Пример #1
0
import edgelord

risk_free = 0.02
security = edgelord.from_csv("tests/test_data/amd.csv")
print(security.simple_moving_average())
Пример #2
0
import edgelord

security = edgelord.from_csv("tests/test_data/amd.csv")

for b in ["spy", "msft"]:
    benchmark = edgelord.from_csv("tests/test_data/%s.csv" % b)
    print(security.benchmark(benchmark).alpha())
Пример #3
0
import edgelord

risk_free = 0.02
for f in ["amd", "msft", "spy"]:
    security = edgelord.from_csv("tests/test_data/%s.csv" % (f))
    print(security.sharpe())