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tschm committed Jan 28, 2025
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2 changes: 1 addition & 1 deletion marimo/cla.html
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8 changes: 4 additions & 4 deletions tests/coverage/coverage.info
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2 changes: 1 addition & 1 deletion tests/coverage/coverage.json
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10 changes: 5 additions & 5 deletions tests/coverage/coverage.xml
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<?xml version="1.0" ?>
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4 changes: 2 additions & 2 deletions tests/html-coverage/class_index.html
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Expand Up @@ -55,7 +55,7 @@ <h2>
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4 changes: 2 additions & 2 deletions tests/html-coverage/function_index.html
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4 changes: 2 additions & 2 deletions tests/html-coverage/index.html
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2 changes: 1 addition & 1 deletion tests/html-coverage/status.json
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4 changes: 2 additions & 2 deletions tests/html-coverage/z_166202a6f7ca1def___init___py.html
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4 changes: 2 additions & 2 deletions tests/html-coverage/z_166202a6f7ca1def_claux_py.html
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12 changes: 6 additions & 6 deletions tests/html-coverage/z_166202a6f7ca1def_types_py.html
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Expand Up @@ -65,7 +65,7 @@ <h2>
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Expand Down Expand Up @@ -272,8 +272,8 @@ <h2>
<p class="run"><span class="n"><a id="t190" href="#t190">190</a></span><span class="t"> <span class="nam">w_right</span> <span class="op">=</span> <span class="nam">var</span> <span class="op">*</span> <span class="nam">self</span><span class="op">.</span><span class="nam">weights</span><span class="op">[</span><span class="nam">sr_position_max</span><span class="op">]</span> <span class="op">+</span> <span class="op">(</span><span class="num">1</span> <span class="op">-</span> <span class="nam">var</span><span class="op">)</span> <span class="op">*</span> <span class="nam">self</span><span class="op">.</span><span class="nam">weights</span><span class="op">[</span><span class="nam">right</span><span class="op">]</span>&nbsp;</span><span class="r"></span></p>
<p class="run"><span class="n"><a id="t191" href="#t191">191</a></span><span class="t"> <span class="nam">sharpe_ratio_right</span> <span class="op">=</span> <span class="op">-</span><span class="nam">out</span><span class="op">[</span><span class="str">"fun"</span><span class="op">]</span>&nbsp;</span><span class="r"></span></p>
<p class="pln"><span class="n"><a id="t192" href="#t192">192</a></span><span class="t"> <span class="key">else</span><span class="op">:</span>&nbsp;</span><span class="r"></span></p>
<p class="run"><span class="n"><a id="t193" href="#t193">193</a></span><span class="t"> <span class="nam">w_right</span> <span class="op">=</span> <span class="nam">self</span><span class="op">.</span><span class="nam">weights</span><span class="op">[</span><span class="nam">sr_position_max</span><span class="op">]</span>&nbsp;</span><span class="r"></span></p>
<p class="run"><span class="n"><a id="t194" href="#t194">194</a></span><span class="t"> <span class="nam">sharpe_ratio_right</span> <span class="op">=</span> <span class="nam">sharpe_ratios</span><span class="op">[</span><span class="nam">sr_position_max</span><span class="op">]</span>&nbsp;</span><span class="r"></span></p>
<p class="mis show_mis"><span class="n"><a id="t193" href="#t193">193</a></span><span class="t"> <span class="nam">w_right</span> <span class="op">=</span> <span class="nam">self</span><span class="op">.</span><span class="nam">weights</span><span class="op">[</span><span class="nam">sr_position_max</span><span class="op">]</span>&nbsp;</span><span class="r"></span></p>
