mirror of
https://github.com/OpenBB-finance/OpenBB.git
synced 2026-10-29 13:32:08 +00:00
* Relink sdk/sdk -> platform/platform * Relink sdk -> platform * Rename folders * Fix dev_install script * Fix test generators * Fix test generators * Fix test generators * Organize imports
53 lines
833 B
Python
53 lines
833 B
Python
from pydantic import BaseModel
|
|
|
|
|
|
class TestModel(BaseModel):
|
|
statistic: float
|
|
p_value: float
|
|
|
|
|
|
class NormalityModel(BaseModel):
|
|
kurtosis: TestModel
|
|
skewness: TestModel
|
|
jarque_bera: TestModel
|
|
shapiro_wilk: TestModel
|
|
kolmogorov_smirnov: TestModel
|
|
|
|
|
|
class ADFTestModel(TestModel):
|
|
nlags: int
|
|
nobs: int
|
|
icbest: float
|
|
|
|
|
|
class KPSSTestModel(TestModel):
|
|
nlags: int
|
|
|
|
|
|
class UnitRootModel(BaseModel):
|
|
adf: ADFTestModel
|
|
kpss: KPSSTestModel
|
|
|
|
|
|
class OmegaModel(BaseModel):
|
|
threshold: float
|
|
omega: float
|
|
|
|
|
|
class SummaryModel(BaseModel):
|
|
count: int
|
|
mean: float
|
|
std: float
|
|
var: float
|
|
min: float
|
|
max: float
|
|
p_25: float
|
|
p_50: float
|
|
p_75: float
|
|
|
|
|
|
class CAPMModel(BaseModel):
|
|
market_risk: float
|
|
systematic_risk: float
|
|
idiosyncratic_risk: float
|