@deprecated(msg=DEPRECATION_WARNING)<EOL>def sharpe_ratio(returns, risk_free=<NUM_LIT:0>, period=DAILY):
return ep.sharpe_ratio(returns, risk_free=risk_free, period=period)<EOL>
Determines the Sharpe ratio of a strategy.

Parameters
----------
returns : pd.Series
    Daily returns of the strategy, noncumulative.
    - See full explanation in :func:`~pyfolio.timeseries.cum_returns`.
risk_free : int, float
    Constant risk-free return throughout the period.
period : str, optional
    Defines the periodicity of the 'returns' data for purposes of
    annualizing. Can be 'monthly', 'weekly', or 'daily'.
    - Defaults to 'daily'.

Returns
-------
float
    Sharpe ratio.
np.nan
    If insufficient length of returns or if if adjusted returns are 0.

Note
-----
See https://en.wikipedia.org/wiki/Sharpe_ratio for more details.