From 98f1e22c4df5258542a602e9db200739d7f59063 Mon Sep 17 00:00:00 2001 From: femtotrader Date: Wed, 24 Apr 2024 13:35:28 +0200 Subject: [PATCH] WIP Doc --- src/asset_return.jl | 2 +- src/cumulative_return.jl | 3 +++ src/drawdowns.jl | 6 ++++++ src/mean_return.jl | 3 +++ src/moments.jl | 3 +++ src/sharpe.jl | 3 +++ src/sortino.jl | 3 +++ 7 files changed, 22 insertions(+), 1 deletion(-) diff --git a/src/asset_return.jl b/src/asset_return.jl index 2773623..308fc4f 100644 --- a/src/asset_return.jl +++ b/src/asset_return.jl @@ -1,5 +1,5 @@ @doc """ - S + WIP """ mutable struct SimpleAssetReturn{T} <: PortfolioAnalytics{T} value::Union{Missing,T} diff --git a/src/cumulative_return.jl b/src/cumulative_return.jl index da6881d..e9aed57 100644 --- a/src/cumulative_return.jl +++ b/src/cumulative_return.jl @@ -1,3 +1,6 @@ +@doc """ + WIP +""" mutable struct CumulativeReturn{T} <: PortfolioAnalytics{T} value::T n::Int diff --git a/src/drawdowns.jl b/src/drawdowns.jl index ed1e92d..1bc29b6 100644 --- a/src/drawdowns.jl +++ b/src/drawdowns.jl @@ -1,3 +1,6 @@ +@doc """ + WIP +""" mutable struct DrawDowns{T} <: PortfolioAnalytics{T} value::T n::Int @@ -22,6 +25,9 @@ function OnlineStatsBase._fit!(stat::DrawDowns, ret) end +@doc """ + WIP +""" mutable struct ArithmeticDrawDowns{T} <: PortfolioAnalytics{T} value::T n::Int diff --git a/src/mean_return.jl b/src/mean_return.jl index 5e3eb97..254b9c9 100644 --- a/src/mean_return.jl +++ b/src/mean_return.jl @@ -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 diff --git a/src/moments.jl b/src/moments.jl index 4aa21c6..d126c8d 100644 --- a/src/moments.jl +++ b/src/moments.jl @@ -1,3 +1,6 @@ +@doc """ + WIP +""" mutable struct AssetReturnMoments{T} <: PortfolioAnalytics{T} value::NamedTuple n::Int diff --git a/src/sharpe.jl b/src/sharpe.jl index 44eebd0..a4437db 100644 --- a/src/sharpe.jl +++ b/src/sharpe.jl @@ -1,3 +1,6 @@ +@doc """ + WIP +""" mutable struct Sharpe{T} <: PortfolioAnalytics{T} value::T n::Int diff --git a/src/sortino.jl b/src/sortino.jl index 41ae49d..5ef6bce 100644 --- a/src/sortino.jl +++ b/src/sortino.jl @@ -1,3 +1,6 @@ +@doc """ + WIP +""" mutable struct Sortino{T} <: PortfolioAnalytics{T} value::T n::Int