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lines changed Original file line number Diff line number Diff line change 1919del get_versions
2020
2121from .stats import (
22- cum_returns ,
23- cum_returns_final ,
2422 aggregate_returns ,
25- max_drawdown ,
23+ alpha ,
24+ alpha_aligned ,
25+ alpha_beta ,
26+ alpha_beta_aligned ,
2627 annual_return ,
2728 annual_volatility ,
28- calmar_ratio ,
29- omega_ratio ,
30- sharpe_ratio ,
31- sortino_ratio ,
32- downside_risk ,
33- excess_sharpe ,
34- alpha_beta ,
35- alpha ,
3629 beta ,
37- alpha_beta_aligned ,
38- alpha_aligned ,
3930 beta_aligned ,
40- stability_of_timeseries ,
41- tail_ratio ,
4231 cagr ,
32+ calmar_ratio ,
4333 capture ,
44- up_capture ,
45- down_capture ,
46- up_down_capture ,
47- up_alpha_beta ,
34+ conditional_value_at_risk ,
35+ cum_returns ,
36+ cum_returns_final ,
4837 down_alpha_beta ,
38+ down_capture ,
39+ downside_risk ,
40+ excess_sharpe ,
41+ max_drawdown ,
42+ omega_ratio ,
43+ roll_alpha ,
44+ roll_alpha_aligned ,
45+ roll_alpha_beta ,
46+ roll_alpha_beta ,
47+ roll_alpha_beta_aligned ,
48+ roll_annual_volatility ,
49+ roll_beta ,
50+ roll_beta_aligned ,
51+ roll_down_capture ,
4952 roll_max_drawdown ,
53+ roll_sharpe_ratio ,
54+ roll_sortino_ratio ,
5055 roll_up_capture ,
51- roll_down_capture ,
5256 roll_up_down_capture ,
53- roll_alpha_beta ,
54- roll_sharpe_ratio ,
57+ sharpe_ratio ,
58+ sortino_ratio ,
59+ stability_of_timeseries ,
60+ tail_ratio ,
61+ up_alpha_beta ,
62+ up_capture ,
63+ up_down_capture ,
5564 value_at_risk ,
56- conditional_value_at_risk ,
5765)
5866
5967from .periods import (
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