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β€Ž.gitignoreβ€Ž

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@@ -23,5 +23,4 @@ build/*
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.venv/
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.DS_Store
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**/.DS_Store
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β€Žbacktesting/_stats.pyβ€Ž

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@@ -156,7 +156,7 @@ def _round_timedelta(value, _period=_data_period(index)):
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market_log_returns = np.log(c[1:] / c[:-1])
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cov_matrix = np.cov(equity_log_returns, market_log_returns)
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beta = cov_matrix[0, 1] / cov_matrix[1, 1]
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s.loc['Alpha [%]'] = (s.loc['Return [%]'] - risk_free_rate * 100) - beta * (s.loc['Buy & Hold Return [%]'] - risk_free_rate * 100) # noqa: E501
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s.loc['Alpha [%]'] = (s.loc['Return [%]'] - risk_free_rate * 100) - beta * (s.loc['Buy & Hold Return [%]'] - risk_free_rate * 100) # noqa: E501
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s.loc['Beta'] = beta
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s.loc['Max. Drawdown [%]'] = max_dd * 100
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s.loc['Avg. Drawdown [%]'] = -dd_peaks.mean() * 100

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