| src/basanos/__init__.py |
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16 |
0 |
0 |
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100% |
| src/basanos/_deprecation.py |
warn_deprecated |
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4 |
0 |
0 |
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| src/basanos/_deprecation.py |
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3 |
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0 |
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| src/basanos/_logging.py |
_serialise_mapping |
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1 |
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0 |
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_serialise_sequence |
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1 |
0 |
0 |
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| src/basanos/_logging.py |
_to_serialisable |
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7 |
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| src/basanos/_logging.py |
JSONFormatter.__init__ |
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1 |
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0 |
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100% |
| src/basanos/_logging.py |
JSONFormatter.format |
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7 |
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0 |
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(no function) |
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12 |
0 |
0 |
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100% |
| src/basanos/analytics/__init__.py |
(no function) |
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4 |
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0 |
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| src/basanos/exceptions.py |
InsufficientDataError.__init__ |
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4 |
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| src/basanos/exceptions.py |
MissingDateColumnError.__init__ |
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2 |
0 |
0 |
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| src/basanos/exceptions.py |
ShapeMismatchError.__init__ |
|
3 |
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| src/basanos/exceptions.py |
ColumnMismatchError.__init__ |
|
3 |
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| src/basanos/exceptions.py |
NonPositivePricesError.__init__ |
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2 |
0 |
0 |
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| src/basanos/exceptions.py |
ExcessiveNullsError.__init__ |
|
4 |
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| src/basanos/exceptions.py |
MonotonicPricesError.__init__ |
|
2 |
0 |
0 |
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| src/basanos/exceptions.py |
StreamStateCorruptError.__init__ |
|
3 |
0 |
0 |
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| src/basanos/exceptions.py |
(no function) |
|
25 |
0 |
9 |
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| src/basanos/math/__init__.py |
(no function) |
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13 |
0 |
0 |
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| src/basanos/math/_config.py |
_coalesce |
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1 |
0 |
0 |
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| src/basanos/math/_config.py |
SlidingWindowConfig._validate_max_components |
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4 |
0 |
0 |
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| src/basanos/math/_config.py |
BasanosConfig._reject_legacy_flat_kwargs |
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7 |
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1 |
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BasanosConfig.replace |
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2 |
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BasanosConfig.covariance_mode |
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1 |
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| src/basanos/math/_config.py |
BasanosConfig.window |
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3 |
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BasanosConfig.n_factors |
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3 |
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| src/basanos/math/_config.py |
