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e4f5039627
* fix rvol * added . * remove all ifs * fix rsharpe, rsortino * reorder rsort, rsharpe args * change error msg * change error msg * added verification to check if the window len is larger than sample len * change rbeta msg * fix var and es * add more integration tests * changed boolean params to true booleans * renamed the file to use test_ Co-authored-by: hjoaquim <h.joaquim@campus.fct.unl.pt> Co-authored-by: Colin Delahunty <72827203+colin99d@users.noreply.github.com>
30 lines
291 B
Plaintext
Vendored
30 lines
291 B
Plaintext
Vendored
portfolio
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load -f Public_Equity_Orderbook.xlsx
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show
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bench SPDR S&P 500 ETF Trust (SPY)
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alloc assets
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alloc sectors
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alloc countries
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alloc regions
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perf
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perf -t
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rolling
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rmr
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dd
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rvol
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rsharpe
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rsort
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rbeta
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rvol -p mtd
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rsharpe -p qtd
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rsort -p ytd
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rbeta -p all
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var
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var -p 80
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es
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es -p 50
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sh
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so
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om
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q
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exit |