How to have the Sharpe Ratio in vectorBt backtest result?

Question

I am backtesting using vectorBT, a python backtest library, to get the backtest result with Sharpe Ratio.

Here is the sample code

import vectorbt as vbt
import yfinance as yf

symbol = 'AAPL'
ohlcv = yf.download(symbol, start='2022-01-01', end='2023-01-01')

entries = ohlcv['Close'] > ohlcv['Close'].rolling(50).mean()
exits = ohlcv['Close'] < ohlcv['Close'].rolling(50).mean()

pf = vbt.Portfolio.from_signals(
    close=ohlcv['Close'],
    entries=entries,
    exits=exits,
    init_cash=10000
)

stats = pf.stats()

print(stats)

Here is the result

• Start 2022-01-03 00:00:00
• End 2022-12-30 00:00:00 Period 251
• Start Value 10000.0
• End Value 7982.422082
• Total Return [%] -20.175779
• Benchmark Return [%] -28.613814
• Max Gross Exposure [%] 100.0
• Total Fees Paid 0.0
• Max Drawdown [%] 25.578501
• Max Drawdown Duration 94.0
• Total Trades 9
• Total Closed Trades 9
• Total Open Trades 0
• Open Trade PnL 0.0
• Win Rate [%] 11.111111
• Best Trade [%] 6.46395
• Worst Trade [%] -5.867954
• Avg Winning Trade [%] 6.46395
• Avg Losing Trade [%] -3.524771
• Avg Winning Trade Duration 41.0
• Avg Losing Trade Duration 4.25
• Profit Factor 0.223676
• Expectancy -224.175324
• Name: Close, dtype: object

How do I have the Sharpe ratio included in the result? Thanks

Answer 1

Found the answer. freq="1d" is a necessary parameter to get the shape ratio etc.,.