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.gitattributes
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*.pkl filter=lfs diff=lfs merge=lfs -text
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profile_stats filter=lfs diff=lfs merge=lfs -text
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*.pkl filter=lfs diff=lfs merge=lfs -text
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.hypothesis/.gitignore
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# This .gitignore file was automatically created by Hypothesis. Hypothesis gitignores
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# .hypothesis by default, because we generally recommend that .hypothesis not be checked
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# into version control.
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#
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# If you *would* like to check .hypothesis into version control, you should delete this
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# file. Hypothesis will not re-create this .gitignore unless .hypothesis is deleted (and
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# if it does, that's a bug - please report it!)
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*
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.hypothesis/constants/00c71e2f209412b3
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# file: D:\portfolio engine\engine\config_schema.py
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# hypothesis_version: 6.155.1
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[-5.0, -1.0, 0.0, 0.001, 0.01, 0.015, 0.04, 0.05, 0.1, 0.2, 0.35, 0.4, 0.5, 0.95, 0.999, 1.0, 2.0, 2.5, 3.0, 5.0, 10.0, 20.0, 25.0, 50.0, 100, 252, 365, 366, 756, 2000, 100000, '$', '.e2e_cache', '1950-01-03', '1971-02-05', '1974-12-31', '1977-01-03', 'AAPL', 'AGG', 'Bonds & Rates', 'Commodities', 'Core Equities', 'Crypto Proxies', 'DIA', 'Defensive/Value', 'EEM', 'EFA', 'ES', 'ETHE', 'FBTC', 'GC=F', 'GLD', 'IBIT', 'IEF', 'IWM', 'International', 'JNJ', 'KO', 'MES', 'MSFT', 'MSTR', 'NVDA', 'PDBC', 'PG', 'QQQ', 'SHY', 'SLV', 'SPY', 'TLT', 'TSLA', 'Tech & Growth', 'USO', 'VEA', 'VWO', 'XLP', '^GSPC', '^IXIC', '^TNX', '^TYX', '^VIX', '_', '__pydantic_extra__', 'after', 'allow', 'beta_hedge', 'daily', 'extra', 'is_yield', 'overlap_days', 'proxy', 'proxy_start', 'spo']
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.hypothesis/constants/015adbc8972a83b4
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# file: D:\portfolio engine\engine\core_types.py
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# hypothesis_version: 6.155.1
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[0.0, 1e-08, 1e-06, 0.001, 0.04, 0.1, 0.15, 0.2, 0.35, 0.4, 0.5, 0.95, 1.0, 1000000.0, 50000000.0, 252, 366, '$', 'CovarianceResult', 'ForecastResult', 'FuturesContract', 'FuturesOverlayResult', 'LotManager', 'ModelReturnForecast', 'OptimizationContext', 'OptimizationParams', 'OptimizationResult', 'PortfolioState', 'ReportData', 'SPY', 'TaxLot', 'ValidationResult', '^IRX', '^TNX', '^VIX', '_global_ewm_cov', '_risk_factor', '_stochastic', '_trading_periods', 'allocation_engine', 'allow_short', 'avg_cost', 'capital', 'current_weights_raw', 'equity', 'ff_enabled', 'fifo', 'hifo', 'lt_days', 'lt_first', 'model', 'overlay_enabled', 'purchase_date', 'rebalance_freq', 'risk', 'risk_free', 'shares', 'short_term_rate', 'spreads_enabled', 'tax_enabled', 'tax_rate_lt', 'tax_rate_st', 'tickers', 'volatility', 'volatility_target']
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.hypothesis/constants/01ba1e4d1ed9ce4b
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# file: D:\portfolio engine\engine\config.py
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# hypothesis_version: 6.155.1
