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mirror of https://github.com/wassname/catalyst.git synced 2026-08-18 11:50:11 +08:00
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e458e8c3c5313c10b18bf8dcb2d68571bdce331f
catalyst/tests/risk
T
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Eddie Hebert e458e8c3c5 MAINT: Use explicit relative pathing for Python 3 compatibility.
Python 3 requires submodules to have more explicit pathing, so use
the dot syntax to declare submodules which are in the same directory
as another module.
2014-01-07 11:36:41 -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
TST: Add annualized alpha and beta to answer key.
2013-10-11 00:27:03 -04:00
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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