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Fix tests for V1.2.0 #8

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AkaP88 wants to merge 3 commits into 0xfdf:v1.1.2 from AkaP88:v1.1.2

AkaP88 commented Aug 23, 2024

Added :

Fix for model_sample_data()
Parameter not passed to winsorize in estimate_factor_returns
A (bad) support for an unsupported exceptions in polars causing a panic
Winsorize_group return type

AkaP88 added 3 commits

August 23, 2024 15:14


          Fixed model_sample_data to return one data for each date/symbol

afbfb69


          Fixed estimate_factor_returns with parameter of winsorization, handli…

fdfde30

…ng of PanicException from Polars and join of sector_df on dates


          Fix winsorize_xsection to return a Polars DataFrame if input is a Dat…

a13a089

…aframe

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AkaP88 commented Aug 23, 2024

@0xfdf : I tried to contribute to your PR of V1.2.0 but could not commit on top of it. Let me know if I could have done differently.

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