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[-5.0, -1.0, 0.0, 0.0003, 0.0004, 0.0005, 0.0006, 0.0008, 0.001, 0.0025, 0.01, 0.015, 0.04, 0.05, 0.1, 0.2, 0.35, 0.4, 0.5, 0.95, 0.999, 1.0, 2.0, 2.5, 3.0, 5.0, 10.0, 20.0, 25.0, 50.0, 50000000.0, 100, 252, 365, 366, 756, 1024, 5000, 100000, '\x1b[0m', '\x1b[1m', '\x1b[2m', '\x1b[35m', '\x1b[36m', '\x1b[4m', '\x1b[91m', '\x1b[92m', '\x1b[93m', '\x1b[94m', '\x1b[95m', '\x1b[96m', '$', '&', '.e2e_cache', '/', '1950-01-03', '1971-02-05', '1974-12-31', '1977-01-03', 'AAPL', 'AGG', 'Bonds', 'Bonds & Rates', 'Commodities', 'Commodity', 'Core Equities', 'Crypto', 'Crypto Proxies', 'DIA', 'Defensive', 'Defensive/Value', 'EEM', 'EFA', 'ES', 'ETHE', 'FBTC', 'GC=F', 'GLD', 'IBIT', 'IEF', 'IWM', 'Index', 'International', 'JNJ', 'KO', 'MES', 'MSFT', 'MSTR', 'NVDA', 'Other', 'PDBC', 'PG', 'QQQ', 'SHY', 'SLV', 'SPY', 'TLT', 'TSLA', 'Tech', 'Tech & Growth', 'USO', 'VEA', 'VWO', 'XLP', '^GSPC', '^IXIC', '^TNX', '^TYX', '^VIX', '_', '__pydantic_extra__', 'after', 'allow', 'beta_hedge', 'cmdstanpy', 'daily', 'engine.log', 'exc_info', 'extra', 'funcName', 'is_yield', 'level', 'lineNo', 'matplotlib', 'message', 'module', 'name', 'output', 'overlap_days', 'portfolio_engine', 'portfolio_state.json', 'proxy', 'proxy_start', 'r', 'spo', 'timestamp', 'utf-8', 'w', 'yfinance', '—']
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.hypothesis/constants/0467a1de179f7542
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# file: d:\portfolio engine\engine\data_repository.py
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# hypothesis_version: 6.155.1
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[-0.99, 0.0, 0.05, 0.2, 15.0, 100, 252, 504, '$', '%s', ',', '.AS', '.AT', '.AX', '.DE', '.L', '.MC', '.MI', '.PA', '.SW', '.T', '.TO', '?', 'AUD', 'CAD', 'CHF', 'EUR', 'GBP', 'JPY', 'SPY', 'USD', '^IRX', '^TNX', '^VIX', '_trading_periods', '_use_saved_basis', 'all', 'benchmarks', 'close_price', 'currency_symbol', 'daily', 'data_history_years', 'date', 'equity', 'last', 'model_dump', 'monthly', 'portfolio_engine', 'return_frequency', 'risk_free', 'risk_free_rate', 'sector_map', 'sqlite', 'ticker', 'volatility', '£', '¥', '€']
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.hypothesis/constants/07e566914c051c16
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# file: d:\portfolio engine\engine\exports.py
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# hypothesis_version: 6.155.1
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[0.0, 0.0008, 0.001, 1.0, 100, 10000, '#D7E4BC', 'Alloc_$', 'Ann_Vol_%', 'Beta', 'CASH', 'Component_CVaR_%', 'Direction', 'EntryDrag_%', 'Exp_Return_%', 'Factor', 'Factor Exposures', 'HalfSpread_bp', 'LONG', 'Marginal_VaR_%', 'Portfolio_Exposure', 'Price', 'SHORT', 'Shares', 'Tax_If_Sold_$', 'Ticker', 'Unrealised_Gain_$', 'Weight_%', 'Weights', 'bold', 'border', 'fg_color', 'portfolio_report.pdf', 'tax_if_sold', 'text_wrap', 'top', 'transaction_cost', 'unreal_gain', 'valign', 'wkhtmltopdf', 'xlsxwriter']
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.hypothesis/constants/086625a5bb6a0506
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# file: d:\portfolio engine\engine\report_data.py
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# hypothesis_version: 6.155.1
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[0.0, 0.0001, 0.01, 0.04, 0.95, 1.0, 252, '#3fb950', '#56d364', '#58a6ff', '#79c0ff', '#bc8cff', '#d2a8ff', '#e3b341', '#f0883e', '#f85149', '#ff7b72', '#ffa657', '$', '%Y-%m-%d', 'BULL', 'Benchmark', 'CASH', 'Custom', 'Mean-Variance', '_risk_measure', 'ai_sentiment', 'allow_shorts', 'ann_ret', 'ann_vol', 'bench_html', 'benchmarks', 'beta', 'beta_trans', 'block', 'bt', 'calmar', 'capital', 'chart_data_script', 'cjs_tag', 'constraint_diag_html', 'cov_mat', 'curr', 'currency_symbol', 'curve_col', 'curve_inverted', 'cvar_enabled', 'cvar_garch_html', 'data_alerts_html', 'dd_days', 'disable_whatif', 'display_oos_chart', 'engine_id', 'equity', 'exp_ret', 'exp_rets', 'exp_sr', 'exp_vol', 'feature_importances', 'fixed_income_html', 'friction_paid', 'friction_rate', 'garch_enabled', 'gross_lev', 'has_curr', 'hist_calmar_trans', 'hist_cdar_trans', 'hist_cvar_trans', 'hist_mad_trans', 'hist_maxdd_trans', 'hist_ret_trans', 'hist_semi_trans', 'hist_sortino_trans', 'hist_sr_trans', 'hist_treynor_trans', 'hist_vol_trans', 