def calcCumulativeReturn(self): inv = Investment('[1, 10, 100, 1000]', 100, 17) inv.setSeed() inv.calcPositionValue() inv.calcCumulativeReturn() inv.calcDailyReturn() inv.calcDailyReturnMean() self.assertEqual(np.round(inv.daily_mean, 4), np.array([0.1, 0.024, 0.0212, 0.0177]))
def calcCumulativeReturn(self): inv = Investment('[1, 10, 100, 1000]', 100, 17) inv.setSeed() inv.calcPositionValue() inv.calcCumulativeReturn() inv.calcDailyReturn() inv.calcDailyReturnMean() inv.calcDailyReturnStd() self.assertEqual(inv.daily_std, np.array([0.995 , 0.3829, 0.1005, 0.0346]))
def calcCumulativeReturn(self): inv = Investment('[1, 10, 100, 1000]', 100, 17) inv.setSeed() inv.calcPositionValue() inv.calcCumulativeReturn() inv.calcDailyReturn() inv.calcDailyReturnMean() inv.calcDailyReturnStd() self.assertEqual(inv.daily_std, np.array([0.995, 0.3829, 0.1005, 0.0346]))
def calcPositionValue(self): inv = Investment('[1, 10, 100, 1000]', 100, 17) inv.setSeed() inv.calcPositionValue() self.assertEqual(inv.position_value, np.array([1000, 100, 10, 1]))