Repository Analysis

goldmansachs/gs-quant

Python toolkit for quantitative finance

15.6 Moderate AI signal View on GitHub

Analysis Overview

This report presents the forensic synthetic code analysis of goldmansachs/gs-quant, a Python project with 12,805 GitHub stars. SynthScan v2.0 examined 254,795 lines of code across 945 source files, recording 2246 pattern matches distributed across 21 syntactic categories. The overall adjusted score of 15.6 places this repository in the Moderate AI signal band.

The scanner applied 160+ deterministic lexical heuristics, multi-line block detectors, abstract syntax tree depth profilers, and a cross-file Jaccard similarity matrix to construct a statistically normalised synthetic code estimate. All matches are individually weighted by severity coefficient and contextual multiplier before summation, and the resulting headline score is temporally discounted to account for the repository's development history relative to the commercial emergence of large language model coding tooling (November 2022 onward).

15.6
Adjusted Score
15.6
Raw Score
100%
Time Factor
2026-08-26
Last Push
12.8K
Stars
Python
Language
254.8K
Lines of Code
945
Files
2.2K
Pattern Hits
2026-08-29
Scan Date
0.42
HC Hit Rate

What These Metrics Mean

Adjusted Score
Primary synthetic code indicator. Raw score normalised per 1,000 lines of code and multiplied by the temporal discount factor. This is the definitive comparative metric — use it to rank repositories by AI authorship density.
Raw Score
The unmodified sum of all severity-weighted, context-multiplied pattern match scores before temporal discounting. Reflects the absolute signal strength independent of when the repository was last active.
Time Factor
The temporal discount multiplier (0–100%) applied to the raw score. Repositories last updated before ChatGPT's launch (Nov 2022) receive a 5% factor. Full signal is only assigned to repositories active in the post-adoption era (Jan 2024+).
Pattern Hits
Total count of individual pattern matches across all files and categories. A high hit count with a low score may indicate a very large codebase with isolated AI snippets; a low count with a high score indicates dense, concentrated AI signatures.
HC Hit Rate
High+Critical pattern hits per file, averaged across the repository. This orthogonal signal catches repositories where a few files are densely packed with high-severity AI tells — a strong indicator even when the normalised score appears moderate due to codebase size.
Lines of Code / Files
Total lines and files analysed. The scanner examines 94 file extensions. These denominators are used to normalise the score, enabling fair comparison between repositories of vastly different sizes.

Score History

Longitudinal tracking requires multiple scan runs. Once this repository is re-scanned after new commits land, this chart will visualise how the synthetic code signal evolves over time — enabling you to detect whether AI authorship is growing, stabilising, or being actively corrected by human engineers.

No multi-scan history yet — run the scanner again to build trend data.

Severity Breakdown

Classifies detected patterns by their diagnostic confidence and structural impact. CRITICAL patterns (coefficient 10) represent definitive synthetic signatures — hallucinated imports, explicit LLM attribution metadata — virtually never produced by human authors. HIGH (5) indicates strong structural tells such as cross-file repetition or cross-linguistic idioms. MEDIUM (2) covers recognisable conversational padding and AI-specific vocabulary. LOW (1) captures subtle indicators like tautological comments and generic boilerplate that require density to carry independent signal.

CRITICAL 2HIGH 396MEDIUM 81LOW 1767

Directory Score Breakdown

This horizontal bar chart decomposes the repository's raw synthetic code score by top-level directory, allowing you to pinpoint precisely which modules or components carry the highest AI authorship density. Directories with disproportionately high scores relative to their size warrant targeted manual review: concentrated AI signatures often trace back to mass-generated configuration layers, auto-ported test suites, LLM-scaffolded boilerplate classes, or entire subsystems authored under heavy copilot assistance. Use this view to prioritise your human code-review effort.

Pattern Findings

The scanner identified 2246 distinct pattern matches across 21 syntactic categories. Each entry below represents a discrete location in the source code where the engine recorded a statistically significant AI authorship indicator. Expand any category row to inspect the individual file paths, line numbers, code snippets, and the lexical context (CODE, COMMENT, or STRING) in which each match was detected.

Reading the findings table: The Severity column indicates the diagnostic confidence level (CRITICAL / HIGH / MEDIUM / LOW). The Context column identifies whether the match occurred inside executable code, an inline comment, or a string literal — comment-context matches receive a ×1.5 weight because LLMs systematically over-annotate. The ⚡ bolt icon marks clustered matches: three or more patterns within a 10-line window, each receiving an additional ×1.5 density multiplier as dense clusters constitute far stronger evidence of synthetic authorship than isolated hits.

