75
86%

Ran 22 Aug 2018 03:03PM UTC

Jobs 6

Files 5

Run time 6min

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Build # 75

Build Type

push

travis-ci

Committed by

matthewgilbert

Commit Message

Change util.reindex() to operate on prices.

Reindexing returns to be consistent with instrument weights turns out to
be relatively tricky to address all the edge cases. A more natural
approach is to reindex prices before calculating instrument level
returns which are then combined based on instrument weights.

See also: #8, #9, #10
Closes: #11

Run Details

20 of 20 new or added lines in 1 file covered. (100.0%)

335 of 389 relevant lines covered (86.12%)

5.15 hits per line

Jobs

ID	Job ID	Ran	Coverage
1	75.1 (CVXPY_VERSION=0.4.9)	22 Aug 2018 03:03PM UTC	85.86	Travis Job 75.1
2	75.2 (CVXPY_VERSION=0.4.9)	22 Aug 2018 03:04PM UTC	85.86	Travis Job 75.2
3	75.3 (CVXPY_VERSION=0.4.9)	22 Aug 2018 03:03PM UTC	85.86	Travis Job 75.3
4	75.4 (CVXPY_VERSION=1.0.1)	22 Aug 2018 03:04PM UTC	85.86	Travis Job 75.4
5	75.5 (CVXPY_VERSION=1.0.1)	22 Aug 2018 03:04PM UTC	85.86	Travis Job 75.5
6	75.6 (CVXPY_VERSION=1.0.1)	22 Aug 2018 03:09PM UTC	85.86	Travis Job 75.6

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