mirror of
https://github.com/wassname/catalyst.git
synced 2026-06-28 20:38:21 +08:00
Eddie Hebert
7904773d00
The latest flake8 release in now 1.5, which pulls in pep8: 1.3.4a0 The upgrade pep8 has changes to what it picks up as lint. Making code base compatible, so that new devs can install pep8 from PyPI and not have friction over the version difference. Currently using these ignores in the config file: ``` [pep8] ignore = E124,E125,E126 ``` Ignoring these since they are difficult to squash while maintaining an 80 char line length, and appear spurious. Should address later. Updates Travis config, README, and pip requirements to reflect change.
1028 lines
31 KiB
Python
1028 lines
31 KiB
Python
#
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# Copyright 2012 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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import unittest
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import datetime
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import calendar
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import pytz
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import zipline.finance.risk as risk
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from zipline.utils import factory
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from zipline.finance.trading import TradingEnvironment
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class Risk(unittest.TestCase):
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def setUp(self):
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start_date = datetime.datetime(
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year=2006,
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month=1,
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day=1,
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hour=0,
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minute=0,
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tzinfo=pytz.utc)
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end_date = datetime.datetime(
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year=2006, month=12, day=31, tzinfo=pytz.utc)
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self.benchmark_returns, self.treasury_curves = \
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factory.load_market_data()
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self.trading_env = TradingEnvironment(
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self.benchmark_returns,
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self.treasury_curves,
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period_start=start_date,
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period_end=end_date
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)
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self.onesec = datetime.timedelta(seconds=1)
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self.oneday = datetime.timedelta(days=1)
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self.tradingday = datetime.timedelta(hours=6, minutes=30)
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self.dt = datetime.datetime.utcnow()
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self.algo_returns_06 = factory.create_returns_from_list(
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RETURNS,
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self.trading_env
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)
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self.metrics_06 = risk.RiskReport(
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self.algo_returns_06,
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self.trading_env
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)
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start_08 = datetime.datetime(
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year=2008,
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month=1,
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day=1,
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hour=0,
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minute=0,
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tzinfo=pytz.utc)
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end_08 = datetime.datetime(
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year=2008,
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month=12,
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day=31,
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tzinfo=pytz.utc
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)
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self.trading_env08 = TradingEnvironment(
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self.benchmark_returns,
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self.treasury_curves,
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period_start=start_08,
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period_end=end_08
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)
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def tearDown(self):
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return
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def test_factory(self):
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returns = [0.1] * 100
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r_objects = factory.create_returns_from_list(returns, self.trading_env)
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self.assertTrue(r_objects[-1].date <=
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datetime.datetime(
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year=2006, month=12, day=31, tzinfo=pytz.utc))
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def test_drawdown(self):
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returns = factory.create_returns_from_list(
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[1.0, -0.5, 0.8, .17, 1.0, -0.1, -0.45], self.trading_env)
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#200, 100, 180, 210.6, 421.2, 379.8, 208.494
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metrics = risk.RiskMetricsBatch(returns[0].date,
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returns[-1].date,
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returns,
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self.trading_env)
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self.assertEqual(metrics.max_drawdown, 0.505)
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def test_benchmark_returns_06(self):
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returns = factory.create_returns_from_range(self.trading_env)
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metrics = risk.RiskReport(returns, self.trading_env)
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self.assertEqual([round(x.benchmark_period_returns, 4)
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for x in metrics.month_periods],
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[0.0255,
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0.0004,
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0.0110,
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0.0057,
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-0.0290,
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0.0021,
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0.0061,
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0.0221,
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0.0247,
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0.0324,
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0.0189,
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0.0139])
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self.assertEqual([round(x.benchmark_period_returns, 4)
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for x in metrics.three_month_periods],
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[0.0372,
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0.0171,
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-0.0128,
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-0.0214,
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-0.0211,
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0.0305,
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0.0537,
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0.0813,
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0.0780,
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0.0666])
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self.assertEqual([round(x.benchmark_period_returns, 4)
