quantlab.runs.backtest_run.Annualization#

class quantlab.runs.backtest_run.Annualization(trading_days_per_year, session_minutes_per_day)[source]#

Bases: object

How a backtester annualized its statistics: trading days and session length.

Examples

>>> BacktestRun.open(run_dir).annualization
Annualization(trading_days_per_year=252, session_minutes_per_day=390)