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1 parent 77f4c46 commit e9cc36fCopy full SHA for e9cc36f
backtesting/lib.py
@@ -174,8 +174,9 @@ def compute_stats(
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"""
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(Re-)compute strategy performance metrics.
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- `stats` is the statistics series as returned by `Backtest.run()`.
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- `data` is OHLC data as passed to the `Backtest` the `stats` were obtained in.
+ `stats` is the statistics series as returned by `backtesting.backtesting.Backtest.run()`.
+ `data` is OHLC data as passed to the `backtesting.backtesting.Backtest`
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+ the `stats` were obtained in.
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`trades` can be a dataframe subset of `stats._trades` (e.g. only long trades).
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You can also tune `risk_free_rate`, used in calculation of Sharpe and Sortino ratios.
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