<p class="mis show_mis"><span class="n"><a id="t194" href="#t194">194</a></span><span class="t"> <span class="nam">sharpe_ratio_right</span> <span class="op">=</span> <span class="nam">sharpe_ratios</span><span class="op">[</span><span class="nam">sr_position_max</span><span class="op">]</span>&nbsp;</span><span class="r"></span></p>
<p class="pln"><span class="n"><a id="t195" href="#t195">195</a></span><span class="t">&nbsp;</span><span class="r"></span></p>
<p class="run"><span class="n"><a id="t196" href="#t196">196</a></span><span class="t"> <span class="key">if</span> <span class="nam">left</span> <span class="op">&lt;</span> <span class="nam">sr_position_max</span><span class="op">:</span>&nbsp;</span><span class="r"></span></p>
<p class="run"><span class="n"><a id="t197" href="#t197">197</a></span><span class="t"> <span class="nam">out</span> <span class="op">=</span> <span class="nam">minimize</span><span class="op">(</span>&nbsp;</span><span class="r"></span></p>
Expand All @@ -286,8 +286,8 @@ <h2>
<p class="run"><span class="n"><a id="t204" href="#t204">204</a></span><span class="t"> <span class="nam">w_left</span> <span class="op">=</span> <span class="nam">var</span> <span class="op">*</span> <span class="nam">self</span><span class="op">.</span><span class="nam">weights</span><span class="op">[</span><span class="nam">left</span><span class="op">]</span> <span class="op">+</span> <span class="op">(</span><span class="num">1</span> <span class="op">-</span> <span class="nam">var</span><span class="op">)</span> <span class="op">*</span> <span class="nam">self</span><span class="op">.</span><span class="nam">weights</span><span class="op">[</span><span class="nam">sr_position_max</span><span class="op">]</span>&nbsp;</span><span class="r"></span></p>
<p class="run"><span class="n"><a id="t205" href="#t205">205</a></span><span class="t"> <span class="nam">sharpe_ratio_left</span> <span class="op">=</span> <span class="op">-</span><span class="nam">out</span><span class="op">[</span><span class="str">"fun"</span><span class="op">]</span>&nbsp;</span><span class="r"></span></p>
<p class="pln"><span class="n"><a id="t206" href="#t206">206</a></span><span class="t"> <span class="key">else</span><span class="op">:</span>&nbsp;</span><span class="r"></span></p>
<p class="mis show_mis"><span class="n"><a id="t207" href="#t207">207</a></span><span class="t"> <span class="nam">w_left</span> <span class="op">=</span> <span class="nam">self</span><span class="op">.</span><span class="nam">weights</span><span class="op">[</span><span class="nam">sr_position_max</span><span class="op">]</span>&nbsp;</span><span class="r"></span></p>
<p class="mis show_mis"><span class="n"><a id="t208" href="#t208">208</a></span><span class="t"> <span class="nam">sharpe_ratio_left</span> <span class="op">=</span> <span class="nam">sharpe_ratios</span><span class="op">[</span><span class="nam">sr_position_max</span><span class="op">]</span>&nbsp;</span><span class="r"></span></p>
<p class="run"><span class="n"><a id="t207" href="#t207">207</a></span><span class="t"> <span class="nam">w_left</span> <span class="op">=</span> <span class="nam">self</span><span class="op">.</span><span class="nam">weights</span><span class="op">[</span><span class="nam">sr_position_max</span><span class="op">]</span>&nbsp;</span><span class="r"></span></p>
<p class="run"><span class="n"><a id="t208" href="#t208">208</a></span><span class="t"> <span class="nam">sharpe_ratio_left</span> <span class="op">=</span> <span class="nam">sharpe_ratios</span><span class="op">[</span><span class="nam">sr_position_max</span><span class="op">]</span>&nbsp;</span><span class="r"></span></p>
<p class="pln"><span class="n"><a id="t209" href="#t209">209</a></span><span class="t">&nbsp;</span><span class="r"></span></p>
<p class="run"><span class="n"><a id="t210" href="#t210">210</a></span><span class="t"> <span class="key">if</span> <span class="nam">sharpe_ratio_left</span> <span class="op">></span> <span class="nam">sharpe_ratio_right</span><span class="op">:</span>&nbsp;</span><span class="r"></span></p>
<p class="run"><span class="n"><a id="t211" href="#t211">211</a></span><span class="t"> <span class="key">return</span> <span class="nam">sharpe_ratio_left</span><span class="op">,</span> <span class="nam">w_left</span>&nbsp;</span><span class="r"></span></p>
Expand Down Expand Up @@ -322,7 +322,7 @@ <h2>
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