hub / github.com/JoinQuant/jqfactor_analyzer / test_mean_information_coefficient

Function test_mean_information_coefficient

tests/test_performance.py:90–113 · view source on GitHub ↗

(factor_data,
                                      forward_returns,
                                      group_adjust,
                                      by_group,
                                      by_time,
                                      expected_ix,
                                      expected_ic_val)

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Callers

nothing calls this directly

Calls 1

mean_information_coefficientFunction · 0.90

Tested by

no test coverage detected