqd70r29创建，最终由small_q更新于2024-12-25 01:40 被浏览 18 用户

请老师帮助修改一段代码，多谢！

想计算一

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undefined
df['returns'] = df['Price'].pct_change().fillna(0)
def
import empyrical
return_ratio = empyrical.cum_returns_final(results.returns)
annual_return_ratio = empyrical.annual_return(results.returns)
sharp_ratio = empyrical.sharpe_ratio(results.returns,0.035/252)
return_volatility = empyrical.annual_volatility(results.returns)
max_drawdown = empyrical.max_drawdown(results.returns)
return {
'return_ratio': return_ratio,
'annual_return_ratio': annual_return_ratio,
'sharp_ratio': sharp_ratio,
'return_volatility': return_volatility,
'max_drawdown': max_drawdown}
get_stats(df)

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