def max_median_position_concentration(self, positions): """ The max and median of long and short position concentrations over the time. Parameters ---------- positions : pd.DataFrame The positions that the strategy takes over time. Returns ------- 每天持有个股的最大头寸占比和头寸占比众数(分多空头) """ alloc_summary = pos.get_max_median_position_concentration(positions) return alloc_summary
def test_max_median_exposure(self, positions, expected): alloc_summary = get_max_median_position_concentration(positions) assert_frame_equal(expected, alloc_summary)