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for x in metrics.six_month_periods],
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[0.015,
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-0.0043,
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0.0173,
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0.0311,
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0.0586,
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0.1108,
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0.1239])
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self.assertEqual([round(x.benchmark_period_returns, 4)
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for x in metrics.year_periods],
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[0.1407])
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def test_trading_days_06(self):
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returns = factory.create_returns_from_range(self.trading_env)
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metrics = risk.RiskReport(returns, self.trading_env)
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self.assertEqual([x.trading_days for x in metrics.year_periods],
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[251])
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self.assertEqual([x.trading_days for x in metrics.month_periods],
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[20, 19, 23, 19, 22, 22, 20, 23, 20, 22, 21, 20])
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def test_benchmark_volatility_06(self):
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returns = factory.create_returns_from_range(self.trading_env)
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metrics = risk.RiskReport(returns, self.trading_env)
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self.assertEqual([round(x.benchmark_volatility, 3)
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for x in metrics.month_periods],
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[0.031,
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0.026,
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0.024,
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0.025,
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0.037,
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0.047,
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0.039,
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0.022,
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0.022,
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0.021,
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0.025,
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0.019])
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self.assertEqual([round(x.benchmark_volatility, 3)
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for x in metrics.three_month_periods],
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[0.047,
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0.043,
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0.050,
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0.064,
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0.070,
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0.064,
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0.049,
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0.037,
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0.039,
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0.037])
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self.assertEqual([round(x.benchmark_volatility, 3)
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for x in metrics.six_month_periods],
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[0.079,
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0.082,
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0.081,
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0.081,
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0.08,
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0.074,
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0.061])
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self.assertEqual([round(x.benchmark_volatility, 3)
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for x in metrics.year_periods],
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[0.100])
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def test_algorithm_returns_06(self):
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self.assertEqual([round(x.algorithm_period_returns, 3)
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for x in self.metrics_06.month_periods],
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[0.101,
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-0.062,
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-0.041,
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0.092,
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0.135,
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-0.25,
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0.076,
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-0.003,
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-0.024,
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0.072,
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0.063,
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-0.071])
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self.assertEqual([round(x.algorithm_period_returns, 3)
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for x in self.metrics_06.three_month_periods],
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[-0.009,
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-0.017,
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0.188,
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-0.071,
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-0.085,
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-0.196,
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0.047,
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0.043,
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0.112,
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0.058])
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self.assertEqual([round(x.algorithm_period_returns, 3)
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for x in self.metrics_06.six_month_periods],
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[-0.08,
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-0.101,
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-0.044,
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-0.027,
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-0.045,
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-0.106,
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0.108])
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self.assertEqual([round(x.algorithm_period_returns, 3)
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for x in self.metrics_06.year_periods],
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[0.02])
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def test_algorithm_volatility_06(self):
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self.assertEqual([round(x.algorithm_volatility, 3)
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for x in self.metrics_06.month_periods],
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[0.137,
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0.12,
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0.13,
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0.142,
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0.128,
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0.14,
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0.141,
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0.118,
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0.143,
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0.144,
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0.117,
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0.135])
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self.assertEqual([round(x.algorithm_volatility, 3)
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for x in self.metrics_06.three_month_periods],
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[0.222,
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0.224,
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0.229,
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0.243,
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0.243,
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0.235,
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0.23,