'ignore', 'jacobian', 'js_alpha', 'leverage_html', 'long_e', 'max_dd', 'model_badge', 'model_id', 'model_name', 'name', 'narrative', 'none', 'oos_dates', 'oos_section', 'overlay_html', 'port_yield', 'rc_ds', 'rc_html', 'resiliency_html', 'ret_trans', 'rfr', 'rfr_raw', 'risk_attr_html', 'risk_free_rate', 'sharpe', 'short_e', 'show_bl_shift', 'show_ef', 'show_factors', 'show_ml_stats', 'show_whatif', 'single_asset_min', 'sortino', 'spy_trend', 'sr_trans', 'table_rows', 'tax_html', 'tnx_label', 'trading_days', 'trend_col', 'treynor_trans', 'validation_html', 'vix_col', 'vix_high', 'vix_label', 'vol_trans', 'w_risky', 'warn_html', 'whatif_html', '—']
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.hypothesis/constants/09238270fadc90e7
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# file: D:\portfolio engine\engine\report_builders\html_diagnostics.py
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# hypothesis_version: 6.155.1
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['#d29922', '#f85149', 'Critical', 'Universe too small', 'Warning', 'display_constraints', 'relaxation_log']
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.hypothesis/constants/0a5b57ddad2e49ad
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# file: D:\portfolio engine\engine\config_io.py
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# hypothesis_version: 6.155.1
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['&', '/', '_', 'constraints.json', 'r', 'utf-8', 'w']
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.hypothesis/constants/0d00c8d264a2a9d8
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# file: D:\portfolio engine\engine\diagnostics.py
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# hypothesis_version: 6.155.1
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[500, 'details', 'diagnostics', 'flag', 'flags', 'last_updated', 'task_id', 'timestamp', 'w', 'wealth_engine']
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# file: D:\portfolio engine\engine\safety.py
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# hypothesis_version: 6.155.1
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[0.0, 0.05, 0.15, 0.8, 8000, 'CASH', 'GlobalCircuitBreaker', 'RiskMonitor', 'contracts', 'current_weights', 'inf', 'is_halted', 'margin_requirement', 'peak_value', 'portfolio_value_usd', 'r', 'start_metrics_server', 'w']
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# file: D:\portfolio engine\engine\e2e_forecast_model.py
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# hypothesis_version: 6.155.1
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[0.0, 1e-08, 1e-06, 0.0001, 0.001, 0.04, 0.1, 0.2, 1.0, 3.0, 100, 126, 252, 5000, 'SCS', 'cpu', 'eps', 'max_iters', 'nan', 'ret', 'solve_method', 'spo', 'target', 'train_loss', 'val_loss', 'val_sharpe']
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# file: D:\portfolio engine\engine\analytics.py
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# hypothesis_version: 6.155.1
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[-0.55, -0.33, -0.25, -0.2, -0.15, -0.1, -0.04, -0.015, -0.01, 0.0, 1e-06, 0.0001, 0.0008, 0.001, 0.01, 0.015, 0.04, 0.1, 0.25, 0.4, 0.95, 1.0, 2.0, 20.0, 252.0, 50000000.0, -200, 100, 200, 252, ' & ', 'BEAR', 'BULL', 'CASH', 'CHOP', 'No Shock', 'SPY', 'UNKNOWN', '^IRX', '^TNX', '^VIX', 'allow_short', 'ann_ret', 'ann_rets', 'ann_vol', 'benchmarks', 'calmar', 'curve_inverted', 'dd_days', 'default_adv_proxy', 'equity', 'friction_paid', 'friction_rate', 'gain_fractions', 'ignore', 'impact', 'impact_paid', 'is_historical', 'jacobian', 'max', 'max_dd', 'max_dd_date', 'min', 'name', 'optimal', 'optimizer_failures', 'rate_shift', 'report', 'risk_free', 'rolling_sharpe', 'scenario', 'sharpe', 'short_term_rate', 'sortino', 'spread', 'spy_drop', 'spy_trend', 'tax_enabled', 'tax_paid', 'tax_rates', 'tc_volume_profile', 'tickers', 'tnx_val', 'total_ret', 'transaction_cost', 'trigger', 'vix_high', 'vix_val', 'volatility']
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# file: D:\portfolio engine\engine\database.py
