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fix: formulation

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brad-gh 2 years ago committed by GitHub
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  1. 12
      piscine/week01/day05/ex04/audit/README.md

12
piscine/week01/day05/ex04/audit/README.md

@ -1,9 +1,9 @@
##### The exercice is validated is all questions of the exercice are validated
###### Have you checked missing values and data types ?
###### Have you converted string dates to datetime ?
###### Have you set dates as index ?
###### Have you used `info` or `describe` to have a first look at the data ?
###### Have the missing values and data types been checked ?
###### Have the string dates been converted to datetime type ?
###### Have the dates been set as index ?
###### Have `info` or/and `describe` been used to have a first look at the data ?
@ -57,6 +57,6 @@
Name: PnL, Length: 10119, dtype: float64
```
##### The question 4 is validated if you computed the return of the strategy as: `(Total earned - Total invested) / Total` invested. The result should be close to 0. The formula given could be simplified as `(PnLs.sum())/signal.sum()`. My return is: 0.00043546984088551553 because I invested 5147$ and I earned 5149$.
##### The question 4 is validated if the return of the strategy is computed as: `(Total earned - Total invested) / Total` invested. The result should be close to 0. The formula given could be simplified as `(PnLs.sum())/signal.sum()`. My return is: 0.00043546984088551553 because I invested 5147$ and I earned 5149$.
##### The question is validated if you replaced the previous signal Series with 1s. Similarly as the previous question, we earned 10128$ and we invested 10118$ which leads to a return of 0.00112670194140969 (0.1%).
##### The question is validated if the previous signal Series is replaced with 1s. Similarly as the previous question, we earned 10128$ and we invested 10118$ which leads to a return of 0.00112670194140969 (0.1%).

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