Cross-File Repetition364 hits · 1820 pts
SeverityFileLineSnippetContext
HIGHsetup.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/__init__.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/errors.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/tracing/tracing.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/timeseries/__init__.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/timeseries/event_study.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGH…uant/timeseries/_event_study/event_study_processing.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/timeseries/_event_study/event_study_labels.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/timeseries/_event_study/event_study_api.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGH…ant/timeseries/_event_study/event_study_definitions.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGH…nt/timeseries/_event_study/event_study_macro_source.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/timeseries/_event_study/event_study_objects.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/timeseries/_event_study/event_study_frame.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGH…nt/timeseries/_event_study/event_study_asset_source.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/timeseries/_event_study/event_study_impact.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/timeseries/_event_study/event_study_query.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/test/test_session.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/test/test_base.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/test/timeseries/test_econometrics.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/test/timeseries/test_statistics.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/test/timeseries/test_timeseries.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/test/timeseries/test_helper.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/test/timeseries/test_event_study.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/test/timeseries/test_backtesting.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/test/timeseries/test_analysis.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/test/timeseries/test_algebra.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/test/timeseries/test_technicals.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/test/timeseries/test_datetime.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/test/markets/test_portfolio.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/test/markets/test_securities.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/test/markets/test_pricing_context.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/test/markets/test_baskets.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/test/datetime_/test_point.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/test/datetime_/test_time.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/test/api/test_target.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/test/api/test_risk.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/test/api/test_index.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/test/api/test_data.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/test/api/test_instruments.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/test/api/test_cache.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/test/data/test_dataset.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/test/data/test_data_coordinate.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/test/analytics/test_datagrid.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/instrument/__init__.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/datetime/time.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/datetime/__init__.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/target/__init__.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/markets/__init__.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/data/__init__.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/context_base.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/json_convertors_common.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/priceable.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/common.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/json_encoder.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/json_convertors.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/base.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/timeseries/tca.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/timeseries/helper.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/test/test_context_base.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
HIGHgs_quant/test/timeseries/utils.py0copyright 2019 goldman sachs. licensed under the apache license, version 2.0 (the "license"); you may not use this file STRING
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Hyper-Verbose Identifiers1051 hits · 1001 pts
SeverityFileLineSnippetContext
LOWversioneer.py642def git_versions_from_keywords(keywords, tag_prefix, verbose):CODE
LOWversioneer.py1164def git_versions_from_keywords(keywords, tag_prefix, verbose):STRING
LOWdocs/_build/html/_static/jquery-3.5.1.js9039function addToPrefiltersOrTransports( structure ) {CODE
LOWdocs/_build/html/_static/jquery-3.5.1.js9073function inspectPrefiltersOrTransports( structure, options, originalOptions, jqXHR ) {CODE
LOWgs_quant/_version.py169def git_versions_from_keywords(keywords, tag_prefix, verbose):CODE
LOWgs_quant/json_convertors_common.py40def encode_risk_measure_tuple(blob: tuple[RiskMeasure, ...]) -> tuple[dict, ...]:CODE
LOWgs_quant/json_convertors_common.py73def _lookup_risk_measure_by_fields(data: dict) -> Optional[RiskMeasure]:CODE
LOWgs_quant/json_convertors_common.py129def decode_risk_measure_tuple(blob: tuple[dict, ...]) -> tuple[RiskMeasure, ...]:CODE
LOWgs_quant/session.py382 def _authenticate_all_sessions(self):CODE
LOWgs_quant/json_convertors.py42def decode_optional_date_or_time(value: Optional[str]) -> Optional[Union[dt.date, dt.datetime]]:CODE
