Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

docs(python): Fix formula in ewm_mean_by #18506

Merged
merged 1 commit into from
Sep 2, 2024

Conversation

MarcoGorelli
Copy link
Collaborator

@MarcoGorelli MarcoGorelli commented Sep 1, 2024

closes #18377

the ewm_mean part can be improved too...will address this a bit later today

This does a few things:

  • corrects the formula for ewm_mean_by to include 1- for \alpha
  • makes the ewm_mean variable for half-life consistent with the ewm_mean_by one (and also with https://quant.stackexchange.com/a/46197)
  • adds verbs at the beginning of these docstrings

@MarcoGorelli MarcoGorelli changed the title docs(Python): fix formula in ewm_mean_by docs(Python): Fix formula in ewm_mean_by Sep 1, 2024
@MarcoGorelli MarcoGorelli changed the title docs(Python): Fix formula in ewm_mean_by docs(python): Fix formula in ewm_mean_by Sep 1, 2024
@github-actions github-actions bot added documentation Improvements or additions to documentation python Related to Python Polars and removed title needs formatting labels Sep 1, 2024
Copy link

codecov bot commented Sep 1, 2024

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 79.85%. Comparing base (4dc90a9) to head (226bc37).
Report is 14 commits behind head on main.

Additional details and impacted files
@@            Coverage Diff             @@
##             main   #18506      +/-   ##
==========================================
- Coverage   79.87%   79.85%   -0.02%     
==========================================
  Files        1501     1501              
  Lines      202032   201813     -219     
  Branches     2868     2868              
==========================================
- Hits       161370   161160     -210     
+ Misses      40115    40106       -9     
  Partials      547      547              

☔ View full report in Codecov by Sentry.
📢 Have feedback on the report? Share it here.

@MarcoGorelli MarcoGorelli marked this pull request as ready for review September 2, 2024 12:55
@ritchie46 ritchie46 merged commit 8f3d988 into pola-rs:main Sep 2, 2024
14 checks passed
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
documentation Improvements or additions to documentation python Related to Python Polars
Projects
None yet
Development

Successfully merging this pull request may close these issues.

ewm_mean_by documented formula for the decay parameter is incorrect
2 participants