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13283fbfce
* BIGGGG LINTING * fixing lints * fixing lints * black * very ruff * no export * fix hedge_view again * lints * platform lints * lints * black * black it @hjoaquim * fix some more linting --------- Co-authored-by: hjoaquim <h.joaquim@campus.fct.unl.pt>
71 lines
1.1 KiB
Python
71 lines
1.1 KiB
Python
"""Pydantic models for Quantitative Analysis."""
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from pydantic import BaseModel
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class TestModel(BaseModel):
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"""Base model for QA tests."""
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statistic: float
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p_value: float
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class NormalityModel(BaseModel):
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"""Normality model."""
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kurtosis: TestModel
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skewness: TestModel
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jarque_bera: TestModel
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shapiro_wilk: TestModel
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kolmogorov_smirnov: TestModel
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class ADFTestModel(TestModel):
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"""Augmented Dickey-Fuller test model."""
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nlags: int
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nobs: int
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icbest: float
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class KPSSTestModel(TestModel):
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"""Kwiatkowski–Phillips–Schmidt–Shin test model."""
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nlags: int
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class UnitRootModel(BaseModel):
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"""Unit root model."""
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adf: ADFTestModel
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kpss: KPSSTestModel
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class OmegaModel(BaseModel):
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"""Omega model."""
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threshold: float
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omega: float
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class SummaryModel(BaseModel):
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"""Summary model."""
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count: int
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mean: float
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std: float
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var: float
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min: float
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max: float
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p_25: float
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p_50: float
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p_75: float
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class CAPMModel(BaseModel):
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"""CAPM model."""
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market_risk: float
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systematic_risk: float
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idiosyncratic_risk: float
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