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Merge pull request #20 from snth/docs-fixes

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Docs fixes
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Thomas Wiecki
2012-11-14 06:06:58 -08:00
parent 8ff566b5be e0ef6586a2
commit 4563cc6c03
2 changed files with 7 additions and 5 deletions
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zipline/finance/performance.py
+4 -4
View File
@@ -110,11 +110,11 @@ omitted).
| returns | percentage returns for the entire portfolio over the |
| | period |
+---------------+------------------------------------------------------+
| cumulative_ | The net capital used (positive is spent) during |
| capital_used | the period |
| cumulative\ | The net capital used (positive is spent) during |
| _capital_used | the period |
+---------------+------------------------------------------------------+
| max_capital_ | The maximum amount of capital deployed during the |
| used | period. |
| max_capital\ | The maximum amount of capital deployed during the |
| _used | period. |
+---------------+------------------------------------------------------+
| max_leverage | The maximum leverage used during the period. |
+---------------+------------------------------------------------------+
zipline/finance/risk.py
+3 -1
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@@ -49,6 +49,7 @@ Risk Report
| | and self.end_date. |
+-----------------+----------------------------------------------------+
"""
import logbook
@@ -231,7 +232,8 @@ class RiskMetricsBase(object):
"""
.. math::
\beta_a = \frac {\mathrm{Cov}(r_a,r_p)}{\mathrm{Var}(r_p)}
\\beta_a = \\frac{\mathrm{Cov}(r_a,r_p)}{\mathrm{Var}(r_p)}
http://en.wikipedia.org/wiki/Beta_(finance)
"""