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mirror of https://github.com/wassname/catalyst.git synced 2026-07-24 13:00:57 +08:00
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a6184b87e365fccb5d9913d9b725900fa688541f
catalyst/tests/risk
T
History
Eddie Hebert 4860a966b3 REL: Update copyright year on all files changed since the new year.
2014-03-07 22:31:41 -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
REL: Update copyright year on all files changed since the new year.
2014-03-07 22:31:41 -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
BUG: Fix max drawdown calculation.
2014-02-27 17:16:35 -05:00
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
REL: Update copyright year on all files changed since the new year.
2014-03-07 22:31:41 -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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