How to get the Sharpe Ratio is in the Quick Start template.
https://github.com/quantiacs/strategy-q20-nasdaq100-quick-start/blob/master/strategy.ipynb

import qnt.stats as qnstats


def get_sharpe(market_data, weights):
    rr = qnstats.calc_relative_return(market_data, weights)
    sharpe = qnstats.calc_sharpe_ratio_annualized(rr).values[-1]
    return sharpe


sharpe = get_sharpe(data, weights)  # weights.sel(time=slice("2006-01-01",None))

or

import qnt.output as qnout

qnout.check(weights, data, "stocks_nasdaq100")

or

stat = qnstats.calc_stat(data, weights)
display(stat.to_pandas().tail())

or

import qnt.graph as qngraph

statistics = qnstats.calc_stat(data, weights)
display(statistics.to_pandas().tail())

performance = statistics.to_pandas()["equity"]
qngraph.make_plot_filled(performance.index, performance, name="PnL (Equity)", type="log")

display(statistics[-1:].sel(field=["sharpe_ratio"]).transpose().to_pandas())
qnstats.print_correlation(weights, data)

Please look at this post
https://quantiacs.com/community/topic/515/what-is-forward-looking-and-why-it-s-effective-badly-to-strategy/6?_=1711712434795

The sharpe ratio is calculated for a specific period, so the sharpe ratio that you see in the end is one for period of when you started your calculation up until when you stopped it. To get some estimation for STOCKS_NASDAQ100 competition type that has in-sample start date set to 1.1.2006., you should set parameters in your strategy that you backtest to also start from that same date. If it happens that sharpe ratio is significantly lower after submission for the same period, that means that you could have forward looking somewhere in your strategy (you look for data in the future to calculate weights for those days).

Regards