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Feature/naive_pnl #322

Merged
merged 19 commits into from
Apr 27, 2022
Merged

Feature/naive_pnl #322

merged 19 commits into from
Apr 27, 2022

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Ksteeds
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@Ksteeds Ksteeds commented Apr 22, 2022

Refactoring of code - task still incomplete.

@Ksteeds Ksteeds requested a review from rsueppel April 22, 2022 17:51
@Ksteeds Ksteeds self-assigned this Apr 22, 2022
@Ksteeds Ksteeds linked an issue Apr 22, 2022 that may be closed by this pull request
NaivePnL: add long-only PnL, correlation benchmark and signal display methods #306
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Ksteeds commented Apr 22, 2022

Tied to respective issue.

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Ksteeds commented Apr 25, 2022 •
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Integration of long-only PnL complete. Requires testing.

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Ksteeds commented Apr 25, 2022

Further testing required.

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Ksteeds commented Apr 27, 2022

Refactoring complete.

@rsueppel rsueppel merged commit 06624ec into develop Apr 27, 2022
@rsueppel rsueppel deleted the feature/naive_pnl_ branch April 27, 2022 14:08
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@rsueppel rsueppel rsueppel approved these changes

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NaivePnL: add long-only PnL, correlation benchmark and signal display methods
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