INNER CODE UNIT · Python
cost_drag
initial-d/ml-quant-trading · src/mlquant/backtest/engine.py:41
def cost_drag(self) -> float:
"""Deprecated alias for :attr:`cost_drag_cumulative`.
The name was ambiguous: this figure is cumulative over the backtest,
while ``ann_return``, ``gross_ann_return`` and ``ann_vol`` alongside it
are annualised. Kept for one release so existing scripts and archived
JSON reports keep working. Prefer ``cost_drag_cumulative``.
"""
return self.cost_drag_cumulative
def summary(self) -> dict:
return self.metrics
def __repr__(self) -> str: # pragma: no cover
m = self.metrics
return (
"BacktestResult("
f"ann_return={m.get('ann_return', 0):.2%}, "