liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-07-11 23:06:58 +08:00
Code Activity

Black(new version) Format

Browse Source
This commit is contained in:
Young
2022-02-06 22:33:16 +08:00
parent 76b7b5f24b
commit 6a946761cf
14 changed files with 35 additions and 35 deletions
Download Patch File Download Diff File Expand all files Collapse all files

4
qlib/workflow/record_temp.py
View File

@@ -321,9 +321,9 @@ class SigAnaRecord(ACRecordTemp):
metrics.update(
{
"Long-Short Ann Return": long_short_r.mean() * self.ann_scaler,
"Long-Short Ann Sharpe": long_short_r.mean() / long_short_r.std() * self.ann_scaler ** 0.5,
"Long-Short Ann Sharpe": long_short_r.mean() / long_short_r.std() * self.ann_scaler**0.5,
"Long-Avg Ann Return": long_avg_r.mean() * self.ann_scaler,
"Long-Avg Ann Sharpe": long_avg_r.mean() / long_avg_r.std() * self.ann_scaler ** 0.5,
"Long-Avg Ann Sharpe": long_avg_r.mean() / long_avg_r.std() * self.ann_scaler**0.5,
}
)
objects.update(