INNER CODE UNIT · Python

r

paperswithbacktest/pwb-toolbox · pwb_toolbox/datasets/__init__.py:896

        r = df.loc[mask, col] / 100.0  # percent -> fraction
        df.loc[mask, col] = face_value / (1.0 + r) ** y

    return df


def __extend_etfs(df_etfs):

    mapping = {
        "AGG": ["Bonds-Daily-Price", "US10Y"],
        "EPP": ["Indices-Daily-Price", "HSI"],
        "EWA": ["Indices-Daily-Price", "AS30"],  # Australia
        "EWO": ["Indices-Daily-Price", "ATX"],  # Austria
        "EWK": ["Indices-Daily-Price", "BEL20"],  # Belgium
        "EWZ": ["Indices-Daily-Price", "IBOV"],  # Brazil
        "EWC": ["Indices-Daily-Price", "SPTSX"],  # Canada
        "FXI": ["Indices-Daily-Price", "SSE50"],  # China
        "EWQ": ["Indices-Daily-Price", "CAC"],  # France

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