LOWgs_quant/json_convertors.py84def decode_date_or_time_tuple(blob: tuple[str, ...]):CODE
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LOWgs_quant/json_convertors.py142def decode_dict_date_key_or_float(value):CODE
LOWgs_quant/json_convertors.py148def decode_dict_dict_date_key(value):CODE
LOWgs_quant/json_convertors.py167def __try_decode_valid_date_formats(value: str) -> Optional[dt.date]:CODE
LOWgs_quant/base.py87def _get_is_supported_generic(arg):CODE
LOWgs_quant/tracing/tracing.py423 def add_span_consumers_to_existing_provider(trace_provider: TracerProvider):CODE
LOWgs_quant/tracing/tracing.py429 def preregister_span_processor(processor: SpanProcessor):CODE
LOWgs_quant/timeseries/backtesting.py295 def average_implied_volatility(CODE
LOWgs_quant/timeseries/backtesting.py376 def average_realized_volatility(CODE
LOWgs_quant/timeseries/backtesting.py410 def average_realized_correlation(CODE
LOWgs_quant/timeseries/measures_helper.py38def preprocess_implied_vol_strikes_eq(strike_reference: VolReference = None, relative_strike: Real = None):CODE
LOWgs_quant/timeseries/measures_xccy.py61 def get_rateoption_for_benchmark(self, currency: CurrencyEnum, benchmark: str):CODE
LOWgs_quant/timeseries/measures_xccy.py64 def get_maturity_for_benchmark(self, currency: CurrencyEnum, benchmark: str):CODE
LOWgs_quant/timeseries/measures_xccy.py333def _currency_to_tdapi_crosscurrency_swap_rate_asset(asset_spec: ASSET_SPEC) -> str:CODE
LOWgs_quant/timeseries/measures_xccy.py341def _get_tdapi_crosscurrency_rates_assets(allow_many=False, **kwargs) -> Union[str, list]:CODE
LOWgs_quant/timeseries/measures_xccy.py410def _check_crosscurrency_rateoption_type(CODE
LOWgs_quant/timeseries/measures_xccy.py432def _get_crosscurrency_swap_leg_defaults(CODE
LOWgs_quant/timeseries/measures_xccy.py453def _get_crosscurrency_swap_csa_terms(curr: str, crosscurrencyindextype: str) -> dict:CODE
LOWgs_quant/timeseries/measures_xccy.py457def _get_crosscurrency_swap_data(CODE
LOWgs_quant/timeseries/measures_portfolios.py61def portfolio_factor_exposure(CODE
LOWgs_quant/timeseries/measures_portfolios.py121def portfolio_factor_proportion_of_risk(CODE
LOWgs_quant/timeseries/measures_portfolios.py205def portfolio_thematic_exposure(CODE
LOWgs_quant/timeseries/measures_portfolios.py301def portfolio_drawdown_length(CODE
LOWgs_quant/timeseries/measures_portfolios.py325def portfolio_max_recovery_period(CODE
LOWgs_quant/timeseries/measures_portfolios.py349def portfolio_standard_deviation(CODE
LOWgs_quant/timeseries/measures_portfolios.py540def portfolio_tracking_error_bear(CODE
LOWgs_quant/timeseries/measures_portfolios.py578def portfolio_tracking_error_bull(CODE
LOWgs_quant/timeseries/measures_portfolios.py719def portfolio_information_ratio(CODE
LOWgs_quant/timeseries/measures_portfolios.py756def portfolio_information_ratio_bull(CODE
LOWgs_quant/timeseries/measures_portfolios.py792def portfolio_information_ratio_bear(CODE
LOWgs_quant/timeseries/measures_portfolios.py830def portfolio_modigliani_ratio(CODE
LOWgs_quant/timeseries/measures_portfolios.py871def portfolio_treynor_measure(CODE
LOWgs_quant/timeseries/measures_portfolios.py949def portfolio_jensen_alpha_bear(CODE
LOWgs_quant/timeseries/measures_portfolios.py989def portfolio_jensen_alpha_bull(CODE
LOWgs_quant/timeseries/technicals.py259def exponential_moving_average(x: pd.Series, beta: float = 0.75) -> pd.Series:CODE
LOWgs_quant/timeseries/technicals.py380def exponential_spread_volatility(x: pd.Series, beta: float = 0.75) -> pd.Series:CODE
LOWgs_quant/timeseries/event_study.py222def frame_timeseries_around_events(CODE
LOWgs_quant/timeseries/measures.py410def currency_to_default_benchmark_rate(asset_spec: ASSET_SPEC) -> str:CODE
LOWgs_quant/timeseries/measures.py420def currency_to_default_ois_asset(asset_spec: ASSET_SPEC) -> str:CODE
LOWgs_quant/timeseries/measures.py429def currency_to_default_swap_rate_asset(asset_spec: ASSET_SPEC) -> str:CODE
LOWgs_quant/timeseries/measures.py434def currency_to_inflation_benchmark_rate(asset_spec: ASSET_SPEC) -> str:CODE
LOWgs_quant/timeseries/measures.py366def _cross_stored_direction_helper(bbid):CODE
LOWgs_quant/timeseries/measures.py376def cross_stored_direction_for_fx_vol(asset_spec: ASSET_SPEC, *, return_asset=False) -> Union[str, Asset]:CODE
LOWgs_quant/timeseries/measures.py452def convert_asset_for_rates_data_set(from_asset: Asset, c_type: RatesConversionType) -> str:CODE
LOWgs_quant/timeseries/measures.py808def implied_volatility_credit(CODE
LOWgs_quant/timeseries/measures.py1033def _preprocess_implied_vol_strikes_fx(strike_reference: VolReference = None, relative_strike: Real = None):CODE
LOWgs_quant/timeseries/measures.py1163def _calculate_implied_correlation(index_mqid, vol_df, constituents_weights, request_id):CODE
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Unused Imports284 hits · 276 pts
SeverityFileLineSnippetContext
LOWconftest.py4CODE
LOWdocs/searchdataext/__init__.py6CODE
LOWgs_quant/context_base.py184CODE
LOWgs_quant/__init__.py70CODE
LOWgs_quant/common.py17CODE
LOWgs_quant/tracing/tracing.py725CODE
LOWgs_quant/tracing/__init__.py17CODE
LOWgs_quant/timeseries/__init__.py17CODE
LOWgs_quant/timeseries/__init__.py18CODE
LOWgs_quant/timeseries/__init__.py19CODE
LOWgs_quant/timeseries/__init__.py20CODE
LOWgs_quant/timeseries/__init__.py21CODE
LOWgs_quant/timeseries/__init__.py22CODE
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LOWgs_quant/timeseries/__init__.py30CODE
LOWgs_quant/timeseries/__init__.py31CODE
LOWgs_quant/timeseries/__init__.py32CODE
LOWgs_quant/timeseries/__init__.py33CODE
LOWgs_quant/timeseries/__init__.py34CODE
LOWgs_quant/timeseries/__init__.py35CODE
LOWgs_quant/timeseries/__init__.py36CODE
LOWgs_quant/timeseries/__init__.py37CODE
LOWgs_quant/timeseries/__init__.py40CODE
LOWgs_quant/timeseries/event_study.py110CODE
LOWgs_quant/timeseries/event_study.py110CODE
LOWgs_quant/test/utils/__init__.py1CODE
LOWgs_quant/test/utils/__init__.py2CODE
LOWgs_quant/instrument/__init__.py16CODE
LOWgs_quant/instrument/__init__.py16CODE
LOWgs_quant/instrument/__init__.py16CODE
LOWgs_quant/instrument/__init__.py17CODE
