MCPcopy Create free account

hub / github.com/YTZzzzz/Barra_CNE5 / functions

Functions51 in github.com/YTZzzzz/Barra_CNE5

↓ 4 callersMethodsetupUi
(self, MainWindow)
Part1.py:12
↓ 3 callersFunctionhalflife
(half_life = 63, length = 252)
utility.py:7
↓ 3 callersFunctionnormalize
(a)
utility.py:21
↓ 3 callersFunctionwinsorize
(a, limit = 3)
utility.py:13
↓ 2 callersFunctionavg_risk
(df)
regression.py:72
↓ 2 callersFunctioncov_pair
(ft, fk)
regression.py:32
↓ 1 callersFunctionAlign
(code,df)
data.py:35
↓ 1 callersMethodBLEV
(self)
style_factor.py:123
↓ 1 callersMethodCETOP
(self)
style_factor.py:87
↓ 1 callersMethodCMRA
(self, period = 12)
style_factor.py:29
↓ 1 callersFunctionConcat
(codes,cols1,cols2)
data.py:45
↓ 1 callersMethodDASTD
(self, half_life = 42,T = 252)
style_factor.py:20
↓ 1 callersMethodDTOA
(self)
style_factor.py:117
↓ 1 callersMethodEPFWD
(self)
style_factor.py:83
↓ 1 callersMethodETOP
(self)
style_factor.py:91
↓ 1 callersFunctionGetMarketInfo
(code,cols1,cols2)
data.py:19
↓ 1 callersMethodMLEV
(self)
style_factor.py:110
↓ 1 callersMethodNLSIZE
(self)
style_factor.py:41
↓ 1 callersMethodRSTR
(self, T = 504, L = 21, half_life = 126)
style_factor.py:12
↓ 1 callersMethodSTOA
(self, stom, t=21, T =12)
style_factor.py:76
↓ 1 callersMethodSTOM
(self, t = 21)
style_factor.py:59
↓ 1 callersMethodSTOQ
(self, stom, t=21, T=3)
style_factor.py:69
↓ 1 callersFunctionadjustment
(predict_data)
regression.py:118
↓ 1 callersFunctionadjustment_data
(predict_data,factor, raw, a = 0.6)
regression.py:95
↓ 1 callersFunctionavg_risk_predict
(S, T = 30, a = 6)
regression.py:84
↓ 1 callersFunctionfactors
(raw_data)
style_factor.py:130
↓ 1 callersFunctionforecast_risk
(df, T= 90)
regression.py:56
↓ 1 callersFunctionindustry
(data)
utility.py:71
↓ 1 callersFunctionnon_linear_size
(size_exposure, market_cap_on_current_day)
utility.py:32
↓ 1 callersFunctionorthogonalize
(target_variable, reference_variable, regression_weight)
utility.py:27
↓ 1 callersFunctionpreparing
(data, truncate_limit = 5, winsorize_limit = 3)
utility.py:60
↓ 1 callersFunctionrealized_risk
(df, T = 126)
regression.py:63
↓ 1 callersMethodretranslateUi
(self, MainWindow)
Part1.py:138
↓ 1 callersMethodretranslateUi
(self, MainWindow)
Part3.py:59
↓ 1 callersMethodretranslateUi
(self, MainWindow)
Part4.py:162
↓ 1 callersMethodretranslateUi
(self, MainWindow)
Part2.py:133
↓ 1 callersFunctionstyles
(data)
utility.py:78
↓ 1 callersFunctiontruncate
(data, column, limit = 5)
utility.py:49
MethodAttribution
(self)
UIconnect.py:62
MethodBTOP
(self)
style_factor.py:55
MethodEGRO
(self,period)
style_factor.py:95
MethodEffectiveFactor
(self)
UIconnect.py:95
MethodRiskForecast
(self)
UIconnect.py:85
Method__init__
(self, data)
style_factor.py:7
Method__init__
(self)
UIconnect.py:32
Functioncov_mat
(df,date,T = 90, delta = 0)
regression.py:39
Functiondealna
(data)
utility.py:92
Functionregress
(test)
regression.py:17
MethodsetupUi
(self, MainWindow)
Part3.py:12
MethodsetupUi
(self, MainWindow)
Part4.py:12
MethodsetupUi
(self, MainWindow)
Part2.py:12