| src/jquantstats/__init__.py |
(no function) |
|
100% |
10 |
0 |
0 |
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100% |
0 |
0 |
|
100% |
| src/jquantstats/_cache.py |
cached_in_slot |
|
100% |
2 |
0 |
0 |
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100% |
0 |
0 |
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| src/jquantstats/_cache.py |
cached_in_slot.decorator |
|
100% |
3 |
0 |
0 |
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100% |
0 |
0 |
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| src/jquantstats/_cache.py |
cached_in_slot.decorator.wrapper |
|
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5 |
0 |
0 |
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2 |
0 |
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100% |
| src/jquantstats/_cache.py |
(no function) |
|
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6 |
0 |
0 |
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0 |
0 |
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100% |
| src/jquantstats/_cost_model.py |
CostModel.__post_init__ |
|
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6 |
0 |
0 |
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6 |
0 |
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100% |
| src/jquantstats/_cost_model.py |
CostModel.per_unit |
|
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1 |
0 |
0 |
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100% |
0 |
0 |
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100% |
| src/jquantstats/_cost_model.py |
CostModel.turnover_bps |
|
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1 |
0 |
0 |
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100% |
0 |
0 |
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100% |
| src/jquantstats/_cost_model.py |
CostModel.zero |
|
100% |
1 |
0 |
0 |
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100% |
0 |
0 |
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| src/jquantstats/_cost_model.py |
(no function) |
|
100% |
13 |
0 |
0 |
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100% |
0 |
0 |
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100% |
| src/jquantstats/_data_reshape.py |
_ReshapeMixin._rebuild |
|
100% |
2 |
0 |
0 |
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100% |
0 |
0 |
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100% |
| src/jquantstats/_data_reshape.py |
_ReshapeMixin.resample |
|
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5 |
0 |
0 |
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0 |
0 |
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| src/jquantstats/_data_reshape.py |
_ReshapeMixin.resample.resample_frame |
|
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2 |
0 |
0 |
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0 |
0 |
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| src/jquantstats/_data_reshape.py |
_ReshapeMixin.copy |
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2 |
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0 |
0 |
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| src/jquantstats/_data_reshape.py |
_ReshapeMixin.head |
|
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2 |
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0 |
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0 |
0 |
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| src/jquantstats/_data_reshape.py |
_ReshapeMixin.tail |
|
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2 |
0 |
0 |
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0 |
0 |
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| src/jquantstats/_data_reshape.py |
_ReshapeMixin.truncate |
|
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5 |
0 |
0 |
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2 |
0 |
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| src/jquantstats/_data_reshape.py |
_ReshapeMixin._truncate_temporal |
|
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8 |
0 |
0 |
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4 |
0 |
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| src/jquantstats/_data_reshape.py |
_ReshapeMixin._resolve_row_bound |
|
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3 |
0 |
0 |
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2 |
0 |
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| src/jquantstats/_data_reshape.py |
_ReshapeMixin._truncate_integer |
|
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5 |
0 |
0 |
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0 |
0 |
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| src/jquantstats/_data_reshape.py |
(no function) |
|
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20 |
0 |
3 |
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0 |
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| src/jquantstats/_plots/__init__.py |
(no function) |
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3 |
0 |
0 |
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0 |
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| src/jquantstats/_plots/_data/__init__.py |
(no function) |
|
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3 |
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0 |
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0 |
0 |
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| src/jquantstats/_plots/_data/_core.py |
DataPlots.__init__ |
|
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1 |
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0 |
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0 |
0 |
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| src/jquantstats/_plots/_data/_core.py |
DataPlots.assets |
|
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1 |
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0 |
0 |
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| src/jquantstats/_plots/_data/_core.py |
DataPlots.__repr__ |
|
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1 |
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0 |
0 |
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| src/jquantstats/_plots/_data/_core.py |
DataPlots.snapshot |
|
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2 |
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0 |
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0 |
0 |
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| src/jquantstats/_plots/_data/_core.py |
(no function) |
|
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17 |
0 |
2 |
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100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_cumulative.py |
_CumulativePlotsMixin.returns |
|
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13 |
0 |
0 |
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4 |
0 |
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100% |
| src/jquantstats/_plots/_data/_cumulative.py |
_CumulativePlotsMixin.compare |
|
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19 |
0 |
0 |
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6 |
0 |
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100% |
| src/jquantstats/_plots/_data/_cumulative.py |
_CumulativePlotsMixin.log_returns |
|
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12 |
0 |
0 |
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100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_cumulative.py |
_CumulativePlotsMixin.earnings |
|
100% |
13 |
0 |
0 |
|
100% |
4 |
0 |
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100% |
| src/jquantstats/_plots/_data/_cumulative.py |
(no function) |
|
100% |
13 |
0 |
2 |
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100% |
0 |
0 |
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100% |
| src/jquantstats/_plots/_data/_dashboard.py |
_plot_performance_dashboard |
|
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20 |
0 |
0 |
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2 |
