mirror of
https://github.com/wassname/catalyst.git
synced 2026-09-12 12:12:04 +08:00
MAINT: Store sharpe values in a DataFrame instead of list.
Eventually, all cumulative metrics, (alpha, beta, etc.) will be stored in the same DataFrame For easier tracking of dt to values during debugging, but should be some performance gains as well.
This commit is contained in:
@@ -160,7 +160,7 @@ class TestEventsThroughRisk(unittest.TestCase):
|
||||
|
||||
np.testing.assert_almost_equal(
|
||||
expected_sharpe[current_dt],
|
||||
crm.sharpe[-1],
|
||||
crm.metrics.sharpe[current_dt],
|
||||
decimal=6)
|
||||
|
||||
def test_minute_buy_and_hold(self):
|
||||
|
||||
Reference in New Issue
Block a user