Fix misc minor bugs in roll finder, HDF5, pipeline, adjustments, and metrics#326
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pandashark wants to merge 1 commit intostefan-jansen:mainfrom
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Fix misc minor bugs in roll finder, HDF5, pipeline, adjustments, and metrics#326pandashark wants to merge 1 commit intostefan-jansen:mainfrom
pandashark wants to merge 1 commit intostefan-jansen:mainfrom
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…s, and metrics - Replace sessions.freq with tc.day in roll_finder.py - Fix compute_asset_lifetimes for all-null assets in hdf5_daily_bars.py - Apply mask to NumericalExpression._compute output - Preserve input ordering in _merge_expressions with dict.fromkeys - Add SQL table name whitelist validation in adjustments.py - Filter max_leverage to reporting period in _ClassicRiskMetrics
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Summary
Closes #322
sessions.freqwithtc.dayinRollFinder.get_rollscompute_asset_lifetimesfor all-null assets (set start > end)NumericalExpression._computeoutput_merge_expressionswithdict.fromkeysSQLiteAdjustmentReadermax_leverageto reporting period in_ClassicRiskMetricsTest plan
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