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sbenthall / SHARKFin

Simulating Heterogeneous Agents with Finance
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Add r^2 of closing prices and dividend to the sim_stats output #222

Closed sbenthall closed 1 year ago

sbenthall commented 1 year ago

Add in the r^2 of the dividend and closing price to the sim stats so we have that available after the next big run.

sbenthall commented 1 year ago

@mesalas Can you point me to code you used? or the scipy docs?

sbenthall commented 1 year ago

https://github.com/mesalas/amme_data_processing/blob/main/adp/make_daily_close_and_fundamental_r2.py

mesalas commented 1 year ago

see line 18

https://github.com/mesalas/amme_data_processing/blob/eb9b8ca7ab41909ec1b509e426746ab79d97a999/adp/make_daily_close_and_fundamental_r2.py#LL18C5-L18C76