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0.231,
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0.231,
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0.227])
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self.assertEqual([round(x.algorithm_volatility, 3)
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for x in self.metrics_06.six_month_periods],
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[0.328,
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0.329,
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0.329,
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0.333,
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0.334,
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0.329,
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0.321])
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self.assertEqual([round(x.algorithm_volatility, 3)
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for x in self.metrics_06.year_periods],
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[0.458])
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def test_algorithm_sharpe_06(self):
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self.assertEqual([round(x.sharpe, 3)
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for x in self.metrics_06.month_periods],
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[0.711,
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-0.541,
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-0.348,
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0.625,
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1.017,
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-1.809,
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0.508,
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-0.062,
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-0.193,
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0.467,
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0.502,
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-0.557])
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self.assertEqual([round(x.sharpe, 3)
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for x in self.metrics_06.three_month_periods],
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[-0.094,
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-0.129,
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0.769,
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-0.342,
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-0.402,
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-0.888,
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0.153,
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0.131,
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0.432,
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0.2])
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self.assertEqual([round(x.sharpe, 3)
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for x in self.metrics_06.six_month_periods],
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[-0.322,
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-0.383,
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-0.213,
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-0.156,
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-0.213,
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-0.398,
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0.257])
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self.assertEqual([round(x.sharpe, 3)
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for x in self.metrics_06.year_periods],
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[-0.066])
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def dtest_algorithm_beta_06(self):
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self.assertEqual([round(x.beta, 3)
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for x in self.metrics_06.month_periods],
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[0.553,
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0.583,
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-2.168,
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-0.548,
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1.463,
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-0.322,
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-1.38,
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1.473,
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-1.315,
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-0.7,
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0.352,
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-2.002])
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self.assertEqual([round(x.beta, 3)
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for x in self.metrics_06.three_month_periods],
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[-0.075,
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-0.637,
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0.124,
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0.186,
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-0.204,
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-0.497,
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-0.867,
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-0.173,
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-0.499,
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-0.563])
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self.assertEqual([round(x.beta, 3)
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for x in self.metrics_06.six_month_periods],
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[-0.075,
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-0.637,
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0.124,
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0.186,
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-0.204,
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-0.497,
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-0.867,
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-0.173,
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-0.499,
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-0.563])
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self.assertEqual([round(x.beta, 3)
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for x in self.metrics_06.year_periods], [-0.219])
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def dtest_algorithm_alpha_06(self):
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self.assertEqual([round(x.alpha, 3)
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for x in self.metrics_06.month_periods],
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[0.085,
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-0.063,
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-0.03,
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0.093,
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0.182,
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-0.255,
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0.073,
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-0.032,
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0,
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0.086,
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0.054,
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-0.058])
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self.assertEqual([round(x.alpha, 3)
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for x in self.metrics_06.three_month_periods],
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[-0.051,
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-0.021,
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0.179,
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-0.077,
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-0.106,
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-0.202,
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0.069,
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0.042,
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0.13,
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0.073])
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self.assertEqual([round(x.alpha, 3)
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for x in self.metrics_06.six_month_periods],
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[-0.105,
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-0.135,
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-0.072,
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-0.051,
