From 0bf1deac484170654087455852e801ce104396fc Mon Sep 17 00:00:00 2001 From: Gourav Kumar Date: Sun, 5 Jun 2022 23:06:12 +0530 Subject: [PATCH] renamed module to PyFacts --- {fincal => pyfacts}/__init__.py | 2 +- {fincal => pyfacts}/__main__.py | 0 {fincal => pyfacts}/core.py | 8 ++++---- {fincal => pyfacts}/exceptions.py | 0 fincal/fincal.py => pyfacts/pyfacts.py | 4 ++-- {fincal => pyfacts}/statistics.py | 4 ++-- {fincal => pyfacts}/utils.py | 4 ++-- setup.py | 4 ++-- tests/conftest.py | 8 ++++---- tests/test_core.py | 10 +++++----- tests/test_fincal.py | 20 ++++++++++---------- tests/test_stats.py | 24 ++++++++++++------------ 12 files changed, 44 insertions(+), 44 deletions(-) rename {fincal => pyfacts}/__init__.py (74%) rename {fincal => pyfacts}/__main__.py (100%) rename {fincal => pyfacts}/core.py (99%) rename {fincal => pyfacts}/exceptions.py (100%) rename fincal/fincal.py => pyfacts/pyfacts.py (99%) rename {fincal => pyfacts}/statistics.py (99%) rename {fincal => pyfacts}/utils.py (98%) diff --git a/fincal/__init__.py b/pyfacts/__init__.py similarity index 74% rename from fincal/__init__.py rename to pyfacts/__init__.py index eb1fa13..cb9a512 100644 --- a/fincal/__init__.py +++ b/pyfacts/__init__.py @@ -1,4 +1,4 @@ from .core import * -from .fincal import * +from .pyfacts import * from .statistics import * from .utils import * diff --git a/fincal/__main__.py b/pyfacts/__main__.py similarity index 100% rename from fincal/__main__.py rename to pyfacts/__main__.py diff --git a/fincal/core.py b/pyfacts/core.py similarity index 99% rename from fincal/core.py rename to pyfacts/core.py index 7e70eae..37d4631 100644 --- a/fincal/core.py +++ b/pyfacts/core.py @@ -20,7 +20,7 @@ from typing import ( from dateutil.relativedelta import relativedelta -from .utils import FincalOptions, _parse_date, _preprocess_timeseries +from .utils import PyfactsOptions, _parse_date, _preprocess_timeseries @dataclass(frozen=True) @@ -908,7 +908,7 @@ class TimeSeriesCore: """ if closest is None: - closest = FincalOptions.get_closest + closest = PyfactsOptions.get_closest time_delta_dict = {"exact": 0, "previous": -1, "next": 1} @@ -983,7 +983,7 @@ class TimeSeriesCore: return self.data if string_date_format == "default": - string_date_format = FincalOptions.date_format + string_date_format = PyfactsOptions.date_format data = {datetime.datetime.strftime(dt, string_date_format): val for dt, val in self.data.items()} return data @@ -1006,7 +1006,7 @@ class TimeSeriesCore: return list(self.data.items()) if string_date_format == "default": - string_date_format = FincalOptions.date_format + string_date_format = PyfactsOptions.date_format data = [(datetime.datetime.strftime(dt, string_date_format), val) for dt, val in self.data.items()] return data diff --git a/fincal/exceptions.py b/pyfacts/exceptions.py similarity index 100% rename from fincal/exceptions.py rename to pyfacts/exceptions.py diff --git a/fincal/fincal.py b/pyfacts/pyfacts.py similarity index 99% rename from fincal/fincal.py rename to pyfacts/pyfacts.py index 6e0543a..49d3633 100644 --- a/fincal/fincal.py +++ b/pyfacts/pyfacts.py @@ -11,7 +11,7 @@ from dateutil.relativedelta import relativedelta from .core import AllFrequencies, Frequency, Series, TimeSeriesCore, date_parser from .utils import ( - FincalOptions, + PyfactsOptions, _find_closest_date, _interval_to_years, _is_eomonth, @@ -540,7 +540,7 @@ class TimeSeries(TimeSeriesCore): sd = statistics.stdev(rolling_returns.values) if annualize_volatility: if traded_days is None: - traded_days = FincalOptions.traded_days + traded_days = PyfactsOptions.traded_days if return_period_unit == "months": sd *= math.sqrt(12 / return_period_value) diff --git a/fincal/statistics.py b/pyfacts/statistics.py similarity index 99% rename from fincal/statistics.py rename to pyfacts/statistics.py index e4ff194..6ef3f5e 100644 --- a/fincal/statistics.py +++ b/pyfacts/statistics.py @@ -2,9 +2,9 @@ import datetime import statistics from typing import Literal -from fincal.core import date_parser +from pyfacts.core import date_parser -from .fincal import TimeSeries +from .pyfacts import TimeSeries from .utils import _interval_to_years diff --git a/fincal/utils.py b/pyfacts/utils.py similarity index 98% rename from fincal/utils.py rename to pyfacts/utils.py index 4391325..857d217 100644 --- a/fincal/utils.py +++ b/pyfacts/utils.py @@ -8,7 +8,7 @@ from .exceptions import DateNotFoundError, DateOutOfRangeError @dataclass -class FincalOptions: +class PyfactsOptions: date_format: str = "%Y-%m-%d" closest: str = "previous" # next traded_days: int = 365 @@ -42,7 +42,7 @@ def _parse_date(date: str, date_format: str = None) -> datetime.datetime: return datetime.datetime.fromordinal(date.toordinal()) if date_format is None: - date_format = FincalOptions.date_format + date_format = PyfactsOptions.date_format try: date = datetime.datetime.strptime(date, date_format) diff --git a/setup.py b/setup.py index 6fb6adb..da1b09f 100644 --- a/setup.py +++ b/setup.py @@ -3,8 +3,8 @@ from setuptools import find_packages, setup license = open("LICENSE").read().strip() setup( - name="Fincal", - version='0.0.1', + name="PyFacts", + version="0.0.1", license=license, author="Gourav Kumar", author_email="gouravkr@outlook.in", diff --git a/tests/conftest.py b/tests/conftest.py index d94c290..1bd9f5f 100644 --- a/tests/conftest.py +++ b/tests/conftest.py @@ -3,7 +3,7 @@ import math import random from typing import List -import fincal as fc +import pyfacts as pft import pytest from dateutil.relativedelta import relativedelta @@ -55,7 +55,7 @@ def create_prices(s0: float, mu: float, sigma: float, num_prices: int) -> list: def sample_data_generator( - frequency: fc.Frequency, + frequency: pft.Frequency, start_date: datetime.date = datetime.date(2017, 1, 1), num: int = 1000, skip_weekends: bool = False, @@ -90,11 +90,11 @@ def sample_data_generator( timedelta_dict = { frequency.freq_type: int( - frequency.value * num * (7 / 5 if frequency == fc.AllFrequencies.D and skip_weekends else 1) + frequency.value * num * (7 / 5 if frequency == pft.AllFrequencies.D and skip_weekends else 1) ) } end_date = start_date + relativedelta(**timedelta_dict) - dates = fc.create_date_series(start_date, end_date, frequency.symbol, skip_weekends=skip_weekends, eomonth=eomonth) + dates = pft.create_date_series(start_date, end_date, frequency.symbol, skip_weekends=skip_weekends, eomonth=eomonth) values = create_prices(1000, mu, sigma, num) ts = list(zip(dates, values)) return ts diff --git a/tests/test_core.py b/tests/test_core.py index 9a629e3..19557ef 100644 --- a/tests/test_core.py +++ b/tests/test_core.py @@ -3,9 +3,9 @@ import random from typing import Literal, Mapping, Sequence import pytest -from fincal.core import AllFrequencies, Frequency, Series, TimeSeriesCore -from fincal.fincal import create_date_series -from fincal.utils import FincalOptions +from pyfacts.core import AllFrequencies, Frequency, Series, TimeSeriesCore +from pyfacts.pyfacts import create_date_series +from pyfacts.utils import PyfactsOptions class TestFrequency: @@ -141,9 +141,9 @@ class TestSlicing: assert ts.get("2021-02-23", -1) == -1 assert ts.get("2021-02-10", closest="previous")[1] == 230 assert ts.get("2021-02-10", closest="next")[1] == 240 - FincalOptions.get_closest = "previous" + PyfactsOptions.get_closest = "previous" assert ts.get("2021-02-10")[1] == 230 - FincalOptions.get_closest = "next" + PyfactsOptions.get_closest = "next" assert ts.get("2021-02-10")[1] == 240 def test_contains(self): diff --git a/tests/test_fincal.py b/tests/test_fincal.py index 4265af3..f5fe63a 100644 --- a/tests/test_fincal.py +++ b/tests/test_fincal.py @@ -1,14 +1,14 @@ import datetime import pytest -from fincal import ( +from pyfacts import ( AllFrequencies, - FincalOptions, + PyfactsOptions, Frequency, TimeSeries, create_date_series, ) -from fincal.exceptions import DateNotFoundError +from pyfacts.exceptions import DateNotFoundError class TestDateSeries: @@ -120,7 +120,7 @@ class TestTimeSeriesCreation: class TestTimeSeriesBasics: def test_fill(self, create_test_data): - FincalOptions.get_closest = "exact" + PyfactsOptions.get_closest = "exact" ts_data = create_test_data(frequency=AllFrequencies.D, num=50, skip_weekends=True) ts = TimeSeries(ts_data, frequency="D") ffill_data = ts.ffill() @@ -253,7 +253,7 @@ class TestReturns: def test_date_formats(self, create_test_data): ts_data = create_test_data(AllFrequencies.D, skip_weekends=True) ts = TimeSeries(ts_data, "D") - FincalOptions.date_format = "%d-%m-%Y" + PyfactsOptions.date_format = "%d-%m-%Y" with pytest.raises(ValueError): ts.calculate_returns( "2020-04-10", annual_compounded_returns=True, return_period_unit="days", return_period_value=90 @@ -265,7 +265,7 @@ class TestReturns: returns2 = ts.calculate_returns("01-04-2020", return_period_unit="days", return_period_value=90) assert round(returns1[1], 6) == round(returns2[1], 6) == 0.073632 - FincalOptions.date_format = "%m-%d-%Y" + PyfactsOptions.date_format = "%m-%d-%Y" with pytest.raises(ValueError): ts.calculate_returns( "2020-04-01", annual_compounded_returns=True, return_period_unit="days", return_period_value=90 @@ -278,7 +278,7 @@ class TestReturns: assert round(returns1[1], 6) == round(returns2[1], 6) == 0.073632 def test_limits(self, create_test_data): - FincalOptions.date_format = "%Y-%m-%d" + PyfactsOptions.date_format = "%Y-%m-%d" ts_data = create_test_data(AllFrequencies.D) ts = TimeSeries(ts_data, "D") with pytest.raises(DateNotFoundError): @@ -468,7 +468,7 @@ class TestReturnsAgain: def test_date_formats(self): ts = TimeSeries(self.data, frequency="M") - FincalOptions.date_format = "%d-%m-%Y" + PyfactsOptions.date_format = "%d-%m-%Y" with pytest.raises(ValueError): ts.calculate_returns( "2020-04-10", annual_compounded_returns=True, return_period_unit="days", return_period_value=90 @@ -480,7 +480,7 @@ class TestReturnsAgain: returns2 = ts.calculate_returns("10-04-2020", return_period_unit="days", return_period_value=90) assert round(returns1[1], 4) == round(returns2[1], 4) == 5.727 - FincalOptions.date_format = "%m-%d-%Y" + PyfactsOptions.date_format = "%m-%d-%Y" with pytest.raises(ValueError): ts.calculate_returns( "2020-04-10", annual_compounded_returns=True, return_period_unit="days", return_period_value=90 @@ -494,7 +494,7 @@ class TestReturnsAgain: def test_limits(self): ts = TimeSeries(self.data, frequency="M") - FincalOptions.date_format = "%Y-%m-%d" + PyfactsOptions.date_format = "%Y-%m-%d" with pytest.raises(DateNotFoundError): ts.calculate_returns("2020-04-25", return_period_unit="days", return_period_value=90, closest_max_days=10) diff --git a/tests/test_stats.py b/tests/test_stats.py index 7c7af42..7eee9b0 100644 --- a/tests/test_stats.py +++ b/tests/test_stats.py @@ -1,4 +1,4 @@ -import fincal as fc +import pyfacts as pft def test_conf(conf_fun): @@ -8,9 +8,9 @@ def test_conf(conf_fun): class TestSharpe: def test_sharpe_daily_freq(self, create_test_data): - data = create_test_data(num=1305, frequency=fc.AllFrequencies.D, skip_weekends=True) - ts = fc.TimeSeries(data, "D") - sharpe_ratio = fc.sharpe_ratio( + data = create_test_data(num=1305, frequency=pft.AllFrequencies.D, skip_weekends=True) + ts = pft.TimeSeries(data, "D") + sharpe_ratio = pft.sharpe_ratio( ts, risk_free_rate=0.06, from_date="2017-02-04", @@ -20,7 +20,7 @@ class TestSharpe: ) assert round(sharpe_ratio, 4) == 1.0502 - sharpe_ratio = fc.sharpe_ratio( + sharpe_ratio = pft.sharpe_ratio( ts, risk_free_rate=0.06, from_date="2017-01-09", @@ -30,7 +30,7 @@ class TestSharpe: ) assert round(sharpe_ratio, 4) == 1.0701 - sharpe_ratio = fc.sharpe_ratio( + sharpe_ratio = pft.sharpe_ratio( ts, risk_free_rate=0.06, from_date="2018-01-02", @@ -40,7 +40,7 @@ class TestSharpe: ) assert round(sharpe_ratio, 4) == 1.4374 - sharpe_ratio = fc.sharpe_ratio( + sharpe_ratio = pft.sharpe_ratio( ts, risk_free_rate=0.06, from_date="2017-07-03", @@ -51,9 +51,9 @@ class TestSharpe: assert round(sharpe_ratio, 4) == 0.8401 def test_sharpe_weekly_freq(self, create_test_data): - data = create_test_data(num=261, frequency=fc.AllFrequencies.W, mu=0.6, sigma=0.7) - ts = fc.TimeSeries(data, "W") - sharpe_ratio = fc.sharpe_ratio( + data = create_test_data(num=261, frequency=pft.AllFrequencies.W, mu=0.6, sigma=0.7) + ts = pft.TimeSeries(data, "W") + sharpe_ratio = pft.sharpe_ratio( ts, risk_free_rate=0.052, from_date="2017-01-08", @@ -63,7 +63,7 @@ class TestSharpe: ) assert round(sharpe_ratio, 4) == 0.4533 - sharpe_ratio = fc.sharpe_ratio( + sharpe_ratio = pft.sharpe_ratio( ts, risk_free_rate=0.052, from_date="2017-02-05", @@ -73,7 +73,7 @@ class TestSharpe: ) assert round(sharpe_ratio, 4) == 0.4898 - sharpe_ratio = fc.sharpe_ratio( + sharpe_ratio = pft.sharpe_ratio( ts, risk_free_rate=0.052, from_date="2018-01-01",