cb69f51776fe6c75b4349b2ee2f8c0762a5751bf,numerox/report.py,Report,performance_df,#Report#Any#Any#Any#,69

Before Change

        sharpe = (np.log(2) - pivot).mean(axis=0) / pivot.std(axis=0)

        // mean metrics across eras
        metrics = metrics.groupby("model").mean()

        // insert consistency and sharpe
        metrics.insert(metrics.shape[1], "sharpe", sharpe)
        metrics.insert(metrics.shape[1], "consis", consistency)

        return metrics, info

After Change

            print(df.to_string(index=True))

    def performance_df(self, data, era_as_str=True, region_as_str=True):
        cols = ["logloss", "auc", "acc", "ystd", "sharpe", "consis"]
        metrics, info = metrics_per_model(data,
                                          self,
                                          columns=cols,
                                          era_as_str=era_as_str,

Instances