diff options
Diffstat (limited to 'openbb_platform/extensions/quantitative/openbb_quantitative/performance/performance_router.py')
-rw-r--r-- | openbb_platform/extensions/quantitative/openbb_quantitative/performance/performance_router.py | 17 |
1 files changed, 17 insertions, 0 deletions
diff --git a/openbb_platform/extensions/quantitative/openbb_quantitative/performance/performance_router.py b/openbb_platform/extensions/quantitative/openbb_quantitative/performance/performance_router.py index 025df52bb20..1f3fddf6b4b 100644 --- a/openbb_platform/extensions/quantitative/openbb_quantitative/performance/performance_router.py +++ b/openbb_platform/extensions/quantitative/openbb_quantitative/performance/performance_router.py @@ -1,3 +1,7 @@ +"""Quantitative Performance Router.""" + +# pylint: disable=unused-argument + from typing import List import numpy as np @@ -47,6 +51,7 @@ def omega_ratio( target: str, threshold_start: float = 0.0, threshold_end: float = 1.5, + **extra_params, ) -> OBBject[List[OmegaModel]]: """Calculate the Omega Ratio. @@ -64,6 +69,9 @@ def omega_ratio( Start threshold, by default 0.0 threshold_end : float, optional End threshold, by default 1.5 + **extra_params : Optional[Dict[str, Any]] + Extra parameters to be passed to the command execution. + API POST requests are sent in the body with data. Returns ------- @@ -122,6 +130,7 @@ def sharpe_ratio( rfr: float = 0.0, window: PositiveInt = 252, index: str = "date", + **extra_params, ) -> OBBject[List[Data]]: """Get Rolling Sharpe Ratio. @@ -143,6 +152,9 @@ def sharpe_ratio( window : PositiveInt, optional Window size, by default 252 index : str, optional + **extra_params : Optional[Dict[str, Any]] + Extra parameters to be passed to the command execution. + API POST requests are sent in the body with data. Returns ------- @@ -193,6 +205,7 @@ def sortino_ratio( window: PositiveInt = 252, adjusted: bool = False, index: str = "date", + **extra_params, ) -> OBBject[List[Data]]: """Get rolling Sortino Ratio. @@ -222,6 +235,10 @@ def sortino_ratio( Adjust sortino ratio to compare it to sharpe ratio, by default False index:str Index column for input data + **extra_params : Optional[Dict[str, Any]] + Extra parameters to be passed to the command execution. + API POST requests are sent in the body with data. + Returns ------- OBBject[List[Data]] |