Exemple #1
0
 def test_from_com(self, type_, com):
     from_com = EWMA.from_center_of_mass(
         inputs=[USEquityPricing.close],
         window_length=20,
         center_of_mass=com,
     )
     implied_com = self.decay_rate_to_com(from_com.params['decay_rate'])
     assert_almost_equal(com, implied_com)