small changes and todos for hedge ratio #315
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hedge_ratio seems mostly fine, but please check out the todos in the pull request
Some clean-up for efficiency and transparency is needed in hedge_calculator.
Pandas offers functions to solve some custom problems quickly.
I suggest the following for getting hedge ratios into a frame:
[1] fill pre-allocated df with estimates on days of estimation
[2] upsample to original businness day frame with asfreq() and 'ffill'
[3] then use .shift(1)
You would need neither date_weekend nor the lambda function date_adjustment.
In the test file you should add test of correct hedge ratio by comparing one or more ratio with a
regression result generated outside the functions.