Python 函数DSR的错误-https://github.com/esvhd/pypbo
我正试图用上面的数据包计算一个单一收益序列的平减夏普比率。包裹位于。 下面是我的尝试Python 函数DSR的错误-https://github.com/esvhd/pypbo,python,function,Python,Function,我正试图用上面的数据包计算一个单一收益序列的平减夏普比率。包裹位于。 下面是我的尝试 import pypbo as pbo import pypbo.perf as perf import yfinance as yf import numpy as np data = yf.download("SPY ", start="2017-01-01", end="2017-04-30") data1=data["Close"].pct_change().dropna() pbox = pbo.
import pypbo as pbo
import pypbo.perf as perf
import yfinance as yf
import numpy as np
data = yf.download("SPY ", start="2017-01-01", end="2017-04-30")
data1=data["Close"].pct_change().dropna()
pbox = pbo.dsr(data1,test_sharpe=1.0, sharpe_std=0.5, N=100,T=100, skew=3, kurtosis=1.0)
我发现了错误
---------------------------------------------------------------------------
TypeError Traceback (most recent call last)
<ipython-input-6-8dc1d936eccd> in <module>
----> 1 pbox = pbo.dsr(data1,test_sharpe=1.0, sharpe_std=0.5, N=100,T=100, skew=3, kurtosis=1.0)
TypeError: dsr() got multiple values for argument 'test_sharpe'
---------------------------------------------------------------------------
TypeError回溯(最近一次调用上次)
在里面
---->1 pbox=pbo.dsr(数据1,测试夏普=1.0,夏普标准=0.5,N=100,T=100,偏斜=3,峰度=1.0)
TypeError:dsr()为参数“test_sharpe”获取了多个值