0 |
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| src/jquantstats/_plots/_data/_dashboard.py |
_add_cumulative_traces |
|
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3 |
0 |
0 |
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2 |
0 |
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| src/jquantstats/_plots/_data/_dashboard.py |
_add_drawdown_traces |
|
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6 |
0 |
0 |
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2 |
0 |
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| src/jquantstats/_plots/_data/_dashboard.py |
_add_monthly_traces |
|
100% |
6 |
0 |
0 |
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100% |
4 |
0 |
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100% |
| src/jquantstats/_plots/_data/_dashboard.py |
(no function) |
|
100% |
9 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_distribution.py |
_DistributionPlotsMixin.histogram |
|
100% |
13 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_distribution.py |
_DistributionPlotsMixin.distribution |
|
100% |
19 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_distribution.py |
(no function) |
|
100% |
11 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_drawdown.py |
_DrawdownPlotsMixin.drawdown |
|
100% |
15 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_drawdown.py |
_DrawdownPlotsMixin.drawdowns_periods |
|
100% |
20 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_drawdown.py |
(no function) |
|
100% |
11 |
0 |
2 |
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100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_montecarlo.py |
_MonteCarloPlotsMixin.montecarlo |
|
100% |
24 |
0 |
0 |
|
100% |
8 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_montecarlo.py |
_MonteCarloPlotsMixin.montecarlo_distribution |
|
100% |
29 |
0 |
2 |
|
100% |
8 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_montecarlo.py |
_MonteCarloPlotsMixin.montecarlo_distribution._metric_value |
|
100% |
10 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_montecarlo.py |
(no function) |
|
100% |
12 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_periodic.py |
_period_agg_exprs |
|
100% |
3 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_periodic.py |
_monthly_heatmap_matrix |
|
100% |
10 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_periodic.py |
_PeriodicPlotsMixin.daily_returns |
|
100% |
13 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_periodic.py |
_PeriodicPlotsMixin.yearly_returns |
|
100% |
14 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_periodic.py |
_PeriodicPlotsMixin.monthly_returns |
|
100% |
14 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_periodic.py |
_PeriodicPlotsMixin.monthly_heatmap |
|
100% |
12 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_periodic.py |
(no function) |
|
100% |
14 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_rolling.py |
_rolling_beta_expr |
|
100% |
5 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_rolling.py |
_RollingPlotsMixin._beta_assets |
|
100% |
4 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_rolling.py |
_RollingPlotsMixin.rolling_sharpe |
|
100% |
13 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_rolling.py |
_RollingPlotsMixin.rolling_sortino |
|
100% |
18 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_rolling.py |
_RollingPlotsMixin.rolling_volatility |
|
100% |
12 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_rolling.py |
_RollingPlotsMixin.rolling_beta |
|
100% |
21 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_rolling.py |
(no function) |
|
100% |
16 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_styling.py |
_hex_to_rgba |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_styling.py |
_ticker_colors |
|
100% |
2 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_styling.py |
_date_range_selector |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_styling.py |
_apply_base_layout |
|
100% |
7 |
0 |
0 |
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100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_styling.py |
_apply_figsize |
|
100% |
3 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_styling.py |
_bar_colors |
|
100% |
4 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_styling.py |
_yearly_bar_colors |
|
100% |
2 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_styling.py |
_compute_drawdown_periods |
|
100% |
21 |
0 |
0 |
|
100% |
8 |
0 |
|
100% |
| src/jquantstats/_plots/_data/_styling.py |
(no function) |
|
100% |
12 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_portfolio/__init__.py |
(no function) |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_portfolio/_core.py |
PortfolioPlots.__init__ |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_portfolio/_core.py |
(no function) |
|
100% |
10 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_portfolio/_diagnostics.py |
_DiagnosticPlotsMixin.lead_lag_ir_plot |
|
100% |
18 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_plots/_portfolio/_diagnostics.py |
_DiagnosticPlotsMixin.correlation_heatmap |
|
100% |
6 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_portfolio/_diagnostics.py |
_DiagnosticPlotsMixin.monthly_returns_heatmap |
|
100% |
22 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_plots/_portfolio/_diagnostics.py |
_DiagnosticPlotsMixin.trading_cost_impact_plot |
|
100% |
12 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_portfolio/_diagnostics.py |
(no function) |
|
100% |
12 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_portfolio/_nav.py |
_NavPlotsMixin.snapshot |
|
100% |
18 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_plots/_portfolio/_nav.py |
_NavPlotsMixin._apply_nav_layout |
|
100% |
6 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_plots/_portfolio/_nav.py |
_NavPlotsMixin.lagged_performance_plot |
|
100% |
11 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_plots/_portfolio/_nav.py |
_NavPlotsMixin.smoothed_holdings_performance_plot |
|
100% |
11 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_plots/_portfolio/_nav.py |
(no function) |
|
100% |
13 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_portfolio/_rolling.py |
_RollingPortfolioPlotsMixin._validate_window |
|
100% |
2 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_portfolio/_rolling.py |
_RollingPortfolioPlotsMixin._line_per_column |
|
100% |
7 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_plots/_portfolio/_rolling.py |
_RollingPortfolioPlotsMixin.rolling_sharpe_plot |
|
100% |
6 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_portfolio/_rolling.py |
_RollingPortfolioPlotsMixin.rolling_volatility_plot |
|
100% |
5 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_portfolio/_rolling.py |
_RollingPortfolioPlotsMixin.annual_sharpe_plot |
|
100% |
12 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_portfolio/_rolling.py |
(no function) |
|
100% |
15 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_protocol.py |
PortfolioStatsLike.sharpe |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_protocol.py |
PortfolioStatsLike.rolling_sharpe |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_protocol.py |
PortfolioStatsLike.rolling_volatility |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_protocol.py |
PortfolioStatsLike.annual_breakdown |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_protocol.py |
PortfolioLike.prices |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_protocol.py |
PortfolioLike.aum |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_protocol.py |
PortfolioLike.cost_model |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_protocol.py |
PortfolioLike.nav_accumulated |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_protocol.py |
PortfolioLike.tilt |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_protocol.py |
PortfolioLike.timing |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_protocol.py |
