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Functions218 in github.com/JoinQuant/jqfactor_analyzer

⨍ Functions 218◇ Types & classes 22
Functiontest_average_cumulative_return_by_quantile
(before, after, demeaned, quantiles,
tests/test_performance.py:313
Functiontest_average_cumulative_return_by_quantile_2
Test varying factor asset universe at different dates there might be different assets
tests/test_performance.py:379
Functiontest_cache
()
tests/test_data.py:36
Functiontest_common_start_returns
( before, after, mean_by_date, demeaned, expected_vals )
tests/test_prepare.py:145
Functiontest_compute_forward_returns
()
tests/test_prepare.py:29
Functiontest_factor_alpha_beta
(factor_data, fwd_return_vals, alpha, beta)
tests/test_performance.py:201
Functiontest_factor_autocorrelation
(factor_values, end_date, period,
tests/test_performance.py:243
Functiontest_factor_returns
(factor_data, factor_vals, fwd_return_vals,
tests/test_performance.py:174
Functiontest_get_attr_returns2bench
()
tests/test_attribution.py:32
Functiontest_information_coefficient
(factor_data, forward_returns, group_adjust,
tests/test_performance.py:49
Functiontest_mean_information_coefficient
(factor_data, forward_returns, gro
tests/test_performance.py:90
Functiontest_net
()
tests/test_attribution.py:46
Functiontest_preprocess
()
tests/test_data.py:16
Functiontest_quantile_turnover
(quantile_values, test_quantile, expected_vals)
tests/test_performance.py:137
Functiontest_quantize_factor
(factor, quantiles, bins, by_group, expected_vals)
tests/test_prepare.py:75
Functionto_weights
(group, is_long_short)
jqfactor_analyzer/performance.py:129
Methodtop_down_cumulative_returns
(self)
jqfactor_analyzer/analyze.py:897
Functionwrapper
(*args, **kwargs)
jqfactor_analyzer/factor_cache.py:68
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