├── .gitignore ├── .pre-commit-config.yaml ├── LICENSE ├── README.md ├── causalitydata ├── __init__.py ├── analysis │ ├── __init__.py │ ├── backtest.py │ ├── compounding.py │ └── evaluate_pnl.py ├── data │ ├── __init__.py │ └── dataloader.py └── notebook │ └── 01-Backtesting-Signals.ipynb ├── images └── logo.png ├── poetry.lock ├── pyproject.toml ├── scripts ├── install_ipykernel.py └── uninstall_ipykernel.py └── tests └── __init__.py /.gitignore: -------------------------------------------------------------------------------- 1 | **/__pycache__ 2 | .vscode 3 | .idea 4 | -------------------------------------------------------------------------------- /.pre-commit-config.yaml: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/causality-group/causality-benchmark-data/HEAD/.pre-commit-config.yaml -------------------------------------------------------------------------------- /LICENSE: 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