Chapter 3: Sharpe Ratio Parameters

[phrank0]

Hello and thanks for the handy book and repo.

Are the cum_goog_return and cum_strategy_return parameters swabbed in the call to sharpe_ratio() on line 95 in Chapter3/lr.py and similar code in Chapter3?

https://github.com/PacktPublishing/Learn-Algorithmic-Trading/blob/25cb451e77eed9fa3f9a1fa422abbb83bbfb9fad/Chapter3/lr.py#L89C1-L96C1

I'd think it should be:

print(sharpe_ratio(cum_goog_return, cum_strategy_return))

instead of:

print(sharpe_ratio(cum_strategy_return, cum_goog_return))