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WIP Doc
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femtotrader committed Apr 24, 2024
1 parent 061188e commit 98f1e22
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Showing 7 changed files with 22 additions and 1 deletion.
2 changes: 1 addition & 1 deletion src/asset_return.jl
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@doc """
S
WIP
"""
mutable struct SimpleAssetReturn{T} <: PortfolioAnalytics{T}
value::Union{Missing,T}
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3 changes: 3 additions & 0 deletions src/cumulative_return.jl
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@@ -1,3 +1,6 @@
@doc """
WIP
"""
mutable struct CumulativeReturn{T} <: PortfolioAnalytics{T}
value::T
n::Int
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6 changes: 6 additions & 0 deletions src/drawdowns.jl
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@doc """
WIP
"""
mutable struct DrawDowns{T} <: PortfolioAnalytics{T}
value::T
n::Int
Expand All @@ -22,6 +25,9 @@ function OnlineStatsBase._fit!(stat::DrawDowns, ret)
end


@doc """
WIP
"""
mutable struct ArithmeticDrawDowns{T} <: PortfolioAnalytics{T}
value::T
n::Int
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3 changes: 3 additions & 0 deletions src/mean_return.jl
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Expand Up @@ -21,6 +21,9 @@ OnlineStatsBase._merge!(o::T, o2::T) where {T<:Prod} = (o.prod *= o2.prod; o.n +

# https://github.com/joshday/OnlineStatsBase.jl/issues/41

@doc """
WIP
"""
mutable struct GeometricMeanReturn{T} <: PortfolioAnalytics{T}
value::T
n::Int
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3 changes: 3 additions & 0 deletions src/moments.jl
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@doc """
WIP
"""
mutable struct AssetReturnMoments{T} <: PortfolioAnalytics{T}
value::NamedTuple
n::Int
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3 changes: 3 additions & 0 deletions src/sharpe.jl
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@doc """
WIP
"""
mutable struct Sharpe{T} <: PortfolioAnalytics{T}
value::T
n::Int
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3 changes: 3 additions & 0 deletions src/sortino.jl
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@@ -1,3 +1,6 @@
@doc """
WIP
"""
mutable struct Sortino{T} <: PortfolioAnalytics{T}
value::T
n::Int
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