LOWgs_quant/instrument/__init__.py18CODE
LOWgs_quant/instrument/__init__.py18CODE
LOWgs_quant/instrument/__init__.py19CODE
LOWgs_quant/config/__init__.py17CODE
LOWgs_quant/backtests/__init__.py16CODE
LOWgs_quant/backtests/__init__.py17CODE
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LOWgs_quant/datetime/__init__.py16CODE
LOWgs_quant/datetime/__init__.py17CODE
LOWgs_quant/datetime/__init__.py18CODE
LOWgs_quant/datetime/__init__.py19CODE
LOWgs_quant/target/scenarios.py17CODE
LOWgs_quant/target/scenarios.py18CODE
LOWgs_quant/target/scenarios.py20CODE
LOWgs_quant/target/scenarios.py20CODE
LOWgs_quant/target/scenarios.py20CODE
LOWgs_quant/target/workflow_quote.py17CODE
LOWgs_quant/target/workflow_quote.py18CODE
LOWgs_quant/target/workflow_quote.py20CODE
LOWgs_quant/target/workflow_quote.py20CODE
LOWgs_quant/target/workflow_quote.py20CODE
LOWgs_quant/target/hedge.py17CODE
LOWgs_quant/target/hedge.py18CODE
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Decorative Section Separators65 hits · 232 pts
SeverityFileLineSnippetContext
MEDIUMgs_quant/test/models/test_risk_model.py1761# ---------------------------------------------------------------------------COMMENT
MEDIUMgs_quant/test/models/test_risk_model.py1763# ---------------------------------------------------------------------------COMMENT
MEDIUMgs_quant/test/models/test_risk_model.py1954# ---------------------------------------------------------------------------COMMENT
MEDIUMgs_quant/test/models/test_risk_model.py1956# ---------------------------------------------------------------------------COMMENT
MEDIUMgs_quant/test/models/test_risk_model.py2006# ---------------------------------------------------------------------------COMMENT
MEDIUMgs_quant/test/models/test_risk_model.py2008# ---------------------------------------------------------------------------COMMENT
MEDIUMgs_quant/test/markets/test_securities.py1587# ---------------------------------------------------------------------------COMMENT
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MEDIUMgs_quant/test/markets/test_securities.py1720# ---------------------------------------------------------------------------COMMENT
MEDIUMgs_quant/test/markets/test_securities.py1820# ---------------------------------------------------------------------------COMMENT
MEDIUMgs_quant/test/markets/test_securities.py1822# ---------------------------------------------------------------------------COMMENT
MEDIUMgs_quant/test/markets/test_securities.py1862# ---------------------------------------------------------------------------COMMENT
MEDIUMgs_quant/test/markets/test_securities.py1864# ---------------------------------------------------------------------------COMMENT
MEDIUMgs_quant/mcp/client.py354# ---------------------------------------------------------------------------COMMENT
MEDIUMgs_quant/mcp/client.py356# ---------------------------------------------------------------------------COMMENT
MEDIUMgs_quant/mcp/client.py373# ---------------------------------------------------------------------------COMMENT
MEDIUMgs_quant/mcp/client.py375# ---------------------------------------------------------------------------COMMENT
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MEDIUMgs_quant/mcp/client.py242# ---------------------------------------------------------------------------COMMENT
MEDIUMgs_quant/mcp/client.py244# ---------------------------------------------------------------------------COMMENT
MEDIUMgs_quant/mcp/README.md320# ┏━━━━━━┳━━━━━━━━━┳━━━━━━━━━━┳━━━━━━━━━┳━━━━━━━━━━━━━┓COMMENT
MEDIUMgs_quant/mcp/README.md322# ┡━━━━━━╇━━━━━━━━━╇━━━━━━━━━━╇━━━━━━━━━╇━━━━━━━━━━━━━┩COMMENT
MEDIUMgs_quant/mcp/README.md325# └──────┴─────────┴──────────┴─────────┴─────────────┘COMMENT
MEDIUMgs_quant/mcp/__main__.py156# ---------------------------------------------------------------------------COMMENT
MEDIUMgs_quant/mcp/__main__.py158# ---------------------------------------------------------------------------COMMENT
MEDIUMgs_quant/mcp/tools/marketview/tools.py25# ----------------------------------------------------------------------COMMENT
MEDIUMgs_quant/mcp/tools/marketview/tools.py27# ----------------------------------------------------------------------COMMENT
MEDIUMgs_quant/mcp/tools/marketview/tools.py96# ----------------------------------------------------------------------COMMENT
MEDIUMgs_quant/mcp/tools/marketview/tools.py98# ----------------------------------------------------------------------COMMENT
MEDIUMgs_quant/models/risk_model_utils.py419# ---------------------------------------------------------------------------COMMENT
MEDIUMgs_quant/models/risk_model_utils.py421# ---------------------------------------------------------------------------COMMENT
MEDIUMgs_quant/api/gs/marketview/dashboards.py246 # ------------------------------------------------------------------COMMENT
MEDIUMgs_quant/api/gs/marketview/dashboards.py248 # ------------------------------------------------------------------COMMENT
MEDIUMgs_quant/api/gs/marketview/dashboards.py262 # ------------------------------------------------------------------COMMENT
MEDIUMgs_quant/api/gs/marketview/dashboards.py264 # ------------------------------------------------------------------COMMENT
MEDIUMgs_quant/api/gs/marketview/dashboards.py46 # ------------------------------------------------------------------COMMENT
MEDIUMgs_quant/api/gs/marketview/dashboards.py48 # ------------------------------------------------------------------COMMENT
MEDIUMgs_quant/api/gs/marketview/dashboards.py293 # ------------------------------------------------------------------COMMENT
MEDIUMgs_quant/api/gs/marketview/dashboards.py295 # ------------------------------------------------------------------COMMENT
MEDIUMgs_quant/api/gs/marketview/dashboards.py343 # ------------------------------------------------------------------COMMENT
MEDIUMgs_quant/api/gs/marketview/dashboards.py345 # ------------------------------------------------------------------COMMENT
MEDIUMgs_quant/api/gs/marketview/dashboards.py357 # ------------------------------------------------------------------COMMENT
