def test_drawdown(ts):
pdt.assert_series_equal(Drawdown(ts).drawdown,
read("drawdown.csv",
squeeze=True,
parse_dates=True,
header=None,
index_col=0),
check_names=False)
pdt.assert_series_equal(drawdown(ts),
read("drawdown.csv",
squeeze=True,
parse_dates=True,
header=None,
index_col=0),
check_names=False)
def ts():
ts = read("ts.csv",
parse_dates=True,
squeeze=True,
header=None,
index_col=0)
ts.name = None
ts.index.name = None
return ts
def ts():
return read("ts.csv", squeeze=True, header=None, parse_dates=True, index_col=0).pct_change().fillna(0.0)
def test_table(ts):
pdt.assert_almost_equal(monthlytable(ts), read("monthtable.csv", index_col=0))
def ts():
return read("ts.csv",
squeeze=True,
header=None,
parse_dates=True,
index_col=0)
def _portfolio():
return Portfolio(prices=read("price.csv", parse_dates=True, index_col=0),
weights=read("weight.csv", parse_dates=True, index_col=0))
def test_performance():
ts = read("ts.csv", parse_dates=True, squeeze=True, header=None, index_col=0)
pdt.assert_series_equal(performance(ts), from_nav(ts).summary())
def prices():
return read("price.csv", parse_dates=True, index_col=0)