|
| 2 |
+
# hypothesis_version: 6.155.1
|
| 3 |
+
|
| 4 |
+
[1.0, 3600, 10000, 'DATABASE_URL', '__main__', 'append', 'asset_fundamentals', 'audit_log', 'backtest_history', 'connect_timeout', 'daily_prices', 'daily_yields', 'date', 'finance_data.db', 'saved_portfolios', 'sqlite', 'stitch_metadata', 'ticker', 'user_memory', 'webhook_configs']
|
.hypothesis/constants/139a07a020d17f2e
ADDED
|
@@ -0,0 +1,4 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# file: D:\portfolio engine\engine\models.py
|
| 2 |
+
# hypothesis_version: 6.155.1
|
| 3 |
+
|
| 4 |
+
[-0.5, -0.02, 0.0, 1e-12, 1e-08, 0.0001, 0.001, 0.01, 0.015, 0.02, 0.03, 0.04, 0.045, 0.05, 0.06, 0.08, 0.1, 0.2, 0.25, 0.3, 0.5, 0.6, 0.7, 0.75, 0.8, 0.85, 0.94, 0.95, 0.99, 0.999, 1.0, 1.0001, 1.5, 2.0, 2.5, 5.0, 10.0, 100.0, 365.25, 1000.0, 10000.0, 100, 127, 252, 256, 1024, 3600, 5000, '1', 'AR', 'GARCH', 'HML', 'MOM', 'Mkt-RF', 'NaN in forecast', 'OMP_NUM_THREADS', 'POOLED_MODEL', 'SMB', 'Zero', 'alpha', 'alpha[1]', 'beta', 'beta[1]', 'const', 'cpu', 'cuda', 'garch_ann_vol', 'hist', 'hist_ann_vol', 'ignore', 'local linear trend', 'marchenko_pastur', 'market_caps', 'maturity', 'median', 'modified_duration', 'normal', 'off', 'origin', 'persistence', 'ret', 'scale', 'spot', 'target', 'wigner_semicircle']
|
.hypothesis/constants/1562891fb28d1032
ADDED
|
@@ -0,0 +1,4 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# file: D:\portfolio engine\engine\constants.py
|
| 2 |
+
# hypothesis_version: 6.155.1
|
| 3 |
+
|
| 4 |
+
[0.0003, 0.0004, 0.0005, 0.0006, 0.0008, 0.0025, 0.05, 50000000.0, '\x1b[0m', '\x1b[1m', '\x1b[2m', '\x1b[35m', '\x1b[36m', '\x1b[4m', '\x1b[91m', '\x1b[92m', '\x1b[93m', '\x1b[94m', '\x1b[95m', '\x1b[96m', '7f8a9e2c4b5d6f1a', 'Bonds', 'Commodity', 'Crypto', 'Defensive', 'Index', 'International', 'MASTER_KEY', 'Other', 'Tech', 'access_keys.json', 'output', 'portfolio_state.json', '—']
|
.hypothesis/constants/15acf8fb0390c682
ADDED
|
@@ -0,0 +1,4 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# file: D:\portfolio engine\engine\alternative_data.py
|
| 2 |
+
# hypothesis_version: 6.155.1
|
| 3 |
+
|
| 4 |
+
[0.0, 1.0, 5.0, 'ignore', 'impliedVolatility', 'iv_skew', 'openInterest', 'put_call_ratio', 'volume']
|
.hypothesis/constants/162fa2027b56a160
ADDED
|
@@ -0,0 +1,4 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# file: D:\portfolio engine\engine\report_builders\html_validation.py
|
| 2 |
+
# hypothesis_version: 6.155.1
|
| 3 |
+
|
| 4 |
+
[0.0, 0.05, 1.0, '#3fb950', '#e3b341', '#f85149', '</div>', 'Model 2', 'Naive Mean', 'diagnostic', 'independence', 'overall_pass', 'p_value', 'significant', 'winner']
|
.hypothesis/constants/1a72af83c9561bd8
ADDED
|
@@ -0,0 +1,4 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# file: d:\portfolio engine\engine\regime_detection.py
|
| 2 |
+
# hypothesis_version: 6.155.1
|
| 3 |
+
|
| 4 |
+
[0.0, 1e-08, 1e-06, 0.4, 0.6, 0.85, 1.0, 1.5, 2.0, 5.0, 7.5, 13.0, 25.0, 35.0, 100.0, 10000.0, 100, 120, 126, 252, 1008, 'FIGARCH', 'GARCH', 'Normal / Chop', 'Unknown', 'Zero', 'all', 'avg_correlation', 'current_regime', 'd', 'details', 'diag', 'ignore', 'is_high_corr', 'is_high_vol', 'is_long_memory_crash', 'latest_corr_matrix', 'off', 'ordered_vols', 'regime_vols', 'severity_score', 'state_sequence', 'state_series', 'transition_matrix']
|
.hypothesis/constants/1bb763679dbc1d45
ADDED
|
@@ -0,0 +1,4 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# file: D:\portfolio engine\engine\report_html.py
|
| 2 |
+
# hypothesis_version: 6.155.1
|
| 3 |
+
|
| 4 |
+
['$', 'J', 'cov', 'cov_mat', 'curr', 'disable_whatif', 'exp_rets', 'jacobian', 'mu', 'n', 'report_template.html', 'rfr', 'rfr_raw', 'tickers', 'w', 'w_risky', 'whatif_html']
|
.hypothesis/constants/1e57bc8935f369eb
ADDED
|
@@ -0,0 +1,4 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# file: D:\portfolio engine\engine\solver.py
|
| 2 |
+
# hypothesis_version: 6.155.1
|
| 3 |
+
|
| 4 |
+