MEDIUMgs_quant/api/gs/marketview/dashboards.py359 # ------------------------------------------------------------------COMMENT
MEDIUMgs_quant/api/gs/marketview/dashboards.py374 # ------------------------------------------------------------------COMMENT
MEDIUMgs_quant/api/gs/marketview/dashboards.py376 # ------------------------------------------------------------------COMMENT
MEDIUMgs_quant/api/gs/marketview/dashboards.py428 # ------------------------------------------------------------------COMMENT
MEDIUMgs_quant/api/gs/marketview/dashboards.py430 # ------------------------------------------------------------------COMMENT
MEDIUMgs_quant/api/gs/marketview/types.py22# ------------------------------------------------------------------COMMENT
MEDIUMgs_quant/api/gs/marketview/types.py24# ------------------------------------------------------------------COMMENT
MEDIUMgs_quant/api/gs/marketview/types.py42# ------------------------------------------------------------------COMMENT
MEDIUMgs_quant/api/gs/marketview/types.py44# ------------------------------------------------------------------COMMENT
MEDIUMgs_quant/api/gs/marketview/types.py166# ------------------------------------------------------------------COMMENT
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Deep Nesting176 hits · 161 pts
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LOWversioneer.py1136CODE
LOWversioneer.py1360CODE
LOWversioneer.py1682CODE
LOWversioneer.py2102CODE
LOWgs_quant/_version.py141CODE
LOWgs_quant/_version.py579CODE
LOWgs_quant/json_convertors_common.py73CODE
LOWgs_quant/session.py323CODE
LOWgs_quant/session.py573CODE
LOWgs_quant/session.py1084CODE
LOWgs_quant/json_encoder.py27CODE
LOWgs_quant/errors.py77CODE
LOWgs_quant/json_convertors.py207CODE
LOWgs_quant/json_convertors.py224CODE
LOWgs_quant/base.py343CODE
LOWgs_quant/timeseries/algebra.py567CODE
LOWgs_quant/timeseries/algebra.py627CODE
LOWgs_quant/timeseries/technicals.py412CODE
LOWgs_quant/timeseries/event_study.py222CODE
LOWgs_quant/timeseries/measures_factset.py1308CODE
LOWgs_quant/timeseries/measures.py376CODE
LOWgs_quant/timeseries/measures.py392CODE
LOWgs_quant/timeseries/measures.py452CODE
LOWgs_quant/timeseries/measures.py1333CODE
LOWgs_quant/timeseries/measures.py2020CODE
LOWgs_quant/timeseries/measures.py2190CODE
LOWgs_quant/timeseries/measures.py2807CODE
LOWgs_quant/timeseries/measures.py2879CODE
LOWgs_quant/timeseries/measures.py2962CODE
LOWgs_quant/timeseries/measures.py3129CODE
LOWgs_quant/timeseries/measures.py3167CODE
LOWgs_quant/timeseries/measures.py5262CODE
LOWgs_quant/timeseries/measures.py5828CODE
LOWgs_quant/timeseries/measures_rates.py607CODE
LOWgs_quant/timeseries/measures_rates.py638CODE
LOWgs_quant/timeseries/measures_rates.py971CODE
LOWgs_quant/timeseries/measures_rates.py3107CODE
LOWgs_quant/timeseries/measures_rates.py3255CODE
LOWgs_quant/timeseries/helper.py101CODE
LOWgs_quant/timeseries/helper.py197CODE
LOWgs_quant/timeseries/helper.py393CODE
LOWgs_quant/timeseries/measures_reports.py1668CODE
LOWgs_quant/timeseries/econometrics.py490CODE
LOWgs_quant/timeseries/econometrics.py962CODE
LOWgs_quant/timeseries/measures_fx_vol.py284CODE
LOWgs_quant/timeseries/measures_fx_vol.py658CODE
LOWgs_quant/timeseries/measures_fx_vol.py862CODE
LOWgs_quant/timeseries/measures_fx_vol.py937CODE
LOWgs_quant/timeseries/_event_study/event_study_labels.py63CODE
LOWgs_quant/timeseries/_event_study/event_study_impact.py231CODE
LOWgs_quant/test/tracing/test_tracing.py63CODE
LOWgs_quant/test/tracing/test_tracing.py173CODE
LOWgs_quant/test/timeseries/test_timeseries.py131CODE
LOWgs_quant/test/timeseries/test_query_kwarg_casing.py51CODE
LOWgs_quant/test/timeseries/utils.py47CODE
LOWgs_quant/test/timeseries/test_measures.py84CODE
LOWgs_quant/test/timeseries/test_measures.py105CODE
LOWgs_quant/test/timeseries/test_measures.py5579CODE
LOWgs_quant/test/timeseries/test_measures.py5688CODE
LOWgs_quant/test/utils/test_utils.py72CODE
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Cross-Language Confusion25 hits · 130 pts
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HIGHgs_quant/context_base.py117 self._cls.push(self)CODE
HIGHgs_quant/context_base.py130 self._cls.push(self)CODE
HIGHgs_quant/test/timeseries/test_measures_portfolios.py550 assert max_drawdown_series.equals(returned)CODE
HIGHgs_quant/test/timeseries/test_measures_portfolios.py576 assert max_drawdown_series.equals(returned)CODE
HIGHgs_quant/test/timeseries/test_measures_portfolios.py602 assert max_drawdown_series.equals(returned)CODE
HIGHgs_quant/test/timeseries/test_measures_portfolios.py1916 assert actual.index.equals(idx)CODE
HIGHgs_quant/test/timeseries/test_measures_countries.py43 assert actual.index.equals(idx)CODE
HIGHgs_quant/test/timeseries/test_measures_countries.py50 assert actual.index.equals(idx)CODE
HIGHgs_quant/test/timeseries/test_measures_countries.py54 assert actual.index.equals(idx)CODE
HIGHgs_quant/test/timeseries/test_event_study.py749 Purpose: cover null, non-numeric, and passthrough fields in payload shaping.STRING
HIGHgs_quant/test/timeseries/test_measures_risk_models.py473 assert expected_series.equals(actual)CODE
HIGHgs_quant/test/timeseries/test_measures_factset.py1132 assert result.equals(mock_df)CODE
HIGHgs_quant/test/backtest/test_backtest_eq_vol_engine.py237 assert expected_pnl.equals(backtest_result.get_measure_series(FlowVolBacktestMeasure.PNL))CODE
HIGHgs_quant/test/markets/test_portfolio.py143 assert actual.equals(expected)CODE
HIGHgs_quant/test/markets/test_portfolio.py192 assert actual.equals(expected)CODE
HIGHgs_quant/test/markets/test_portfolio_manager.py2237 assert exposure_df.equals(pd.DataFrame.from_dict(result))CODE
HIGHgs_quant/test/api/test_risk.py85 assert result.raw_value.equals(expected)CODE
HIGHgs_quant/test/api/test_data.py289 assert result.equals(expected_result)CODE
HIGHgs_quant/test/api/test_data.py293 assert result_from_str.equals(expected_result)CODE
HIGHgs_quant/test/data/test_dataset.py227 assert data.equals(GsDataApi.construct_dataframe_with_types(str(Dataset.TR.TREOD), test_data))CODE
HIGHgs_quant/test/data/test_dataset.py246 assert data.equals(GsDataApi.construct_dataframe_with_types(str(Dataset.TR.TR), tr_data))CODE
