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TST: Correct annualization of Sharpe in answer key.

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Correct the annualization factor from being 1/sqrt(252), since
the annualization was applied to the volatility, by including
252 in the Sharpe's numerator.
This commit is contained in:
Eddie Hebert
2013-08-16 14:19:59 -04:00
parent b9dfda01d2
commit 11f9178fd3
2 changed files with 3 additions and 2 deletions
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tests/risk/AnswerKeyLink.ipynb
+2 -2
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@@ -45,12 +45,12 @@
"outputs": [
{
"html": [
"<p>Download link for latest answer key: <a href=\"https://s3.amazonaws.com/zipline-test-data/risk/cc507b6fca18aabadac69657181edd4e/risk-answer-key.xlsx\">https://s3.amazonaws.com/zipline-test-data/risk/cc507b6fca18aabadac69657181edd4e/risk-answer-key.xlsx</a></p>"
"<p>Download link for latest answer key: <a href=\"https://s3.amazonaws.com/zipline-test-data/risk/cc507b6fca18aabadac69657181edd4e/risk-answer-key.xlsx\">https://s3.amazonaws.com/zipline-test-data/risk/5b48e6a70181d73ecb7f07df5a3092e2/risk-answer-key.xlsx</a></p>"
],
"output_type": "pyout",
"prompt_number": 2,
"text": [
"'\\nDownload link for latest answer key: [https://s3.amazonaws.com/zipline-test-data/risk/cc507b6fca18aabadac69657181edd4e/risk-answer-key.xlsx](https://s3.amazonaws.com/zipline-test-data/risk/cc507b6fca18aabadac69657181edd4e/risk-answer-key.xlsx)\\n'"
"'\\nDownload link for latest answer key: [https://s3.amazonaws.com/zipline-test-data/risk/cc507b6fca18aabadac69657181edd4e/risk-answer-key.xlsx](https://s3.amazonaws.com/zipline-test-data/risk/5b48e6a70181d73ecb7f07df5a3092e2/risk-answer-key.xlsx)\\n'"
]
}
],
tests/risk/risk-answer-key-checksums
+1
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@@ -5,3 +5,4 @@
99b3855ef1b8963163c3cb8f7e05cb70
97dfb557c3501179504926e4079e6446
cc507b6fca18aabadac69657181edd4e
5b48e6a70181d73ecb7f07df5a3092e2