| test_data = { | |
| 1: { | |
| "quotes": {"expenseRatio": 0.023399999999999997, "lastTurnoverRatio": 0.1568}, | |
| "holdings": { | |
| "equityHoldingPage": { | |
| "pageSize": 100, | |
| "totalPage": 1, | |
| "pageNumber": 1, | |
| "holdingList": [ | |
| { | |
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| }, | |
| { | |
| "isin": "INE002A01018", | |
| "weighting": 7.1, | |
| }, | |
| {"isin": "INE090A01021", "weighting": 2.4}, | |
| {"isin": "INE040A01034", "weighting": 1.1}, | |
| ], | |
| }, | |
| }, | |
| "list_info": {"isin": "MF123"}, | |
| "risk_measures": { | |
| "cur": "INR", | |
| "fundName": "Testing fund 2", | |
| "indexName": "Morningstar India GR INR", | |
| "categoryName": "Large-Cap", | |
| "fundRiskVolatility": { | |
| "endDate": "2023-11-30T06:00:00.000", | |
| "for1Year": { | |
| "beta": 1.002, | |
| "alpha": 4.464, | |
| "rSquared": 98.8, | |
| "sharpeRatio": 0.877, | |
| "standardDeviation": 11.355, | |
| }, | |
| "for3Year": { | |
| "beta": None, | |
| "alpha": None, | |
| "rSquared": None, | |
| "sharpeRatio": None, | |
| "standardDeviation": None, | |
| }, | |
| "for5Year": { | |
| "beta": None, | |
| "alpha": None, | |
| "rSquared": None, | |
| "sharpeRatio": None, | |
| "standardDeviation": None, | |
| }, | |
| "for10Year": { | |
| "beta": None, | |
| "alpha": None, | |
| "rSquared": None, | |
| "sharpeRatio": None, | |
| "standardDeviation": None, | |
| }, | |
| "for15Year": { | |
| "beta": None, | |
| "alpha": None, | |
| "rSquared": None, | |
| "sharpeRatio": None, | |
| "standardDeviation": None, | |
| }, | |
| "bestFitIndexName": None, | |
| "forLongestTenure": None, | |
| "bestFitBetaFor3Year": None, | |
| "primaryIndexNameNew": "S&P BSE 100 India TR INR", | |
| "bestFitAlphaFor3Year": None, | |
| "bestFitRSquaredFor3Year": None, | |
| }, | |
| }, | |
| }, | |
| 2: { | |
| "quotes": {"expenseRatio": 0.023399999999999997, "lastTurnoverRatio": 0.5158}, | |
| "holdings": { | |
| "equityHoldingPage": { | |
| "pageSize": 100, | |
| "totalPage": 1, | |
| "pageNumber": 1, | |
| "holdingList": [ | |
| {"isin": "INE040A01034", "weighting": 7.6}, | |
| {"isin": "INE154A01025", "weighting": 1.1}, | |
| {"isin": "INE018A01030", "weighting": 3.2}, | |
| {"isin": "INE154A01025", "weighting": 3.1}, | |
| ], | |
| }, | |
| }, | |
| "list_info": {"isin": "MF123"}, | |
| "risk_measures": { | |
| "cur": "INR", | |
| "fundName": "Testing fund 2", | |
| "indexName": "Morningstar India GR INR", | |
| "categoryName": "Large-Cap", | |
| "fundRiskVolatility": { | |
| "endDate": "2023-11-30T06:00:00.000", | |
| "for1Year": { | |
| "beta": 0.994, | |
| "alpha": 0.337, | |
| "rSquared": 98.8, | |
| "sharpeRatio": 0.341, | |
| "standardDeviation": 11.355, | |
| }, | |
| "for3Year": { | |
| "beta": None, | |
| "alpha": None, | |
| "rSquared": None, | |
| "sharpeRatio": None, | |
| "standardDeviation": None, | |
| }, | |
| "for5Year": { | |
