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parameter changes in calculate retuns & rolling returns

switch-to-decimal
Gourav Kumar 2 years ago
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7b541290c6
1 changed files with 8 additions and 8 deletions
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  1. 16
      tests/test_fincal.py

16
tests/test_fincal.py
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@ -199,17 +199,17 @@ class TestReturns:
def test_returns_calc(self):
ts = TimeSeries(self.data, frequency="M")
returns = ts.calculate_returns("2021-01-01", compounding=False, interval_type="years", interval_value=1)
returns = ts.calculate_returns("2021-01-01", annual_compounded_returns=False, interval_type="years", interval_value=1)
assert returns[1] == 2.4
returns = ts.calculate_returns("2020-04-01", compounding=False, interval_type="months", interval_value=3)
returns = ts.calculate_returns("2020-04-01", annual_compounded_returns=False, interval_type="months", interval_value=3)
assert round(returns[1], 4) == 0.6
returns = ts.calculate_returns("2020-04-01", compounding=True, interval_type="months", interval_value=3)
returns = ts.calculate_returns("2020-04-01", annual_compounded_returns=True, interval_type="months", interval_value=3)
assert round(returns[1], 4) == 5.5536
returns = ts.calculate_returns("2020-04-01", compounding=False, interval_type="days", interval_value=90)
returns = ts.calculate_returns("2020-04-01", annual_compounded_returns=False, interval_type="days", interval_value=90)
assert round(returns[1], 4) == 0.6
returns = ts.calculate_returns("2020-04-01", compounding=True, interval_type="days", interval_value=90)
returns = ts.calculate_returns("2020-04-01", annual_compounded_returns=True, interval_type="days", interval_value=90)
assert round(returns[1], 4) == 5.727
returns = ts.calculate_returns("2020-04-10", compounding=True, interval_type="days", interval_value=90)
returns = ts.calculate_returns("2020-04-10", annual_compounded_returns=True, interval_type="days", interval_value=90)
assert round(returns[1], 4) == 5.727
with pytest.raises(DateNotFoundError):
ts.calculate_returns("2020-04-10", interval_type="days", interval_value=90, as_on_match="exact")
@ -220,7 +220,7 @@ class TestReturns:
ts = TimeSeries(self.data, frequency="M")
FincalOptions.date_format = "%d-%m-%Y"
with pytest.raises(ValueError):
ts.calculate_returns("2020-04-10", compounding=True, interval_type="days", interval_value=90)
ts.calculate_returns("2020-04-10", annual_compounded_returns=True, interval_type="days", interval_value=90)
returns1 = ts.calculate_returns("2020-04-10", interval_type="days", interval_value=90, date_format="%Y-%m-%d")
returns2 = ts.calculate_returns("10-04-2020", interval_type="days", interval_value=90)
@ -228,7 +228,7 @@ class TestReturns:
FincalOptions.date_format = "%m-%d-%Y"
with pytest.raises(ValueError):
ts.calculate_returns("2020-04-10", compounding=True, interval_type="days", interval_value=90)
ts.calculate_returns("2020-04-10", annual_compounded_returns=True, interval_type="days", interval_value=90)
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)

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