BasanosConfig.report |
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1 |
0 |
0 |
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| src/basanos/math/_config.py |
BasanosConfig.corr_greater_than_vola |
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4 |
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0 |
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| src/basanos/math/_config.py |
(no function) |
|
55 |
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| src/basanos/math/_config_report.py |
_constraint_str |
|
8 |
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0 |
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_fmt_float |
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_fmt_value |
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3 |
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_params_table_html |
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9 |
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_lambda_sweep_fig |
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11 |
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| src/basanos/math/_config_report.py |
_guidance_table_html |
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2 |
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| src/basanos/math/_config_report.py |
_figure_div |
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1 |
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| src/basanos/math/_config_report.py |
ConfigReport.to_html |
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16 |
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| src/basanos/math/_config_report.py |
ConfigReport.save |
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6 |
0 |
0 |
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| src/basanos/math/_config_report.py |
(no function) |
|
25 |
0 |
3 |
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| src/basanos/math/_engine_core.py |
_CoreDataMixin.assets |
|
1 |
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0 |
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_CoreDataMixin.ret_adj |
|
1 |
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_CoreDataMixin.vola |
|
1 |
0 |
0 |
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| src/basanos/math/_engine_core.py |
_CoreDataMixin.cor |
|
6 |
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_CoreDataMixin.cor_tensor |
|
1 |
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0 |
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| src/basanos/math/_engine_core.py |
(no function) |
|
19 |
0 |
2 |
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100% |
| src/basanos/math/_engine_diagnostics.py |
_DiagnosticsMixin.condition_number |
|
11 |
0 |
0 |
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100% |
| src/basanos/math/_engine_diagnostics.py |
_DiagnosticsMixin.effective_rank |
|
20 |
0 |
0 |
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100% |
| src/basanos/math/_engine_diagnostics.py |
_DiagnosticsMixin._residual_for_row |
|
11 |
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| src/basanos/math/_engine_diagnostics.py |
_DiagnosticsMixin.solver_residual |
|
10 |
0 |
0 |
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100% |
| src/basanos/math/_engine_diagnostics.py |
_DiagnosticsMixin._utilisation_for_row |
|
9 |
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0 |
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| src/basanos/math/_engine_diagnostics.py |
_DiagnosticsMixin.signal_utilisation |
|
13 |
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0 |
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100% |
| src/basanos/math/_engine_diagnostics.py |
(no function) |
|
20 |
0 |
2 |
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100% |
| src/basanos/math/_engine_ic.py |
_correlate |
|
6 |
0 |
0 |
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100% |
| src/basanos/math/_engine_ic.py |
_SignalEvaluatorMixin._ic_series |
|
18 |
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0 |
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100% |
| src/basanos/math/_engine_ic.py |
_SignalEvaluatorMixin.ic |
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1 |
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0 |
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100% |
| src/basanos/math/_engine_ic.py |
_SignalEvaluatorMixin.rank_ic |
|
1 |
0 |
0 |
