gkrou
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  • Joined on 2022-01-07
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gkrou pushed to master at gourav/PyFacts 2023-07-17 00:45:08 +00:00
c453ff20e5 Merge branch 'master' of http://192.168.0.114:3000/buddy/fincal
a455cdfc65 updated tests, all are accurate and passing
f317a93bfe rewrote generate_date_series using while loop
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gkrou pushed to master at gourav/PyFacts 2023-03-26 17:54:01 +00:00
14afb1400a Corrected date getting missed in transform
gkrou pushed to master at gourav/PyFacts 2023-03-26 09:44:02 +00:00
0bab00f455 added eomonth to transform function
gkrou pushed to master at gourav/PyFacts 2023-03-25 17:24:22 +00:00
56e8017de7 updated some tests, added test for shrink, not working yet
gkrou pushed to master at gourav/PyFacts 2023-03-25 09:14:24 +00:00
7108fa2a56 resolved issues with tox
6cf56ddf11 committing pending changes
3a5ca91234 documentation of read_csv
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gkrou pushed to find_closest_changes at gourav/PyFacts 2022-09-11 17:03:36 +00:00
db8f73d5c6 sortino tests are now passing
7b65f6ff3f find closest date returns nan for min/max failure as well
18b60bd608 sortino filters out nan in rolling returns
0fec9abac0 handled nan in calculate returns and SD
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gkrou pushed to master at gourav/PyFacts 2022-09-11 17:03:36 +00:00
db8f73d5c6 sortino tests are now passing
7b65f6ff3f find closest date returns nan for min/max failure as well
18b60bd608 sortino filters out nan in rolling returns
0fec9abac0 handled nan in calculate returns and SD
c35bc35529 changed find_closest_date input from dict to TimeSeries
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gkrou pushed to master at gourav/PyFacts 2022-07-24 10:33:52 +00:00
c4e1d8b586 corrected return calc test, writing sortino tests
db8377f0ef added preprocess fromto date, does not work properly yet
583ca98e51 type hints and docs
b1305ca89d Expanded sortino function
ef68ae0293 type hints and docs
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gkrou created branch find_closest_changes in gourav/PyFacts 2022-07-24 10:33:52 +00:00
gkrou pushed to find_closest_changes at gourav/PyFacts 2022-07-24 10:33:52 +00:00
c35bc35529 changed find_closest_date input from dict to TimeSeries
gkrou pushed to master at gourav/PyFacts 2022-06-26 18:43:40 +00:00
cae704b658 renamed file
a69f3e495e added testing guidelines
40429fc70a deleted local test files
c7e955f91e deleted files not required
d0c087c3bf deleted files not required
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gkrou pushed to master at gourav/PyFacts 2022-06-25 18:14:22 +00:00
d229c9cf2d removed entrypoint
a8b90182da removed unused libraries
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gkrou pushed to master at gourav/PyFacts 2022-06-25 10:04:19 +00:00
48e47e34a8 ignore intellij idea folder
469c421639 updated tox.ini
3bc7e7b496 black changes
a395f7d98d defined custom covariance function to make it compatible with <3.10
56baf83a77 updated values to match with custom covariance function
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gkrou pushed to master at gourav/PyFacts 2022-06-13 04:34:37 +00:00
371b319e9d Expanded with more methods and examples
a0499ca157 bug fix in frequency parsing
33c56d8f6c bug fix in sortino
e450395ad0 tests for sortino and missing frequency
3ffec7b11b handled issues with frequency validation
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gkrou pushed to master at gourav/PyFacts 2022-06-06 18:04:15 +00:00
6c8800bef2 Implemented sortino ratio
f46ebaa8a9 Renamed test file
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gkrou pushed to master at gourav/PyFacts 2022-06-06 09:54:16 +00:00
e9bb795ecf Tests for beta and bug fixes
569f20709b Updated test file
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gkrou pushed to master at gourav/PyFacts 2022-06-06 01:44:16 +00:00
c713e3283b improved Readme
gkrou pushed to master at gourav/PyFacts 2022-06-05 17:37:39 +00:00
0bf1deac48 renamed module to PyFacts
gkrou renamed repository from fincal to gourav/PyFacts 2022-06-05 17:05:40 +00:00
gkrou pushed to UserDict-trial at gourav/PyFacts 2022-06-05 17:03:30 +00:00
5c5d5b8cc6 Merge branch 'UserDict-trial' of http://192.168.0.114:3000/buddy/fincal into UserDict-trial
59f44e2a70 deleted before pull
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