cvxgrp / simulator

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LAST BUILD ON BRANCH v1.1.0

branch: v1.1.0

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• v1.1.0
• 108-correct-add-method
• 110-pre-commit
• 113-include-bounds-on-trades-and-max-positions
• 114-coverage-script
• 124-use-a-more-suitable-workflow-architecture
• 152-revisit-mypy
• 156-remove-pandas-stubs
• 157-revisit-mypy
• 158-test-with-312
• 169-remove-kernel-construction
• 173-cash-flows
• 196-introduce-parameters
• 198-feed-in-timeseries-data
• 200-make-parametername-in-builder
• 201-inputdata-in-state
• 203-address-nans
• 207-getattr-for-state
• 209-nan-policy
• 213-state-asset
• 215-iterate-through-extra-data
• 218-delete-boxing
• 220-state-public
• 221-interpolate-inner-points
• 223-give-assets-and-data-instead-of-pandas-series
• 225-fix-portfolio-weight-issue
• 227-add-valid
• 229-expose-position-and-cashposition-in-state
• 231-organisation-notebooks
• 234-experiment-with-interest-rate
• 236-interest-on-short-position
• 238-make-quantities-like-cashpl-observable
• 240-enhance-builder
• 242-trading-cost-model-for-markowitz-test
• 246-documentation-sprint
• 250-fix-notebooks
• 252-bring-in-month
• 254-from-cashpos-matrix
• 256-establish-mask-in-state
• 258-make-tinycta-a-dev-dependency
• 261-futures-updating-aum
• 262-futures-on-subgrid
• 264-update-cash-in-equitybuilder
• 267-add-name-to-nav-series
• 270-reference-example
• 272-revisit-tests
• 274-revisit-builder
• 276-expose-state
• 278-no-upper-limit-on-python
• 280-make-1n-notebook
• 282-more-cvxpy-in-the-1n-example
• 284-bring-in-zip-file-of-quantstats
• 286-revisit-quantstats-structure
• 292-move-the-template-up
• 295-revisit-docstrings-and-create-pdoc
• 300-issue-on-page-docsnotebooksbalancedhtml
• 302-revisit-plotting
• 303-relative-turnover
• 305-benchmark-in-snapshot
• 307-move-quantstats-in
• 322-compute-sharpe-ratio-and-display-in-table
• 323-aggregate-daily-returns-and-rename-them
• 327-fixing-names-of-the-nav-index
• 329-address-pandas-warning
• 329-address-pandas-warning-1
• 331-simple-sharpe-ratio-in-portfolio
• 334-support-shifting-portfolios-to-support-delaying-execution
• 335-create-a-new-portfoliopng
• 336-introduced-pyarrow-to-avoid-the-pandas-warning
• 340-copy-in-portfoliopng
• 344-address-the-loc-business
• 348-shift-weights
• 350-revisit-tests
• 352-remove-shifter
• 355-two-digits-for-sharpe-ratio
• 362-fix-readme
• 378-nbformat-issue
• 409-relax-version-of-pandas
• 422-clean-dependencies
• 424-update-sharpe-ratio
• 427-pct_change-issue
• 435-marimo-page
• 440-update-devcontainer
• 448-revisit-devcontainer
• 460-automated-release
• 473-bring-in-makefile
• 511-move-to-src-structure
• 546-junie
• 547-bring-in-jquantstats
• 554-update-jquantstats
• Boxing
• alert-autofix-11
• alert-autofix-12
• alert-autofix-13
• alert-autofix-14
• balanced
• dependabot/github_actions/cvxgrp/dot-github-2.0.1
• dependabot/github_actions/cvxgrp/dot-github-2.0.11
• dependabot/github_actions/cvxgrp/dot-github-2.0.12
• dependabot/github_actions/cvxgrp/dot-github-2.0.3
• dependabot/github_actions/cvxgrp/dot-github-2.0.5
• dependabot/github_actions/cvxgrp/dot-github-2.0.6
• dependabot/github_actions/cvxgrp/dot-github-2.0.8
• dependabot/github_actions/cvxgrp/dot-github-2.0.9
• dependabot/pip/certifi-2024.7.4
• dependabot/pip/clarabel-0.9.0
• dependabot/pip/cvxpy-1.4.1
• dependabot/pip/cvxpy-1.4.3
• dependabot/pip/cvxpy-base-1.5.1
• dependabot/pip/cvxpy-base-1.5.2
• dependabot/pip/cvxpy-base-1.5.3
• dependabot/pip/cvxpy-base-1.6.0
• dependabot/pip/fastjsonschema-2.20.0
• dependabot/pip/idna-3.7
• dependabot/pip/ipykernel-6.29.5
• dependabot/pip/ipython-8.16.1
• dependabot/pip/ipython-8.17.1