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100% |
| src/basanos/math/_engine_ic.py |
_SignalEvaluatorMixin.ic_mean |
|
3 |
0 |
0 |
|
100% |
| src/basanos/math/_engine_ic.py |
_SignalEvaluatorMixin.ic_std |
|
3 |
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0 |
|
100% |
| src/basanos/math/_engine_ic.py |
_SignalEvaluatorMixin.icir |
|
8 |
0 |
0 |
|
100% |
| src/basanos/math/_engine_ic.py |
_SignalEvaluatorMixin.rank_ic_mean |
|
3 |
0 |
0 |
|
100% |
| src/basanos/math/_engine_ic.py |
_SignalEvaluatorMixin.rank_ic_std |
|
3 |
0 |
0 |
|
100% |
| src/basanos/math/_engine_ic.py |
(no function) |
|
15 |
0 |
2 |
|
100% |
| src/basanos/math/_engine_performance.py |
_PerformanceMixin.sharpe_at_shrink |
|
4 |
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0 |
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| src/basanos/math/_engine_performance.py |
_PerformanceMixin.sharpe_at_window_factors |
|
4 |
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0 |
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100% |
| src/basanos/math/_engine_performance.py |
_PerformanceMixin.naive_sharpe |
|
4 |
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0 |
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100% |
| src/basanos/math/_engine_performance.py |
(no function) |
|
9 |
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2 |
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| src/basanos/math/_engine_solve.py |
_SolveMixin._compute_position |
|
10 |
0 |
0 |
|
100% |
| src/basanos/math/_engine_solve.py |
_SolveMixin._replay_positions |
|
8 |
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0 |
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| src/basanos/math/_engine_solve.py |
_SolveMixin._iter_matrices |
|
5 |
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0 |
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| src/basanos/math/_engine_solve.py |
_SolveMixin._iter_matrices_ewma |
|
9 |
0 |
0 |
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100% |
| src/basanos/math/_engine_solve.py |
_SolveMixin._iter_matrices_sliding |
|
19 |
0 |
0 |
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100% |
| src/basanos/math/_engine_solve.py |
_SolveMixin._batched_solve_group |
|
12 |
0 |
0 |
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100% |
| src/basanos/math/_engine_solve.py |
_SolveMixin._sequential_solve_group |
|
1 |
0 |
0 |
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100% |
| src/basanos/math/_engine_solve.py |
_SolveMixin._iter_solve_ewma_batched |
|
6 |
0 |
0 |
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100% |
| src/basanos/math/_engine_solve.py |
_SolveMixin._partition_ewma_rows |
|
12 |
0 |
0 |
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100% |
| src/basanos/math/_engine_solve.py |
_SolveMixin._iter_solve |
|
6 |
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0 |
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100% |
| src/basanos/math/_engine_solve.py |
_SolveMixin._iter_solve_sliding |
|
9 |
0 |
0 |
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100% |
| src/basanos/math/_engine_solve.py |
_SolveMixin.warmup_state |
|
8 |
0 |
0 |
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100% |
| src/basanos/math/_engine_solve.py |
(no function) |
|
35 |
0 |
2 |
|
100% |
| src/basanos/math/_engine_solve_base.py |
_SolvePrimitivesMixin._compute_mask |
|
2 |
0 |
0 |
|
100% |
| src/basanos/math/_engine_solve_base.py |
_SolvePrimitivesMixin._check_signal |
|
3 |
0 |
0 |
|
100% |
| src/basanos/math/_engine_solve_base.py |
_SolvePrimitivesMixin._scale_to_cash |
|
2 |
0 |
0 |
|
100% |
| src/basanos/math/_engine_solve_base.py |
_SolvePrimitivesMixin._row_early_check |
|
7 |
0 |
0 |
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100% |
| src/basanos/math/_engine_solve_base.py |
_SolvePrimitivesMixin._denom_guard_yield |
|
5 |
0 |
0 |
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100% |
| src/basanos/math/_engine_solve_base.py |
_SolvePrimitivesMixin._apply_turnover_constraint |
|
8 |
0 |
0 |
|
100% |
| src/basanos/math/_engine_solve_base.py |
_SolvePrimitivesMixin._sliding_warmup_or_degenerate |
|
3 |
0 |
0 |
|
100% |
| src/basanos/math/_engine_solve_base.py |
(no function) |
|
36 |
0 |
0 |
|
100% |
| src/basanos/math/_engine_validation.py |
_validate_required_date_columns |
|
4 |
0 |
0 |
|
100% |
| src/basanos/math/_engine_validation.py |
_validate_shape_and_column_sets |
|
4 |
