| src / basanos / __init__.py |
(no function) |
|
17 |
0 |
0 |
|
100% |
| src / basanos / _logging.py |
_to_serialisable |
|
7 |
0 |
0 |
|
100% |
| src / basanos / _logging.py |
JSONFormatter.__init__ |
|
1 |
0 |
0 |
|
100% |
| src / basanos / _logging.py |
JSONFormatter.format |
|
7 |
0 |
0 |
|
100% |
| src / basanos / _logging.py |
(no function) |
|
10 |
0 |
0 |
|
100% |
| src / basanos / analytics / __init__.py |
(no function) |
|
1 |
0 |
0 |
|
100% |
| src / basanos / analytics / _plots.py |
Plots.lead_lag_ir_plot |
|
17 |
0 |
0 |
|
100% |
| src / basanos / analytics / _plots.py |
Plots.snapshot |
|
16 |
0 |
0 |
|
100% |
| src / basanos / analytics / _plots.py |
Plots.lagged_performance_plot |
|
18 |
0 |
0 |
|
100% |
| src / basanos / analytics / _plots.py |
Plots.rolling_sharpe_plot |
|
15 |
0 |
0 |
|
100% |
| src / basanos / analytics / _plots.py |
Plots.rolling_volatility_plot |
|
14 |
0 |
0 |
|
100% |
| src / basanos / analytics / _plots.py |
Plots.annual_sharpe_plot |
|
12 |
0 |
0 |
|
100% |
| src / basanos / analytics / _plots.py |
Plots.correlation_heatmap |
|
6 |
0 |
0 |
|
100% |
| src / basanos / analytics / _plots.py |
Plots.monthly_returns_heatmap |
|
22 |
0 |
0 |
|
100% |
| src / basanos / analytics / _plots.py |
Plots.smoothed_holdings_performance_plot |
|
18 |
0 |
0 |
|
100% |
| src / basanos / analytics / _plots.py |
Plots.trading_cost_impact_plot |
|
12 |
0 |
0 |
|
100% |
| src / basanos / analytics / _plots.py |
(no function) |
|
22 |
0 |
2 |
|
100% |
| src / basanos / analytics / _report.py |
_is_finite |
|
3 |
0 |
0 |
|
100% |
| src / basanos / analytics / _report.py |
_fmt |
|
3 |
0 |
0 |
|
100% |
| src / basanos / analytics / _report.py |
_stats_table_html |
|
24 |
0 |
0 |
|
100% |
| src / basanos / analytics / _report.py |
_figure_div |
|
1 |
0 |
0 |
|
100% |
| src / basanos / analytics / _report.py |
Report.to_html |
|
32 |
0 |
0 |
|
100% |
| src / basanos / analytics / _report.py |
Report.to_html._div |
|
3 |
0 |
0 |
|
100% |
| src / basanos / analytics / _report.py |
Report.to_html._try_div |
|
5 |
0 |
0 |
|
100% |
| src / basanos / analytics / _report.py |
Report.save |
|
6 |
0 |
0 |
|
100% |
| src / basanos / analytics / _report.py |
(no function) |
|
22 |
0 |
2 |
|
100% |
| src / basanos / analytics / _stats.py |
_drawdown_series |
|
4 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
_to_float |
|
5 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
_to_float_or_none |
|
5 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats.__post_init__ |
|
4 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats.assets |
|
1 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats._mean_positive_expr |
|
2 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats._mean_negative_expr |
|
2 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats.columnwise_stat |
|
3 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats.columnwise_stat.wrapper |
|
1 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats.skew |
|
1 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats.kurtosis |
|
2 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats.avg_return |
|
2 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats.avg_win |
|
1 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats.avg_loss |
|
