class_docstr: This analyzer calculates the CalmarRatio
  timeframe which can be different from the one used in the underlying data
  Params:
  
    - ``timeframe`` (default: ``None``)
      If ``None`` the ``timeframe`` of the 1st data in the system will be
      used
  
      Pass ``TimeFrame.NoTimeFrame`` to consider the entire dataset with no
      time constraints
  
    - ``compression`` (default: ``None``)
  
      Only used for sub-day timeframes to for example work on an hourly
      timeframe by specifying "TimeFrame.Minutes" and 60 as compression
  
      If ``None`` then the compression of the 1st data of the system will be
      used
    - *None*
  
    - ``fund`` (default: ``None``)
  
      If ``None`` the actual mode of the broker (fundmode - True/False) will
      be autodetected to decide if the returns are based on the total net
      asset value or on the fund value. See ``set_fundmode`` in the broker
      documentation
  
      Set it to ``True`` or ``False`` for a specific behavior
  
  See also:
  
    - https://en.wikipedia.org/wiki/Calmar_ratio
  
  Methods:
    - ``get_analysis``
  
      Returns a OrderedDict with a key for the time period and the
      corresponding rolling Calmar ratio
  
  Attributes:
    - ``calmar`` the latest calculated calmar ratio
code: def __init__(self):
      self._maxdd = TimeDrawDown(
          timeframe=self.p.timeframe, compression=self.p.compression
      )
  
file_path: backtrader/backtrader/analyzers/calmar.py
imports: from __future__ import absolute_import, division, print_function, unicode_literals
  import backtrader
  from .None import TimeDrawDown
label_desc: Use image node_id 1 to create a new Calmar object from inherited base classes: bt with example: obj = Calmar()