PortfolioLike.net_cost_nav |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_protocol.py |
PortfolioLike.drawdown |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_protocol.py |
PortfolioLike.assets |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_protocol.py |
PortfolioLike.monthly |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_protocol.py |
PortfolioLike.profits |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_protocol.py |
PortfolioLike.stats |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_protocol.py |
PortfolioLike.lag |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_protocol.py |
PortfolioLike.smoothed_holding |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_protocol.py |
PortfolioLike.trading_cost_impact |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_protocol.py |
PortfolioLike.correlation |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_protocol.py |
(no function) |
|
100% |
6 |
0 |
70 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_portfolio_attribution.py |
PortfolioAttributionMixin.from_cash_position |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_portfolio_attribution.py |
PortfolioAttributionMixin.tilt |
|
100% |
2 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_portfolio_attribution.py |
PortfolioAttributionMixin.timing |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_portfolio_attribution.py |
PortfolioAttributionMixin.tilt_timing_decomp |
|
100% |
11 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_portfolio_attribution.py |
(no function) |
|
100% |
13 |
0 |
11 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_portfolio_base.py |
_PortfolioMembers.data |
|
100% |
0 |
0 |
1 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_portfolio_base.py |
_PortfolioMembers.assets |
|
100% |
0 |
0 |
1 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_portfolio_base.py |
_PortfolioMembers.returns |
|
100% |
0 |
0 |
1 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_portfolio_base.py |
_PortfolioMembers.profit |
|
100% |
0 |
0 |
1 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_portfolio_base.py |
_PortfolioMembers.nav_accumulated |
|
100% |
0 |
0 |
1 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_portfolio_base.py |
_PortfolioMembers.turnover |
|
100% |
0 |
0 |
1 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_portfolio_base.py |
(no function) |
|
100% |
4 |
0 |
21 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_portfolio_constructors.py |
_evaluate_position_expr |
|
100% |
5 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_portfolio_constructors.py |
_validate_vol_cap |
|
100% |
2 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_portfolio_constructors.py |
_validate_vola |
|
100% |
9 |
0 |
0 |
|
100% |
10 |
0 |
|
100% |
| src/jquantstats/_portfolio_constructors.py |
PortfolioConstructorMixin.from_cash_position |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_portfolio_constructors.py |
PortfolioConstructorMixin.from_risk_position |
|
100% |
12 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_portfolio_constructors.py |
PortfolioConstructorMixin.from_risk_position._span |
|
100% |
3 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_portfolio_constructors.py |
PortfolioConstructorMixin.from_risk_position._vol |
|
100% |
4 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_portfolio_constructors.py |
PortfolioConstructorMixin.from_position |
|
100% |
5 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_portfolio_constructors.py |
(no function) |
|
100% |
14 |
0 |
12 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_portfolio_cost.py |
PortfolioCostMixin.position_delta_costs |
|
100% |
8 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_portfolio_cost.py |
PortfolioCostMixin.net_cost_nav |
|
100% |
6 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_portfolio_cost.py |
PortfolioCostMixin.cost_adjusted_returns |
|
100% |
11 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_portfolio_cost.py |
PortfolioCostMixin.deduct_management_fee |
|
100% |
15 |
0 |
0 |
|
100% |
10 |
0 |
|
100% |
| src/jquantstats/_portfolio_cost.py |
PortfolioCostMixin.trading_cost_impact |
|
100% |
17 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_portfolio_cost.py |
(no function) |
|
100% |
15 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_portfolio_nav.py |
PortfolioNavMixin._assert_clean_series |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_portfolio_nav.py |
PortfolioNavMixin.profits |
|
100% |
5 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_portfolio_nav.py |
PortfolioNavMixin.profit |
|
100% |
9 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_portfolio_nav.py |
PortfolioNavMixin.nav_accumulated |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_portfolio_nav.py |
PortfolioNavMixin.returns |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_portfolio_nav.py |
PortfolioNavMixin.monthly |
|
100% |
5 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_portfolio_nav.py |
PortfolioNavMixin.nav_compounded |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_portfolio_nav.py |
PortfolioNavMixin.highwater |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_portfolio_nav.py |
PortfolioNavMixin.drawdown |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_portfolio_nav.py |
PortfolioNavMixin.all |
|
100% |
6 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_portfolio_nav.py |
(no function) |
|
100% |
27 |
0 |
5 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_portfolio_transform.py |
PortfolioTransformMixin.from_cash_position |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_portfolio_transform.py |
PortfolioTransformMixin._rebuild |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_portfolio_transform.py |
PortfolioTransformMixin._numeric_assets |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_portfolio_transform.py |
PortfolioTransformMixin._date_range_mask |
|
100% |
6 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_portfolio_transform.py |
PortfolioTransformMixin._row_slice_bounds |
|
100% |
7 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_portfolio_transform.py |
PortfolioTransformMixin.truncate |
|
100% |
8 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_portfolio_transform.py |
PortfolioTransformMixin.lag |
|
100% |
6 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_portfolio_transform.py |
PortfolioTransformMixin.smoothed_holding |
|
100% |
9 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_portfolio_transform.py |
PortfolioTransformMixin.correlation |
|
100% |
4 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_portfolio_transform.py |
(no function) |
|
100% |
19 |
0 |
10 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_portfolio_turnover.py |
PortfolioTurnoverMixin.turnover |
|
100% |
7 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_portfolio_turnover.py |
PortfolioTurnoverMixin.turnover_weekly |
|
100% |
4 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_portfolio_turnover.py |
PortfolioTurnoverMixin.turnover_summary |
|
100% |
9 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_portfolio_turnover.py |
(no function) |
|
100% |
12 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_protocol.py |
StatsLike.summary |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_protocol.py |
DataLike.returns |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_protocol.py |
DataLike.index |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_protocol.py |
DataLike.benchmark |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_protocol.py |
DataLike.all |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_protocol.py |
DataLike.assets |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_protocol.py |
DataLike.date_col |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_protocol.py |
DataLike.stats |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_protocol.py |
