New version 1.9.3#307
Merged
Merged
Conversation
…), changed default argument histnorm in plot_histogram() to 'probability', and pinned histfunc argument in plotly to 'count'.
… order for it to be used in kappa3 ratio calculation, should i decide to add the latter. also code cleanup, especially in ewma_risk calculation
…eries.pct_change(). Also set ddof in std() function to highlight the default used.
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
multi_factor_linear_regressionto the OpenFrame classmethodas argument inalign_index_to_local_cdayshistnorminplot_histogramfrom percent to probabilityhistfuncargument to 'count'ddofas argument to highlight the default usedsortino_ratio_functo allow kappa3 ratio calculationdownside_deviation_funcintolower_partial_moment_funcin order for it to be used in kappa3 ratio calculation.ewma_riskcalculation