| src/jquantstats/__init__.py |
(no function) |
|
100% |
10 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_cache.py |
cached_in_slot |
|
100% |
2 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_cache.py |
cached_in_slot.decorator |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_cache.py |
cached_in_slot.decorator.wrapper |
|
100% |
5 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_cache.py |
(no function) |
|
100% |
6 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_cost_model.py |
CostModel.__post_init__ |
|
100% |
6 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_cost_model.py |
CostModel.per_unit |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_cost_model.py |
CostModel.turnover_bps |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_cost_model.py |
CostModel.zero |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_cost_model.py |
(no function) |
|
100% |
13 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/__init__.py |
(no function) |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_data.py |
_hex_to_rgba |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_data.py |
_ticker_colors |
|
100% |
2 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_data.py |
_date_range_selector |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_data.py |
_apply_base_layout |
|
100% |
7 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_data.py |
_apply_figsize |
|
100% |
3 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_data.py |
_bar_colors |
|
100% |
4 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_data.py |
_compute_drawdown_periods |
|
100% |
21 |
0 |
0 |
|
100% |
8 |
0 |
|
100% |
| src/jquantstats/_plots/_data.py |
_plot_performance_dashboard |
|
100% |
32 |
0 |
0 |
|
100% |
10 |
0 |
|
100% |
| src/jquantstats/_plots/_data.py |
DataPlots.__init__ |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_data.py |
DataPlots.assets |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_data.py |
DataPlots.__repr__ |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_data.py |
DataPlots.snapshot |
|
100% |
2 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_data.py |
DataPlots.returns |
|
100% |
13 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_plots/_data.py |
DataPlots.compare |
|
100% |
19 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_plots/_data.py |
DataPlots.log_returns |
|
100% |
13 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_data.py |
DataPlots.daily_returns |
|
100% |
13 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_data.py |
DataPlots.yearly_returns |
|
100% |
15 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_data.py |
DataPlots.monthly_returns |
|
100% |
14 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_data.py |
DataPlots.monthly_heatmap |
|
100% |
20 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_data.py |
DataPlots.histogram |
|
100% |
13 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_data.py |
DataPlots.distribution |
|
100% |
19 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_plots/_data.py |
DataPlots.montecarlo |
|
100% |
24 |
0 |
0 |
|
100% |
8 |
0 |
|
100% |
| src/jquantstats/_plots/_data.py |
DataPlots.montecarlo_distribution |
|
100% |
29 |
0 |
2 |
|
100% |
8 |
0 |
|
100% |
| src/jquantstats/_plots/_data.py |
DataPlots.montecarlo_distribution._metric_value |
|
100% |
10 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_plots/_data.py |
DataPlots.drawdown |
|
100% |
15 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_data.py |
DataPlots.drawdowns_periods |
|
100% |
20 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_data.py |
DataPlots.earnings |
|
100% |
13 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_plots/_data.py |
DataPlots.rolling_sharpe |
|
100% |
14 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_data.py |
DataPlots.rolling_sortino |
|
100% |
19 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_plots/_data.py |
DataPlots.rolling_volatility |
|
100% |
13 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_data.py |
DataPlots.rolling_beta |
|
100% |
27 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_plots/_data.py |
(no function) |
|
100% |
41 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_portfolio.py |
PortfolioPlots.__init__ |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_plots/_portfolio.py |
PortfolioPlots.lead_lag_ir_plot |
|
100% |
18 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_plots/_portfolio.py |
PortfolioPlots.snapshot |
|
100% |
18 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_plots/_portfolio.py |
PortfolioPlots._apply_nav_layout |
|
100% |
6 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_plots/_portfolio.py |
PortfolioPlots.lagged_performance_plot |
|
100% |
11 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_plots/_portfolio.py |
PortfolioPlots.rolling_sharpe_plot |
|
100% |
13 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_plots/_portfolio.py |
PortfolioPlots.rolling_volatility_plot |
|
100% |
12 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_plots/_portfolio.py |
PortfolioPlots.annual_sharpe_plot |
|
100% |
12 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_portfolio.py |
PortfolioPlots.correlation_heatmap |
|
100% |
6 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_portfolio.py |
PortfolioPlots.monthly_returns_heatmap |
|
100% |
22 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_plots/_portfolio.py |
PortfolioPlots.smoothed_holdings_performance_plot |
|
100% |
11 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_plots/_portfolio.py |
PortfolioPlots.trading_cost_impact_plot |
|
100% |
12 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_plots/_portfolio.py |
(no function) |
|
100% |
24 |
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 |
20 |
|
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.trading_cost_impact |
|
100% |
19 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_portfolio_cost.py |
(no function) |
|
100% |
12 |
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_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 |
|
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| src/jquantstats/_protocol.py |
