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Feature: added a range of non-standard scikit-learn performance metrics to ms.learning #1164

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merged 9 commits into from
Nov 1, 2023

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rushilg99
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Probability of significance + a collection of basic portfolio management metrics.

@rushilg99 rushilg99 requested a review from a team as a code owner October 30, 2023 18:41
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codecov bot commented Oct 31, 2023

Codecov Report

Merging #1164 (057f1d9) into develop (2e1636b) will decrease coverage by 0.97%.
Report is 1 commits behind head on develop.
The diff coverage is 20.68%.

❗ Current head 057f1d9 differs from pull request most recent head 9653bed. Consider uploading reports for the commit 9653bed to get more accurate results

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@@             Coverage Diff             @@
##           develop    #1164      +/-   ##
===========================================
- Coverage    76.27%   75.30%   -0.97%     
===========================================
  Files           59       60       +1     
  Lines         4960     5046      +86     
===========================================
+ Hits          3783     3800      +17     
- Misses        1177     1246      +69     
Files Coverage Δ
macrosynergy/learning/__init__.py 100.00% <100.00%> (ø)
macrosynergy/learning/metrics.py 18.82% <18.82%> (ø)

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@emhbrine emhbrine merged commit 80d31aa into develop Nov 1, 2023
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@emhbrine emhbrine deleted the feature/metrics branch November 1, 2023 16:31
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2 participants