mirror of
https://github.com/wassname/catalyst.git
synced 2026-07-10 10:42:42 +08:00
Eddie Hebert
5b2a23ddd0
In anticipation of changing the sharpe, beta, et al. calculations dependent on whether the period returns or the overall returns are being calculated.
26 lines
789 B
Python
26 lines
789 B
Python
#
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# Copyright 2013 Quantopian, Inc.
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#
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# Licensed under the Apache License, Version 2.0 (the "License");
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# you may not use this file except in compliance with the License.
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# You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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from . report import RiskReport
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from . period import RiskMetricsPeriod
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from . cumulative import RiskMetricsCumulative
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__all__ = [
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'RiskReport',
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'RiskMetricsPeriod',
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'RiskMetricsCumulative',
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]
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