HIGHgs_quant/test/data/test_dataset.py259 assert data.equals(GsDataApi.construct_dataframe_with_types(str(Dataset.TR.TREOD), test_data))CODE
HIGHgs_quant/test/data/test_dataset.py267 assert data.equals(GsDataApi.construct_dataframe_with_types(str(Dataset.TR.TREOD), ([test_data[-1]])))CODE
HIGHgs_quant/test/data/test_dataset.py426 assert df.equals(df2)CODE
HIGHgs_quant/backtests/data_sources.py118 return self.missing_data_strategy == other.missing_data_strategy and self.data_set.equals(other.data_set)CODE
AI Structural Patterns108 hits · 94 pts
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LOWgs_quant/session.py163CODE
LOWgs_quant/session.py260CODE
LOWgs_quant/session.py323CODE
LOWgs_quant/session.py625CODE
LOWgs_quant/session.py677CODE
LOWgs_quant/session.py774CODE
LOWgs_quant/session.py821CODE
LOWgs_quant/session.py823CODE
LOWgs_quant/session.py872CODE
LOWgs_quant/session.py848CODE
LOWgs_quant/session.py919CODE
LOWgs_quant/session.py1028CODE
LOWgs_quant/session.py1084CODE
LOWgs_quant/timeseries/measures_xccy.py338CODE
LOWgs_quant/timeseries/measures_tba.py210CODE
LOWgs_quant/timeseries/measures_tba.py279CODE
LOWgs_quant/timeseries/event_study.py319CODE
LOWgs_quant/timeseries/measures.py3262CODE
LOWgs_quant/timeseries/measures_rates.py571CODE
LOWgs_quant/timeseries/measures_rates.py579CODE
LOWgs_quant/timeseries/measures_rates.py1103CODE
LOWgs_quant/timeseries/measures_rates.py1341CODE
LOWgs_quant/timeseries/measures_rates.py1394CODE
LOWgs_quant/timeseries/measures_rates.py1557CODE
LOWgs_quant/timeseries/measures_rates.py1606CODE
LOWgs_quant/timeseries/measures_rates.py1761CODE
LOWgs_quant/timeseries/measures_rates.py2148CODE
LOWgs_quant/timeseries/measures_rates.py2508CODE
LOWgs_quant/timeseries/measures_rates.py2589CODE
LOWgs_quant/timeseries/measures_rates.py2720CODE
LOWgs_quant/timeseries/measures_inflation.py172CODE
LOWgs_quant/timeseries/measures_inflation.py237CODE
LOWgs_quant/timeseries/measures_inflation.py353CODE
LOWgs_quant/timeseries/statistics.py1296CODE
LOWgs_quant/timeseries/statistics.py1497CODE
LOWgs_quant/timeseries/econometrics.py860CODE
LOWgs_quant/timeseries/measures_fx_vol.py273CODE
LOWgs_quant/timeseries/measures_fx_vol.py281CODE
LOWgs_quant/timeseries/_event_study/event_study_impact.py341CODE
LOWgs_quant/test/timeseries/test_measures_rates.py1420CODE
LOWgs_quant/test/timeseries/test_measures.py423CODE
LOWgs_quant/test/timeseries/test_measures.py491CODE
LOWgs_quant/backtests/backtest_objects.py224CODE
LOWgs_quant/backtests/strategy_systematic.py68CODE
LOWgs_quant/backtests/generic_engine.py136CODE
LOWgs_quant/target/measures.py193CODE
LOWgs_quant/mcp/__main__.py92CODE
LOWgs_quant/mcp/__main__.py175CODE
LOWgs_quant/mcp/tools/marketview/tools.py102CODE
LOWgs_quant/models/epidemiology.py74CODE
LOWgs_quant/models/epidemiology.py157CODE
LOWgs_quant/models/epidemiology.py292CODE
LOWgs_quant/models/epidemiology.py434CODE
LOWgs_quant/models/risk_model.py682CODE
LOWgs_quant/markets/hedge.py313CODE
LOWgs_quant/markets/realtime.py43CODE
LOWgs_quant/markets/position_set.py1193CODE
LOWgs_quant/markets/core.py86CODE
LOWgs_quant/markets/historical.py36CODE
LOWgs_quant/markets/historical.py137CODE
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Excessive Try-Catch Wrapping84 hits · 86 pts
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MEDIUMgs_quant/session.py473def __del__(self):CODE
LOWgs_quant/session.py476 except Exception:CODE
LOWgs_quant/session.py1080 except Exception:CODE
LOWgs_quant/json_convertors.py370 except Exception as e:CODE
LOWgs_quant/tracing/tracing.py502 except Exception:CODE
LOWgs_quant/tracing/tracing.py509 except Exception:CODE
LOWgs_quant/tracing/tracing.py554 except Exception:CODE
LOWgs_quant/tracing/tracing.py563 except Exception:CODE
LOWgs_quant/tracing/tracing.py746 except Exception:CODE
MEDIUMgs_quant/tracing/tracing.py506def extract(carrier) -> TracingContext:CODE
LOWgs_quant/timeseries/measures_factset.py1351 except Exception as e:CODE
LOWgs_quant/timeseries/measures_factset.py1641 except Exception as e:CODE
LOWgs_quant/timeseries/measures_factset.py1665 except Exception as e:CODE
LOWgs_quant/timeseries/measures_factset.py1688 except Exception as e:CODE
LOWgs_quant/timeseries/measures_factset.py1748 except Exception as e:CODE
LOWgs_quant/timeseries/measures_factset.py1761 except Exception as e:CODE
MEDIUMgs_quant/timeseries/measures.py2594def measure_request_safe(parent_fn_name, asset, fn, request_id, *args, **kwargs)CODE
LOWgs_quant/timeseries/measures.py2092 except Exception as e:CODE
LOWgs_quant/timeseries/measures.py2992 except Exception as e:CODE
LOWgs_quant/timeseries/measures.py5635 except Exception as e:CODE
LOWgs_quant/timeseries/measures.py5715 except Exception as e:CODE
LOWgs_quant/timeseries/measures_cognitive_credit.py199 except Exception as e:CODE
LOWgs_quant/timeseries/measures_fx_vol.py630 except Exception as error:CODE
LOWgs_quant/timeseries/measures_fx_vol.py1056 except Exception as error:CODE
LOWgs_quant/timeseries/_event_study/event_study_labels.py81 except Exception:CODE
LOWgs_quant/timeseries/_event_study/event_study_labels.py99 except Exception:CODE
LOWgs_quant/timeseries/_event_study/event_study_labels.py101 except Exception:CODE
LOWgs_quant/timeseries/_event_study/event_study_labels.py109 except Exception:CODE
LOW…nt/timeseries/_event_study/event_study_asset_source.py93 except Exception:CODE
LOW…nt/timeseries/_event_study/event_study_asset_source.py95 except Exception:CODE
LOWgs_quant/test/tracing/test_tracing.py74 except Exception:CODE
LOWgs_quant/test/utils/mock_request.py209 except Exception:CODE
LOWgs_quant/test/utils/mock_request.py228 except Exception:CODE
LOWgs_quant/test/data/test_data_caching.py214 except Exception:CODE
LOWgs_quant/instrument/core.py208 except Exception as e:CODE
MEDIUMgs_quant/instrument/core.py205def cb(f):CODE
LOWgs_quant/backtests/backtest_objects.py445 except Exception:CODE
LOWgs_quant/datetime/rules.py85 except Exception as e:CODE
LOWgs_quant/mcp/client.py366 except Exception as exc: # noqa: BLE001 - surface clean error to CLI usersCODE
