cleaning

pyproject.toml

@@ -9,14 +9,13 @@ packages = [{include = "tinycta"}]
 
 [tool.poetry.dependencies]
 python = ">=3.9.0,<3.13"
-pandas = "*"
+numpy = "*"
 
 [tool.poetry.dev-dependencies]
 pytest = "*"
 pytest-cov = "*"
 pre-commit = "*"
-plotly = "*"
-cvxsimulator = "*"
+pandas = "*"
 
 [build-system]
 requires = ["poetry>=1.6.0"]

tests/conftest.py

@@ -3,7 +3,6 @@
 
 from pathlib import Path
 
-import numpy as np
 import pandas as pd
 import pytest
 
@@ -18,22 +17,6 @@ def resource_fixture():
 def prices(resource_dir):
     """prices fixture"""
 
-    frame = pd.read_csv(
-        resource_dir / "prices_hashed.csv", index_col=0, header=0, parse_dates=True
-    )
-
-    if not frame.index.is_monotonic_increasing:
-        raise AssertionError
-
-    return frame
-
-
-@pytest.fixture()
-def position(resource_dir):
     return pd.read_csv(
-        resource_dir / "cashposition.csv", index_col=0, header=0, parse_dates=True
+        resource_dir / "prices_hashed.csv", index_col=0, header=0, parse_dates=True
     )
-
-
-def sharpe_ratio(ts):
-    return np.sqrt(252) * ts.mean() / ts.std()