0 |
0 |
|
100% |
| src/basanos/math/_engine_validation.py |
_numeric_assets |
|
1 |
0 |
0 |
|
100% |
| src/basanos/math/_engine_validation.py |
_validate_positive_prices |
|
4 |
0 |
0 |
|
100% |
| src/basanos/math/_engine_validation.py |
_validate_null_fraction |
|
7 |
0 |
0 |
|
100% |
| src/basanos/math/_engine_validation.py |
_validate_non_monotonic_prices |
|
6 |
0 |
0 |
|
100% |
| src/basanos/math/_engine_validation.py |
_warn_short_sliding_window_data |
|
5 |
0 |
0 |
|
100% |
| src/basanos/math/_engine_validation.py |
_validate_inputs |
|
7 |
0 |
0 |
|
100% |
| src/basanos/math/_engine_validation.py |
(no function) |
|
14 |
0 |
0 |
|
100% |
| src/basanos/math/_factor_model.py |
FactorModel.__post_init__ |
|
9 |
0 |
0 |
|
100% |
| src/basanos/math/_factor_model.py |
FactorModel.n_assets |
|
1 |
0 |
0 |
|
100% |
| src/basanos/math/_factor_model.py |
FactorModel.n_factors |
|
1 |
0 |
0 |
|
100% |
| src/basanos/math/_factor_model.py |
FactorModel.covariance |
|
1 |
0 |
0 |
|
100% |
| src/basanos/math/_factor_model.py |
FactorModel.woodbury_condition_number |
|
8 |
0 |
0 |
|
100% |
| src/basanos/math/_factor_model.py |
FactorModel.solve |
|
15 |
0 |
0 |
|
100% |
| src/basanos/math/_factor_model.py |
FactorModel.from_returns |
|
13 |
0 |
0 |
|
100% |
| src/basanos/math/_factor_model.py |
(no function) |
|
27 |
0 |
0 |
|
100% |
| src/basanos/math/_signal.py |
shrink2id |
|
1 |
0 |
0 |
|
100% |
| src/basanos/math/_signal.py |
vol_adj |
|
4 |
0 |
0 |
|
100% |
| src/basanos/math/_signal.py |
(no function) |
|
5 |
0 |
0 |
|
100% |
| src/basanos/math/_stream.py |
BasanosStream.__init__ |
|
3 |
0 |
0 |
|
100% |
| src/basanos/math/_stream.py |
BasanosStream.__setattr__ |
|
1 |
0 |
0 |
|
100% |
| src/basanos/math/_stream.py |
BasanosStream.assets |
|
1 |
0 |
0 |
|
100% |
| src/basanos/math/_stream.py |
BasanosStream.from_warmup |
|
34 |
0 |
0 |
|
100% |
| src/basanos/math/_stream.py |
BasanosStream._warmup_threshold |
|
3 |
0 |
0 |
|
100% |
| src/basanos/math/_stream.py |
BasanosStream._warmup_result |
|
1 |
0 |
0 |
|
100% |
| src/basanos/math/_stream.py |
BasanosStream._apply_step_turnover |
|
2 |
0 |
0 |
|
100% |
| src/basanos/math/_stream.py |
BasanosStream.step |
|
48 |
0 |
0 |
|
100% |
| src/basanos/math/_stream.py |
BasanosStream.save |
|
1 |
0 |
0 |
|
100% |
| src/basanos/math/_stream.py |
BasanosStream.load |
|
2 |
0 |
0 |
|
100% |
| src/basanos/math/_stream.py |
(no function) |
|
36 |
0 |
0 |
|
100% |
| src/basanos/math/_stream_io.py |
save_stream_archive |
|
9 |
0 |
0 |
|
100% |
| src/basanos/math/_stream_io.py |
_validate_archive_version |
|
5 |
0 |
0 |
|
100% |
| src/basanos/math/_stream_io.py |
_state_field_from_archive |
|
5 |
0 |
0 |
|
100% |
| src/basanos/math/_stream_io.py |
load_stream_archive |
|
11 |
0 |
0 |
|
100% |
| src/basanos/math/_stream_io.py |
(no function) |
|
12 |
0 |
0 |
|
100% |
| src/basanos/math/_stream_math.py |
_ewm_std_from_state |
|
13 |
0 |
0 |
|
100% |
| src/basanos/math/_stream_math.py |
_ewm_vol_accumulators_from_batch |
|
10 |
0 |
0 |
|
100% |
| src/basanos/math/_stream_math.py |
_resolve_step_vector |
|
6 |
0 |
0 |
|
100% |
| src/basanos/math/_stream_math.py |
(no function) |
|
6 |
0 |
0 |
|
100% |
| src/basanos/math/_stream_solve.py |
_fit_sliding_factor_model |
|
12 |
0 |
0 |
|
100% |
| src/basanos/math/_stream_solve.py |
_woodbury_normalised |
|
10 |
0 |
0 |
|
100% |
| src/basanos/math/_stream_solve.py |
solve_sliding_window_position |
|
19 |
0 |
0 |
|
100% |
| src/basanos/math/_stream_solve.py |
solve_ewma_position |
|
23 |
0 |
0 |
|
100% |
| src/basanos/math/_stream_solve.py |
(no function) |
|
17 |
0 |
0 |
|
100% |
| src/basanos/math/_stream_state.py |
_StreamState.persist |
|
15 |
0 |
0 |
|
100% |
| src/basanos/math/_stream_state.py |
(no function) |
|
30 |
0 |
0 |
|
100% |
| src/basanos/math/optimizer.py |
BasanosEngine.__post_init__ |
|
1 |
0 |
0 |
|
100% |
| src/basanos/math/optimizer.py |
BasanosEngine.cash_position |
|
8 |
0 |
0 |
|
100% |
| src/basanos/math/optimizer.py |
BasanosEngine.position_status |
|
2 |
0 |
0 |
|
100% |
| src/basanos/math/optimizer.py |
BasanosEngine.risk_position |
|
6 |
0 |
0 |
|
100% |
| src/basanos/math/optimizer.py |
BasanosEngine.position_leverage |
|
4 |
0 |
0 |
|
100% |
| src/basanos/math/optimizer.py |
BasanosEngine.portfolio |
|
4 |
0 |
0 |
|
100% |
| src/basanos/math/optimizer.py |
BasanosEngine.config_report |
|
1 |
0 |
0 |
|
100% |
| src/basanos/math/optimizer.py |
(no function) |
|
38 |
0 |
0 |
|
100% |