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c4e1d8b586
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corrected return calc test, writing sortino tests
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2022-07-24 08:48:03 +05:30 |
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31abaa4052
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changed interval days calculation to math.ceil
This is to avoid distorting round figure years
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2022-06-26 20:40:03 +05:30 |
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56baf83a77
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updated values to match with custom covariance function
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2022-06-25 13:19:26 +05:30 |
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e450395ad0
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tests for sortino and missing frequency
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2022-06-12 21:35:13 +05:30 |
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e9bb795ecf
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Tests for beta and bug fixes
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2022-06-06 08:33:58 +05:30 |
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0bf1deac48
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renamed module to PyFacts
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2022-06-05 23:06:12 +05:30 |
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95e9bfd51c
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More Sharpe tests
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2022-05-16 22:29:18 +05:30 |
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7e524ccf7a
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incorporated eomonth in ffill and bfill
More Sharpe tests and ffill/bfill tests
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2022-05-10 09:51:12 +05:30 |
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aea6bf9b57
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Some tests for Sharpe ratio
Also some corrections based identified during testing
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2022-05-08 21:04:48 +05:30 |
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