Coverage report:
31%
hide covered
Files
Functions
Classes
coverage.py v7.9.2
, created at 2025-07-12 09:14 +0000
File
function
statements
missing
excluded
coverage
src/ifunnel/__init__.py
(no function)
2
0
0
100%
src/ifunnel/financial_data_preprocessing/__init__.py
(no function)
0
0
0
100%
src/ifunnel/financial_data_preprocessing/clean_downloaded_data.py
clean_data
42
42
0
0%
src/ifunnel/financial_data_preprocessing/clean_downloaded_data.py
(no function)
7
7
0
0%
src/ifunnel/financial_data_preprocessing/gams_transfer.py
(no function)
0
0
0
100%
src/ifunnel/financial_data_preprocessing/get_algostrata_data.py
batch
3
3
0
0%
src/ifunnel/financial_data_preprocessing/get_algostrata_data.py
get_algostrata_data
35
35
0
0%
src/ifunnel/financial_data_preprocessing/get_algostrata_data.py
(no function)
11
11
0
0%
src/ifunnel/financial_data_preprocessing/get_yahoo_data.py
download_data
6
6
0
0%
src/ifunnel/financial_data_preprocessing/get_yahoo_data.py
(no function)
13
13
0
0%
src/ifunnel/models/CVaRmodel.py
rebalancing_model
36
10
0
72%
src/ifunnel/models/CVaRmodel.py
cvar_model
26
0
0
100%
src/ifunnel/models/CVaRmodel.py
(no function)
7
0
0
100%
src/ifunnel/models/CVaRtargets.py
CVaR
8
0
0
100%
src/ifunnel/models/CVaRtargets.py
portfolio_risk_target
6
0
0
100%
src/ifunnel/models/CVaRtargets.py
get_cvar_targets
21
0
0
100%
src/ifunnel/models/CVaRtargets.py
(no function)
7
0
0
100%
src/ifunnel/models/Clustering.py
fancy_dendrogram
18
18
0
0%
src/ifunnel/models/Clustering.py
cluster
17
17
0
0%
src/ifunnel/models/Clustering.py
pick_cluster
10
10
0
0%
src/ifunnel/models/Clustering.py
(no function)
8
8
0
0%
src/ifunnel/models/MST.py
minimum_spanning_tree
32
0
0
100%
src/ifunnel/models/MST.py
(no function)
6
0
0
100%
src/ifunnel/models/MVOmodel.py
cholesky_psd
8
8
0
0%
src/ifunnel/models/MVOmodel.py
rebalancing_model
32
10
0
69%
src/ifunnel/models/MVOmodel.py
mvo_model
25
0
0
100%
src/ifunnel/models/MVOmodel.py
(no function)
9
0
0
100%
src/ifunnel/models/MVOtargets.py
portfolio_risk_target
4
0
0
100%
src/ifunnel/models/MVOtargets.py
get_mvo_targets
20
0
0
100%
src/ifunnel/models/MVOtargets.py
(no function)
6
0
0
100%
src/ifunnel/models/ScenarioGeneration.py
MomentGenerator._alpha_numerator
8
0
0
100%
src/ifunnel/models/ScenarioGeneration.py
MomentGenerator._ledoit_wolf_shrinkage
11
0
0
100%
src/ifunnel/models/ScenarioGeneration.py
MomentGenerator._jorion_shrinkage
2
2
0
0%
src/ifunnel/models/ScenarioGeneration.py
MomentGenerator.compute_annualized_covariance
5
5
0
0%
src/ifunnel/models/ScenarioGeneration.py
MomentGenerator.generate_sigma_mu_for_test_periods
14
0
0
100%
src/ifunnel/models/ScenarioGeneration.py
MomentGenerator.split_dataset
6
6
0
0%
src/ifunnel/models/ScenarioGeneration.py
MomentGenerator.generate_annual_sigma_mu_with_risk_free
13
13
0
0%
src/ifunnel/models/ScenarioGeneration.py
ScenarioGenerator.__init__
1
0
0
100%
src/ifunnel/models/ScenarioGeneration.py
ScenarioGenerator.monte_carlo
18
0
0
100%
src/ifunnel/models/ScenarioGeneration.py
ScenarioGenerator.bootstrapping
16
0
0
100%
src/ifunnel/models/ScenarioGeneration.py
ScenarioGenerator.MC_simulation_annual_from_weekly
17
17
0
0%
src/ifunnel/models/ScenarioGeneration.py
ScenarioGenerator.bootstrap_simulation_annual_from_weekly
13
13
0
0%
src/ifunnel/models/ScenarioGeneration.py
(no function)
26
0
0
100%
src/ifunnel/models/__init__.py
(no function)
0
0
0
100%
src/ifunnel/models/dataAnalyser.py
mean_an_returns
5
5
0
0%
src/ifunnel/models/dataAnalyser.py
final_stats
12
12
0
0%
src/ifunnel/models/dataAnalyser.py
get_weekly_returns
5
5
0
0%
src/ifunnel/models/dataAnalyser.py
(no function)
5
5
0
0%
src/ifunnel/models/lifecycle/MVOlifecycleModel.py
calculate_risk_metrics
7
7
0
0%
src/ifunnel/models/lifecycle/MVOlifecycleModel.py
calculate_analysis_metrics
15
15
0
0%
src/ifunnel/models/lifecycle/MVOlifecycleModel.py
lifecycle_rebalance_model
25
25
0
0%
src/ifunnel/models/lifecycle/MVOlifecycleModel.py
get_port_allocations
9
9
0
0%
src/ifunnel/models/lifecycle/MVOlifecycleModel.py
portfolio_rebalancing
38
38
0
0%
src/ifunnel/models/lifecycle/MVOlifecycleModel.py
riskadjust_model_scen
20
20
0
0%
src/ifunnel/models/lifecycle/MVOlifecycleModel.py
(no function)
11
11
0
0%
src/ifunnel/models/lifecycle/__init__.py
(no function)
0
0
0
100%
src/ifunnel/models/lifecycle/glidePathCreator.py
generate_risk_profiles
15
15
0
0%
src/ifunnel/models/lifecycle/glidePathCreator.py
(no function)
4
4
0
0%
src/ifunnel/models/main.py
initialize_bot
8
8
0
0%
src/ifunnel/models/main.py
_TradeBot.__init__
6
6
0
0%
src/ifunnel/models/main.py
_TradeBot.__plot_backtest
29
29
0
0%
src/ifunnel/models/main.py
_TradeBot.__plot_portfolio_densities
52
52
0
0%
src/ifunnel/models/main.py
_TradeBot.get_stat
11
11
0
0%
src/ifunnel/models/main.py
_TradeBot.get_top_performing_assets
12
12
0
0%
src/ifunnel/models/main.py
_TradeBot.plot_dots
44
44
0
0%
src/ifunnel/models/main.py
_TradeBot.mst
8
8
0
0%
src/ifunnel/models/main.py
_TradeBot.clustering
9
9
0
0%
src/ifunnel/models/main.py
_TradeBot.backtest
20
20
0
0%
src/ifunnel/models/main.py
_TradeBot.lifecycle_scenario_analysis
30
30
0
0%
src/ifunnel/models/main.py
(no function)
46
46
0
0%
src/ifunnel/settings.py
(no function)
9
9
0
0%
Total
1030
709
0
31%
No items found using the specified filter.