def tracking_error_a(r, r_bm, period):
try:
return sample_check((
0,
1,
), 3)(api.tracking_error_a)(r, r_bm, period)
except AssertionError:
return ERROR_VAL
def periods_neg_prop(r):
try:
return sample_check((0, ), 1)(api.periods_neg_prop)(r)
except AssertionError:
return ERROR_VAL
def periods_pos(r):
try:
return sample_check((0, ), 1)(api.periods_pos)(r)
except AssertionError:
return np.nan
def return_a(p, t):
try:
return sample_check((0, ), 4)(api.return_a)(p, t)
except AssertionError:
return ERROR_VAL
def accumulative_return(p):
try:
return sample_check((0, ), 2)(api.accumulative_return)(p)
except AssertionError:
return ERROR_VAL
def value_at_risk(r, m=1000, alpha=0.05):
try:
return sample_check((0, ), 2)(api.value_at_risk)(r, m, alpha)
except AssertionError:
return ERROR_VAL