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catalyst/tests/risk
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Eddie Hebert c53196b5ea BUG: Make write of binary file compatible with Python 3.
Open the destination file with the byte flag to avoid error in
Python 3 with mismatch of str and byte.
2014-01-07 18:01:25 -05:00
..
__init__.py
TST: Read benchmark returns directly from answer key spreadsheet.
2013-07-18 14:31:08 -04:00
annotation_utils.py
TST: Begin annotation notebook for risk answer key.
2013-08-14 12:36:47 -04:00
answer_key.py
BUG: Make write of binary file compatible with Python 3.
2014-01-07 18:01:25 -05:00
AnswerKeyAnnotations.ipynb
DOC: Add annotations file for answer key.
2013-08-15 15:09:46 -04:00
AnswerKeyLink.ipynb
TST: Correct annualization of Sharpe in answer key.
2013-08-16 14:26:59 -04:00
risk-answer-key-checksums
ENH: Annualize sortino ratio.
2013-10-11 00:27:03 -04:00
test_minute_risk.py
TST: Move minute frequency risk test into risk test module.
2013-09-25 15:09:20 -04:00
test_risk_cumulative.py
MAINT: Use explicit relative pathing for Python 3 compatibility.
2014-01-07 11:36:41 -05:00
test_risk_period.py
MAINT: Use Series throughout for daily returns.
2013-10-19 23:06:18 -04:00
upload_answer_key.py
TST: Update answer key checksums on upload.
2013-08-14 11:30:15 -04:00
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