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JerBoumaJerBouma
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Update tests
1 parent f3bd147 commit dcbd20b

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+2401
-2087
lines changed

‎poetry.lock‎

Lines changed: 1570 additions & 1264 deletions
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‎tests/performance/csv/test_performance_controller/test_get_fama_and_french_model.csv‎

Lines changed: 4 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -1,6 +1,6 @@
11
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‎tests/performance/csv/test_performance_controller/test_get_fama_and_french_model_1.csv‎

Lines changed: 37 additions & 37 deletions
Original file line numberDiff line numberDiff line change
@@ -1,39 +1,39 @@
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26+
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27+
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28+
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29+
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‎tests/performance/csv/test_performance_controller/test_get_fama_and_french_model_2.csv‎

Lines changed: 4 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -1,6 +1,6 @@
11
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22
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‎tests/performance/csv/test_performance_controller/test_get_fama_and_french_model_3.csv‎

Lines changed: 4 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -1,7 +1,7 @@
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,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT
22
,Mkt-RF,Mkt-RF,Mkt-RF,Mkt-RF,Mkt-RF,Mkt-RF,Mkt-RF,SMB,SMB,SMB,SMB,SMB,SMB,SMB,HML,HML,HML,HML,HML,HML,HML,RMW,RMW,RMW,RMW,RMW,RMW,RMW,CMA,CMA,CMA,CMA,CMA,CMA,CMA,Mkt-RF,Mkt-RF,Mkt-RF,Mkt-RF,Mkt-RF,Mkt-RF,Mkt-RF,SMB,SMB,SMB,SMB,SMB,SMB,SMB,HML,HML,HML,HML,HML,HML,HML,RMW,RMW,RMW,RMW,RMW,RMW,RMW,CMA,CMA,CMA,CMA,CMA,CMA,CMA
33
,Intercept,Slope,R Squared,P Value,Standard Error,Factor Value,Residuals,Intercept,Slope,R Squared,P Value,Standard Error,Factor Value,Residuals,Intercept,Slope,R Squared,P Value,Standard Error,Factor Value,Residuals,Intercept,Slope,R Squared,P Value,Standard Error,Factor Value,Residuals,Intercept,Slope,R Squared,P Value,Standard Error,Factor Value,Residuals,Intercept,Slope,R Squared,P Value,Standard Error,Factor Value,Residuals,Intercept,Slope,R Squared,P Value,Standard Error,Factor Value,Residuals,Intercept,Slope,R Squared,P Value,Standard Error,Factor Value,Residuals,Intercept,Slope,R Squared,P Value,Standard Error,Factor Value,Residuals,Intercept,Slope,R Squared,P Value,Standard Error,Factor Value,Residuals
4-
2019,,,0.0,,,0.28,,,,0.0,,,0.02,,,,0.0,,,0.11,,,,0.0,,,-0.12,,,,0.0,,,0.21,,,,0.0,,,0.28,,,,0.0,,,0.02,,,,0.0,,,0.11,,,,0.0,,,-0.12,,,,0.0,,,0.21,
5-
2020,0.0263,60.4613,0.6831,0.0,2.5996,0.4,-23.3876,0.0274,-3.5942,0.0098,0.1165,2.2816,-0.69,-1.6842,-0.13,-0.339,0.0,0.9216,3.4393,0.44,1.1023,-0.0158,3.8559,0.0395,0.0015,1.1999,0.56,-1.3203,-0.0371,0.4539,0.0009,0.6424,0.9763,-0.22,0.9601,0.0858,69.0242,0.7797,0.0,2.316,0.4,-27.2702,0.0235,-2.9784,0.0059,0.2239,2.4428,-0.69,-1.6533,-0.1298,-2.1196,0.0013,0.5644,3.6727,0.44,1.4877,-0.0111,1.6291,0.0062,0.2128,1.3043,0.56,-0.4758,-0.0354,-3.2228,0.038,0.0018,1.0237,-0.22,-0.2483
6-
2021,0.04,37.3584,0.4484,0.0,2.6206,-0.31,11.8876,0.0055,-3.2244,0.0034,0.3568,3.4931,0.17,0.8891,0.1242,-31.5108,0.1901,0.0,4.1131,0.52,16.6079,0.0942,-5.2263,0.0123,0.0788,2.9613,0.35,2.0815,0.0417,-1.8664,0.0028,0.3994,2.2112,0.45,1.1447,0.0081,45.8007,0.4742,0.0,3.0501,-0.31,14.715,0.019,-10.0549,0.0232,0.0154,4.1225,0.17,2.2151,0.1618,-44.6623,0.2688,0.0,4.6592,0.52,23.5874,0.1,-7.1377,0.0162,0.0438,3.5234,0.35,2.923,0.0626,-13.2435,0.1007,0.0,2.5033,0.45,6.4218
7-
2022,0.2956,57.614,0.709,0.0,2.3392,-0.22,12.1155,0.0061,1.3288,0.0029,0.3954,1.5609,0.14,-0.4561,-0.072,-27.5287,0.2703,0.0,2.8665,-0.04,-1.2931,-0.0356,-9.3868,0.0653,0.0,2.2504,-0.54,-5.2973,-0.0086,-16.8921,0.2103,0.0,2.0742,-0.02,-0.5933,0.3096,58.8856,0.71,0.0,2.3847,-0.22,12.365,-0.0039,-0.189,0.0001,0.9058,1.5964,0.14,-0.2498,-0.0963,-30.7814,0.324,0.0,2.8179,-0.04,-1.4151,-0.0362,-9.3378,0.062,0.0001,2.3025,-0.54,-5.2864,-0.0354,-20.683,0.3023,0.0,1.9912,-0.02,-0.6585
4+
2019,,,,,,0.28,,,,,,,0.02,,,,,,,0.11,,,,,,,-0.12,,,,,,,0.21,,,,,,,0.28,,,,,,,0.02,,,,,,,0.11,,,,,,,-0.12,,,,,,,0.21,
5+
2020,0.03,60.46,0.68,0.0,2.6,0.4,-23.39,0.03,-3.59,0.01,0.12,2.28,-0.69,-1.68,-0.13,-0.34,0.0,0.92,3.44,0.44,1.1,-0.02,3.86,0.04,0.0,1.2,0.56,-1.32,-0.04,0.45,0.0,0.64,0.98,-0.22,0.96,0.09,69.02,0.78,0.0,2.32,0.4,-27.27,0.02,-2.98,0.01,0.22,2.44,-0.69,-1.65,-0.13,-2.12,0.0,0.56,3.67,0.44,1.49,-0.01,1.63,0.01,0.21,1.3,0.56,-0.48,-0.04,-3.22,0.04,0.0,1.02,-0.22,-0.25
6+
2021,0.04,37.36,0.45,0.0,2.62,-0.31,11.89,0.01,-3.22,0.0,0.36,3.49,0.17,0.89,0.12,-31.51,0.19,0.0,4.11,0.52,16.61,0.09,-5.23,0.01,0.08,2.96,0.35,2.08,0.04,-1.87,0.0,0.4,2.21,0.45,1.14,0.01,45.8,0.47,0.0,3.05,-0.31,14.72,0.02,-10.05,0.02,0.02,4.12,0.17,2.22,0.16,-44.66,0.27,0.0,4.66,0.52,23.59,0.1,-7.14,0.02,0.04,3.52,0.35,2.92,0.06,-13.24,0.1,0.0,2.5,0.45,6.42
7+
2022,0.3,57.61,0.71,0.0,2.34,-0.22,12.12,0.01,1.33,0.0,0.4,1.56,0.14,-0.46,-0.07,-27.53,0.27,0.0,2.87,-0.04,-1.29,-0.04,-9.39,0.07,0.0,2.25,-0.54,-5.3,-0.01,-16.89,0.21,0.0,2.07,-0.02,-0.59,0.31,58.89,0.71,0.0,2.38,-0.22,12.36,-0.0,-0.19,0.0,0.91,1.6,0.14,-0.25,-0.1,-30.78,0.32,0.0,2.82,-0.04,-1.42,-0.04,-9.34,0.06,0.0,2.3,-0.54,-5.29,-0.04,-20.68,0.3,0.0,1.99,-0.02,-0.66