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-0.066,
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-0.094,
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0.152])
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self.assertEqual([round(x.alpha, 3)
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for x in self.metrics_06.year_periods],
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[-0.011])
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# FIXME: Covariance is not matching excel precisely enough to run the test.
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# Month 4 seems to be the problem. Variance is disabled
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# just to avoid distraction - it is much closer than covariance
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# and can probably pass with 6 significant digits instead of 7.
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#re-enable variance, alpha, and beta tests once this is resolved
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def dtest_algorithm_covariance_06(self):
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metric = self.metrics_06.month_periods[3]
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print repr(metric)
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print "----"
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self.assertEqual([round(x.algorithm_covariance, 7)
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for x in self.metrics_06.month_periods],
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[0.0000289,
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0.0000222,
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-0.0000554,
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-0.0000192,
|
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0.0000954,
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-0.0000333,
|
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-0.0001111,
|
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0.0000322,
|
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-0.0000349,
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-0.0000143,
|
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0.0000108,
|
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-0.0000386])
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self.assertEqual([round(x.algorithm_covariance, 7)
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for x in self.metrics_06.three_month_periods],
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[-0.0000026,
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-0.0000189,
|
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0.0000049,
|
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0.0000121,
|
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-0.0000158,
|
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-0.000031,
|
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-0.0000336,
|
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-0.0000036,
|
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-0.0000119,
|
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-0.0000122])
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self.assertEqual([round(x.algorithm_covariance, 7)
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for x in self.metrics_06.six_month_periods],
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[0.000005,
|
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-0.0000172,
|
|
-0.0000142,
|
|
-0.0000102,
|
|
-0.0000089,
|
|
-0.0000207,
|
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-0.0000229])
|
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|
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self.assertEqual([round(x.algorithm_covariance, 7)
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for x in self.metrics_06.year_periods],
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[-8.75273E-06])
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|
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def dtest_benchmark_variance_06(self):
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self.assertEqual([round(x.benchmark_variance, 7)
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for x in self.metrics_06.month_periods],
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[0.0000496,
|
|
0.000036,
|
|
0.0000244,
|
|
0.0000332,
|
|
0.0000623,
|
|
0.0000989,
|
|
0.0000765,
|
|
0.0000209,
|
|
0.0000252,
|
|
0.0000194,
|
|
0.0000292,
|
|
0.0000183])
|
|
|
|
self.assertEqual([round(x.benchmark_variance, 7)
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for x in self.metrics_06.three_month_periods],
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[0.0000351,
|
|
0.0000298,
|
|
0.0000395,
|
|
0.0000648,
|
|
0.0000773,
|
|
0.0000625,
|
|
0.0000387,
|
|
0.0000211,
|
|
0.0000238,
|
|
0.0000217])
|
|
|
|
self.assertEqual([round(x.benchmark_variance, 7)
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for x in self.metrics_06.six_month_periods],
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[0.0000499,
|
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0.0000538,
|
|
0.0000508,
|
|
0.0000517,
|
|
0.0000492,
|
|
0.0000432,
|
|
0.00003])
|
|
|
|
self.assertEqual([round(x.benchmark_variance, 7)
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for x in self.metrics_06.year_periods],
|
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[0.0000399])
|
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|
|
def test_benchmark_returns_08(self):
|
|
returns = factory.create_returns_from_range(self.trading_env08)
|
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metrics = risk.RiskReport(returns, self.trading_env08)
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|
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monthly = [round(x.benchmark_period_returns, 3)
|
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for x in metrics.month_periods]
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|
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self.assertEqual(monthly,
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[-0.051,
|
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-0.039,
|
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0.001,
|
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0.043,
|
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0.011,
|
|
-0.075,
|
|
-0.007,
|
|
0.026,
|
|
-0.093,
|
|
-0.160,
|
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-0.072,
|
|
0.009])
|
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|
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self.assertEqual([round(x.benchmark_period_returns, 3)
|
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for x in metrics.three_month_periods],
|
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[-0.087,
|
|
0.003,
|
|
0.055,
|
|
-0.026,
|
|
-0.072,
|
|
-0.058,
|
|
-0.075,
|
|
-0.218,
|
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-0.293,
|
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-0.214])
|
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|
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self.assertEqual([round(x.benchmark_period_returns, 3)
|
|
for x in metrics.six_month_periods],
|
|
[-0.110,
|
|
-0.069,
|
|
-0.006,
|
|
-0.099,
|
|
-0.274,
|
|
-0.334,
|
|
-0.273])
|
|
|
|
self.assertEqual([round(x.benchmark_period_returns, 3)
|
|
for x in metrics.year_periods],
|
|
[-0.353])
|
|
|
|
def test_trading_days_08(self):
|
|
returns = factory.create_returns_from_range(self.trading_env08)
|
|
metrics = risk.RiskReport(returns, self.trading_env08)
|
|
self.assertEqual([x.trading_days for x in metrics.year_periods],
|
|
[253])
|
|
|
|
self.assertEqual([x.trading_days for x in metrics.month_periods],
|
|
[21, 20, 20, 22, 21, 21, 22, 21, 21, 23, 19, 22])
|
|
|
|
def test_benchmark_volatility_08(self):
|
|
returns = factory.create_returns_from_range(self.trading_env08)
|
|
metrics = risk.RiskReport(returns, self.trading_env08)
|
|
self.assertEqual([round(x.benchmark_volatility, 3)
|
|
for x in metrics.month_periods],
|
|
[0.069,
|
|
0.056,
|
|
0.080,
|
|
0.049,
|
|
0.040,
|
|
0.052,
|
|
0.068,
|
|
0.055,
|
|
0.150,
|
|
0.230,
|
|
0.188,
|
|
0.137])
|
|
|
|
self.assertEqual([round(x.benchmark_volatility, 3)
|
|
for x in metrics.three_month_periods],
|
|
[0.118,
|
|
0.108,
|
|
0.101,
|
|
0.083,
|
|
0.094,
|
|
0.102,
|
|
0.172,
|
|
0.277,
|
|
0.328,
|
|
0.323])
|
|
|
|
self.assertEqual([round(x.benchmark_volatility, 3)
|
|
for x in metrics.six_month_periods],
|
|
[0.144,
|
|
0.143,
|
|
0.143,
|
|
0.190,
|
|
0.292,
|
|
0.342,
|
|
0.364])