LOWgs_quant/mcp/client.py427 except Exception as exc: # noqa: BLE001 - never let close errors bubbleSTRING
LOWgs_quant/mcp/client.py436 except Exception as exc: # noqa: BLE001 - want to enter REPL even if listing failsSTRING
LOWgs_quant/mcp/client.py514 except Exception as exc: # noqa: BLE001STRING
LOWgs_quant/mcp/client.py518 except Exception as exc: # noqa: BLE001 - REPL must not die on tool errorsSTRING
LOWgs_quant/mcp/tools/data/tools.py178 except Exception as e:CODE
LOWgs_quant/models/risk_model_utils.py675 except Exception as unknown_exception:CODE
LOWgs_quant/markets/hedge.py589 except Exception as e:CODE
LOWgs_quant/markets/factor_analytics.py128 except Exception as e:CODE
LOWgs_quant/markets/portfolio_manager.py696 except Exception as ex:CODE
LOWgs_quant/markets/optimizer.py1718 except Exception as e:CODE
LOWgs_quant/markets/optimizer.py1785 except Exception as e:CODE
LOWgs_quant/markets/optimizer.py1839 except Exception as e:CODE
LOWgs_quant/markets/optimizer.py2282 except Exception as e:CODE
LOWgs_quant/markets/report.py627 except Exception as e:CODE
LOWgs_quant/api/risk.py71 except Exception as e:CODE
LOWgs_quant/api/risk.py217 except Exception as e:CODE
LOWgs_quant/api/risk.py337 except Exception:CODE
LOWgs_quant/api/risk.py375 except Exception as e:CODE
LOWgs_quant/api/gs/hedges.py326 except Exception as e:CODE
LOWgs_quant/api/gs/hedges.py338 except Exception as e:CODE
LOWgs_quant/api/gs/risk.py147 except Exception as e:CODE
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Docstring Block Structure7 hits · 35 pts
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HIGHgs_quant/timeseries/measures_fx_vol.py353 Flip call/put smile references when the FX cross must be queried in stored direction. Purpose: Keep smSTRING
HIGHgs_quant/timeseries/measures_fx_vol.py379 Convert a smile reference into the asset-service strike label and option type. Purpose: Translate userSTRING
HIGHgs_quant/timeseries/measures_fx_vol.py419 Resolve the five standard FX smile points into batched asset lookup metadata. Purpose: Precompute all STRING
HIGHgs_quant/timeseries/measures_fx_vol.py532 Fetch implied-volatility market data for all smile asset ids in one query. Purpose: Collapse the commoSTRING
HIGHgs_quant/timeseries/measures_fx_vol.py574 Fetch unresolved FX smile points through the single-point measure path. Purpose: Preserve resilience wSTRING
HIGHgs_quant/api/gs/secmaster.py238 Get identifiers for a list of secmaster ids. It runs in batches till all data is fetched. This method STRING
HIGHgs_quant/api/gs/secmaster.py803 Retrieve reference data for listed derivatives based on their underlyers. This method retrieves securiSTRING
Over-Commented Block29 hits · 28 pts
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LOWconftest.py1# This import is needed to register the magic pylint hooks to make it skip the integration testsCOMMENT
LOWversioneer.py1841 vers = get_versions(verbose=True)COMMENT
LOWdocs/conf.py1# -*- coding: utf-8 -*-COMMENT
LOWdocs/conf.py61COMMENT
LOWdocs/conf.py101COMMENT
LOWdocs/conf.py121# defined by theme itself. Builtin themes are using these templates byCOMMENT
LOWdocs/conf.py141 #COMMENT
LOWdocs/_build/html/_static/jquery-3.5.1.js841 // qSA considers elements outside a scoping root when evaluating child orCOMMENT
LOWdocs/_build/html/_static/jquery-3.5.1.js1021 // Known :disabled false positives: fieldset[disabled] > legend:nth-of-type(n+2) :can-disableCOMMENT
LOWdocs/_build/html/_static/jquery-3.5.1.js4301 // In cases where either:COMMENT
LOWdocs/_build/html/_static/underscore-1.3.1.js1// Underscore.js 1.3.1COMMENT
LOWgs_quant/timeseries/analysis.py1# Copyright 2018 Goldman Sachs.COMMENT
LOWgs_quant/timeseries/algebra.py1# Copyright 2018 Goldman Sachs.COMMENT
LOWgs_quant/timeseries/technicals.py1# Copyright 2018 Goldman Sachs.COMMENT
LOWgs_quant/timeseries/event_study.py21# internal modules, while this file keeps the public framing API thin.COMMENT
LOWgs_quant/timeseries/event_study.py41# event_study_labels -> propagation of contextual event labelsCOMMENT
LOWgs_quant/timeseries/event_study.py61#COMMENT
LOWgs_quant/timeseries/measures.py1# Copyright 2019 Goldman Sachs.COMMENT
LOWgs_quant/timeseries/statistics.py1# Copyright 2018 Goldman Sachs.COMMENT
LOWgs_quant/timeseries/econometrics.py1# Copyright 2018 Goldman Sachs.COMMENT
LOWgs_quant/timeseries/datetime.py1# Copyright 2018 Goldman Sachs.COMMENT
LOW…uant/timeseries/_event_study/event_study_processing.py21# Own the source-agnostic transformations around the event-study flow:COMMENT
LOWgs_quant/timeseries/_event_study/event_study_labels.py21# Own the label-building rules that preserve event context across theCOMMENT
LOW…ant/timeseries/_event_study/event_study_definitions.py21# Own the immutable event model and registry data used by the event-studyCOMMENT
LOW…ant/timeseries/_event_study/event_study_definitions.py41# help in tests and debugging, and immutability reduces the chance ofCOMMENT
LOWgs_quant/timeseries/_event_study/event_study_objects.py21# Own the reusable event loader objects and the logic that turns aCOMMENT
LOWgs_quant/timeseries/_event_study/event_study_frame.py21# Own the pure dataframe-shaping side of event study: calendar-dateCOMMENT
LOWgs_quant/timeseries/_event_study/event_study_impact.py21# Detect event dates from one timeseries based on thresholded moves, mapCOMMENT
LOWgs_quant/timeseries/_event_study/event_study_query.py21# Own the caller-facing normalization path for event-date queries: tickerCOMMENT
Self-Referential Comments9 hits · 28 pts
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MEDIUMversioneer.py481# This file is released into the public domain.COMMENT
MEDIUMgs_quant/_version.py8# This file is released into the public domain.COMMENT
MEDIUMgs_quant/tracing/tracing.py417 # Create an OpenTelemetry Tracer.COMMENT
MEDIUMgs_quant/timeseries/event_study.py19# This module is the public event-study entry point. Static event definitions,COMMENT
MEDIUMgs_quant/timeseries/measures.py5443 # Create a dataframe with required columnsCOMMENT
MEDIUMgs_quant/timeseries/measures.py5526 # Create a dataframe with required columnsCOMMENT
