minor updates

2026-03-29 19:14:25 +00:00 · 2026-03-29 19:14:25 +00:00 · ca16fe3620
commit ca16fe3620
parent a04985d4d4
5 changed files with 69947 additions and 1769 deletions
--- a/alpha_2%/carmignac_broken_months.csv
+++ b/alpha_2%/carmignac_broken_months.csv
--- a/alpha_2%/carmignac_diagnostics.html
+++ b/alpha_2%/carmignac_diagnostics.html
--- a/alpha_2%/carmignac_error_account.csv
+++ b/alpha_2%/carmignac_error_account.csv
--- a/alpha_2%/carmignac_error_account_agg.csv
+++ b/alpha_2%/carmignac_error_account_agg.csv
@ -0,0 +1,131 @@
 date,residual_agg,stock_error_agg,stock_error_agg_pct
 2015-01-31,0.0,148292.6214,0.0363
 2015-02-28,-71073.9175,77218.7039,0.0189
 2015-03-31,-38212.0374,39006.6664,0.0096
 2015-04-30,-93289.8893,-54283.2228,0.0133
 2015-05-31,80779.4715,26496.2486,0.0065
 2015-06-30,210846.4765,237342.7252,0.0581
 2015-07-31,-237021.1601,321.565,0.0001
 2015-08-31,52430.1346,52751.6996,0.0129
 2015-09-30,115091.9839,167843.6835,0.0411
 2015-10-31,362979.7972,530823.4807,0.1301
 2015-11-30,89787.3998,620610.8804,0.1521
 2015-12-31,-548821.2591,71789.6214,0.0176
 2016-01-31,114438.8471,186228.4684,0.0456
 2016-02-29,-94160.3412,92068.1273,0.0226
 2016-03-31,197803.9351,289872.0624,0.071
 2016-04-30,75620.3391,365492.4015,0.0895
 2016-05-31,1277.0285,366769.4301,0.0899
 2016-06-30,28344.6474,395114.0775,0.0968
 2016-07-31,-455791.3682,-60677.2908,0.0149
 2016-08-31,118896.6804,58219.3897,0.0143
 2016-09-30,-433713.5055,-375494.1158,0.092
 2016-10-31,87253.3822,-288240.7336,0.0706
 2016-11-30,197373.3618,-90867.3718,0.0223
 2016-12-31,299519.7371,208652.3652,0.0511
 2017-01-31,-67316.5443,141335.8209,0.0346
 2017-02-28,-294805.5376,-153469.7167,0.0376
 2017-03-31,-363088.0453,-516557.762,0.1266
 2017-04-30,187743.9712,-328813.7908,0.0806
 2017-05-31,9241.0742,-319572.7166,0.0783
 2017-06-30,-33028.3212,-352601.0378,0.0864
 2017-07-31,-218597.21,-571198.2478,0.1399
 2017-08-31,273953.3009,-297244.9469,0.0728
 2017-09-30,115964.9839,-181279.963,0.0444
 2017-10-31,-23621.0098,-204900.9728,0.0502
 2017-11-30,95815.8482,-109085.1246,0.0267
 2017-12-31,-121404.417,-230489.5416,0.0565
 2018-01-31,1075741.0088,845251.4672,0.2071
 2018-02-28,390784.0012,1236035.4684,0.3028
 2018-03-31,455651.3899,1691686.8583,0.4145
 2018-04-30,-374980.7,1316706.1583,0.3226
 2018-05-31,209864.386,1526570.5443,0.374
 2018-06-30,111872.6628,1638443.207,0.4014
 2018-07-31,-158631.7954,1479811.4116,0.3626
 2018-08-31,300388.692,1780200.1036,0.4362
 2018-09-30,-240137.9416,1540062.1621,0.3773
 2018-10-31,-393725.0807,1146337.0813,0.2809
 2018-11-30,-217887.9315,928449.1499,0.2275
 2018-12-31,577035.3311,1505484.4809,0.3688
 2019-01-31,-374117.7166,1131366.7643,0.2772
 2019-02-28,214587.8043,1345954.5686,0.3298
 2019-03-31,-168958.6343,1176995.9343,0.2884
 2019-04-30,459977.1588,1636973.0931,0.4011
 2019-05-31,-67477.1479,1569495.9453,0.3845
 2019-06-30,-535961.896,1033534.0493,0.2532
 2019-07-31,-61034.0471,972500.0021,0.2383
 2019-08-31,17046.9276,989546.9297,0.2424
 2019-09-30,-72796.0114,916750.9183,0.2246
 2019-10-31,809108.5438,1725859.4622,0.4228
 2019-11-30,43679.2428,1769538.705,0.4335
 2019-12-31,1288397.5385,3057936.2435,0.7492
 2020-01-31,-973899.4752,2084036.7683,0.5106
 2020-02-29,864992.3304,2949029.0987,0.7225
 2020-03-31,-802670.8766,2146358.2221,0.5259
 2020-04-30,-245269.422,1901088.8001,0.4658
 2020-05-31,-262548.2012,1638540.5989,0.4014
 2020-06-30,577667.5612,2216208.1601,0.543
 2020-07-31,148208.9581,2364417.1182,0.5793
