def calc_variance(self):
""" A method for returning the portfolio variance.
"""
port_ratearray = self.calc_port_rates()
self.volatility = volatility(port_ratearray)
self.variance = self.volatility**2
return self.variance
def update_metrics(self):
self.dates = self.stock_data['date']
self.stock_prices = self.stock_data['adjclose']
self.bench_prices = self.bench_data['adjclose']
self.ratearray = rate_array(self.stock_data)
self.bencharray = rate_array(self.bench_data)
# TODO: Not sure if these are the metrics I'm looking for...
self.annual_volatility = volatility(self.ratearray)
self.beta = beta_bb(self.ratearray, self.bencharray)
self.annualized_adjusted_return = annualized_adjusted_rate(self.ratearray, rfr=0.01)
self.expected_return = expected_return(self.ratearray,
self.bencharray,
rfr=self.rfr)
return