[-1.0, -0.005, 0.0, 1e-08, 0.0001, 0.0005, 0.0008, 0.001, 0.005, 0.04, 0.1, 0.2, 0.3, 0.4, 0.5, 0.7, 0.85, 0.9, 0.95, 1.0, 1.05, 1.1, 1.3, 1.5, 1.8, 2.0, 3.0, 5.0, 100.0, 365.25, 100000.0, 50000000.0, 128, 150, 252, 3600, 'CASH', 'Custom', 'b_max', 'b_min', 'binding_constraints', 'bond_metadata', 'capm_rets', 'coupon', 'cov_mat', 'cvar', 'cvar_alpha', 'cvar_enabled', 'cvar_lambda', 'default_adv_proxy', 'display_constraints', 'ef_curve', 'engine_id', 'exp_rets', 'face', 'feature_importances', 'ff_betas', 'freq', 'garch_info', 'gross_leverage_cap', 'hist_rets', 'hmm_regime', 'ignore', 'js_alpha', 'lw_alpha', 'maturity', 'max_turnover', 'model_id', 'modified_duration', 'name', 'portfolio_duration', 'pre_tax_rets', 'relaxation_log', 'rets', 'risk_contributions', 'risk_free_rate', 'sector_limit', 'sector_map', 'severity_score', 'single_asset_max', 'single_asset_min', 'tax_enabled', 'tax_rate', 'tax_rate_lt', 'transaction_cost', 'vols']
|
.hypothesis/constants/1f9e1d5c1261fbc8
ADDED
|
@@ -0,0 +1,4 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# file: D:\portfolio engine\engine\futures_overlay.py
|
| 2 |
+
# hypothesis_version: 6.155.1
|
| 3 |
+
|
| 4 |
+
[0.0, 0.0001, 0.2, 0.8, 1.0, 50.0, 4000.0, 12000.0, 200000.0, 'CASH', 'ES=F', 'beta_hedge', 'futures_target_beta', 'futures_universe', 'hedge', 'ignore', 'leverage', 'overlay_mode']
|
.hypothesis/constants/20a4056c1aa675a5
ADDED
|
@@ -0,0 +1,4 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# file: D:\portfolio engine\engine\data.py
|
| 2 |
+
# hypothesis_version: 6.155.1
|
| 3 |
+
|
| 4 |
+
[-99.99, -0.999, 0.0, 1e-08, 0.04, 0.1, 0.35, 0.5, 100.0, 365.25, -999, 100, 127, 200, 252, 360, 365, 3650, 5000, '%Y%m%d', '%Y-%m-%d', ',', '.', '.CSV', '.csv', '1950-01-03', '1971-02-05', '1974-12-31', '1977-01-03', '1980-01-01', '5factor', 'Adj Close', 'B', 'BAMLH0A0HYM2', 'CMA', 'Close', 'FRED_API_KEY', 'GC=F', 'GLD', 'HML', 'HYG', 'IEF', 'M', 'ME', 'MOM', 'Mkt-RF', 'NaN', 'Price', 'QQQ', 'RMW', 'SMB', 'SPY', 'TLT', '^GSPC', '^IRX', '^IXIC', '^TNX', '^TYX', '^VIX', 'all', 'beta_63d', 'bond_metadata', 'close_price', 'cma_21d', 'coerce', 'coupon', 'date', 'equity', 'extended_history', 'face', 'freq', 'hml_21d', 'inner', 'is_yield', 'latin-1', 'linear', 'maturity', 'max_date', 'mkt_rf_21d', 'mom', 'mom_1m', 'mom_3m', 'mom_6m', 'momentum', 'nan', 'observations', 'overlap_days', 'proxy', 'proxy_mappings', 'proxy_start', 'ret', 'rev_5d', 'risk_free', 'rmw_21d', 'smb_21d', 'spread', 'sum', 'target', 'ticker', 'tickers', 'value', 'vol_21d', 'volatility', 'yield_pct']
|
.hypothesis/constants/243cd6b433aeac41
ADDED
|
@@ -0,0 +1,4 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# file: D:\portfolio engine\engine\cvxpy_engine.py
|
| 2 |
+
# hypothesis_version: 6.155.1
|
| 3 |
+
|
| 4 |
+
[-1.0, 0.0, 1e-08, 1e-06, 1e-05, 0.0001, 0.0005, 0.0008, 0.001, 0.03, 0.05, 0.07, 0.09, 0.1, 0.12, 0.15, 0.18, 0.2, 0.21, 0.24, 0.28, 0.3, 0.5, 0.8, 0.95, 0.99, 0.999, 1.0, 1.5, 2.0, 3.0, 10.0, 50.0, 100.0, 100000, 'Base', 'CASH', 'CDaR', 'CVaR', 'DW Nonneg', 'Drop Beta', 'Drop Duration', 'Drop Factors', 'Duration', 'Fully Invested', 'Gross Leverage Cap', 'HML', 'MAD', 'Market Impact SOCP', 'Max Loss', 'Mean-Variance', 'Relax Sector Caps', 'Remove Min Weights', 'Remove Turnover', 'SMB', 'Sell Volume Tracking', 'Sell W Nonneg', 'Semi-Variance', 'Short W Nonneg', 'Unconstrained', 'Weights are None', 'Widen Beta', '_e2e_warm_start', '_risk_measure', 'baseline_risk_factor', 'cvar_alpha', 'cvar_enabled', 'cvar_lambda', 'details', 'dual_value', 'eps_abs', 'eps_gap', 'eps_rel', 'factor_neutrality', 'garch_info', 'gross_leverage_cap', 'hmm_regime', 'ignore', 'max_duration', 'max_iter', 'min_duration', 'risk_budgeting', 'risk_free_rate', 'scale', 'sector_map', 'severity_score', 'short_borrow_cost', 'state_sequence', 'tc_volume_profile', 'transaction_cost', 'warm_start']
|
.hypothesis/constants/25808bb2bc917469
ADDED
|
@@ -0,0 +1,4 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# file: D:\portfolio engine\engine\report_data.py
|
| 2 |
+
# hypothesis_version: 6.155.1
|
| 3 |
+
|
| 4 |
+
