Coder Social home page Coder Social logo

Write unittests about pyfolio HOT 4 CLOSED

quantopian avatar quantopian commented on July 17, 2024
Write unittests

from pyfolio.

Comments (4)

twiecki avatar twiecki commented on July 17, 2024

I started here: https://github.com/quantopian/quantrisk/blob/master/quantrisk/tests/test_timeseries.py

from pyfolio.

twiecki avatar twiecki commented on July 17, 2024

Further down the line if we want to unittest plotting functions, this seems handy: https://github.com/astrofrog/pytest-mpl

from pyfolio.

gusgordon avatar gusgordon commented on July 17, 2024

@twiecki Can you review my commit here: 1b04a24? There are a couple functions (multi_factor_alpha, calc_alpha_beta) I could not figure out how to write tests for, commented out towards the bottom.

Also, just a list of functions that we don't have tests for:
out_of_sample_vs_in_sample_returns_kde
calc_multifactor
multi_factor_alpha
calc_alpha_beta
cone_rolling
gen_date_ranges_interesting
extract_interesting_date_ranges

Any of these we want tests for? Likely multi_factor_alpha and calc_alpha_beta like I mentioned above.

One this is sorted out we can close.

from pyfolio.

twiecki avatar twiecki commented on July 17, 2024

I think we can do without these tests for the beta 👍.

from pyfolio.

Related Issues (20)

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. 📊📈🎉

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google ❤️ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.