made eomonth parsing more intelligent

Corrected tests and code to account for the same

fincal/fincal.py

@@ -14,6 +14,7 @@ from .utils import (
     FincalOptions,
     _find_closest_date,
     _interval_to_years,
+    _is_eomonth,
     _preprocess_match_options,
 )
 
@@ -146,7 +147,7 @@ class TimeSeries(TimeSeriesCore):
         return res_string.format(self.start_date, self.end_date, total_dates)
 
     def ffill(
-        self, inplace: bool = False, limit: int = 1000, skip_weekends: bool = False, eomonth: bool = False
+        self, inplace: bool = False, limit: int = 1000, skip_weekends: bool = False, eomonth: bool = None
     ) -> TimeSeries | None:
         """Forward fill missing dates in the time series
 
@@ -165,6 +166,8 @@ class TimeSeries(TimeSeriesCore):
         -------
             Returns a TimeSeries object if inplace is False, otherwise None
         """
+        if eomonth is None:
+            eomonth = _is_eomonth(self.dates)
 
         dates_to_fill = create_date_series(
             self.start_date, self.end_date, self.frequency.symbol, eomonth, skip_weekends=skip_weekends
@@ -190,7 +193,7 @@ class TimeSeries(TimeSeriesCore):
         return self.__class__(new_ts, frequency=self.frequency.symbol)
 
     def bfill(
-        self, inplace: bool = False, limit: int = 1000, skip_weekends: bool = False, eomonth: bool = False
+        self, inplace: bool = False, limit: int = 1000, skip_weekends: bool = False, eomonth: bool = None
     ) -> TimeSeries | None:
         """Backward fill missing dates in the time series
 
@@ -209,6 +212,8 @@ class TimeSeries(TimeSeriesCore):
         -------
             Returns a TimeSeries object if inplace is False, otherwise None
         """
+        if eomonth is None:
+            eomonth = _is_eomonth(self.dates)
 
         dates_to_fill = create_date_series(
             self.start_date, self.end_date, self.frequency.symbol, eomonth, skip_weekends=skip_weekends

fincal/utils.py

@@ -2,6 +2,8 @@ import datetime
 from dataclasses import dataclass
 from typing import List, Literal, Mapping, Sequence, Tuple
 
+from dateutil.relativedelta import relativedelta
+
 from .exceptions import DateNotFoundError, DateOutOfRangeError
 
 
@@ -174,3 +176,14 @@ def _interval_to_years(interval_type: Literal["years", "months", "day"], interva
     year_conversion_factor: dict = {"years": 1, "months": 12, "days": 365}
     years: float = interval_value / year_conversion_factor[interval_type]
     return years
+
+
+def _is_eomonth(dates: Sequence[datetime.datetime], threshold: float = 0.7):
+    """Checks if a series is should be treated as end of month date series or not.
+
+    If eomonth dates exceed threshold percentage, it will be treated as eomonth series.
+    This can be used for any frequency, but will work only for monthly and lower frequencies.
+    """
+    eomonth_dates = [date.month != (date + relativedelta(days=1)).month for date in dates]
+    eomonth_proportion = sum(eomonth_dates) / len(dates)
+    return eomonth_proportion > threshold

tests/conftest.py

@@ -56,6 +56,7 @@ def create_prices(s0: float, mu: float, sigma: float, num_prices: int) -> list:
 
 def sample_data_generator(
     frequency: fc.Frequency,
+    start_date: datetime.date = datetime.date(2017, 1, 1),
     num: int = 1000,
     skip_weekends: bool = False,
     mu: float = 0.1,
@@ -87,7 +88,6 @@ def sample_data_generator(
         Returns a TimeSeries object
     """
 
-    start_date = datetime.datetime(2017, 1, 1)
     timedelta_dict = {
         frequency.freq_type: int(
             frequency.value * num * (7 / 5 if frequency == fc.AllFrequencies.D and skip_weekends else 1)

tests/test_fincal.py

@@ -198,6 +198,23 @@ class TestTimeSeriesBasics:
         assert "2017-08-31" in bf
         assert bf["2017-08-31"][1] == bf["2017-09-30"][1]
 