[0.0, 0.0001, 0.01, 0.04, 0.95, 1.0, 252, '#3fb950', '#56d364', '#58a6ff', '#79c0ff', '#bc8cff', '#d2a8ff', '#e3b341', '#f0883e', '#f85149', '#ff7b72', '#ffa657', '$', '%Y-%m-%d', 'BULL', 'Benchmark', 'CASH', 'Custom', 'Mean-Variance', '_risk_measure', 'allow_shorts', 'ann_ret', 'ann_vol', 'bench_html', 'benchmarks', 'beta', 'beta_trans', 'block', 'bt', 'calmar', 'capital', 'chart_data_script', 'cjs_tag', 'constraint_diag_html', 'cov_mat', 'curr', 'currency_symbol', 'curve_col', 'curve_inverted', 'cvar_enabled', 'cvar_garch_html', 'data_alerts_html', 'dd_days', 'disable_whatif', 'display_oos_chart', 'engine_id', 'equity', 'exp_ret', 'exp_rets', 'exp_sr', 'exp_vol', 'fixed_income_html', 'friction_paid', 'friction_rate', 'garch_enabled', 'gross_lev', 'has_curr', 'hist_calmar_trans', 'hist_cdar_trans', 'hist_cvar_trans', 'hist_mad_trans', 'hist_maxdd_trans', 'hist_ret_trans', 'hist_semi_trans', 'hist_sortino_trans', 'hist_sr_trans', 'hist_treynor_trans', 'hist_vol_trans', 'ignore', 'jacobian', 'js_alpha', 'leverage_html', 'long_e', 'max_dd', 'model_badge', 'model_id', 'model_name', 'name', 'narrative', 'none', 'oos_dates', 'oos_section', 'overlay_html', 'port_yield', 'rc_ds', 'rc_html', 'resiliency_html', 'ret_trans', 'rfr', 'rfr_raw', 'risk_attr_html', 'risk_free_rate', 'sharpe', 'short_e', 'show_bl_shift', 'show_ef', 'show_factors', 'show_ml_stats', 'show_whatif', 'single_asset_min', 'sortino', 'spy_trend', 'sr_trans', 'table_rows', 'tax_html', 'tnx_label', 'trading_days', 'trend_col', 'treynor_trans', 'validation_html', 'vix_col', 'vix_high', 'vix_label', 'vol_trans', 'w_risky', 'warn_html', 'whatif_html', '—']
|
.hypothesis/constants/25f6c3bb2fc4a8c7
ADDED
|
@@ -0,0 +1,4 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# file: D:\portfolio engine\engine\forecast_generation.py
|
| 2 |
+
# hypothesis_version: 6.155.1
|
| 3 |
+
|
| 4 |
+
[0.0, 0.005, 0.05, 0.1, 0.15, 0.2, 0.25, 0.3, 0.45, 0.5, 0.7, 1.0, 2.0, 365.25, 126, 252, 'HF_TOKEN', '_trading_periods', 'ai_sentiment', 'alpha', 'anova_enabled', 'betas', 'bond_metadata', 'factor_exposures', 'feature_importances', 'garch_enabled', 'hmm_regime', 'incremental_cov', 'is_high_vol', 'risk_free_rate', 'sentiment', 'severity_score', 'state_series', 'use_fast_ewm_cov']
|
.hypothesis/constants/267362902d4a9f51
ADDED
|
@@ -0,0 +1,4 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# file: D:\portfolio engine\engine\cvxpy_engine.py
|
| 2 |
+
# hypothesis_version: 6.155.1
|
| 3 |
+
|
| 4 |
+
[-1.0, 0.0, 1e-08, 1e-06, 1e-05, 0.0001, 0.0005, 0.0008, 0.001, 0.03, 0.05, 0.07, 0.09, 0.1, 0.12, 0.15, 0.18, 0.2, 0.21, 0.24, 0.28, 0.3, 0.5, 0.8, 0.95, 0.99, 0.999, 1.0, 1.5, 2.0, 3.0, 10.0, 50.0, 100.0, 100000, 'Base', 'CASH', 'CDaR', 'CVaR', 'DW Nonneg', 'Drop Beta', 'Drop Duration', 'Drop Factors', 'Duration', 'Fully Invested', 'Gross Leverage Cap', 'HML', 'MAD', 'Market Impact SOCP', 'Max Loss', 'Mean-Variance', 'Relax Sector Caps', 'Remove Min Weights', 'Remove Turnover', 'SMB', 'Sell Volume Tracking', 'Sell W Nonneg', 'Semi-Variance', 'Short W Nonneg', 'Unconstrained', 'Weights are None', 'Widen Beta', '_e2e_warm_start', '_risk_measure', 'baseline_risk_factor', 'cvar_alpha', 'cvar_enabled', 'cvar_lambda', 'details', 'dual_value', 'eps_abs', 'eps_gap', 'eps_rel', 'factor_neutrality', 'garch_info', 'gross_leverage_cap', 'hmm_regime', 'ignore', 'max_assets', 'max_duration', 'max_iter', 'min_duration', 'risk_budgeting', 'risk_free_rate', 'scale', 'sector_map', 'severity_score', 'short_borrow_cost', 'state_sequence', 'tc_volume_profile', 'transaction_cost', 'use_fast_ewm_cov', 'warm_start']
|
.hypothesis/constants/26df2a364bca776c
ADDED
|
@@ -0,0 +1,4 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# file: D:\portfolio engine\engine\narrative.py
|
| 2 |
+
# hypothesis_version: 6.155.1
|
| 3 |
+
|
| 4 |
+
[0.0, 252, ')', '</ul>', '<ul>', 'Beta Target', 'Max Turnover', 'Momentum trends', 'Single Asset Cap', 'Volatility dynamics', 'Yield/Credit Spreads', '_', 'bear', 'beta', 'binding_constraints', 'bull', 'curve_inverted', 'feature_importances', 'mom', 'neutral', 'spread', 'spy_trend', 'var', 'vix_high', 'vol', 'yield']
|
.hypothesis/constants/281b36864b76c723
ADDED
|
@@ -0,0 +1,4 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# file: D:\portfolio engine\engine\execution.py
|
| 2 |
