Пример #1
0
def test_r2_adj(man_calcs, prices):
    log_rets = analyze.log_returns(prices).dropna()
    pandas_rsq = pandas.ols(x = log_rets['S&P 500'], 
                            y = log_rets['VGTSX']).r2_adj

    analyze_rsq = analyze.r2_adj(benchmark = log_rets['S&P 500'], 
                             series = log_rets['VGTSX'])

    testing.assert_almost_equal(pandas_rsq, analyze_rsq)
Пример #2
0
def test_log_returns(man_calcs, prices):
    testing.assert_series_equal(man_calcs['S&P 500 Log Ret'],
                                analyze.log_returns(prices['S&P 500'])
    )