Пример #1
0
 def test_from_halflife(self, type_, halflife):
     from_hl = EWMA.from_halflife(
         inputs=[USEquityPricing.close],
         window_length=20,
         halflife=halflife,
     )
     implied_hl = self.decay_rate_to_halflife(from_hl.params['decay_rate'])
     assert_almost_equal(halflife, implied_hl)