numeraire_graphics.plot_rolling

numeraire_graphics.plot_rolling(results: DataFrame, *, window: int, metric: str = 'sharpe') → plotnine.ggplot

A rolling statistic of the per-date strategy returns (default rolling Sharpe).

Reads the metric == "strategy_return" rows and, per method, computes a trailing window statistic: "sharpe" (mean / sample std over the window), "mean" (mean return), or "vol" (sample std). Returns a geom_line coloured by method with a zero reference; the y-axis is a percent scale for the return-unit statistics, plain for the (unitless) Sharpe.