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Bugfix: winsorize after adding to signal #1404

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merged 1 commit into from
Jan 19, 2024
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@emhbrine emhbrine marked this pull request as ready for review January 19, 2024 12:19
@emhbrine emhbrine requested review from rsueppel and a team as code owners January 19, 2024 12:19
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codecov bot commented Jan 19, 2024

Codecov Report

Attention: 1 lines in your changes are missing coverage. Please review.

Comparison is base (253205f) 82.28% compared to head (2de36f3) 82.28%.
Report is 1 commits behind head on develop.

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@@           Coverage Diff            @@
##           develop    #1404   +/-   ##
========================================
  Coverage    82.28%   82.28%           
========================================
  Files           60       60           
  Lines         5899     5905    +6     
========================================
+ Hits          4854     4859    +5     
- Misses        1045     1046    +1     
Files Coverage Δ
macrosynergy/pnl/naive_pnl.py 83.63% <83.33%> (-0.01%) ⬇️

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@rsueppel rsueppel merged commit 065733b into develop Jan 19, 2024
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@rsueppel rsueppel deleted the bugfix/winsorize_pnl branch January 19, 2024 12:26
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2 participants