@@ -37,7 +37,8 @@ def unary_vectorized_roll(arr, window, out=None, **kwargs):
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window : int
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Size of the rolling window in terms of the periodicity of the data.
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out : array-like, optional
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- The array to store the store the output.
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+ Array to use as output buffer.
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+ If not passed, a new array will be created.
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**kwargs
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Forwarded to :func:`~empyrical.{name}`.
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@@ -84,7 +85,8 @@ def binary_vectorized_roll(lhs, rhs, window, out=None, **kwargs):
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window : int
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Size of the rolling window in terms of the periodicity of the data.
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out : array-like, optional
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- The array to store the store the output.
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+ Array to use as output buffer.
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+ If not passed, a new array will be created.
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**kwargs
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Forwarded to :func:`~empyrical.{name}`.
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@@ -203,7 +205,8 @@ def cum_returns(returns, starting_value=0, out=None):
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starting_value : float, optional
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The starting returns.
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out : array-like, optional
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- The array to store the store the output.
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+ Array to use as output buffer.
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+ If not passed, a new array will be created.
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Returns
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-------
@@ -317,7 +320,8 @@ def max_drawdown(returns, out=None):
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Daily returns of the strategy, noncumulative.
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- See full explanation in :func:`~empyrical.stats.cum_returns`.
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out : array-like, optional
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- The array to store the store the output.
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+ Array to use as output buffer.
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+ If not passed, a new array will be created.
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Returns
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-------
@@ -470,7 +474,8 @@ def annual_volatility(returns,
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returns into annual returns. Value should be the annual frequency of
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`returns`.
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out : array-like, optional
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- The array to store the store the output.
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+ Array to use as output buffer.
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+ If not passed, a new array will be created.
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Returns
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-------
@@ -634,7 +639,8 @@ def sharpe_ratio(returns,
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returns into annual returns. Value should be the annual frequency of
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`returns`.
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out : array-like, optional
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- The array to store the store the output.
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+ Array to use as output buffer.
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+ If not passed, a new array will be created.
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Returns
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-------
@@ -712,7 +718,8 @@ def sortino_ratio(returns,
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The downside risk of the given inputs, if known. Will be calculated if
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not provided.
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out : array-like, optional
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- The array to store the store the output.
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+ Array to use as output buffer.
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+ If not passed, a new array will be created.
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Returns
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-------
@@ -791,7 +798,8 @@ def downside_risk(returns,
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returns into annual returns. Value should be the annual frequency of
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`returns`.
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out : array-like, optional
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- The array to store the store the output.
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+ Array to use as output buffer.
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+ If not passed, a new array will be created.
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Returns
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-------
@@ -856,7 +864,8 @@ def excess_sharpe(returns, factor_returns, out=None):
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factor_returns: float / series
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Benchmark return to compare returns against.
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out : array-like, optional
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- The array to store the store the output.
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+ Array to use as output buffer.
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+ If not passed, a new array will be created.
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Returns
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-------
@@ -961,7 +970,8 @@ def alpha_beta(returns,
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returns into annual returns. Value should be the annual frequency of
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`returns`.
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out : array-like, optional
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- The array to store the store the output.
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+ Array to use as output buffer.
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+ If not passed, a new array will be created.
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Returns
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-------
@@ -993,7 +1003,8 @@ def roll_alpha_beta(returns, factor_returns, window=10, **kwargs):
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window : int
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Size of the rolling window in terms of the periodicity of the data.
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out : array-like, optional
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- The array to store the store the output.
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+ Array to use as output buffer.
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+ If not passed, a new array will be created.
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**kwargs
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Forwarded to :func:`~empyrical.alpha_beta`.
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"""
@@ -1045,7 +1056,8 @@ def alpha_beta_aligned(returns,
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returns into annual returns. Value should be the annual frequency of
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`returns`.
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out : array-like, optional
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- The array to store the store the output.
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+ Array to use as output buffer.
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+ If not passed, a new array will be created.
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Returns
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-------
@@ -1113,7 +1125,8 @@ def alpha(returns,
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The beta for the given inputs, if already known. Will be calculated
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internally if not provided.
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out : array-like, optional
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- The array to store the store the output.
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+ Array to use as output buffer.
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+ If not passed, a new array will be created.
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Returns
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-------
@@ -1181,7 +1194,8 @@ def alpha_aligned(returns,
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The beta for the given inputs, if already known. Will be calculated
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internally if not provided.
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out : array-like, optional
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- The array to store the store the output.
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+ Array to use as output buffer.
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+ If not passed, a new array will be created.
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Returns
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-------
@@ -1240,7 +1254,8 @@ def beta(returns, factor_returns, risk_free=0.0, out=None):
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Constant risk-free return throughout the period. For example, the
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interest rate on a three month us treasury bill.
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out : array-like, optional
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- The array to store the store the output.
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+ Array to use as output buffer.
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+ If not passed, a new array will be created.
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Returns
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-------
@@ -1281,7 +1296,8 @@ def beta_aligned(returns, factor_returns, risk_free=0.0, out=None):
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Constant risk-free return throughout the period. For example, the
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interest rate on a three month us treasury bill.
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out : array-like, optional
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- The array to store the store the output.
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+ Array to use as output buffer.
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+ If not passed, a new array will be created.
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Returns
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-------
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