DataLike._periods_per_year |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_protocol.py |
DataLike.items |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_protocol.py |
(no function) |
|
100% |
4 |
0 |
39 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/__init__.py |
(no function) |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_data.py |
Reports.__init__ |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_data.py |
Reports.metrics |
|
100% |
21 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_reports/_data.py |
Reports.full |
|
100% |
9 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_data.py |
_report_period_info |
|
100% |
11 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_reports/_data.py |
_report_charts_html |
|
100% |
9 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_reports/_data.py |
_collect_chart_divs |
|
100% |
11 |
0 |
0 |
|
100% |
8 |
0 |
|
100% |
| src/jquantstats/_reports/_data.py |
(no function) |
|
100% |
14 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_formatting.py |
_is_finite |
|
100% |
3 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_reports/_formatting.py |
_fmt |
|
100% |
3 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_reports/_formatting.py |
_plotly_div |
|
100% |
2 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_formatting.py |
_table_html |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_formatting.py |
(no function) |
|
100% |
7 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_html.py |
_metrics_table_html |
|
100% |
13 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_reports/_html.py |
_section_rows_html |
|
100% |
10 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_reports/_html.py |
_unmatched_rows_html |
|
100% |
10 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_reports/_html.py |
_drawdowns_section_html |
|
100% |
17 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_reports/_html.py |
_try_plotly_div |
|
100% |
4 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_html.py |
_build_full_html |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_html.py |
(no function) |
|
100% |
13 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_metrics.py |
_safe |
|
100% |
5 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_metrics.py |
_pct |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_metrics.py |
_comp_since |
|
100% |
6 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_reports/_metrics.py |
_cagr_since |
|
100% |
12 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_reports/_metrics.py |
_cutoff_months |
|
100% |
11 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_reports/_metrics.py |
_add_overview_rows |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_metrics.py |
_add_risk_adjusted_rows |
|
100% |
5 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_metrics.py |
_add_drawdown_rows |
|
100% |
6 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_metrics.py |
_add_trading_rows |
|
100% |
9 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_metrics.py |
_add_recent_returns_rows |
|
100% |
11 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_metrics.py |
_add_full_mode_rows |
|
100% |
33 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_metrics.py |
_append_benchmark_greeks |
|
100% |
9 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_reports/_metrics.py |
_append_correlation |
|
100% |
14 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_reports/_metrics.py |
_build_metrics_df |
|
100% |
8 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_reports/_metrics.py |
(no function) |
|
100% |
20 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_portfolio.py |
_stats_table_html |
|
100% |
15 |
0 |
0 |
|
100% |
8 |
0 |
|
100% |
| src/jquantstats/_reports/_portfolio.py |
_best_asset |
|
100% |
6 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_reports/_portfolio.py |
_stats_metric_row_html |
|
100% |
5 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_portfolio.py |
_figure_div |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_portfolio.py |
Report.__init__ |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_portfolio.py |
Report.to_html |
|
100% |
41 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_reports/_portfolio.py |
Report.to_html._div |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_portfolio.py |
Report.to_html._try_div |
|
100% |
5 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_portfolio.py |
(no function) |
|
100% |
22 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_protocol.py |
PlotsLike.snapshot |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_protocol.py |
PlotsLike.rolling_sharpe_plot |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_protocol.py |
PlotsLike.rolling_volatility_plot |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_protocol.py |
PlotsLike.annual_sharpe_plot |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_protocol.py |
PlotsLike.monthly_returns_heatmap |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_protocol.py |
PlotsLike.correlation_heatmap |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_protocol.py |
PlotsLike.lead_lag_ir_plot |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_protocol.py |
PlotsLike.trading_cost_impact_plot |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_protocol.py |
PortfolioLike.prices |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_protocol.py |
PortfolioLike.aum |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_protocol.py |
PortfolioLike.assets |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_protocol.py |
PortfolioLike.plots |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_protocol.py |
PortfolioLike.stats |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_protocol.py |
PortfolioLike.turnover_summary |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_protocol.py |
(no function) |
|
100% |
6 |
0 |
43 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/__init__.py |
(no function) |
|
100% |
2 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.autocorr_penalty |
|
100% |
6 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin._max_consecutive |
|
100% |
4 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.consecutive_wins |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.consecutive_losses |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.risk_of_ruin |
|
100% |
5 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.tail_ratio |
|
100% |
5 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.cpc_index |
|
100% |
4 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.common_sense_ratio |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.outliers |
|
100% |
5 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.remove_outliers |
|
100% |
5 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.outlier_win_ratio |
|
100% |
5 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.outlier_loss_ratio |
|
100% |
3 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.gain_to_pain_ratio |
|
100% |
6 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.risk_return_ratio |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.kelly_criterion |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.best |
|
100% |
2 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.worst |
|
100% |
2 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.exposure |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin._pearson_corr_shifted |
|
100% |
5 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.autocorr |
|
100% |
7 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.acf |
|
100% |
13 |
0 |
0 |
|
100% |
8 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
(no function) |
|
100% |
44 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic_core.py |
_BasicCoreMixin._positive |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic_core.py |
_BasicCoreMixin._negative |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic_core.py |
