RollingSharpeOptimisationFunction#
API documentation for tradeexecutor.backtest.optimiser_functions.RollingSharpeOptimisationFunction Python class in Trading Strategy framework.
- class RollingSharpeOptimisationFunction[source]#
Bases:
object
Find a rolling sharpe that’s stable and high.
Rolling sharpe is not volatile but a constant line
This means the strategy produces constant results over the time
Higher rolling sharpe is better
Methods
__init__
([rolling_sharpe_window_days])- __call__(result)[source]#
Call self as a function.
- Parameters:
result (GridSearchResult) –
- Return type: