(
volatility: Sequence[float],
returns: Sequence[float],
sharpe: Sequence[float] | None = None,
point_ids: Sequence[str] | None = None,
)
| 89 | |
| 90 | |
| 91 | def to_polars_frontier_frame( |
| 92 | volatility: Sequence[float], |
| 93 | returns: Sequence[float], |
| 94 | sharpe: Sequence[float] | None = None, |
| 95 | point_ids: Sequence[str] | None = None, |
| 96 | ) -> pl.DataFrame: |
| 97 | _validate_equal_length("volatility", volatility, "returns", returns) |
| 98 | n = len(volatility) |
| 99 | data: dict[str, object] = {"volatility": list(volatility), "return": list(returns)} |
| 100 | if sharpe is not None: |
| 101 | _validate_equal_length("volatility", volatility, "sharpe", sharpe) |
| 102 | data["sharpe"] = list(sharpe) |
| 103 | if point_ids is not None: |
| 104 | _validate_equal_length("volatility", volatility, "point_ids", point_ids) |
| 105 | data["point_id"] = list(point_ids) |
| 106 | else: |
| 107 | data["point_id"] = [f"p{i}" for i in range(n)] |
| 108 | return pl.DataFrame(data) |
| 109 | |
| 110 | |
| 111 | def to_polars_backtest_frame( |
nothing calls this directly
no test coverage detected