|
|
# TODO: ugly, but I can't get the rounded float to match.
|
|
# maybe we need a different test that checks the
|
|
# difference between the numbers
|
|
self.assertEqual([round(x.benchmark_volatility, 3)
|
|
for x in metrics.year_periods],
|
|
[0.391])
|
|
|
|
def test_treasury_returns_06(self):
|
|
returns = factory.create_returns_from_range(self.trading_env)
|
|
metrics = risk.RiskReport(returns, self.trading_env)
|
|
self.assertEqual([round(x.treasury_period_return, 4)
|
|
for x in metrics.month_periods],
|
|
[0.0037,
|
|
0.0034,
|
|
0.0039,
|
|
0.0038,
|
|
0.0040,
|
|
0.0037,
|
|
0.0043,
|
|
0.0043,
|
|
0.0038,
|
|
0.0044,
|
|
0.0043,
|
|
0.0041])
|
|
|
|
self.assertEqual([round(x.treasury_period_return, 4)
|
|
for x in metrics.three_month_periods],
|
|
[0.0114,
|
|
0.0118,
|
|
0.0122,
|
|
0.0125,
|
|
0.0129,
|
|
0.0127,
|
|
0.0123,
|
|
0.0128,
|
|
0.0125,
|
|
0.0128])
|
|
self.assertEqual([round(x.treasury_period_return, 4)
|
|
for x in metrics.six_month_periods],
|
|
[0.0260,
|
|
0.0257,
|
|
0.0258,
|
|
0.0252,
|
|
0.0259,
|
|
0.0256,
|
|
0.0258])
|
|
|
|
self.assertEqual([round(x.treasury_period_return, 4)
|
|
for x in metrics.year_periods],
|
|
[0.0500])
|
|
|
|
def test_benchmarkrange(self):
|
|
self.check_year_range(datetime.datetime(year=2008, month=1, day=1),
|
|
2)
|
|
|
|
def test_partial_month(self):
|
|
|
|
start = datetime.datetime(
|
|
year=1991,
|
|
month=1,
|
|
day=1,
|
|
hour=0,
|
|
minute=0,
|
|
tzinfo=pytz.utc)
|
|
|
|
#1992 and 1996 were leap years
|
|
total_days = 365 * 5 + 2
|
|
end = start + datetime.timedelta(days=total_days)
|
|
trading_env90s = TradingEnvironment(
|
|
self.benchmark_returns,
|
|
self.treasury_curves,
|
|
period_start=start,
|
|
period_end=end
|
|
)
|
|
|
|
returns = factory.create_returns(total_days, trading_env90s)
|
|
returns = returns[:-10] # truncate the returns series to end mid-month
|
|
metrics = risk.RiskReport(returns, trading_env90s)
|
|
total_months = 60
|
|
self.check_metrics(metrics, total_months, start)
|
|
|
|
def check_year_range(self, start_date, years):
|
|
if(start_date.month <= 2):
|
|
ld = calendar.leapdays(start_date.year, start_date.year + years)
|
|
else:
|
|
# because we may catch the leap of the last year,
|
|
# and i think this func is [start,end)
|
|
ld = calendar.leapdays(start_date.year,
|
|
start_date.year + years + 1)
|
|
returns = factory.create_returns(365 * years + ld, self.trading_env08)
|
|
metrics = risk.RiskReport(returns, self.trading_env)
|
|
total_months = years * 12
|
|
self.check_metrics(metrics, total_months, start_date)
|
|
|
|
def check_metrics(self, metrics, total_months, start_date):
|
|
"""
|
|
confirm that the right number of riskmetrics were calculated for each
|
|
window length.
