Esempio n. 1
0
    def summary_statistics(factor_data: pd.DataFrame) -> pd.DataFrame:
        storage = []
        for name, group in factor_data['factor'].groupby('date'):
            content = descriptivestats.describe(group).T
            content.index = [name]
            storage.append(content)
        cross_section_info = pd.concat(storage)

        return cross_section_info
def test_describe(df):
    pd.testing.assert_frame_equal(describe(df), Description(df).frame)