| "beta": None, | |
| "alpha": None, | |
| "rSquared": None, | |
| "sharpeRatio": None, | |
| "standardDeviation": None, | |
| }, | |
| "for10Year": { | |
| "beta": None, | |
| "alpha": None, | |
| "rSquared": None, | |
| "sharpeRatio": None, | |
| "standardDeviation": None, | |
| }, | |
| "for15Year": { | |
| "beta": None, | |
| "alpha": None, | |
| "rSquared": None, | |
| "sharpeRatio": None, | |
| "standardDeviation": None, | |
| }, | |
| "bestFitIndexName": None, | |
| "forLongestTenure": None, | |
| "bestFitBetaFor3Year": None, | |
| "primaryIndexNameNew": "S&P BSE 100 India TR INR", | |
| "bestFitAlphaFor3Year": None, | |
| "bestFitRSquaredFor3Year": None, | |
| }, | |
| }, | |
| }, | |
| 3: { | |
| "quotes": {"expenseRatio": 0.0106, "lastTurnoverRatio": 0.3109}, | |
| "holdings": { | |
| "equityHoldingPage": { | |
| "pageSize": 100, | |
| "totalPage": 1, | |
| "pageNumber": 1, | |
| "holdingList": [ | |
| {"isin": "INE280A01028", "weighting": 11.2}, | |
| {"isin": "INE090A01021", "weighting": 7.1}, | |
| {"isin": "INE040A01034", "weighting": 2.4}, | |
| ], | |
| }, | |
| }, | |
| "list_info": {"isin": "MF123"}, | |
| "risk_measures": { | |
| "cur": "INR", | |
| "fundName": "Testing fund 2", | |
| "indexName": "Morningstar India GR INR", | |
| "categoryName": "Large-Cap", | |
| "fundRiskVolatility": { | |
| "endDate": "2023-11-30T06:00:00.000", | |
| "for1Year": { | |
| "beta": 0.954, | |
| "alpha": -0.645, | |
| "rSquared": 98.8, | |
| "sharpeRatio": 0.251, | |
| "standardDeviation": 11.355, | |
| }, | |
| "for3Year": { | |
| "beta": None, | |
| "alpha": None, | |
| "rSquared": None, | |
| "sharpeRatio": None, | |
| "standardDeviation": None, | |
| }, | |
| "for5Year": { | |
| "beta": None, | |
| "alpha": None, | |
| "rSquared": None, | |
| "sharpeRatio": None, | |
| "standardDeviation": None, | |
| }, | |
| "for10Year": { | |
| "beta": None, | |
| "alpha": None, | |
| "rSquared": None, | |
| "sharpeRatio": None, | |
| "standardDeviation": None, | |
| }, | |
| "for15Year": { | |
| "beta": None, | |
| "alpha": None, | |
| "rSquared": None, | |
| "sharpeRatio": None, | |
| "standardDeviation": None, | |
| }, | |
| "bestFitIndexName": None, | |
| "forLongestTenure": None, | |
| "bestFitBetaFor3Year": None, | |
| "primaryIndexNameNew": "S&P BSE 100 India TR INR", | |
| "bestFitAlphaFor3Year": None, | |
| "bestFitRSquaredFor3Year": None, | |
| }, | |
| }, | |
| }, | |
| 4: { | |
| "quotes": {"expenseRatio": 0.0158, "lastTurnoverRatio": 0.5451}, | |
| "holdings": { | |
| "equityHoldingPage": { | |
| "pageSize": 100, | |
| "totalPage": 1, | |
| "pageNumber": 1, | |
| "holdingList": [ | |
| {"isin": "INE280A01028", "weighting": 10.2}, | |
| {"isin": "INE002A01018", "weighting": 9.2}, | |
| ], | |
| }, | |
| }, | |
| "list_info": {"isin": "MF123"}, | |
| "risk_measures": { | |
| "cur": "INR", | |
| "fundName": "Testing fund 2", | |