DataLike.items |
|
100% |
0 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_protocol.py |
(no function) |
|
100% |
4 |
0 |
38 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/__init__.py |
(no function) |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_data.py |
_safe |
|
100% |
5 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_data.py |
_pct |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_data.py |
_comp_since |
|
100% |
6 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_reports/_data.py |
_cagr_since |
|
100% |
12 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_reports/_data.py |
_cutoff_months |
|
100% |
11 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_reports/_data.py |
_add_overview_rows |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_data.py |
_add_risk_adjusted_rows |
|
100% |
5 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_data.py |
_add_drawdown_rows |
|
100% |
6 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_data.py |
_add_trading_rows |
|
100% |
9 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_data.py |
_add_recent_returns_rows |
|
100% |
11 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_data.py |
_add_full_mode_rows |
|
100% |
54 |
0 |
0 |
|
100% |
8 |
0 |
|
100% |
| src/jquantstats/_reports/_data.py |
_build_metrics_df |
|
100% |
8 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_reports/_data.py |
_metrics_table_html |
|
100% |
28 |
0 |
0 |
|
100% |
14 |
0 |
|
100% |
| src/jquantstats/_reports/_data.py |
_drawdowns_section_html |
|
100% |
17 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_reports/_data.py |
_try_plotly_div |
|
100% |
4 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_reports/_data.py |
_build_full_html |
|
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% |
34 |
0 |
0 |
|
100% |
16 |
0 |
|
100% |
| src/jquantstats/_reports/_data.py |
(no function) |
|
100% |
31 |
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/_portfolio.py |
_stats_table_html |
|
100% |
24 |
0 |
0 |
|
100% |
12 |
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% |
20 |
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._positive |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin._negative |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin._mean_positive_expr |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin._mean_negative_expr |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin._gaussian_quantile |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.skew |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.kurtosis |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.avg_return |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.avg_win |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.avg_loss |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.comp |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.geometric_mean |
|
100% |
9 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.volatility |
|
100% |
6 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.payoff_ratio |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.profit_ratio |
|
100% |
9 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.profit_factor |
|
100% |
5 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.value_at_risk |
|
100% |
5 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin._conditional_value_at_risk_impl |
|
100% |
7 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.conditional_value_at_risk |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin._drawdown_with_baseline |
|
100% |
5 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin._ulcer_index_series |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.ulcer_index |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.ulcer_performance_index |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.serenity_index |
|
100% |
13 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_basic.py |
_BasicStatsMixin.win_rate |
|
100% |
3 |
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% |
97 |
0 |
5 |
|
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% |
17 |
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.hhi_positive |
|
100% |
5 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_performance.py |
_RiskStatsMixin.hhi_negative |
|
100% |
5 |
0 |
0 |
|
100% |
2 |
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 |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_performance.py |
_RiskStatsMixin.adjusted_sortino |
|
100% |
2 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_performance.py |
_RiskStatsMixin.r_squared |
|
100% |
11 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_performance.py |
_RiskStatsMixin.information_ratio |
|
100% |
15 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_performance.py |
_RiskStatsMixin.greeks |
|
100% |
14 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_performance.py |
_RiskStatsMixin.treynor_ratio |
|
100% |
24 |
0 |
1 |
|
100% |
8 |
0 |
|
100% |
| src/jquantstats/_stats/_performance.py |
(no function) |
|
100% |
43 |
0 |
7 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_periodic.py |
_PeriodicReportingMixin.monthly_returns |
|
100% |
20 |
0 |
0 |
|
100% |
8 |
0 |
|
100% |
| src/jquantstats/_stats/_periodic.py |
_PeriodicReportingMixin.distribution |
|
100% |
10 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_periodic.py |
_PeriodicReportingMixin.distribution._agg |
|
100% |
2 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_periodic.py |
_PeriodicReportingMixin.distribution._iqr_split |
|
100% |
5 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_periodic.py |
_PeriodicReportingMixin.compare |
|
100% |
26 |
0 |
0 |
|
100% |
8 |
0 |
|
100% |
| src/jquantstats/_stats/_periodic.py |
_PeriodicReportingMixin.compare._agg_series |
|
100% |
2 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_periodic.py |
_PeriodicReportingMixin.worst_n_periods |
|
100% |
8 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_stats/_periodic.py |
(no function) |
|
100% |
10 |
0 |
5 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.avg_return |
|
100% |
0 |
0 |
1 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.avg_win |
|
100% |
0 |
0 |
