Files
catalyst/tests/risk/AnswerKeyAnnotations.ipynb
T
Eddie Hebert b9dfda01d2 DOC: Add annotations file for answer key.
Currently, just provide a way to render to some of the data extracted.
Intended to have more thorough documentation of the spreadsheet,
explaining derivation/calculations in each sheet and column.
2013-08-15 15:09:46 -04:00

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{
"metadata": {
"name": "AnswerKeyAnnotations"
},
"nbformat": 3,
"nbformat_minor": 0,
"worksheets": [
{
"cells": [
{
"cell_type": "code",
"collapsed": false,
"input": [
"#\n",
"# Copyright 2013 Quantopian, Inc.\n",
"#\n",
"# Licensed under the Apache License, Version 2.0 (the \"License\");\n",
"# you may not use this file except in compliance with the License.\n",
"# You may obtain a copy of the License at\n",
"#\n",
"# http://www.apache.org/licenses/LICENSE-2.0\n",
"#\n",
"# Unless required by applicable law or agreed to in writing, software\n",
"# distributed under the License is distributed on an \"AS IS\" BASIS,\n",
"# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.\n",
"# See the License for the specific language governing permissions and\n",
"# limitations under the License."
],
"language": "python",
"outputs": []
},
{
"cell_type": "code",
"collapsed": false,
"input": [
"%load_ext autoreload\n",
"%autoreload 2"
],
"language": "python",
"outputs": []
},
{
"cell_type": "code",
"collapsed": false,
"input": [
"import datetime\n",
"import pandas as pd\n",
"from IPython.display import HTML\n",
"\n",
"import answer_key\n",
"ANSWER_KEY = answer_key.ANSWER_KEY"
],
"language": "python",
"outputs": []
},
{
"cell_type": "code",
"collapsed": false,
"input": [
"print 'Period Returns Index'\n",
"print ANSWER_KEY.RETURNS"
],
"language": "python",
"outputs": []
},
{
"cell_type": "code",
"collapsed": false,
"input": [
"HTML(answer_key.RETURNS_DATA.to_html())"
],
"language": "python",
"outputs": []
},
{
"cell_type": "code",
"collapsed": false,
"input": [
"ANSWER_KEY.ALGORITHM_CUMULATIVE_SHARPE"
],
"language": "python",
"outputs": []
}
]
}
]
}