1 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats.volatility |
|
5 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats.value_at_risk |
|
3 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats.conditional_value_at_risk |
|
8 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats.best |
|
1 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats.worst |
|
1 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats.win_rate |
|
5 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats.profit_factor |
|
5 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats.payoff_ratio |
|
5 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats.monthly_win_rate |
|
12 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats.worst_n_periods |
|
8 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats.up_capture |
|
15 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats.down_capture |
|
15 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats.sharpe |
|
9 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats.max_drawdown |
|
1 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats.avg_drawdown |
|
5 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats.max_drawdown_duration |
|
20 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats.calmar |
|
6 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats.recovery_factor |
|
5 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats.rolling_sharpe |
|
6 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats.rolling_volatility |
|
9 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats.annual_breakdown |
|
17 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats.summary |
|
3 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
Stats.periods_per_year |
|
11 |
0 |
0 |
|
100% |
| src / basanos / analytics / _stats.py |
(no function) |
|
70 |
0 |
0 |
|
100% |
| src / basanos / analytics / portfolio.py |
Portfolio.__post_init__ |
|
8 |
0 |
0 |
|
100% |
| src / basanos / analytics / portfolio.py |
Portfolio.from_risk_position |
|
3 |
0 |
1 |
|
100% |
| src / basanos / analytics / portfolio.py |
Portfolio.from_risk_position.vol |
|
0 |
0 |
2 |
|
100% |
| src / basanos / analytics / portfolio.py |
Portfolio.from_cash_position |
|
1 |
0 |
0 |
|
100% |
| src / basanos / analytics / portfolio.py |
Portfolio.profits |
|
9 |
0 |
2 |
|
100% |
| src / basanos / analytics / portfolio.py |
Portfolio._assert_clean_series |
|
4 |
0 |
0 |
|
100% |
| src / basanos / analytics / portfolio.py |
Portfolio.profit |
|
9 |
0 |
0 |
|
100% |
| src / basanos / analytics / portfolio.py |
Portfolio.nav_accumulated |
|
1 |
0 |
0 |
|
100% |
| src / basanos / analytics / portfolio.py |
Portfolio.returns |
|
1 |
0 |
0 |
|
100% |
| src / basanos / analytics / portfolio.py |
Portfolio.monthly |
|
5 |
0 |
0 |
|
100% |
| src / basanos / analytics / portfolio.py |
Portfolio.nav_compounded |
|
1 |
0 |
0 |
|
100% |
| src / basanos / analytics / portfolio.py |
Portfolio.highwater |
|
1 |
0 |
0 |
|
100% |
| src / basanos / analytics / portfolio.py |
Portfolio.drawdown |
|
1 |
0 |
0 |
|
100% |
| src / basanos / analytics / portfolio.py |
Portfolio.all |
|
6 |
0 |
0 |
|
100% |
| src / basanos / analytics / portfolio.py |
Portfolio.stats |
|
2 |
0 |
0 |
|
100% |
| src / basanos / analytics / portfolio.py |
Portfolio.truncate |
|
19 |
0 |
0 |
|