1 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.avg_loss |
|
100% |
0 |
0 |
1 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.win_rate |
|
100% |
0 |
0 |
1 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.profit_factor |
|
100% |
0 |
0 |
1 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.payoff_ratio |
|
100% |
0 |
0 |
1 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.best |
|
100% |
0 |
0 |
1 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.worst |
|
100% |
0 |
0 |
1 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.volatility |
|
100% |
0 |
0 |
1 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.sharpe |
|
100% |
0 |
0 |
1 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.skew |
|
100% |
0 |
0 |
1 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.kurtosis |
|
100% |
0 |
0 |
1 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.value_at_risk |
|
100% |
0 |
0 |
1 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.conditional_value_at_risk |
|
100% |
0 |
0 |
1 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.max_drawdown |
|
100% |
0 |
0 |
1 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.exposure |
|
100% |
0 |
0 |
1 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.periods_per_year |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.avg_drawdown |
|
100% |
5 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.cagr |
|
100% |
7 |
0 |
1 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.expected_return |
|
100% |
19 |
0 |
0 |
|
100% |
8 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.expected_return._geomean |
|
100% |
4 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.expected_return._raw_expected_returns |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.rar |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.calmar |
|
100% |
8 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.recovery_factor |
|
100% |
5 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.max_drawdown_duration |
|
100% |
21 |
0 |
0 |
|
100% |
8 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.monthly_win_rate |
|
100% |
14 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.up_capture |
|
100% |
13 |
0 |
2 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.down_capture |
|
100% |
13 |
0 |
2 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.annual_breakdown |
|
100% |
44 |
0 |
2 |
|
100% |
12 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.summary |
|
100% |
5 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
_ReportingStatsMixin.summary._safe |
|
100% |
5 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_reporting.py |
(no function) |
|
100% |
26 |
0 |
21 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_rolling.py |
_RollingStatsMixin.implied_volatility |
|
100% |
4 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_rolling.py |
_RollingStatsMixin._pct_rank_series |
|
100% |
6 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_rolling.py |
_RollingStatsMixin.pct_rank |
|
100% |
8 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_stats/_rolling.py |
_RollingStatsMixin.rolling_sortino |
|
100% |
11 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_stats/_rolling.py |
_RollingStatsMixin.rolling_sharpe |
|
100% |
6 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_stats/_rolling.py |
_RollingStatsMixin.rolling_greeks |
|
100% |
20 |
0 |
0 |
|
100% |
6 |
0 |
|
100% |
| src/jquantstats/_stats/_rolling.py |
_RollingStatsMixin.rolling_volatility |
|
100% |
8 |
0 |
0 |
|
100% |
4 |
0 |
|
100% |
| src/jquantstats/_stats/_rolling.py |
(no function) |
|
100% |
19 |
0 |
5 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_stats.py |
Stats.__init__ |
|
100% |
2 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_stats.py |
Stats.__repr__ |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_stats.py |
Stats.assets |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_stats.py |
Stats.returns |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_stats.py |
Stats.benchmark |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_stats.py |
Stats.date_col |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_stats.py |
Stats.index |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_stats/_stats.py |
(no function) |
|
100% |
26 |
0 |
2 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_types.py |
(no function) |
|
100% |
4 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_utils/__init__.py |
(no function) |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_utils/_data.py |
DataUtils.__init__ |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_utils/_data.py |
DataUtils.__repr__ |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_utils/_data.py |
DataUtils._combined |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_utils/_data.py |
DataUtils._asset_cols |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_utils/_data.py |
DataUtils._require_temporal_index |
|
100% |
6 |
0 |
1 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_utils/_data.py |
DataUtils.to_prices |
|
100% |
2 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_utils/_data.py |
DataUtils.to_log_returns |
|
100% |
2 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_utils/_data.py |
DataUtils.to_volatility_adjusted_returns |
|
100% |
4 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_utils/_data.py |
DataUtils.to_volatility_adjusted_returns.vol_estimator |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_utils/_data.py |
DataUtils.log_returns |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_utils/_data.py |
DataUtils.rebase |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_utils/_data.py |
DataUtils.winsorise |
|
100% |
11 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_utils/_data.py |
DataUtils.group_returns |
|
100% |
7 |
0 |
0 |
|
100% |
2 |
0 |
|
100% |
| src/jquantstats/_utils/_data.py |
DataUtils.aggregate_returns |
|
100% |
1 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_utils/_data.py |
DataUtils.to_excess_returns |
|
100% |
3 |
0 |
0 |
|
100% |
0 |
0 |
|
100% |
| src/jquantstats/_utils/_data.py |
DataUtils.exponential_stdev |
|
100% |
5 |
0 |
0 |
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