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mhallsmoore / qstrader

QuantStart.com - QSTrader backtesting simulation engine.
https://www.quantstart.com/qstrader/
MIT License
2.93k stars 855 forks source link

Added 'Rolling Sharpe Ratio' calculation and graph plot to the Tearsh… #163

Closed mhallsmoore closed 7 years ago

mhallsmoore commented 7 years ago

…eet Statistics.

mhallsmoore commented 7 years ago

This is failing because I'm utilising the "rolling" method of a Pandas Series/DataFrame, which requires the 0.18.0 version of Pandas. Hence I will update the requirements.txt to make use of 0.18.0 as a minimum.

coveralls commented 7 years ago

Coverage Status

Coverage decreased (-1.0%) to 63.969% when pulling 827bfe8321dea2a5b589dc433eb55bc945e5baf9 on rollingsharpe into 5daffa23fa04294c98ef53733fa0c11e3372ebb2 on master.