‎tests/performance/csv/test_performance_controller/test_get_fama_and_french_model_4.csv‎

Lines changed: 4 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -1,6 +1,6 @@
11
,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,AAPL,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT,MSFT
22
,Intercept,Mkt-RF Slope,SMB Slope,HML Slope,RMW Slope,CMA Slope,Mean Squared Error (MSE),R Squared,Intercept,Mkt-RF Slope,SMB Slope,HML Slope,RMW Slope,CMA Slope,Mean Squared Error (MSE),R Squared
3-
2019,-0.007,0.0,0.0,0.0,0.0,0.0,0.0,,-0.0004,0.0128,-0.0018,-0.0073,0.0072,0.0125,0.0002,0.815
4-
2020,0.0,0.0131,-0.0027,-0.0098,0.0031,0.0164,0.0001,0.7614,-0.0056,0.0124,-0.0033,-0.0055,0.0018,0.0061,0.0001,0.7438
5-
2021,-0.007,0.0,0.0,0.0,0.0,0.0,0.0,,-0.0016,0.0123,-0.0029,-0.0042,0.0025,-0.0037,0.0001,0.8854
6-
2022,0.0008,0.011,-0.0023,-0.0061,0.0041,0.0035,0.0,0.7238,-0.0053,0.0111,-0.0077,-0.0037,0.0015,-0.0006,0.0001,0.7687
3+
2019,-0.01,0.0,0.0,0.0,0.0,0.0,0.0,,-0.0,0.01,-0.0,-0.01,0.01,0.01,0.0,0.82
4+
2020,0.0,0.01,-0.0,-0.01,0.0,0.02,0.0,0.76,-0.01,0.01,-0.0,-0.01,0.0,0.01,0.0,0.74
5+
2021,-0.01,0.0,0.0,0.0,0.0,0.0,0.0,,-0.0,0.01,-0.0,-0.0,0.0,-0.0,0.0,0.89
6+
2022,0.0,0.01,-0.0,-0.01,0.0,0.0,0.0,0.72,-0.01,0.01,-0.01,-0.0,0.0,-0.0,0.0,0.77

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