_BasicCoreMixin._mean_positive_expr |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic_core.py |
_BasicCoreMixin._mean_negative_expr |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic_core.py |
_BasicCoreMixin._gaussian_quantile |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic_core.py |
_BasicCoreMixin.skew |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic_core.py |
_BasicCoreMixin.kurtosis |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic_core.py |
_BasicCoreMixin.avg_return |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic_core.py |
_BasicCoreMixin.avg_win |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic_core.py |
_BasicCoreMixin.avg_loss |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic_core.py |
_BasicCoreMixin.comp |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic_core.py |
_BasicCoreMixin.geometric_mean |
|
100% |
9 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_stats/_basic_core.py |
_BasicCoreMixin.volatility |
|
100% |
6 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_basic_core.py |
_BasicCoreMixin.payoff_ratio |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic_core.py |
_BasicCoreMixin.profit_ratio |
|
100% |
9 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_basic_core.py |
_BasicCoreMixin.profit_factor |
|
100% |
5 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic_core.py |
_BasicCoreMixin.value_at_risk |
|
100% |
5 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic_core.py |
_BasicCoreMixin._conditional_value_at_risk_impl |
|
100% |
7 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic_core.py |
_BasicCoreMixin.conditional_value_at_risk |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic_core.py |
_BasicCoreMixin._drawdown_with_baseline |
|
100% |
5 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic_core.py |
_BasicCoreMixin._ulcer_index_series |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic_core.py |
_BasicCoreMixin.ulcer_index |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic_core.py |
_BasicCoreMixin.ulcer_performance_index |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic_core.py |
_BasicCoreMixin.serenity_index |
|
100% |
13 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_basic_core.py |
_BasicCoreMixin.win_rate |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic_core.py |
(no function) |
|
100% |
60 |
0 |
5 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_benchmark.py |
_BenchmarkStatsMixin.r_squared |
|
100% |
11 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_benchmark.py |
_BenchmarkStatsMixin.information_ratio |
|
100% |
15 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_benchmark.py |
_BenchmarkStatsMixin.greeks |
|
100% |
14 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_benchmark.py |
_BenchmarkStatsMixin.treynor_ratio |
|
100% |
24 |
0 |
1 |
|
100% |
8 |
0 |
|
100% |
| src/jquantstats/_stats/_benchmark.py |
(no function) |
|
100% |
18 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_capture.py |
_CaptureStatsMixin._geometric_mean |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_capture.py |
_CaptureStatsMixin._capture_ratio |
|
100% |
11 |
0 |
2 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_stats/_capture.py |
_CaptureStatsMixin.up_capture |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_capture.py |
_CaptureStatsMixin.down_capture |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_capture.py |
(no function) |
|
100% |
11 |
0 |
5 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_concentration.py |
_ConcentrationStatsMixin.hhi_positive |
|
100% |
5 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_concentration.py |
_ConcentrationStatsMixin.hhi_negative |
|
100% |
5 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_concentration.py |
(no function) |
|
100% |
8 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_core.py |
_drawdown_series |
|
100% |
4 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_core.py |
_to_float |
|
100% |
5 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_stats/_core.py |
_std_is_negligible |
|
100% |
4 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_core.py |
_mean |
|
100% |
2 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_core.py |
columnwise_stat |
|
100% |
0 |
0 |
1 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_core.py |
columnwise_stat |
|
100% |
0 |
0 |
1 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_core.py |
columnwise_stat |
|
100% |
4 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_core.py |
columnwise_stat.decorator |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_core.py |
columnwise_stat.decorator.wrapper |
|
100% |
5 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_core.py |
to_frame |
|
100% |
0 |
0 |
1 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_core.py |
to_frame |
|
100% |
0 |
0 |
1 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_core.py |
to_frame |
|
100% |
4 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_core.py |
to_frame.decorator |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_core.py |
to_frame.decorator.wrapper |
|
100% |
6 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_core.py |
(no function) |
|
100% |
15 |
0 |
12 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_drawdown.py |
_DrawdownMixin.compsum |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_drawdown.py |
_DrawdownMixin.drawdown |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_drawdown.py |
_DrawdownMixin.prices |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_drawdown.py |
_DrawdownMixin.max_drawdown_single_series |
|
100% |
5 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_drawdown.py |
_DrawdownMixin.max_drawdown |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_drawdown.py |
_DrawdownMixin.drawdown_details |
|
100% |
26 |
0 |
0 |
|
100% |
8 |
0 |
|
100% |
| src/jquantstats/_stats/_drawdown.py |
(no function) |
|
100% |
19 |
0 |
5 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_internals.py |
_comp_return |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_internals.py |
_nav_series |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_internals.py |
_annualization_factor |
|
100% |
3 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_internals.py |
_downside_deviation |
|
100% |
5 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_internals.py |
(no function) |
|
100% |
7 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_montecarlo.py |
_MonteCarloStatsMixin._validate_positive_integer |
|
100% |
3 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_montecarlo.py |
_MonteCarloStatsMixin._block_bootstrap_paths |
|
100% |
7 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_montecarlo.py |
_MonteCarloStatsMixin._simulate_distribution |
|
100% |
12 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_stats/_montecarlo.py |
_MonteCarloStatsMixin.montecarlo |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_montecarlo.py |
_MonteCarloStatsMixin.montecarlo_sharpe |
|
100% |
12 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_stats/_montecarlo.py |
_MonteCarloStatsMixin.montecarlo_drawdown |
|
100% |
7 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_montecarlo.py |
_MonteCarloStatsMixin.montecarlo_cagr |
|
100% |
11 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_stats/_montecarlo.py |
(no function) |
|
100% |
18 |
0 |
5 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_performance.py |
_RiskStatsMixin.autocorr_penalty |
|
100% |
0 |
0 |
1 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_performance.py |
_RiskStatsMixin.geometric_mean |
|
100% |
0 |
0 |
1 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_performance.py |
_RiskStatsMixin.sharpe |
|
100% |
9 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_performance.py |
_RiskStatsMixin.sharpe_variance |
|
100% |