+
# hypothesis_version: 6.155.1
|
| 3 |
+
|
| 4 |
+
[-1.0, 0.0, 0.0001, 0.01, 0.015, 0.05, 0.1, 0.15, 0.5, 1.0, 2.5, 3.0, 4.0, 10000.0, 50000000.0, 7497, '%Y%m%d_%H%M%S', '127.0.0.1', 'AUC', 'Action', 'AlgoStrategy', 'ArrivalPx', 'BUY', 'CASH', 'Currency', 'DAY', 'Exchange', 'IB_ARRIVAL', 'LMT', 'LmtPrice', 'MKT', 'MOC', 'OrderType', 'Quantity', 'SELL', 'SMART', 'STK', 'SecType', 'Symbol', 'TWAP', 'TimeInForce', 'Twap', 'USD', 'VWAP', 'Vwap', 'adv', 'aggressive', 'base_price', 'broker', 'close', 'current_weights', 'daily', 'db', 'diff', 'drift_only', 'execution_price', 'filled_val', 'high', 'impact_decimal', 'intended_val', 'items', 'low', 'monthly', 'open', 'quarterly', 'slippage_bps', 'twap', 'volatility', 'vwap', 'w', 'weekly', 'y']
|
.hypothesis/constants/2b0f289b8c84c050
ADDED
|
@@ -0,0 +1,4 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# file: D:\portfolio engine\engine\data_repository.py
|
| 2 |
+
# hypothesis_version: 6.155.1
|
| 3 |
+
|
| 4 |
+
[-0.99, 0.0, 0.05, 15.0, 100, 252, '%s', ',', '?', 'SPY', '^IRX', '^TNX', '^VIX', '_trading_periods', '_use_saved_basis', 'all', 'benchmarks', 'close_price', 'daily', 'data_history_years', 'date', 'equity', 'last', 'model_dump', 'monthly', 'portfolio_engine', 'return_frequency', 'risk_free', 'risk_free_rate', 'sector_map', 'sqlite', 'ticker', 'volatility']
|
.hypothesis/constants/2c6b1acedbec8786
ADDED
|
@@ -0,0 +1,4 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# file: D:\portfolio engine\engine\risk_attribution.py
|
| 2 |
+
# hypothesis_version: 6.155.1
|
| 3 |
+
|
| 4 |
+
[-1.0, 0.0, 1e-08, 0.0001, 0.3, 0.5, 0.95, 1.0, 100.0, 'alpha', 'explained_return', 'factor_contributions', 'ignore', 'total_return']
|
.hypothesis/constants/2cbc234a8598ee42
ADDED
|
@@ -0,0 +1,4 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# file: d:\portfolio engine\engine\safety.py
|
| 2 |
+
# hypothesis_version: 6.155.1
|
| 3 |
+
|
| 4 |
+
[0.0, 0.05, 0.15, 0.8, 8000, 'CASH', 'GlobalCircuitBreaker', 'RiskMonitor', 'contracts', 'current_weights', 'inf', 'is_halted', 'items', 'margin_requirement', 'peak_value', 'portfolio_value_usd', 'r', 'start_metrics_server', 'w']
|
.hypothesis/constants/2e3e216dfb3d8e4d
ADDED
|
@@ -0,0 +1,4 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# file: d:\portfolio engine\engine\utils\metrics.py
|
| 2 |
+
# hypothesis_version: 6.155.1
|
| 3 |
+
|
| 4 |
+
[0.0, 0.0001, 0.0008, 'CASH', 'gross_lev', 'ignore', 'long_e', 'port_duration', 'port_yield', 'short_e']
|
.hypothesis/constants/2ee87ba1426ef838
ADDED
|
@@ -0,0 +1,4 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# file: D:\portfolio engine\engine\chart_data.py
|
| 2 |
+
# hypothesis_version: 6.155.1
|
| 3 |
+
|
| 4 |
+
[250, 'last']
|
.hypothesis/constants/314fcac4a2f179e2
ADDED
|
@@ -0,0 +1,4 @@
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
# file: d:\portfolio engine\engine\database.py
|
| 2 |
+
# hypothesis_version: 6.155.1
|
| 3 |
+
|
| 4 |
+
[1.0, 3600, 10000, 'DATABASE_URL', '__main__', 'append', 'asset_fundamentals', 'audit_log', 'backtest_history', 'daily_prices', 'daily_yields', 'date', 'finance_data.db', 'saved_portfolios', 'sqlite', 'stitch_metadata', 'ticker', 'user_memory', 'webhook_configs']
|
.hypothesis/constants/338b8e5c6cd0fbeb
ADDED
|
@@ -0,0 +1,4 @@
|
|
|
|
|
|
|
|
|
|
|
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# file: D:\portfolio engine\engine\report_html.py
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# hypothesis_version: 6.155.1
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['$', 'J', 'cov', 'cov_mat', 'curr', 'disable_whatif', 'exp_rets', 'jacobian', 'mu', 'n', 'report_template.html', 'rfr', 'rfr_raw', 'tickers', 'w', 'w_risky', 'whatif_html']
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.hypothesis/constants/348e26a70db1d761
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# file: D:\portfolio engine\engine\forecast_generation.py
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# hypothesis_version: 6.155.1