100% |
| src / basanos / analytics / portfolio.py |
Portfolio.lag |
|
7 |
0 |
0 |
|
100% |
| src / basanos / analytics / portfolio.py |
Portfolio.smoothed_holding |
|
10 |
0 |
0 |
|
100% |
| src / basanos / analytics / portfolio.py |
Portfolio.plots |
|
1 |
0 |
0 |
|
100% |
| src / basanos / analytics / portfolio.py |
Portfolio.report |
|
1 |
0 |
0 |
|
100% |
| src / basanos / analytics / portfolio.py |
Portfolio.assets |
|
1 |
0 |
0 |
|
100% |
| src / basanos / analytics / portfolio.py |
Portfolio.tilt |
|
2 |
0 |
0 |
|
100% |
| src / basanos / analytics / portfolio.py |
Portfolio.timing |
|
3 |
0 |
0 |
|
100% |
| src / basanos / analytics / portfolio.py |
Portfolio.tilt_timing_decomp |
|
11 |
0 |
0 |
|
100% |
| src / basanos / analytics / portfolio.py |
Portfolio.turnover |
|
7 |
0 |
0 |
|
100% |
| src / basanos / analytics / portfolio.py |
Portfolio.turnover_weekly |
|
4 |
0 |
0 |
|
100% |
| src / basanos / analytics / portfolio.py |
Portfolio.turnover_summary |
|
9 |
0 |
0 |
|
100% |
| src / basanos / analytics / portfolio.py |
Portfolio.cost_adjusted_returns |
|
5 |
0 |
0 |
|
100% |
| src / basanos / analytics / portfolio.py |
Portfolio.trading_cost_impact |
|
10 |
0 |
0 |
|
100% |
| src / basanos / analytics / portfolio.py |
Portfolio.correlation |
|
4 |
0 |
0 |
|
100% |
| src / basanos / analytics / portfolio.py |
(no function) |
|
62 |
0 |
0 |
|
100% |
| src / basanos / exceptions.py |
NonSquareMatrixError.__init__ |
|
3 |
0 |
0 |
|
100% |
| src / basanos / exceptions.py |
DimensionMismatchError.__init__ |
|
3 |
0 |
0 |
|
100% |
| src / basanos / exceptions.py |
SingularMatrixError.__init__ |
|
4 |
0 |
0 |
|
100% |
| src / basanos / exceptions.py |
InsufficientDataError.__init__ |
|
4 |
0 |
0 |
|
100% |
| src / basanos / exceptions.py |
MissingDateColumnError.__init__ |
|
2 |
0 |
0 |
|
100% |
| src / basanos / exceptions.py |
ShapeMismatchError.__init__ |
|
3 |
0 |
0 |
|
100% |
| src / basanos / exceptions.py |
ColumnMismatchError.__init__ |
|
3 |
0 |
0 |
|
100% |
| src / basanos / exceptions.py |
NonPositivePricesError.__init__ |
|
2 |
0 |
0 |
|
100% |
| src / basanos / exceptions.py |
ExcessiveNullsError.__init__ |
|
4 |
0 |
0 |
|
100% |
| src / basanos / exceptions.py |
IntegerIndexBoundError.__init__ |
|
3 |
0 |
0 |
|
100% |
| src / basanos / exceptions.py |
InvalidPricesTypeError.__init__ |
|
2 |
0 |
0 |
|
100% |
| src / basanos / exceptions.py |
InvalidCashPositionTypeError.__init__ |
|
2 |
0 |
0 |
|
100% |
| src / basanos / exceptions.py |
RowCountMismatchError.__init__ |
|
3 |
0 |
0 |
|
100% |
| src / basanos / exceptions.py |
NonPositiveAumError.__init__ |
|
2 |
0 |
0 |
|
100% |
| src / basanos / exceptions.py |
MonotonicPricesError.__init__ |
|
2 |
0 |
0 |
|
100% |
| src / basanos / exceptions.py |
(no function) |
|
33 |
0 |
16 |
|
100% |
| src / basanos / math / __init__.py |
(no function) |
|
2 |
0 |
0 |
|
100% |
| src / basanos / math / _config_report.py |
_constraint_str |
|
12 |
0 |
0 |
|
100% |
| src / basanos / math / _config_report.py |
_fmt_value |
|
7 |
0 |
0 |
|
100% |
| src / basanos / math / _config_report.py |
_params_table_html |
|
10 |
0 |
0 |
|
100% |
| src / basanos / math / _config_report.py |
_lambda_sweep_fig |
|
11 |
0 |
0 |
|
100% |
| src / basanos / math / _config_report.py |
_guidance_table_html |
|
2 |
0 |
0 |
|
