mergeron.gen.upp_tests¶

Methods to compute intrinsic enforcement/clearance rates from generated market data.

Module Contents¶

class mergeron.gen.upp_tests.INVRESCntsArgs[source]¶

Bases: TypedDict

Keyword arguments of function, sim_enf_cnts.

sample_size : int[source]¶

seed_seq_list : collections.abc.Sequence[numpy.random.SeedSequence] | None[source]¶

nthreads : int[source]¶

mergeron.gen.upp_tests.compute_upp_test_counts(_market_data_sample, _upp_test_parms, _upp_test_regime, /)[source]¶

Estimate enforcement and clearance counts from market data sample.

Parameters:¶

_market_data_sample : mergeron.gen.MarketsData¶

Market data sample

_upp_test_parms : mergeron.core.guidelines_boundaries.MGThresholds¶

Threshold values for various Guidelines criteria

_upp_test_regime : mergeron.gen.UPPTestRegime¶

Specifies whether to analyze enforcement, clearance, or both and the GUPPI and diversion ratio aggregators employed, with default being to analyze enforcement based on the maximum merging-firm GUPPI and maximum diversion ratio between the merging firms

Returns:¶

Enforced and cleared counts

Return type:¶

UPPTestsCounts