Question: Which period to choose for Sharpe Ratio calculation based on my use-case?

Hi @ranaroussi

First of all, I must thank you for your two amazing projects.

Let me now dive into my question:

Context: I want to compute the Sharpe Ratio of my portfolio consisting of daily results. For now, I only have 1 week of daily results, meaning ~ 5-6 results.
Problem: Leaving the Sharpe Ratio method as-is, the Sharpe Ratio is way too high: around 15!

What I know

I've read in another github issue https://github.com/ranaroussi/quantstats/issues/116 that I needed to change the period in the sharpe ratio method, for instance by overwriting it with a smaller period, which I did with period=52 and period=12.
Another user was mentioning setting trading_year_days=52 for weekly, so I am a bit lost
However, I still believe that the Sharpe Ratio is too high when using these periods.
The Sharpe Ratio seems better when using period=6 or period=4 or period=3, but I have no idea which period I should really use.

Question

I would like to know and understand the relationship between the number of daily results I've got, and the period value I should set in the Sharpe Ratio method, to be as close as possible to a realistic Sharpe Ratio Value
Keep in mind that for now, I only have access to 1 week of daily results, but not the entire month.
Are you able to advise the rule of thumb in that case ?
How about the trading_year_days, does it really need to be modified?

Thanks in advance

ranaroussi / quantstats