gkrou
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  • Joined on 2022-01-07
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gkrou created branch own-class in gourav/PyFacts 2022-06-05 17:03:30 +00:00
gkrou pushed to own-class at gourav/PyFacts 2022-06-05 17:03:30 +00:00
gkrou created branch return_period-0.1 in gourav/PyFacts 2022-06-05 17:03:30 +00:00
gkrou pushed to return_period-0.1 at gourav/PyFacts 2022-06-05 17:03:30 +00:00
gkrou created branch switch-to-decimal in gourav/PyFacts 2022-06-05 17:03:30 +00:00
gkrou pushed to switch-to-decimal at gourav/PyFacts 2022-06-05 17:03:30 +00:00
981419d23a changed values to Decimal
gkrou pushed to master at gourav/PyFacts 2022-06-05 07:23:51 +00:00
c605f71f10 Frequency validation and automatic assignment during creation
gkrou pushed to master at gourav/PyFacts 2022-06-04 17:18:41 +00:00
a6fcd29a34 Added to_dict and to_list methods
8117986742 Added correlation function
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gkrou pushed to master at gourav/PyFacts 2022-06-04 16:03:02 +00:00
da2993ebf0 added documentation for Jensen's alpha
f41b9c7519 Added Jensen's alpha to statistics
7504c840eb documentation
1682fe12cc Completed beta function
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gkrou pushed to master at gourav/PyFacts 2022-05-29 12:26:13 +00:00
177e3bc4c8 implemented beta, yet to check edge cases
922fe0f027 more tests for transform
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gkrou pushed to master at gourav/PyFacts 2022-05-24 15:42:01 +00:00
38fb9ca7d0 tests fro transform method
0a113fdd8a completed transform function
9a71cdf355 transform testing
66ad448516 Added proper support for & in Series
49cebecb88 __and__, __or__ in Series
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gkrou pushed to master at gourav/PyFacts 2022-05-12 05:10:58 +00:00
5512a647ad made eomonth parsing more intelligent
gkrou pushed to master at gourav/PyFacts 2022-05-10 04:21:22 +00:00
7e524ccf7a incorporated eomonth in ffill and bfill
gkrou pushed to master at gourav/PyFacts 2022-05-08 15:34:58 +00:00
aea6bf9b57 Some tests for Sharpe ratio
gkrou pushed to master at gourav/PyFacts 2022-05-08 12:39:50 +00:00
68d854cb3f moved create_test_data to a fixture in conftest.py
gkrou pushed to master at gourav/PyFacts 2022-05-07 08:39:39 +00:00
0d0b2121a3 Sharpe ratio is working
gkrou pushed to master at gourav/PyFacts 2022-05-01 07:37:32 +00:00
2a8f5b4041 limit = None in ffill was causing failure
19523519ee Handled returns and SD both getting annualised in SD calc
41562f7e70 returns are not compounded during voloatility calculations
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gkrou pushed to master at gourav/PyFacts 2022-04-29 02:13:20 +00:00
336cf41ca8 added sharpe ratio
0f002f3478 added mean() method
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gkrou pushed to master at gourav/PyFacts 2022-04-26 05:04:27 +00:00
79cd44d41f Implemented limit parameter in ffill and bfill
gkrou pushed to master at gourav/PyFacts 2022-04-24 18:17:38 +00:00
978566e0a8 Improved TSC.get
c99ffe02d0 changes to getitem to fetch closest date
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