|
|
"""
|
|
self.assert_range_length(
|
|
metrics.month_periods,
|
|
total_months,
|
|
1,
|
|
start_date
|
|
)
|
|
|
|
self.assert_range_length(
|
|
metrics.three_month_periods,
|
|
total_months,
|
|
3,
|
|
start_date
|
|
)
|
|
|
|
self.assert_range_length(
|
|
metrics.six_month_periods,
|
|
total_months,
|
|
6,
|
|
start_date
|
|
)
|
|
|
|
self.assert_range_length(
|
|
metrics.year_periods,
|
|
total_months,
|
|
12,
|
|
start_date
|
|
)
|
|
|
|
def assert_last_day(self, period_end):
|
|
#30 days has september, april, june and november
|
|
if period_end.month in [9, 4, 6, 11]:
|
|
self.assertEqual(period_end.day, 30)
|
|
#all the rest have 31, except for february
|
|
elif(period_end.month != 2):
|
|
self.assertEqual(period_end.day, 31)
|
|
else:
|
|
if calendar.isleap(period_end.year):
|
|
self.assertEqual(period_end.day, 29)
|
|
else:
|
|
self.assertEqual(period_end.day, 28)
|
|
|
|
def assert_month(self, start_month, actual_end_month):
|
|
if start_month == 1:
|
|
expected_end_month = 12
|
|
else:
|
|
expected_end_month = start_month - 1
|
|
|
|
self.assertEqual(expected_end_month, actual_end_month)
|
|
|
|
def assert_range_length(self, col, total_months,
|
|
period_length, start_date):
|
|
if(period_length > total_months):
|
|
self.assertEqual(len(col), 0)
|
|
else:
|
|
self.assertEqual(
|
|
len(col),
|
|
total_months - (period_length - 1),
|
|
"mismatch for total months - \
|
|
expected:{total_months}/actual:{actual}, \
|
|
period:{period_length}, start:{start_date}, \
|
|
calculated end:{end}".format(
|
|
total_months=total_months,
|
|
period_length=period_length,
|
|
start_date=start_date,
|
|
end=col[-1].end_date,
|
|
actual=len(col))
|
|
)
|
|
self.assert_month(start_date.month, col[-1].end_date.month)
|
|
self.assert_last_day(col[-1].end_date)
|
|
|
|
RETURNS = [
|
|
0.0093,
|
|
-0.0193,
|
|
0.0351,
|
|
0.0396,
|
|
0.0338,
|
|
-0.0211,
|
|
0.0389,
|
|
0.0326,
|
|
-0.0137,
|
|
-0.0411,
|
|
-0.0032,
|
|
0.0149,
|
|
0.0133,
|
|
0.0348,
|
|
0.042,
|
|
-0.0455,
|
|
0.0262,
|
|
-0.0461,
|
|
0.0021,
|
|
-0.0273,
|
|
-0.0429,
|
|
0.0427,
|
|
-0.0104,
|
|
0.0346,
|
|
-0.0311,
|
|
0.0003,
|
|
0.0211,
|
|
0.0248,
|
|
-0.0215,
|
|
0.004,
|
|
0.0267,
|
|
0.0029,
|
|
-0.0369,
|
|
0.0057,
|
|
0.0298,
|
|
-0.0179,
|
|
-0.0361,
|
|
-0.0401,
|
|
-0.0123,
|
|
-0.005,
|
|
0.0203,
|
|
-0.041,
|
|
0.0011,
|
|
0.0118,
|
|
0.0103,
|
|
-0.0184,
|
|
-0.0437,
|
|
0.0411,
|
|
-0.0242,
|
|
-0.0054,
|
|
-0.0039,
|
|
-0.0273,
|
|
