numeraire.StrategyReturnEvaluator

class numeraire.StrategyReturnEvaluator

Bases: object

Per-period (time-indexed) realized strategy return — one result row per date.

Where the summary evaluators collapse a whole sample to one scalar, this emits the time series (metric="strategy_return", date=t), so downstream can plot cumulative performance / drawdowns. The result schema’s date column carries the time dimension.

__init__()

Methods

__init__()
evaluate(oos_output)

Attributes

requires