class_docstr: Variability-Weighted Return: Better SharpeRatio with Log Returns
  
  Alias:
  
    - VariabilityWeightedReturn
  
  See:
  
    - https://www.crystalbull.com/sharpe-ratio-better-with-log-returns/
  
  Params:
  
    - ``timeframe`` (default: ``None``)
      If ``None`` then the complete return over the entire backtested period
      will be reported
  
      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
  
    - ``tann`` (default: ``None``)
  
      Number of periods to use for the annualization (normalization) of the
      average returns. If ``None``, then standard ``t`` values will be used,
      namely:
  
        - ``days: 252``
        - ``weeks: 52``
        - ``months: 12``
        - ``years: 1``
  
    - ``tau`` (default: ``2.0``)
  
      factor for the calculation (see the literature)
  
    - ``sdev_max`` (default: ``0.20``)
  
      max standard deviation (see the literature)
  
    - ``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
  
  Methods:
  
    - get_analysis
  
      Returns a dictionary with returns as values and the datetime points for
      each return as keys
  
      The returned dict contains the following keys:
  
        - ``vwr``: Variability-Weighted Return
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code: def __init__(self):
      # Children log return analyzer
      self._returns = Returns(
          timeframe=self.p.timeframe,
          compression=self.p.compression,
          tann=self.p.tann,
      )
  
file_path: backtrader/backtrader/analyzers/vwr.py
imports: from __future__ import absolute_import, division, print_function, unicode_literals
  import math
  import backtrader
  from backtrader import TimeFrameAnalyzerBase
  from .None import Returns
  from ..mathsupport import standarddev
label_desc: Use image node_id 1 to create a new VWR object from inherited base classes: TimeFrameAnalyzerBase with example: obj = VWR()