100% |
| src / basanos / math / _config_report.py |
_figure_div |
|
1 |
0 |
0 |
|
100% |
| src / basanos / math / _config_report.py |
ConfigReport.to_html |
|
15 |
0 |
0 |
|
100% |
| src / basanos / math / _config_report.py |
ConfigReport.save |
|
6 |
0 |
0 |
|
100% |
| src / basanos / math / _config_report.py |
(no function) |
|
22 |
0 |
2 |
|
100% |
| src / basanos / math / _linalg.py |
valid |
|
4 |
0 |
0 |
|
100% |
| src / basanos / math / _linalg.py |
is_positive_definite |
|
5 |
0 |
0 |
|
100% |
| src / basanos / math / _linalg.py |
_check_and_warn_condition |
|
3 |
0 |
0 |
|
100% |
| src / basanos / math / _linalg.py |
_cholesky_solve |
|
5 |
0 |
0 |
|
100% |
| src / basanos / math / _linalg.py |
inv_a_norm |
|
14 |
0 |
0 |
|
100% |
| src / basanos / math / _linalg.py |
solve |
|
13 |
0 |
0 |
|
100% |
| src / basanos / math / _linalg.py |
(no function) |
|
13 |
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 / optimizer.py |
_ewm_corr_numpy |
|
34 |
0 |
0 |
|
100% |
| src / basanos / math / optimizer.py |
BasanosConfig.report |
|
2 |
0 |
0 |
|
100% |
| src / basanos / math / optimizer.py |
BasanosConfig.corr_greater_than_vola |
|
4 |
0 |
0 |
|
100% |
| src / basanos / math / optimizer.py |
BasanosEngine.__post_init__ |
|
24 |
0 |
0 |
|
100% |
| src / basanos / math / optimizer.py |
BasanosEngine.assets |
|
1 |
0 |
0 |
|
100% |
| src / basanos / math / optimizer.py |
BasanosEngine.ret_adj |
|
1 |
0 |
0 |
|
100% |
| src / basanos / math / optimizer.py |
BasanosEngine.vola |
|
1 |
0 |
0 |
|
100% |
| src / basanos / math / optimizer.py |
BasanosEngine.cor |
|
4 |
0 |
0 |
|
100% |
| src / basanos / math / optimizer.py |
BasanosEngine.cor_tensor |
|
1 |
0 |
0 |
|
100% |
| src / basanos / math / optimizer.py |
BasanosEngine.cash_position |
|
39 |
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.condition_number |
|
16 |
0 |
0 |
|
100% |
| src / basanos / math / optimizer.py |
BasanosEngine.effective_rank |
|
25 |
0 |
0 |
|
100% |
| src / basanos / math / optimizer.py |
BasanosEngine.solver_residual |
|
27 |
0 |
0 |
|
100% |
| src / basanos / math / optimizer.py |
BasanosEngine.signal_utilisation |
|
25 |
0 |
0 |
|
100% |
| src / basanos / math / optimizer.py |
BasanosEngine.portfolio |
|
4 |
0 |
0 |
|
100% |
| src / basanos / math / optimizer.py |
BasanosEngine.sharpe_at_shrink |
|
3 |
0 |
0 |
|
100% |
| src / basanos / math / optimizer.py |
BasanosEngine.naive_sharpe |
|
3 |
0 |
0 |
|
100% |
| src / basanos / math / optimizer.py |
BasanosEngine._ic_series |
|
20 |
0 |
0 |
|
100% |
| src / basanos / math / optimizer.py |
BasanosEngine.ic |
|
1 |
0 |
0 |
|
100% |
| src / basanos / math / optimizer.py |
BasanosEngine.rank_ic |
|
1 |
0 |
0 |
|
100% |
| src / basanos / math / optimizer.py |
BasanosEngine.ic_mean |
|
3 |
0 |
0 |
|
100% |
| src / basanos / math / optimizer.py |
BasanosEngine.ic_std |
|
3 |
0 |
0 |
|
100% |
| src / basanos / math / optimizer.py |
BasanosEngine.icir |
|
5 |
0 |
0 |
|
100% |
| src / basanos / math / optimizer.py |
BasanosEngine.rank_ic_mean |
|
3 |
0 |
0 |
|
100% |
| src / basanos / math / optimizer.py |
BasanosEngine.rank_ic_std |
|
3 |
0 |
0 |
|
100% |
| src / basanos / math / optimizer.py |
BasanosEngine.config_report |
|
2 |
0 |
0 |
|
100% |
| src / basanos / math / optimizer.py |
(no function) |
|
84 |
0 |
2 |
|
100% |