• dependabot/pip/ipython-8.17.2
• dependabot/pip/ipython-8.18.1
• dependabot/pip/ipython-8.30.0
• dependabot/pip/jsonschema-4.23.0
• dependabot/pip/jupyterlab-4.0.5
• dependabot/pip/loguru-0.7.1
• dependabot/pip/loguru-0.7.2
• dependabot/pip/numpy-1.26.0
• dependabot/pip/numpy-1.26.1
• dependabot/pip/numpy-1.26.2
• dependabot/pip/numpy-2.0.0
• dependabot/pip/numpy-2.0.1
• dependabot/pip/numpy-2.0.2
• dependabot/pip/pandas-2.1.1
• dependabot/pip/pandas-2.1.2
• dependabot/pip/pandas-2.1.3
• dependabot/pip/pandas-2.2.1
• dependabot/pip/pandas-2.2.2
• dependabot/pip/pandas-2.2.3
• dependabot/pip/pandas-stubs-2.1.1.230928
• dependabot/pip/pillow-10.0.1
• dependabot/pip/pillow-10.3.0
• dependabot/pip/plotly-5.16.0
• dependabot/pip/plotly-5.17.0
• dependabot/pip/plotly-5.18.0
• dependabot/pip/plotly-5.19.0
• dependabot/pip/plotly-5.20.0
• dependabot/pip/plotly-5.21.0
• dependabot/pip/plotly-5.23.0
• dependabot/pip/plotly-5.24.0
• dependabot/pip/plotly-5.24.1
• dependabot/pip/pre-commit-3.6.2
• dependabot/pip/pre-commit-3.7.0
• dependabot/pip/pre-commit-3.7.1
• dependabot/pip/pre-commit-3.8.0
• dependabot/pip/pre-commit-4.0.0
• dependabot/pip/pre-commit-4.0.1
• dependabot/pip/pyarrow-15.0.2
• dependabot/pip/pyarrow-16.0.0
• dependabot/pip/pyarrow-16.1.0
• dependabot/pip/pyarrow-17.0.0
• dependabot/pip/pytest-7.4.0
• dependabot/pip/pytest-7.4.2
• dependabot/pip/pytest-7.4.3
• dependabot/pip/pytest-7.4.4
• dependabot/pip/pytest-8.0.0
• dependabot/pip/pytest-8.0.2
• dependabot/pip/pytest-8.1.1
• dependabot/pip/pytest-8.2.0
• dependabot/pip/pytest-8.2.1
• dependabot/pip/pytest-8.2.2
• dependabot/pip/pytest-8.3.1
• dependabot/pip/pytest-8.3.2
• dependabot/pip/pytest-8.3.3
• dependabot/pip/pytest-cov-4.1.0
• dependabot/pip/pytest-cov-5.0.0
• dependabot/pip/pytest-cov-6.0.0
• dependabot/pip/setuptools-70.0.0
• dependabot/pip/tornado-6.3.3
• dependabot/pip/tornado-6.4.1
• dependabot/pip/tornado-6.4.2
• dependabot/pip/urllib3-2.0.6
• dependabot/pip/urllib3-2.0.7
• dependabot/pip/urllib3-2.2.2
• dependabot/pip/yfinance-0.2.28
• dependabot/pip/yfinance-0.2.30
• dependabot/pip/yfinance-0.2.31
• dependabot/pip/zipp-3.19.1
• deptry
• fixes
• main
• makebranch
• no_mock
• path
• pre-commit-ci-update-config
• renovate/asottile-pyupgrade-3.x
• renovate/astral-sh-ruff-pre-commit-0.x
• renovate/configure
• renovate/crate-ci-typos-1.x
• renovate/cvxgrp-.github-2.x
• renovate/igorshubovych-markdownlint-cli-0.x
• renovate/lock-file-maintenance
• renovate/major-pre-commit
• renovate/mcr.microsoft.com-devcontainers-python-3.x
• renovate/migrate-config
• renovate/pre-commit
• renovate/python-3.x
• renovate/python-jsonschema-check-jsonschema-0.x
• snapshot
• testingGitHub
• tschm
• tschm-patch-1
• tschm-patch-10
• tschm-patch-12
• tschm-patch-2
• tschm-patch-22
• tschm-patch-3
• tschm-patch-4
• tschm-patch-5
• tschm-patch-6
• v0.3.6
• v0.4.0
• v0.4.1
• v0.5.0
• v0.5.1
• v0.7.0
• v0.7.1
• v0.7.2
• v0.7.3
• v0.7.4
• v0.7.5
• v0.7.6
• v0.7.7
• v0.7.8
• v0.7.9
• v0.8.0
• v0.8.1
• v0.8.10
• v0.8.11
• v0.8.12
• v0.8.13
• v0.8.14
• v0.8.15
• v0.8.16
• v0.8.17
• v0.8.18
• v0.8.2
• v0.8.3
• v0.8.4
• v0.8.5
• v0.8.5rc1
• v0.8.6
• v0.8.7
• v0.8.8
• v0.8.9
• v0.9.01
• v0.9.10
• v0.9.11
• v0.9.12
• v0.9.13
• v0.9.14
• v0.9.15
• v0.9.16
• v0.9.17
• v0.9.18
• v0.9.19
• v0.9.2
• v0.9.3
• v0.9.4
• v0.9.5
• v1.0.0
• v1.0.1
• v1.0.2
• v1.1.1
• v1.2.0
• v1.2.1
• v1.3.0
• v1.3.1
• v1.3.2
• version
• workflows

Build # 11722410311

Build Type

push

github

Committed by web-flow

Commit Message

424 update sharpe ratio (#425)

* Sharpe flexible

* Sharpe for portfolio

Run Details

8 of 8 new or added lines in 2 files covered. (100.0%)

369 of 369 relevant lines covered (100.0%)

1.0 hits per line