/// <summary>
/// Generate the rolling sharpe using the python libraries.
/// </summary>
public override string Render()
{
var backtestPoints = ResultsUtil.EquityPoints(_backtest);
var livePoints = ResultsUtil.EquityPoints(_live);
var backtestRollingSharpe = Rolling.Sharpe(new Series <DateTime, double>(backtestPoints), 6).DropMissing();
var liveRollingSharpe = Rolling.Sharpe(new Series <DateTime, double>(livePoints), 6).DropMissing();
var base64 = "";
using (Py.GIL())
{
var backtestList = new PyList();
var liveList = new PyList();
backtestList.Append(backtestRollingSharpe.Keys.ToList().ToPython());
backtestList.Append(backtestRollingSharpe.Values.ToList().ToPython());
liveList.Append(liveRollingSharpe.Keys.ToList().ToPython());
liveList.Append(liveRollingSharpe.Values.ToList().ToPython());
base64 = Charting.GetRollingSharpeRatio(backtestList, liveList);
}
return(base64);
}