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()
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]))
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]))