14 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_stats/_performance.py |
_RiskStatsMixin.probabilistic_sharpe_ratio |
|
100% |
14 |
0 |
1 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_stats/_performance.py |
_RiskStatsMixin.sortino |
|
100% |
9 |
0 |
2 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_performance.py |
_RiskStatsMixin.omega |
|
100% |
13 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_stats/_performance.py |
_RiskStatsMixin._probabilistic_ratio_from_base |
|
100% |
9 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_stats/_performance.py |
_RiskStatsMixin.probabilistic_sortino_ratio |
|
100% |
6 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_performance.py |
_RiskStatsMixin.probabilistic_adjusted_sortino_ratio |
|
100% |
6 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_performance.py |
_RiskStatsMixin.probabilistic_ratio |
|
100% |
15 |
0 |
0 |
|
100% |
8 |
0 |
|
100% |
| src/jquantstats/_stats/_performance.py |
_RiskStatsMixin.probabilistic_ratio._sharpe_base |
|
100% |
5 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_performance.py |
_RiskStatsMixin.probabilistic_ratio._sortino_base |
|
100% |
5 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_performance.py |
_RiskStatsMixin.smart_sharpe |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_performance.py |
_RiskStatsMixin.smart_sortino |
|
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3 |
0 |
0 |
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0 |
0 |
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| src/jquantstats/_stats/_performance.py |
_RiskStatsMixin.adjusted_sortino |
|
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2 |
0 |
0 |
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0 |
0 |
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| src/jquantstats/_stats/_performance.py |
(no function) |
|
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31 |
0 |
7 |
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0 |
0 |
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| src/jquantstats/_stats/_periodic.py |
_PeriodicReportingMixin.monthly_returns |
|
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20 |
0 |
0 |
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8 |
0 |
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| src/jquantstats/_stats/_periodic.py |
_PeriodicReportingMixin.distribution |
|
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0 |
0 |
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0 |
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_PeriodicReportingMixin.distribution._agg |
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2 |
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0 |
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_PeriodicReportingMixin.distribution._iqr_split |
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5 |
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0 |
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| src/jquantstats/_stats/_periodic.py |
_PeriodicReportingMixin.compare |
|
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26 |
0 |
0 |
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0 |
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0 |
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0 |
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0 |
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(no function) |
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11 |
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5 |
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0 |
0 |
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| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.exposure |
|
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0 |
0 |
1 |
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0 |
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| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.periods_per_year |
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0 |
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_ReportingStatsMixin.avg_drawdown |
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| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.cagr |
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7 |
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0 |
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| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.expected_return |
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19 |
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0 |
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| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.expected_return._geomean |
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| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.rar |
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| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.calmar |
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_ReportingStatsMixin.recovery_factor |
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0 |
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| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.max_drawdown_duration |
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21 |
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0 |
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| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.monthly_win_rate |
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14 |
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6 |
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| src/jquantstats/_stats/_reporting.py |
(no function) |
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22 |
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6 |
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0 |
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| src/jquantstats/_stats/_rolling.py |
_RollingStatsMixin.implied_volatility |
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| src/jquantstats/_stats/_rolling.py |
_RollingStatsMixin._pct_rank_series |
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_RollingStatsMixin.rolling_sharpe |
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0 |
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| src/jquantstats/_stats/_rolling.py |
_RollingStatsMixin.rolling_greeks |
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| src/jquantstats/_stats/_rolling.py |
_RollingStatsMixin.rolling_volatility |
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| src/jquantstats/_stats/_rolling.py |
(no function) |
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Stats.__init__ |
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Stats.__repr__ |
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| src/jquantstats/_stats/_summary.py |
_SummaryStatsMixin.profit_factor |
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0 |
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| src/jquantstats/_stats/_summary.py |
_SummaryStatsMixin.payoff_ratio |
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| src/jquantstats/_stats/_summary.py |
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| src/jquantstats/_stats/_summary.py |
_SummaryStatsMixin.worst |
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| src/jquantstats/_stats/_summary.py |
_SummaryStatsMixin.volatility |
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| src/jquantstats/_stats/_summary.py |
_SummaryStatsMixin.sharpe |
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| src/jquantstats/_stats/_summary.py |
_SummaryStatsMixin.skew |
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| src/jquantstats/_stats/_summary.py |
_SummaryStatsMixin.kurtosis |
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| src/jquantstats/_stats/_summary.py |
_SummaryStatsMixin.value_at_risk |
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0 |