| "indexName": "Morningstar India GR INR", | |
| "categoryName": "Large-Cap", | |
| "fundRiskVolatility": { | |
| "endDate": "2023-11-30T06:00:00.000", | |
| "for1Year": { | |
| "beta": 1.137, | |
| "alpha": 5.675, | |
| "rSquared": 98.8, | |
| "sharpeRatio": 0.735, | |
| "standardDeviation": 11.355, | |
| }, | |
| "for3Year": { | |
| "beta": None, | |
| "alpha": None, | |
| "rSquared": None, | |
| "sharpeRatio": None, | |
| "standardDeviation": None, | |
| }, | |
| "for5Year": { | |
| "beta": None, | |
| "alpha": None, | |
| "rSquared": None, | |
| "sharpeRatio": None, | |
| "standardDeviation": None, | |
| }, | |
| "for10Year": { | |
| "beta": None, | |
| "alpha": None, | |
| "rSquared": None, | |
| "sharpeRatio": None, | |
| "standardDeviation": None, | |
| }, | |
| "for15Year": { | |
| "beta": None, | |
| "alpha": None, | |
| "rSquared": None, | |
| "sharpeRatio": None, | |
| "standardDeviation": None, | |
| }, | |
| "bestFitIndexName": None, | |
| "forLongestTenure": None, | |
| "bestFitBetaFor3Year": None, | |
| "primaryIndexNameNew": "S&P BSE 100 India TR INR", | |
| "bestFitAlphaFor3Year": None, | |
| "bestFitRSquaredFor3Year": None, | |
| }, | |
| }, | |
| }, | |
| 5: { | |
| "quotes": {"expenseRatio": 0.0216, "lastTurnoverRatio": 0.2025}, | |
| "holdings": { | |
| "equityHoldingPage": { | |
| "pageSize": 100, | |
| "totalPage": 1, | |
| "pageNumber": 1, | |
| "holdingList": [ | |
| {"isin": "INE002A01018", "weighting": 13.2}, | |
| {"isin": "INE090A01021", "weighting": 7.4}, | |
| {"isin": "INE040A01034", "weighting": 3.4}, | |
| ], | |
| }, | |
| }, | |
| "list_info": {"isin": "MF123"}, | |
| "risk_measures": { | |
| "cur": "INR", | |
| "fundName": "Testing fund 2", | |
| "indexName": "Morningstar India GR INR", | |
| "categoryName": "Large-Cap", | |
| "fundRiskVolatility": { | |
| "endDate": "2023-11-30T06:00:00.000", | |
| "for1Year": { | |
| "beta": 1.041, | |
| "alpha": 0.521, | |
| "rSquared": 98.8, | |
| "sharpeRatio": 0.354, | |
| "standardDeviation": 11.355, | |
| }, | |
| "for3Year": { | |
| "beta": None, | |
| "alpha": None, | |
| "rSquared": None, | |
| "sharpeRatio": None, | |
| "standardDeviation": None, | |
| }, | |
| "for5Year": { | |
| "beta": None, | |
| "alpha": None, | |
| "rSquared": None, | |
| "sharpeRatio": None, | |
| "standardDeviation": None, | |
| }, | |
| "for10Year": { | |
| "beta": None, | |
| "alpha": None, | |
| "rSquared": None, | |
| "sharpeRatio": None, | |
| "standardDeviation": None, | |
| }, | |
| "for15Year": { | |
| "beta": None, | |
| "alpha": None, | |
| "rSquared": None, | |
| "sharpeRatio": None, | |
| "standardDeviation": None, | |
| }, | |
| "bestFitIndexName": None, | |
| "forLongestTenure": None, | |
| "bestFitBetaFor3Year": None, | |
| "primaryIndexNameNew": "S&P BSE 100 India TR INR", | |
| "bestFitAlphaFor3Year": None, | |
| "bestFitRSquaredFor3Year": None, | |
| }, | |
| }, | |
| }, | |
| } | |