+    def test_fill_quarterly(self, create_test_data):
+        ts_data = create_test_data(frequency=AllFrequencies.Q, num=10, eomonth=True)
+        ts_data.pop(2)
+        ts_data.pop(6)
+        ts = TimeSeries(ts_data, frequency="Q")
+        assert len(ts) == 8
+
+        ff = ts.ffill()
+        assert len(ff) == 10
+        assert "2017-07-31" in ff
+        assert ff["2017-07-31"][1] == ff["2017-04-30"][1]
+
+        bf = ts.bfill()
+        assert len(bf) == 10
+        assert "2018-10-31" in bf
+        assert bf["2018-10-31"][1] == bf["2019-01-31"][1]
+
 
 class TestReturns:
     def test_returns_calc(self, create_test_data):
@@ -268,13 +285,13 @@ class TestReturns:
             ts.calculate_returns("2020-11-25", return_period_unit="days", return_period_value=90, closest_max_days=10)
 
     def test_rolling_returns(self):
-        # Yet to be written
+        # To-do
         return True
 
 
 class TestExpand:
     def test_weekly_to_daily(self, create_test_data):
-        ts_data = create_test_data(AllFrequencies.W, 10)
+        ts_data = create_test_data(AllFrequencies.W, num=10)
         ts = TimeSeries(ts_data, "W")
         expanded_ts = ts.expand("D", "ffill")
         assert len(expanded_ts) == 64
@@ -282,7 +299,7 @@ class TestExpand:
         assert expanded_ts.iloc[0][1] == expanded_ts.iloc[1][1]
 
     def test_weekly_to_daily_no_weekends(self, create_test_data):
-        ts_data = create_test_data(AllFrequencies.W, 10)
+        ts_data = create_test_data(AllFrequencies.W, num=10)
         ts = TimeSeries(ts_data, "W")
         expanded_ts = ts.expand("D", "ffill", skip_weekends=True)
         assert len(expanded_ts) == 46
@@ -290,7 +307,7 @@ class TestExpand:
         assert expanded_ts.iloc[0][1] == expanded_ts.iloc[1][1]
 
     def test_monthly_to_daily(self, create_test_data):
-        ts_data = create_test_data(AllFrequencies.M, 6)
+        ts_data = create_test_data(AllFrequencies.M, num=6)
         ts = TimeSeries(ts_data, "M")
         expanded_ts = ts.expand("D", "ffill")
         assert len(expanded_ts) == 152
@@ -298,7 +315,7 @@ class TestExpand:
         assert expanded_ts.iloc[0][1] == expanded_ts.iloc[1][1]
 
     def test_monthly_to_daily_no_weekends(self, create_test_data):
-        ts_data = create_test_data(AllFrequencies.M, 6)
+        ts_data = create_test_data(AllFrequencies.M, num=6)
         ts = TimeSeries(ts_data, "M")
         expanded_ts = ts.expand("D", "ffill", skip_weekends=True)
         assert len(expanded_ts) == 109
@@ -306,7 +323,7 @@ class TestExpand:
         assert expanded_ts.iloc[0][1] == expanded_ts.iloc[1][1]
 
     def test_monthly_to_weekly(self, create_test_data):
-        ts_data = create_test_data(AllFrequencies.M, 6)
+        ts_data = create_test_data(AllFrequencies.M, num=6)
         ts = TimeSeries(ts_data, "M")
         expanded_ts = ts.expand("W", "ffill")
         assert len(expanded_ts) == 22
@@ -314,7 +331,7 @@ class TestExpand:
         assert expanded_ts.iloc[0][1] == expanded_ts.iloc[1][1]
 
     def test_yearly_to_monthly(self, create_test_data):
-        ts_data = create_test_data(AllFrequencies.Y, 5)
+        ts_data = create_test_data(AllFrequencies.Y, num=5)
         ts = TimeSeries(ts_data, "Y")
         expanded_ts = ts.expand("M", "ffill")
         assert len(expanded_ts) == 49
@@ -322,6 +339,21 @@ class TestExpand:
         assert expanded_ts.iloc[0][1] == expanded_ts.iloc[1][1]
 
 
+class TestShrink:
+    # To-do
+    pass
+
+
+class TestMeanReturns:
+    # To-do
+    pass
+
+
+class TestReadCsv:
+    # To-do
+    pass
+
+
 class TestReturnsAgain:
     data = [
         ("2020-01-01", 10),