feature/NaivePnL_Unit #392
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…gy/macrosynergy into feature/NaivePnL_Unit
…gy/macrosynergy into feature/NaivePnL_Unit
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Unit Test complete. |
rsueppel
reviewed
Jun 23, 2022
tests/unit/pnl/test_naive_pnl.py
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| # Choose a random date to confirm the logic of computing the PnL. Multiply each | ||
| # cross-section's signal by their respective return. | ||
| random_date = "2015-01-19" |
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This is a fixed date, not a random one, and it would be safer to test the PnLs for a date range.
rsueppel
approved these changes
Jun 27, 2022
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Reopening PR for unit test.