MEDIUMgs_quant/test/backtest/test_generic_engine.py1036 # Create a portfolio of equity options with different characteristicsCOMMENT
MEDIUMgs_quant/test/backtest/test_generic_engine.py1059 # Define the weighted trade actionCOMMENT
MEDIUMgs_quant/analytics/datagrid/datagrid.py200 # Create the cellCOMMENT
Redundant / Tautological Comments13 hits · 22 pts
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LOW…s/_build/html/_modules/gs_quant/timeseries/helper.html287 <span class="c1"># Set category to None for no restrictions, else provide a tuple of allowed values.</span>CODE
LOWgs_quant/timeseries/measures.py5362 # Check if market date is future date for the given assetCOMMENT
LOWgs_quant/timeseries/measures.py5370 # Check if market date is weekendCOMMENT
LOWgs_quant/timeseries/measures.py5373 # Check if market date is within end and start date rangesCOMMENT
LOWgs_quant/timeseries/measures.py5412 # Check if market date do not have an entry, a holiday or value not entered yet, if so get prev date valueCOMMENT
LOWgs_quant/timeseries/measures.py5497 # Check if market date do not have an entry, a holiday or value not entered yet, if so get prev date valueCOMMENT
LOWgs_quant/timeseries/helper.py254 # Set category to None for no restrictions, else provide a tuple of allowed values.COMMENT
LOWgs_quant/test/timeseries/test_datetime.py587 # Check if the holiday was removedCOMMENT
LOWgs_quant/test/utils/mock_request.py173 # Check if we have already saved this file in this test run, in which case skip re-saving itCOMMENT
LOWgs_quant/markets/position_set.py857 # Set notional to gross notional because in case of L/S pricing the API normalizes all weights wrt grossCOMMENT
LOWgs_quant/data/utilities.py409 # Check if any active identifier has infinity end dateCOMMENT
LOWgs_quant/analytics/datagrid/datagrid.py206 # Check if there is a processor override and apply if soCOMMENT
LOWgs_quant/analytics/common/helpers.py41 # Check if the entity is in the cacheCOMMENT
Hallucination Indicators2 hits · 20 pts
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CRITICALdocs/_build/html/_static/jquery-3.5.1.js8086jQuery.each( jQuery.expr.match.bool.source.match( /\w+/g ), function( _i, name ) {CODE
CRITICALdocs/_build/html/_static/jquery.js2!function(e,t){"use strict";"object"==typeof module&&"object"==typeof module.exports?module.exports=e.document?t(e,!0):fCODE
AI Slop Vocabulary8 hits · 14 pts
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LOWversioneer.py500 # each be defined on a line of their own. _version.py will just callCOMMENT
MEDIUMdocs/_build/html/_static/jquery-3.5.1.js10821// understands anonymous AMD modules. A named AMD is safest and most robustCOMMENT
LOWgs_quant/_version.py27 # each be defined on a line of their own. _version.py will just callCOMMENT
LOWgs_quant/json_convertors.py54 # So this decoder would become redundant, to allow any version we simply return if it's already a dateCOMMENT
LOWgs_quant/json_convertors.py67 # So this decoder would become redundant, to allow any version we simply return if it's already a timeCOMMENT
LOWgs_quant/test/timeseries/test_measures_factset.py1150 # Mock ThreadPoolManager.run_async to just call each task sequentiallyCOMMENT
LOWgs_quant/backtests/predefined_asset_engine.py152 # or as a datetime itself in which case just add it to the timerCOMMENT
LOWgs_quant/analytics/common/helpers.py53 # If the reference is for a data row, simply set the entity of the row.COMMENT
Verbosity Indicators4 hits · 8 pts
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LOWgs_quant/models/risk_model.py1420 # Step 2: stitch all fetch batches into one assetData dictCOMMENT
LOWgs_quant/models/risk_model.py1427 # Step 3: merge — input wins on conflict, existing fields preserved.COMMENT
LOWgs_quant/models/risk_model.py1377 # Step 1: fetch existing data for the input universe only, in batches.COMMENT
LOWgs_quant/models/risk_model.py1440 # Step 4: upload only the merged input universe (server leaves all other assets alone)COMMENT
Structural Annotation Overuse4 hits · 8 pts
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LOWgs_quant/models/risk_model.py1420 # Step 2: stitch all fetch batches into one assetData dictCOMMENT
LOWgs_quant/models/risk_model.py1427 # Step 3: merge — input wins on conflict, existing fields preserved.COMMENT
LOWgs_quant/models/risk_model.py1377 # Step 1: fetch existing data for the input universe only, in batches.COMMENT
LOWgs_quant/models/risk_model.py1440 # Step 4: upload only the merged input universe (server leaves all other assets alone)COMMENT
Modern Structural Boilerplate7 hits · 7 pts
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LOWgs_quant/session.py49logger = logging.getLogger(__name__)CODE
LOWgs_quant/timeseries/event_study.py392__all__ = [CODE
LOWgs_quant/backtests/generic_engine.py66logger = logging.getLogger(__name__)CODE
LOWgs_quant/mcp/__init__.py4__all__ = [CODE
LOWgs_quant/mcp/tools/__init__.py8__all__ = [CODE
LOWgs_quant/api/gs/secmaster.py35logger = logging.getLogger(__name__)CODE
LOW…asset/response_datatypes/generic_backtest_datatypes.py29__all__ = ['decode_strategy']CODE
Fake / Example Data3 hits · 3 pts
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LOWgs_quant/test/entities/test_entitlements.py28 {'id': 'userId', 'email': 'jane.doe@gs.com', 'name': 'Jane Doe', 'company': 'Goldman Sachs Group'}CODE
LOWgs_quant/test/entities/test_entitlements.py69 {'id': 'userId', 'email': 'jane.doe@gs.com', 'name': 'Jane Doe', 'company': 'Goldman Sachs Group'}CODE
LOWgs_quant/test/entities/test_entitlements.py83 {'id': 'userId', 'email': 'jane.doe@gs.com', 'name': 'Jane Doe', 'company': 'Goldman Sachs Group'}CODE
Dead Code1 hit · 2 pts
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MEDIUMgs_quant/markets/report.py832CODE
Slop Phrases1 hit · 2 pts
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LOWgs_quant/markets/portfolio_manager.py191 # make sure to process the last batchCOMMENT
Overly Generic Function Names1 hit · 1 pts
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LOWdocs/_build/html/_static/jquery-3.5.1.js4401function getData( data ) {CODE