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Lumiwealth / quantstats_lumi

Apache License 2.0
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Implemented annualized return, alpha, and beta portfolio metrics with unit tests #48

Closed mylesgamez closed 4 months ago

mylesgamez commented 4 months ago

Tested all new functions / unit test cases with cmnd: python3 -m unittest discover -s quantstats_lumi/tests

Description by Korbit AI

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What change is being made?

Implemented annualized return, alpha, and beta portfolio metrics with corresponding unit tests.

Why are these changes being made?

These changes introduce essential financial metrics to the codebase, enhancing the library's capability to evaluate portfolio performance. The unit tests ensure the accuracy and reliability of these new functions, covering various scenarios including positive, negative, and mixed returns, as well as edge cases like non-numeric and empty inputs.

korbit-ai[bot] commented 4 months ago

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korbit-ai[bot] commented 4 months ago

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