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Feature: Adding slippage functionality to SignalReturnRelations #819

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merged 5 commits into from
May 31, 2023

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@Magnus167 Magnus167 commented May 18, 2023

Adding a method apply_slip() to SignalReturnRelations.
The function is a replica of CategoryRelation.apply_slip().

Closes #802

Once the functionality is verified independently for both these functions, they'll be merged to a common utility/DF tool.

@Magnus167 Magnus167 marked this pull request as draft May 18, 2023 13:17
@Magnus167 Magnus167 requested a review from rsueppel May 18, 2023 13:17
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codecov bot commented May 18, 2023

Codecov Report

Patch coverage: 83.87% and project coverage change: +0.09 🎉

Comparison is base (d129d0e) 73.74% compared to head (f915054) 73.83%.

❗ Current head f915054 differs from pull request most recent head c35f206. Consider uploading reports for the commit c35f206 to get more accurate results

Additional details and impacted files
@@             Coverage Diff             @@
##           develop     #819      +/-   ##
===========================================
+ Coverage    73.74%   73.83%   +0.09%     
===========================================
  Files           31       31              
  Lines         3671     3696      +25     
===========================================
+ Hits          2707     2729      +22     
- Misses         964      967       +3     
Impacted Files Coverage Δ
macrosynergy/panel/view_ranges.py 12.69% <0.00%> (ø)
macrosynergy/panel/view_timelines.py 91.07% <75.00%> (ø)
macrosynergy/signal/signal_return.py 73.07% <86.95%> (+1.37%) ⬆️
macrosynergy/panel/category_relations.py 40.23% <100.00%> (+0.70%) ⬆️

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@Magnus167 Magnus167 marked this pull request as ready for review May 19, 2023 09:05
@rsueppel rsueppel merged commit d795761 into develop May 31, 2023
6 checks passed
@Magnus167 Magnus167 deleted the feature/signal_ret_slip branch June 30, 2023 09:16
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signal_returns: add slip argument
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