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david26694 / cluster-experiments

Simulation-based power analysis library
https://david26694.github.io/cluster-experiments/
MIT License
28 stars 3 forks source link

Enable power analysis for backtests #127

Closed alexanderhensel closed 1 year ago

alexanderhensel commented 1 year ago

Add BacktestSplitter, BetaRelativePerturbator and SegmentedBetaRelativePerturbator.

codecov-commenter commented 1 year ago

Codecov Report

Patch coverage: 89.16% and project coverage change: -1.30 :warning:

Comparison is base (7aa66b3) 98.18% compared to head (f4ed6c0) 96.88%.

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Additional details and impacted files ```diff @@ Coverage Diff @@ ## main #127 +/- ## ========================================== - Coverage 98.18% 96.88% -1.30% ========================================== Files 9 9 Lines 718 836 +118 ========================================== + Hits 705 810 +105 - Misses 13 26 +13 ``` | [Impacted Files](https://app.codecov.io/gh/david26694/cluster-experiments/pull/127?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=David+Masip) | Coverage Δ | | |---|---|---| | [cluster\_experiments/\_\_init\_\_.py](https://app.codecov.io/gh/david26694/cluster-experiments/pull/127?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=David+Masip#diff-Y2x1c3Rlcl9leHBlcmltZW50cy9fX2luaXRfXy5weQ==) | `100.00% <ø> (ø)` | | | [cluster\_experiments/power\_config.py](https://app.codecov.io/gh/david26694/cluster-experiments/pull/127?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=David+Masip#diff-Y2x1c3Rlcl9leHBlcmltZW50cy9wb3dlcl9jb25maWcucHk=) | `95.40% <71.42%> (-4.60%)` | :arrow_down: | | [cluster\_experiments/perturbator.py](https://app.codecov.io/gh/david26694/cluster-experiments/pull/127?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=David+Masip#diff-Y2x1c3Rlcl9leHBlcmltZW50cy9wZXJ0dXJiYXRvci5weQ==) | `96.17% <91.01%> (-3.83%)` | :arrow_down: | | [cluster\_experiments/random\_splitter.py](https://app.codecov.io/gh/david26694/cluster-experiments/pull/127?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=David+Masip#diff-Y2x1c3Rlcl9leHBlcmltZW50cy9yYW5kb21fc3BsaXR0ZXIucHk=) | `98.49% <92.85%> (-0.67%)` | :arrow_down: | | [cluster\_experiments/power\_analysis.py](https://app.codecov.io/gh/david26694/cluster-experiments/pull/127?src=pr&el=tree&utm_medium=referral&utm_source=github&utm_content=comment&utm_campaign=pr+comments&utm_term=David+Masip#diff-Y2x1c3Rlcl9leHBlcmltZW50cy9wb3dlcl9hbmFseXNpcy5weQ==) | `98.44% <100.00%> (+0.02%)` | :arrow_up: |

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alexanderhensel commented 1 year ago

@david26694 Thanks for the review! I implemented your suggestions. But the docs test is still failing ("Connection refused"), do you know what might be happening?

david26694 commented 1 year ago

@david26694 Thanks for the review! I implemented your suggestions. But the docs test is still failing ("Connection refused"), do you know what might be happening?

I fucked up with the github action, let me revert the changes