Module Portfolio.Portfolio_analytics

type performance_summary = {
  1. total_return : Base.float;
  2. annualized_return : Base.float;
  3. volatility : Base.float;
  4. sharpe_ratio : Base.float;
  5. max_drawdown : Base.float;
  6. win_rate : Base.float;
  7. profit_factor : Base.float;
  8. total_trades : Base.int;
}
val calculate_performance_summary : portfolio -> return_history:Base__Float.t Base.List.t -> holding_period_days:Base.Float.t -> performance_summary