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9 months ago 3743610 fix/weekend-returns-daily-volCompare
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Comparefix(daily_vol): update daily vol to use the last price at least 24 hours previous
#7
fix/weekend-returns-daily-vol
9 months ago
Benchmarks
test__fixed_time_return_classification__benchmark[trade_data0]
tests/labels/test_labels.py::test__fixed_time_return_classification__benchmark[trade_data0]55.5 ms
test__validate_columns__default_args
tests/test__utils.py::test__validate_columns__default_args947.1 µs
test__time_bars__polars_benchmark[trade_data0]
tests/test_bars.py::test__time_bars__polars_benchmark[trade_data0]7.3 ms
test__daily_vol__polars_benchmark[trade_data0]
tests/labels/test_dynamic_labels.py::test__daily_vol__polars_benchmark[trade_data0]134.1 ms
test__dollar_bars__polars_benchmark[trade_data0]
tests/test_bars.py::test__dollar_bars__polars_benchmark[trade_data0]62 ms
test__tick_bars__polars_benchmark[trade_data0]
tests/test_bars.py::test__tick_bars__polars_benchmark[trade_data0]12.6 ms
test__validate_columns__invalid
tests/test__utils.py::test__validate_columns__invalid993.6 µs
test__validate_columns__df_not_passed
tests/test__utils.py::test__validate_columns__df_not_passed287.9 µs
test__volume_bars__polars_benchmark[trade_data0]
tests/test_bars.py::test__volume_bars__polars_benchmark[trade_data0]60.4 ms
test__validate_columns__valid
tests/test__utils.py::test__validate_columns__valid923.9 µs