 2020-08-31,-110665.7234,2253751.3948,0.5522
 2020-09-30,-93719.2628,2160032.132,0.5292
 2020-10-31,360937.203,2520969.335,0.6176
 2020-11-30,-209972.8202,2310996.5148,0.5662
 2020-12-31,204577.9672,2515574.482,0.6163
 2021-01-31,114754.1508,2630328.6328,0.6444
 2021-02-28,-369099.3196,2261229.3132,0.554
 2021-03-31,285801.7938,2547031.1069,0.624
 2021-04-30,-525497.0146,2021534.0923,0.4953
 2021-05-31,155798.0056,2177332.098,0.5334
 2021-06-30,-596321.249,1581010.849,0.3873
 2021-07-31,651201.5417,2232212.3907,0.5469
 2021-08-31,196268.6348,2428481.0255,0.595
 2021-09-30,-427350.6319,2001130.3936,0.4903
 2021-10-31,-612699.7898,1388430.6037,0.3402
 2021-11-30,-245857.591,1142573.0127,0.2799
 2021-12-31,166235.742,1308808.7547,0.3207
 2022-01-31,1057051.561,2365860.3157,0.5796
 2022-02-28,247946.452,2613806.7677,0.6404
 2022-03-31,375938.62,2989745.3877,0.7325
 2022-04-30,-1187760.361,1801985.0267,0.4415
 2022-05-31,85351.637,1887336.6637,0.4624
 2022-06-30,-1119375.9,767960.7637,0.1882
 2022-07-31,472271.327,1240232.0907,0.3039
 2022-08-31,-74701.74,1165530.3507,0.2856
 2022-09-30,293426.2139,1458956.5646,0.3574
 2022-10-31,-116613.2208,1342343.3438,0.3289
 2022-11-30,-274268.7771,1068074.5667,0.2617
 2022-12-31,117575.457,1185650.0237,0.2905
 2023-01-31,435788.475,1621438.4987,0.3973
 2023-02-28,144058.704,1765497.2027,0.4325
 2023-03-31,18136.618,1783633.8207,0.437
 2023-04-30,56736.261,1840370.0817,0.4509
 2023-05-31,178492.877,2018862.9587,0.4946
 2023-06-30,33137.773,2052000.7317,0.5027
 2023-07-31,-931401.398,1120599.3337,0.2745
 2023-08-31,-195355.266,925244.0677,0.2267
 2023-09-30,160732.769,1085976.8367,0.2661
 2023-10-31,59094.801,1145071.6377,0.2805
 2023-11-30,118940.301,1264011.9387,0.3097
 2023-12-31,70162.1121,1334174.0508,0.3269
 2024-01-31,736085.356,2070259.4068,0.5072
 2024-02-29,-39545.523,2030713.8838,0.4975
 2024-03-31,75590.692,2106304.5758,0.516
 2024-04-30,316241.771,2422546.3468,0.5935
 2024-05-31,-81607.349,2340938.9978,0.5735
 2024-06-30,-252128.4517,2088810.5462,0.5118
 2024-07-31,-12000.305,2076810.2412,0.5088
 2024-08-31,240549.0254,2317359.2666,0.5678
 2024-09-30,-2936336.049,-618976.7824,0.1517
 2024-10-31,-533999.4854,-1152976.2678,0.2825
 2024-11-30,128929.4967,-1024046.7711,0.2509
 2024-12-31,51631.744,-972415.0271,0.2382
 2025-01-31,-93297.413,-1065712.4401,0.2611
 2025-02-28,352009.6074,-713702.8327,0.1749
 2025-03-31,-42189.2219,-755892.0546,0.1852
 2025-04-30,38161.8849,-717730.1697,0.1758
 2025-05-31,55149.856,-662580.3137,0.1623
 2025-06-30,972670.348,310090.0343,0.076
 2025-07-31,31815.726,341905.7603,0.0838
 2025-08-31,-188855.68,153050.0803,0.0375
 2025-09-30,13670.993,166721.0733,0.0408
 2025-10-31,-166721.0733,0.0,0.0
--- a/repair_challenge/carmignac_diagnostics.py
+++ b/repair_challenge/carmignac_diagnostics.py
@ -1286,8 +1286,8 @@ def main():
    parser.add_argument("--out",   default="carmignac_broken_months.csv",
                        help="Machine-readable output (loaded by carmignac_repair.py)")
    parser.add_argument("--html",  default="carmignac_diagnostics.html")
-    parser.add_argument("--alpha", type=float, default=0.02,
+    parser.add_argument("--alpha", type=float, default=0.05,
-                        help="Tolerance threshold (default 0.02 = 2%%)")
+                        help="Tolerance threshold (default 0.05 = 5%%)")
    parser.add_argument("--lag",   type=int, default=3,
                        help="Boundary days to test for accounting lag (default 3)")
    args = parser.parse_args()