Exemple #1
0
 def aggregate(
     self
 ) -> Union[float, pd.DataFrame, pd.Series, MultipleRiskMeasureResult]:
     if len(self.__risk_measures) > 1:
         return MultipleRiskMeasureResult(
             (r, self[r].aggregate()) for r in self.__risk_measures)
     else:
         return aggregate_results(self.__results())
Exemple #2
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 def aggregate(
     self,
     allow_mismatch_risk_keys=False
 ) -> Union[float, pd.DataFrame, pd.Series, MultipleRiskMeasureResult]:
     if len(self.__risk_measures) > 1:
         return MultipleRiskMeasureResult(self.portfolio,
                                          ((r, self[r].aggregate())
                                           for r in self.__risk_measures))
     else:
         return aggregate_results(
             self.__results(),
             allow_mismatch_risk_keys=allow_mismatch_risk_keys)
Exemple #3
0
 def aggregate(self) -> Union[float, pd.DataFrame, pd.Series]:
     return aggregate_results(self.__results())