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added tests for returns

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= 2022-02-24 23:24:20 +05:30
parent 308a4f1abb
commit 50c423611d
1 changed files with 28 additions and 0 deletions
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tests/test_fincal.py
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@ -176,3 +176,31 @@ class TestFincalBasic:
assert isinstance(time_series["values"], Series) assert isinstance(time_series["values"], Series)
assert len(time_series.dates) == 50 assert len(time_series.dates) == 50
assert len(time_series.values) == 50 assert len(time_series.values) == 50
def test_returns_calc(self):
data = [
('2020-01-01', 10),
('2020-02-01', 12),
('2020-03-01', 14),
('2020-04-01', 16),
('2020-05-01', 18),
('2020-06-01', 20),
('2020-07-01', 22),
('2020-08-01', 24),
('2020-09-01', 26),
('2020-10-01', 28),
('2020-11-01', 30),
('2020-12-01', 32),
('2021-01-01', 34)
]
ts = TimeSeries(data, frequency='M')
returns = ts.calculate_returns("2021-01-01", compounding=False, interval_type='years', interval_value=1)
assert returns == 2.4
returns = ts.calculate_returns("2020-04-01", compounding=False, interval_type='months', interval_value=3)
assert round(returns, 4) == 0.6
returns = ts.calculate_returns("2020-04-01", compounding=True, interval_type='months', interval_value=3)
assert round(returns, 4) == 5.5536
returns = ts.calculate_returns("2020-04-01", compounding=False, interval_type='days', interval_value=90)
assert round(returns, 4) == 0.6
returns = ts.calculate_returns("2020-04-01", compounding=True, interval_type='days', interval_value=90)
assert round(returns, 4) == 5.727