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[0.0, 0.005, 0.02, 0.05, 0.1, 0.15, 0.2, 0.25, 0.3, 0.45, 0.5, 0.7, 1.0, 2.0, 365.25, 126, 252, 'HF_TOKEN', '_trading_periods', 'ai_sentiment', 'alpha', 'anova_enabled', 'betas', 'bond_metadata', 'factor_exposures', 'fcf_yield', 'feature_importances', 'garch_enabled', 'hmm_regime', 'implied_volatility', 'incremental_cov', 'is_high_vol', 'pe_ratio', 'risk_free_rate', 'sentiment', 'severity_score', 'state_series', 'use_fast_ewm_cov']
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.hypothesis/constants/353d619262b55d95
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# file: D:\portfolio engine\engine\math_utils.py
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# hypothesis_version: 6.155.1
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[0.0, 1e-08, 0.05, 1.645, 'columns', 'values']
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.hypothesis/constants/384f54732a3f3fc7
ADDED
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# file: D:\portfolio engine\engine\overlay_analytics.py
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| 2 |
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# hypothesis_version: 6.155.1
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| 3 |
+
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| 4 |
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[0.0, 1.0, 252, 'Daily_Futures_PnL', 'Equity_NAV', 'Futures_PnL', 'Margin_Buffer', 'Margin_Call', 'Total_NAV', 'Total_Return', 'hybrid_ann_return', 'hybrid_ann_vol', 'hybrid_cum_return', 'hybrid_max_drawdown', 'hybrid_sharpe']
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.hypothesis/constants/394ec4affdcc559b
ADDED
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# file: D:\portfolio engine\engine\safety.py
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| 2 |
+
# hypothesis_version: 6.155.1
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| 3 |
+
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| 4 |
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[0.0, 0.05, 0.15, 0.8, 8000, 'CASH', 'GlobalCircuitBreaker', 'RiskMonitor', 'contracts', 'current_weights', 'inf', 'is_halted', 'items', 'margin_requirement', 'peak_value', 'portfolio_value_usd', 'r', 'start_metrics_server', 'w']
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.hypothesis/constants/3aaeb719ea34a9c5
ADDED
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# file: D:\portfolio engine\engine\constants.py
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| 2 |
+
# hypothesis_version: 6.155.1
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| 3 |
+
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| 4 |
+
[0.0003, 0.0004, 0.0005, 0.0006, 0.0008, 0.0025, 0.05, 50000000.0, '\x1b[0m', '\x1b[1m', '\x1b[2m', '\x1b[35m', '\x1b[36m', '\x1b[4m', '\x1b[91m', '\x1b[92m', '\x1b[93m', '\x1b[94m', '\x1b[95m', '\x1b[96m', 'Bonds', 'Commodity', 'Crypto', 'Defensive', 'Index', 'International', 'Ir_yad', 'MASTER_KEY', 'Other', 'Tech', 'access_keys.json', 'output', 'portfolio_state.json', '—']
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.hypothesis/constants/3ae978d1219fc9a6
ADDED
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+
# file: D:\portfolio engine\engine\access_manager.py
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| 2 |
+
# hypothesis_version: 6.155.1
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| 3 |
+
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| 4 |
+
['OTK-', 'REDIS_URL', 'Unknown', 'access.log', 'access_keys', 'created_at', 'expires_at', 'otk', 'r', 'revoked', 'used_at', 'used_by_ip', 'utf-8', 'w', 'wealth_access']
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.hypothesis/constants/3bbad88c5cecb330
ADDED
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| 1 |
+
# file: d:\portfolio engine\engine\report.py
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| 2 |
+
# hypothesis_version: 6.155.1
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| 3 |
+
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| 4 |
+
['%Y-%m-%d %H:%M', 'chart.umd.min.js', 'timestamp', 'utf-8', 'w']
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