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Updated test file

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Gourav Kumar 2022-06-06 08:17:12 +05:30
parent c713e3283b
commit 569f20709b
1 changed files with 14 additions and 18 deletions
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testing.ipynb
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@ -485,7 +485,7 @@
"source": [ "source": [
"import random\n", "import random\n",
"import math\n", "import math\n",
"import fincal as fc\n", "import pyfacts as pft\n",
"from typing import List\n", "from typing import List\n",
"import datetime\n", "import datetime\n",
"from dateutil.relativedelta import relativedelta" "from dateutil.relativedelta import relativedelta"
@ -536,7 +536,7 @@
"\n", "\n",
"\n", "\n",
"def sample_data_generator(\n", "def sample_data_generator(\n",
" frequency: fc.Frequency,\n", " frequency: pft.Frequency,\n",
" num: int = 1000,\n", " num: int = 1000,\n",
" skip_weekends: bool = False,\n", " skip_weekends: bool = False,\n",
" mu: float = 0.1,\n", " mu: float = 0.1,\n",
@ -571,11 +571,11 @@
" start_date = datetime.datetime(2017, 1, 1)\n", " start_date = datetime.datetime(2017, 1, 1)\n",
" timedelta_dict = {\n", " timedelta_dict = {\n",
" frequency.freq_type: int(\n", " frequency.freq_type: int(\n",
" frequency.value * num * (7 / 5 if frequency == fc.AllFrequencies.D and skip_weekends else 1)\n", " frequency.value * num * (7 / 5 if frequency == pft.AllFrequencies.D and skip_weekends else 1)\n",
" )\n", " )\n",
" }\n", " }\n",
" end_date = start_date + relativedelta(**timedelta_dict)\n", " end_date = start_date + relativedelta(**timedelta_dict)\n",
" dates = fc.create_date_series(start_date, end_date, frequency.symbol, skip_weekends=skip_weekends, eomonth=eomonth)\n", " dates = pft.create_date_series(start_date, end_date, frequency.symbol, skip_weekends=skip_weekends, eomonth=eomonth)\n",
" values = create_prices(1000, mu, sigma, num)\n", " values = create_prices(1000, mu, sigma, num)\n",
" ts = list(zip(dates, values))\n", " ts = list(zip(dates, values))\n",
" return ts\n" " return ts\n"
@ -583,40 +583,36 @@
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 12, "execution_count": 6,
"id": "c85b5dd9-9a88-4608-ac58-1a141295f63f", "id": "c85b5dd9-9a88-4608-ac58-1a141295f63f",
"metadata": {}, "metadata": {},
"outputs": [], "outputs": [],
"source": [ "source": [
"data = sample_data_generator(num=261, frequency=fc.AllFrequencies.W)\n", "market_data = sample_data_generator(num=3600, frequency=pft.AllFrequencies.D)\n",
"ts = fc.TimeSeries(data, \"W\")" "mts = pft.TimeSeries(market_data, \"D\")\n",
"stock_data = sample_data_generator(num=3600, frequency=pft.AllFrequencies.D, mu=0.12, sigma=0.05)\n",
"sts = pft.TimeSeries(stock_data, 'D')"
] ]
}, },
{ {
"cell_type": "code", "cell_type": "code",
"execution_count": 13, "execution_count": 8,
"id": "0488a4d0-bca1-4341-9fae-1fd254adc0dc", "id": "0488a4d0-bca1-4341-9fae-1fd254adc0dc",
"metadata": {}, "metadata": {},
"outputs": [ "outputs": [
{ {
"data": { "data": {
"text/plain": [ "text/plain": [
"TimeSeries([(datetime.datetime(2017, 1, 1, 0, 0), 1003.03),\n", "1.020217253491451"
"\t (datetime.datetime(2017, 1, 8, 0, 0), 1002.71),\n",
"\t (datetime.datetime(2017, 1, 15, 0, 0), 1008.77)\n",
"\t ...\n",
"\t (datetime.datetime(2021, 12, 12, 0, 0), 1107.21),\n",
"\t (datetime.datetime(2021, 12, 19, 0, 0), 1106.66),\n",
"\t (datetime.datetime(2021, 12, 26, 0, 0), 1104.32)], frequency='W')"
] ]
}, },
"execution_count": 13, "execution_count": 8,
"metadata": {}, "metadata": {},
"output_type": "execute_result" "output_type": "execute_result"
} }
], ],
"source": [ "source": [
"ts" "pft.beta(sts, mts)"
] ]
}, },
{ {
@ -708,7 +704,7 @@
"name": "python", "name": "python",
"nbconvert_exporter": "python", "nbconvert_exporter": "python",
"pygments_lexer": "ipython3", "pygments_lexer": "ipython3",
"version": "3.10.2" "version": "3.10.4"
} }
}, },
"nbformat": 4, "nbformat": 4,