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990e0e7209
* Move TA extension code * Move QA extension code * Move charting extension code * Exclude js and html assets from pre-commit secrets search * Move static html and js code for the plotting infrastructure * Remove security exclude rule that's not available on the CI
53 lines
833 B
Python
53 lines
833 B
Python
from pydantic import BaseModel
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class TestModel(BaseModel):
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statistic: float
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p_value: float
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class NormalityModel(BaseModel):
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kurtosis: TestModel
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skewness: TestModel
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jarque_bera: TestModel
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shapiro_wilk: TestModel
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kolmogorov_smirnov: TestModel
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class ADFTestModel(TestModel):
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nlags: int
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nobs: int
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icbest: float
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class KPSSTestModel(TestModel):
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nlags: int
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class UnitRootModel(BaseModel):
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adf: ADFTestModel
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kpss: KPSSTestModel
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class OmegaModel(BaseModel):
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threshold: float
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omega: float
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class SummaryModel(BaseModel):
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count: int
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mean: float
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std: float
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var: float
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min: float
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max: float
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p_25: float
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p_50: float
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p_75: float
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class CAPMModel(BaseModel):
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market_risk: float
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systematic_risk: float
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idiosyncratic_risk: float
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