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| src/jquantstats/_stats/_summary.py |
_SummaryStatsMixin.conditional_value_at_risk |
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0 |
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0 |
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| src/jquantstats/_stats/_summary.py |
_SummaryStatsMixin.max_drawdown |
|
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0 |
0 |
1 |
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100% |
0 |
0 |
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| src/jquantstats/_stats/_summary.py |
_SummaryStatsMixin.monthly_win_rate |
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0 |
0 |
1 |
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100% |
0 |
0 |
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| src/jquantstats/_stats/_summary.py |
_SummaryStatsMixin.avg_drawdown |
|
100% |
0 |
0 |
1 |
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100% |
0 |
0 |
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100% |
| src/jquantstats/_stats/_summary.py |
_SummaryStatsMixin.max_drawdown_duration |
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0 |
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100% |
0 |
0 |
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100% |
| src/jquantstats/_stats/_summary.py |
_SummaryStatsMixin.calmar |
|
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0 |
0 |
1 |
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100% |
0 |
0 |
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100% |
| src/jquantstats/_stats/_summary.py |
_SummaryStatsMixin.recovery_factor |
|
100% |
0 |
0 |
1 |
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100% |
0 |
0 |
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100% |
| src/jquantstats/_stats/_summary.py |
_SummaryStatsMixin.annual_breakdown |
|
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6 |
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2 |
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100% |
0 |
0 |
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| src/jquantstats/_stats/_summary.py |
_SummaryStatsMixin._summary_frame |
|
100% |
6 |
0 |
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0 |
0 |
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| src/jquantstats/_stats/_summary.py |
_SummaryStatsMixin._order_breakdown |
|
100% |
2 |
0 |
0 |
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0 |
0 |
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| src/jquantstats/_stats/_summary.py |
_SummaryStatsMixin._annual_breakdown_integer |
|
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11 |
0 |
0 |
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6 |
0 |
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| src/jquantstats/_stats/_summary.py |
_SummaryStatsMixin._annual_breakdown_temporal |
|
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12 |
0 |
0 |
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100% |
6 |
0 |
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| src/jquantstats/_stats/_summary.py |
_SummaryStatsMixin.summary |
|
100% |
5 |
0 |
0 |
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100% |
0 |
0 |
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100% |
| src/jquantstats/_stats/_summary.py |
_SummaryStatsMixin.summary._safe |
|
100% |
5 |
0 |
0 |
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100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_summary.py |
(no function) |
|
100% |
13 |
0 |
25 |
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100% |
0 |
0 |
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100% |
| src/jquantstats/_types.py |
(no function) |
|
100% |
4 |
0 |
0 |
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100% |
0 |
0 |
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100% |
| src/jquantstats/_utils/__init__.py |
(no function) |
|
100% |
3 |
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0 |
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0 |
0 |
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100% |
| src/jquantstats/_utils/_construction.py |
_to_polars |
|
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3 |
0 |
0 |
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2 |
0 |
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| src/jquantstats/_utils/_construction.py |
_value_columns |
|
100% |
1 |
0 |
0 |
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0 |
0 |
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100% |
| src/jquantstats/_utils/_construction.py |
_columns_with_nulls |
|
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2 |
0 |
0 |
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0 |
0 |
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100% |
| src/jquantstats/_utils/_construction.py |
_apply_null_strategy |
|
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11 |
0 |
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8 |
0 |
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100% |
| src/jquantstats/_utils/_construction.py |
interpolate |
|
100% |
20 |
0 |
3 |
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8 |
0 |
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| src/jquantstats/_utils/_construction.py |
_subtract_risk_free |
|
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9 |
0 |
0 |
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6 |
0 |
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100% |
| src/jquantstats/_utils/_construction.py |
_require_date_col |
|
100% |
3 |
0 |
0 |
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4 |
0 |
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100% |
| src/jquantstats/_utils/_construction.py |
_align_returns_benchmark |
|
100% |
10 |
0 |
0 |
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100% |
4 |
0 |
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100% |
| src/jquantstats/_utils/_construction.py |
_prices_to_returns |
|
100% |
4 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_utils/_construction.py |
(no function) |
|
100% |
17 |
0 |
0 |
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100% |
0 |
0 |
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100% |
| src/jquantstats/_utils/_data.py |
DataUtils.__init__ |
|
100% |
1 |
0 |
0 |
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0 |
0 |
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| src/jquantstats/_utils/_data.py |
DataUtils.__repr__ |
|
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1 |
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0 |
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| src/jquantstats/_utils/_data.py |
DataUtils._combined |
|
100% |
1 |
0 |
0 |
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0 |
0 |
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| src/jquantstats/_utils/_data.py |
DataUtils._asset_cols |
|
100% |
1 |
0 |
0 |
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0 |
0 |
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100% |
| src/jquantstats/_utils/_data.py |
DataUtils._require_temporal_index |
|
100% |
6 |
0 |
1 |
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100% |
2 |
0 |
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100% |
| src/jquantstats/_utils/_data.py |
DataUtils.to_prices |
|
100% |
2 |
0 |
0 |
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100% |
0 |
0 |
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100% |
| src/jquantstats/_utils/_data.py |
DataUtils.to_log_returns |
|
100% |
2 |
0 |
0 |
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100% |
0 |
0 |
|
100% |
| src/jquantstats/_utils/_data.py |
DataUtils.to_volatility_adjusted_returns |
|
100% |
4 |
0 |
0 |
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100% |
2 |
0 |
|
100% |
| src/jquantstats/_utils/_data.py |
DataUtils.to_volatility_adjusted_returns.vol_estimator |
|
100% |
1 |
0 |
0 |
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100% |
0 |
0 |
