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Compute Sortino ratio (#67) #108

Merged
merged 33 commits into from
Aug 2, 2023
Merged

Compute Sortino ratio (#67) #108

merged 33 commits into from
Aug 2, 2023

Commits on Jul 26, 2023

  1. Compute Sortino ratio (#67) 

    Addition of Sortino ratio to FinQuant
    @aft90 @fmilthaler
    aft90 authored and fmilthaler committed Jul 26, 2023
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  2. formatting with black

    @fmilthaler
    fmilthaler committed Jul 26, 2023
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  3. fixing imports with isort

    @fmilthaler
    fmilthaler committed Jul 26, 2023
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  4. Automated formatting changes

    @github-actions
    github-actions[bot] committed Jul 26, 2023
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  5. testing PR

    @PietropaoloFrisoni
    PietropaoloFrisoni committed Jul 26, 2023
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  6. Automated version changes

    @github-actions
    github-actions[bot] committed Jul 26, 2023
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  7. Updating README files

    @github-actions
    github-actions[bot] committed Jul 26, 2023
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  8. testing PR

    @PietropaoloFrisoni
    PietropaoloFrisoni committed Jul 26, 2023
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  9. Merge branch 'master' into feature/sortino-ratio

    @PietropaoloFrisoni
    PietropaoloFrisoni authored Jul 26, 2023
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  10. removing space in version

    @PietropaoloFrisoni
    PietropaoloFrisoni committed Jul 26, 2023
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  11. trying to solve error in downside_risk function to run test

    @PietropaoloFrisoni
    PietropaoloFrisoni committed Jul 26, 2023
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  12. Automated formatting changes

    @github-actions
    github-actions[bot] committed Jul 26, 2023
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  13. trying to solve error in downside_risk function to run test

    @PietropaoloFrisoni
    PietropaoloFrisoni committed Jul 26, 2023
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  14. Automated formatting changes

    @github-actions
    github-actions[bot] committed Jul 26, 2023
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Commits on Jul 27, 2023

  1. solving python error replacing np.isnan

    @PietropaoloFrisoni
    PietropaoloFrisoni committed Jul 27, 2023
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  2. Automated formatting changes

    @github-actions
    github-actions[bot] committed Jul 27, 2023
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Commits on Jul 28, 2023

  1. adding descriptions

    @PietropaoloFrisoni
    PietropaoloFrisoni committed Jul 28, 2023
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  2. Updating README files

    @github-actions
    github-actions[bot] committed Jul 28, 2023
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  3. Automated formatting changes

    @github-actions
    github-actions[bot] committed Jul 28, 2023
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  4. updating README

    @PietropaoloFrisoni
    PietropaoloFrisoni committed Jul 28, 2023
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  5. Updating README files

    @github-actions
    github-actions[bot] committed Jul 28, 2023
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Commits on Jul 30, 2023

  1. updating README

    @PietropaoloFrisoni
    PietropaoloFrisoni committed Jul 30, 2023
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  2. Updating README files

    @github-actions
    github-actions[bot] committed Jul 30, 2023
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  3. new candidate version

    @PietropaoloFrisoni
    PietropaoloFrisoni committed Jul 30, 2023
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  4. temporarily disable tests (WIP)

    @PietropaoloFrisoni
    PietropaoloFrisoni committed Jul 30, 2023
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  5. Automated formatting changes

    @github-actions
    github-actions[bot] committed Jul 30, 2023
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Commits on Jul 31, 2023

  1. Sortino ratio implementation

    @PietropaoloFrisoni
    PietropaoloFrisoni committed Jul 31, 2023
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  2. adding sortino ratio tests

    @PietropaoloFrisoni
    PietropaoloFrisoni committed Jul 31, 2023
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Commits on Aug 1, 2023

  1. better format in downside risk function

    @PietropaoloFrisoni
    PietropaoloFrisoni committed Aug 1, 2023
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Commits on Aug 2, 2023

  1. adding Sortino Ratio to example-analysis.py

    @PietropaoloFrisoni
    PietropaoloFrisoni committed Aug 2, 2023
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  2. updating contributors

    @PietropaoloFrisoni
    PietropaoloFrisoni committed Aug 2, 2023
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  3. Partially reverting commit "adding descriptions" 

    This partially reverts commit 7bd24f2.
    @PietropaoloFrisoni
    PietropaoloFrisoni committed Aug 2, 2023
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  4. Updating README files

    @github-actions
    github-actions[bot] committed Aug 2, 2023
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