PyFacts/testing.ipynb

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   "source": [
    "import datetime\n",
    "import pandas as pd\n",
    "\n",
    "from fincal.fincal import TimeSeries\n",
    "from fincal.core import Series"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "id": "4b8ccd5f-dfff-4202-82c4-f66a30c122b6",
   "metadata": {},
   "outputs": [],
   "source": [
    "dfd = pd.read_csv('test_files/nav_history_daily - copy.csv')\n",
    "dfd = dfd[dfd['amfi_code'] == 118825].reset_index(drop=True)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "id": "c52b0c2c-dd01-48dd-9ffa-3147ec9571ef",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Warning: The input data contains duplicate dates which have been ignored.\n"
     ]
    },
    {
     "data": {
      "text/plain": [
       "TimeSeries([(datetime.datetime(2013, 1, 2, 0, 0), 18.972),\n",
       "\t    (datetime.datetime(2013, 1, 3, 0, 0), 19.011),\n",
       "\t    (datetime.datetime(2013, 1, 4, 0, 0), 19.008)\n",
       "\t    ...\n",
       "\t    (datetime.datetime(2022, 2, 10, 0, 0), 86.5),\n",
       "\t    (datetime.datetime(2022, 2, 11, 0, 0), 85.226),\n",
       "\t    (datetime.datetime(2022, 2, 14, 0, 0), 82.53299999999999)], frequency='D')"
      ]
     },
     "execution_count": 12,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "ts = TimeSeries([(i.date, i.nav) for i in dfd.itertuples()], frequency='D')\n",
    "ts"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "id": "9e8ff6c6-3a36-435a-ba87-5b9844c18779",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "[(datetime.datetime(2022, 1, 31, 0, 0), 85.18),\n",
       " (datetime.datetime(2021, 5, 31, 0, 0), 74.85)]"
      ]
     },
     "execution_count": 6,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "ts[['2022-01-31', '2021-05-31']]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "id": "086d4377-d1b1-4e51-84c0-39dee28ef75e",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "TimeSeries([(datetime.datetime(2021, 2, 15, 0, 0), 73.483),\n",
       "\t    (datetime.datetime(2021, 2, 16, 0, 0), 73.237),\n",
       "\t    (datetime.datetime(2021, 2, 17, 0, 0), 72.98)\n",
       "\t    ...\n",
       "\t    (datetime.datetime(2022, 2, 10, 0, 0), 86.5),\n",
       "\t    (datetime.datetime(2022, 2, 11, 0, 0), 85.226),\n",
       "\t    (datetime.datetime(2022, 2, 14, 0, 0), 82.53299999999999)], frequency='D')"
      ]
     },
     "execution_count": 8,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "ts[ts.dates>'2021-02-14']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "id": "6f1226a3-2327-435b-88e7-fd0fdcc8cc1c",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "TimeSeries([(datetime.datetime(2020, 1, 2, 0, 0), 58.285),\n",
       "\t    (datetime.datetime(2020, 1, 3, 0, 0), 58.056999999999995),\n",
       "\t    (datetime.datetime(2020, 1, 6, 0, 0), 56.938)\n",
       "\t    ...\n",
       "\t    (datetime.datetime(2022, 2, 10, 0, 0), 86.5),\n",
       "\t    (datetime.datetime(2022, 2, 11, 0, 0), 85.226),\n",
       "\t    (datetime.datetime(2022, 2, 14, 0, 0), 82.53299999999999)], frequency='D')"
      ]
     },
     "execution_count": 9,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "s = ts.dates > '2020-01-01'\n",
    "ts[s]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "id": "e815edc9-3746-4192-814e-bd27b2771a0c",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "[(datetime.datetime(2013, 1, 2, 0, 0), 18.972),\n",
       " (datetime.datetime(2013, 1, 3, 0, 0), 19.011),\n",
       " (datetime.datetime(2013, 1, 4, 0, 0), 19.008),\n",
       " (datetime.datetime(2013, 1, 7, 0, 0), 18.95),\n",
       " (datetime.datetime(2013, 1, 8, 0, 0), 18.954),\n",
       " (datetime.datetime(2013, 1, 9, 0, 0), 18.94),\n",
       " (datetime.datetime(2013, 1, 10, 0, 0), 18.957),\n",
       " (datetime.datetime(2013, 1, 11, 0, 0), 18.948),\n",
       " (datetime.datetime(2013, 1, 14, 0, 0), 19.177),\n",
       " (datetime.datetime(2013, 1, 15, 0, 0), 19.272000000000002)]"
      ]
     },
     "execution_count": 10,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "ts.iloc[:10]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "id": "dc469722-c816-4b57-8d91-7a3b865f86be",
   "metadata": {
    "tags": []
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "CPU times: total: 15.6 ms\n",
      "Wall time: 10 ms\n"
     ]
    }
   ],
   "source": [
    "%%time\n",
    "from_date = datetime.date(2020, 1, 1)\n",
    "to_date = datetime.date(2021, 1, 1)\n",
    "# print(ts.calculate_returns(to_date, years=7))\n",
    "rr = ts.calculate_rolling_returns(from_date, to_date)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "e5d357b4-4fe5-4a0a-8107-0ab6828d7c41",
   "metadata": {},
   "outputs": [],
   "source": []
  }
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