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100% |
| src/jquantstats/_utils/_data.py |
DataUtils.log_returns |
|
100% |
1 |
0 |
0 |
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100% |
0 |
0 |
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100% |
| src/jquantstats/_utils/_data.py |
DataUtils.rebase |
|
100% |
3 |
0 |
0 |
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0 |
0 |
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100% |
| src/jquantstats/_utils/_data.py |
DataUtils.winsorise |
|
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11 |
0 |
0 |
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2 |
0 |
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| src/jquantstats/_utils/_data.py |
DataUtils.group_returns |
|
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7 |
0 |
0 |
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100% |
2 |
0 |
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| src/jquantstats/_utils/_data.py |
DataUtils.aggregate_returns |
|
100% |
1 |
0 |
0 |
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100% |
0 |
0 |
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100% |
| src/jquantstats/_utils/_data.py |
DataUtils.to_excess_returns |
|
100% |
3 |
0 |
0 |
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100% |
0 |
0 |
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100% |
| src/jquantstats/_utils/_data.py |
DataUtils.exponential_stdev |
|
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5 |
0 |
0 |
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2 |
0 |
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100% |
| src/jquantstats/_utils/_data.py |
DataUtils.exponential_cov |
|
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19 |
0 |
0 |
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4 |
0 |
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100% |
| src/jquantstats/_utils/_data.py |
DataUtils.exponential_cov._ewm |
|
100% |
3 |
0 |
0 |
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100% |
2 |
0 |
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100% |
| src/jquantstats/_utils/_data.py |
(no function) |
|
100% |
27 |
0 |
0 |
|
100% |
0 |
0 |
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100% |
| src/jquantstats/_utils/_portfolio.py |
PortfolioUtils.__init__ |
|
100% |
1 |
0 |
0 |
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100% |
0 |
0 |
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100% |
| src/jquantstats/_utils/_portfolio.py |
PortfolioUtils.__repr__ |
|
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1 |
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0 |
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| src/jquantstats/_utils/_portfolio.py |
PortfolioUtils._du |
|
100% |
1 |
0 |
0 |
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100% |
0 |
0 |
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100% |
| src/jquantstats/_utils/_portfolio.py |
PortfolioUtils.to_prices |
|
100% |
1 |
0 |
0 |
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100% |
0 |
0 |
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100% |
| src/jquantstats/_utils/_portfolio.py |
PortfolioUtils.to_log_returns |
|
100% |
1 |
0 |
0 |
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100% |
0 |
0 |
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100% |
| src/jquantstats/_utils/_portfolio.py |
PortfolioUtils.log_returns |
|
100% |
1 |
0 |
0 |
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100% |
0 |
0 |
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100% |
| src/jquantstats/_utils/_portfolio.py |
PortfolioUtils.rebase |
|
100% |
1 |
0 |
0 |
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100% |
0 |
0 |
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100% |
| src/jquantstats/_utils/_portfolio.py |
PortfolioUtils.group_returns |
|
100% |
1 |
0 |
0 |
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100% |
0 |
0 |
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100% |
| src/jquantstats/_utils/_portfolio.py |
PortfolioUtils.aggregate_returns |
|
100% |
1 |
0 |
0 |
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100% |
0 |
0 |
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100% |
| src/jquantstats/_utils/_portfolio.py |
PortfolioUtils.to_excess_returns |
|
100% |
1 |
0 |
0 |
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100% |
0 |
0 |
|
100% |
| src/jquantstats/_utils/_portfolio.py |
PortfolioUtils.to_volatility_adjusted_returns |
|
100% |
1 |
0 |
0 |
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100% |
0 |
0 |
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100% |
| src/jquantstats/_utils/_portfolio.py |
PortfolioUtils.exponential_stdev |
|
100% |
1 |
0 |
0 |
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100% |
0 |
0 |
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100% |
| src/jquantstats/_utils/_portfolio.py |
PortfolioUtils.winsorise |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_utils/_portfolio.py |
PortfolioUtils.exponential_cov |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_utils/_portfolio.py |
(no function) |
|
100% |
23 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_utils/_protocol.py |
PortfolioLike.data |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_utils/_protocol.py |
PortfolioLike.assets |
|
100% |
0 |
0 |
2 |
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100% |
0 |
0 |
|
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| src/jquantstats/_utils/_protocol.py |
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Data.__post_init__ |
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| src/jquantstats/data.py |
Data.from_returns |
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Data.__repr__ |
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Data.utils |
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Data.describe |
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Data._periods_per_year |
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MissingDateColumnError.__init__ |
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InvalidCashPositionTypeError.__init__ |
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InvalidPricesTypeError.__init__ |
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NonPositiveAumError.__init__ |
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RowCountMismatchError.__init__ |
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IntegerIndexBoundError.__init__ |
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PositionExprColumnError.__init__ |
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NoAssetColumnsError.__init__ |
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NegativeCostBpsError.__init__ |
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NegativeAnnualFeeError.__init__ |
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InvalidMaxBpsError.__init__ |
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UncleanSeriesError.__init__ |
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MuSchemaError.__init__ |
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NullsInReturnsError.__init__ |
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NoBenchmarkError.__init__ |
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NonPositiveWindowError.__init__ |
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NonPositivePeriodsPerYearError.__init__ |
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Portfolio._build_data_bridge |
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Portfolio.__post_init__ |
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Portfolio._date_range |
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Portfolio.__repr__ |
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Portfolio._assert_clean_series |
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Result.__post_init__ |
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11 |
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