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improved limit calculation

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Added basic test for limit
This commit is contained in:
Gourav Kumar 2022-03-02 23:35:57 +05:30
parent 60f25de710
commit 32e4f25f59
2 changed files with 7 additions and 1 deletions
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3
fincal/fincal.py
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@ -266,7 +266,8 @@ class TimeSeries(TimeSeriesCore):
prev_date = as_on - relativedelta(**{interval_type: interval_value}) prev_date = as_on - relativedelta(**{interval_type: interval_value})
current = _find_closest_date(self.data, as_on, closest_max_days, as_on_delta, if_not_found) current = _find_closest_date(self.data, as_on, closest_max_days, as_on_delta, if_not_found)
previous = _find_closest_date(self.data, prev_date, closest_max_days, prior_delta, if_not_found) if current[1] != str("nan"):
previous = _find_closest_date(self.data, prev_date, closest_max_days, prior_delta, if_not_found)
if current[1] == str("nan") or previous[1] == str("nan"): if current[1] == str("nan") or previous[1] == str("nan"):
return as_on, float("NaN") return as_on, float("NaN")

5
tests/test_fincal.py
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@ -233,3 +233,8 @@ class TestReturns:
returns1 = ts.calculate_returns("2020-04-10", interval_type='days', interval_value=90, date_format='%Y-%m-%d') returns1 = ts.calculate_returns("2020-04-10", interval_type='days', interval_value=90, date_format='%Y-%m-%d')
returns2 = ts.calculate_returns("04-10-2020", interval_type='days', interval_value=90) returns2 = ts.calculate_returns("04-10-2020", interval_type='days', interval_value=90)
assert round(returns1[1], 4) == round(returns2[1], 4) == 5.727 assert round(returns1[1], 4) == round(returns2[1], 4) == 5.727
def test_limits(self):
ts = TimeSeries(self.data, frequency='M')
with pytest.raises(DateNotFoundError):
ts.calculate_returns("2020-04-25", interval_type='days', interval_value=90, closest_max_days=10)