-0.0075,
|
|
0.0064,
|
|
-0.0376,
|
|
0.0424,
|
|
0.0399,
|
|
0.019,
|
|
0.0236,
|
|
-0.0284,
|
|
-0.0341,
|
|
0.0266,
|
|
0.05,
|
|
0.0069,
|
|
-0.0442,
|
|
-0.016,
|
|
0.0173,
|
|
0.0348,
|
|
-0.0404,
|
|
-0.0068,
|
|
-0.0376,
|
|
0.0356,
|
|
0.0043,
|
|
-0.0481,
|
|
-0.0134,
|
|
0.0257,
|
|
0.0442,
|
|
0.0234,
|
|
0.0394,
|
|
0.0376,
|
|
-0.0147,
|
|
-0.0098,
|
|
0.0474,
|
|
-0.0102,
|
|
0.0138,
|
|
0.0286,
|
|
0.0347,
|
|
0.0279,
|
|
-0.0067,
|
|
0.0462,
|
|
-0.0432,
|
|
0.0247,
|
|
0.0174,
|
|
-0.0305,
|
|
-0.0317,
|
|
-0.0068,
|
|
0.0264,
|
|
-0.0257,
|
|
-0.0328,
|
|
0.0092,
|
|
0.0288,
|
|
-0.002,
|
|
0.0288,
|
|
0.028,
|
|
-0.0093,
|
|
0.0178,
|
|
-0.0365,
|
|
-0.0086,
|
|
-0.0133,
|
|
-0.0309,
|
|
0.0473,
|
|
-0.0149,
|
|
0.0378,
|
|
-0.0316,
|
|
-0.0292,
|
|
-0.0453,
|
|
-0.0451,
|
|
0.0093,
|
|
0.0397,
|
|
-0.0361,
|
|
-0.0168,
|
|
-0.0494,
|
|
-0.0143,
|
|
-0.0405,
|
|
-0.0349,
|
|
0.0069,
|
|
0.0378,
|
|
-0.0233,
|
|
-0.0492,
|
|
0.018,
|
|
-0.0386,
|
|
0.0339,
|
|
0.0119,
|
|
0.0454,
|
|
0.0118,
|
|
-0.011,
|
|
-0.0254,
|
|
0.0266,
|
|
-0.0366,
|
|
-0.0211,
|
|
0.0399,
|
|
0.0307,
|
|
0.035,
|
|
-0.0402,
|
|
0.0304,
|
|
-0.0031,
|
|
0.0256,
|
|
0.0134,
|
|
-0.0019,
|
|
-0.0235,
|
|
-0.0058,
|
|
-0.0117,
|
|
0.0051,
|
|
-0.0451,
|
|
-0.0466,
|
|
-0.0124,
|
|
0.0283,
|
|
-0.0499,
|
|
0.0318,
|
|
-0.0028,
|
|
0.0203,
|
|
0.005,
|
|
0.0085,
|
|
0.0048,
|
|
0.0277,
|
|
0.0159,
|
|
-0.0149,
|
|
0.035,
|
|
0.0404,
|
|
-0.01,
|
|
0.0377,
|
|
0.0302,
|
|
0.0046,
|
|
-0.0328,
|
|
-0.0469,
|
|
0.0071,
|
|
-0.0382,
|
|
-0.0214,
|
|
0.0429,
|
|
0.0145,
|
|
-0.0279,
|
|
-0.0172,
|
|
0.0423,
|
|
0.041,
|
|
-0.0183,
|
|
0.0137,
|
|
-0.0412,
|
|
-0.0348,
|
|
0.0302,
|
|
0.0248,
|
|
0.0051,
|
|
-0.0298,
|
|
-0.0103,
|
|
-0.0333,
|
|
-0.0399,
|
|
0.0485,
|
|
-0.0166,
|
|
0.0384,
|
|
0.0259,
|
|
-0.0163,
|
|
0.0357,
|
|
0.0308,
|
|
-0.0386,
|
|
0.0481,
|
|
-0.0446,
|
|
-0.0282,
|
|
-0.0037,
|
|
0.0202,
|
|
0.0216,
|
|
0.0113,
|
|
0.0194,
|
|
0.0392,
|
|
0.0016,
|
|
0.0268,
|
|
-0.0155,
|
|
-0.027,
|
|
0.02,
|
|
0.0216,
|
|
-0.0009,
|
|
0.022,
|
|
0.0,
|
|
0.041,
|
|
0.0133,
|
|
-0.0382,
|
|
0.0495,
|
|
-0.0221,
|
|
-0.0329,
|
|
-0.0033,
|
|
-0.0089,
|
|
-0.0129,
|
|
-0.0252,
|
|
0.048,
|
|
-0.0307,
|
|
-0.0357,
|
|
0.0033,
|
|
-0.0412,
|
|
-0.0407,
|
|
0.0455,
|
|
0.0159,
|
|
-0.0051,
|
|
-0.0274,
|
|
-0.0213,
|
|
0.0361,
|
|
0.0051,
|
|
-0.0378,
|
|
0.0084,
|
|
0.0066,
|
|
-0.0103,
|
|
-0.0037,
|
|
0.0478,
|
|
-0.0278]
|