From 9707c095b0d87b91db839c633c71eeb436a7544f Mon Sep 17 00:00:00 2001 From: Gourav Kumar Date: Tue, 22 Feb 2022 13:05:54 +0530 Subject: [PATCH] Series tests pass data type as string --- .gitignore | 3 +- my_test.py | 9 +- test.py | 35 + test2.py | 37 + test_files/msft.csv | 7560 +++++++++++++++++++++++++++++++++++++++++++ test_series.py | 25 + tests/data/msft.csv | 7560 +++++++++++++++++++++++++++++++++++++++++++ tests/test_core.py | 8 +- 8 files changed, 15229 insertions(+), 8 deletions(-) create mode 100644 test.py create mode 100644 test2.py create mode 100644 test_files/msft.csv create mode 100644 test_series.py create mode 100644 tests/data/msft.csv diff --git a/.gitignore b/.gitignore index 2d00947..8e820de 100644 --- a/.gitignore +++ b/.gitignore @@ -2,4 +2,5 @@ .eggs .env *egg-info -__pycache__ \ No newline at end of file +__pycache__ +.vscode \ No newline at end of file diff --git a/my_test.py b/my_test.py index 7fe9139..7366f63 100644 --- a/my_test.py +++ b/my_test.py @@ -1,16 +1,19 @@ +import datetime import time +import timeit import pandas -from fincal.fincal import AllFrequencies, Frequency, TimeSeries, create_date_series +from fincal.fincal import AllFrequencies, TimeSeries, create_date_series -dfd = pandas.read_csv('test_files/nav_history_daily - Copy.csv') +dfd = pandas.read_csv('test_files/msft.csv') dfm = pandas.read_csv('test_files/nav_history_monthly.csv') dfq = pandas.read_csv('test_files/nav_history_quarterly.csv') data_d = [(i.date, i.nav) for i in dfd.itertuples()] data_m = [{'date': i.date, 'value': i.nav} for i in dfm.itertuples()] data_q = {i.date: i.nav for i in dfq.itertuples()} +data_q.update({'14-02-2022': 93.7}) tsd = TimeSeries(data_d, frequency='D') tsm = TimeSeries(data_m, frequency='M', date_format='%d-%m-%Y') @@ -18,6 +21,6 @@ tsq = TimeSeries(data_q, frequency='Q', date_format='%d-%m-%Y') start = time.time() # ts.calculate_rolling_returns(datetime.datetime(2015, 1, 1), datetime.datetime(2022, 2, 1), years=1) -# fdata = tsd.ffill() +bdata = tsq.bfill() # rr = tsd.calculate_rolling_returns(datetime.datetime(2022, 1, 1), datetime.datetime(2022, 2, 1), years=1) print(time.time() - start) diff --git a/test.py b/test.py new file mode 100644 index 0000000..7634a5f --- /dev/null +++ b/test.py @@ -0,0 +1,35 @@ +# type: ignore + +import datetime +import time + +import pandas as pd + +from fincal.fincal import TimeSeries + +df = pd.read_csv('test_files/nav_history_daily.csv') +df = df.sort_values(by=['amfi_code', 'date']) # type: ignore +data_list = [(i.date, i.nav) for i in df[df.amfi_code == 118825].itertuples()] + +start = time.time() +ts_data = TimeSeries(data_list, frequency='M') +print(f"Instantiation took {round((time.time() - start)*1000, 2)} ms") +# ts_data.fill_missing_days() +start = time.time() +# ts_data.calculate_returns(as_on=datetime.datetime(2022, 1, 4), closest='next', years=1) +rr = ts_data.calculate_rolling_returns(datetime.datetime(2015, 1, 1), + datetime.datetime(2022, 1, 21), + frequency='M', + as_on_match='next', + prior_match='previous', + closest='previous', + years=1) + +# ffill_data = ts_data.bfill() +print(f"Calculation took {round((time.time() - start)*1000, 2)} ms") +rr.sort() +for i in rr[:10]: + print(i) +# print(ffill_data) +# print(ts_data) +# print(repr(ts_data)) diff --git a/test2.py b/test2.py new file mode 100644 index 0000000..1c5171d --- /dev/null +++ b/test2.py @@ -0,0 +1,37 @@ +# type: ignore + +if __name__ == "__main__": + + import datetime + import time + + import pandas as pd + + from fincal.fincal import TimeSeries + + df = pd.read_csv('test_files/msft.csv') + df = df.sort_values(by='Date') # type: ignore + data_list = [(i.Date, i.Close) for i in df.itertuples()] + + start = time.time() + ts_data = TimeSeries(data_list, frequency='D', date_format='%d-%m-%Y') + print(f"Instantiation took {round((time.time() - start)*1000, 2)} ms") + # ts_data.fill_missing_days() + start = time.time() + # ts_data.calculate_returns(as_on=datetime.datetime(2022, 1, 4), closest='next', years=1) + rr = ts_data.calculate_rolling_returns(datetime.datetime(1994, 1, 1), + datetime.datetime(2022, 2, 17), + frequency='D', + as_on_match='next', + prior_match='previous', + closest='previous', + years=1) + + # ffill_data = ts_data.bfill() + print(f"Calculation took {round((time.time() - start)*1000, 2)} ms") + rr.sort() + for i in rr[:10]: + print(i) + # print(ffill_data) + # print(ts_data) + # print(repr(ts_data)) diff --git a/test_files/msft.csv b/test_files/msft.csv new file mode 100644 index 0000000..d312c42 --- /dev/null +++ b/test_files/msft.csv @@ -0,0 +1,7560 @@ +date,nav +1992-02-19,2.398438 +1992-02-20,2.447917 +1992-02-21,2.385417 +1992-02-24,2.393229 +1992-02-25,2.411458 +1992-02-26,2.541667 +1992-02-27,2.601563 +1992-02-28,2.572917 +1992-03-02,2.5625 +1992-03-03,2.567708 +1992-03-04,2.552083 +1992-03-05,2.526042 +1992-03-06,2.463542 +1992-03-09,2.479167 +1992-03-10,2.536458 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a/test_series.py b/test_series.py new file mode 100644 index 0000000..773ce8f --- /dev/null +++ b/test_series.py @@ -0,0 +1,25 @@ +import datetime + +from fincal.core import Series + +s1 = Series([2.5, 6.2, 5.6, 8.4, 7.4, 1.5, 9.6, 5]) + +dt_lst = [ + datetime.datetime(2020, 12, 4, 0, 0), + datetime.datetime(2019, 5, 16, 0, 0), + datetime.datetime(2019, 9, 25, 0, 0), + datetime.datetime(2016, 2, 18, 0, 0), + datetime.datetime(2017, 8, 14, 0, 0), + datetime.datetime(2018, 1, 4, 0, 0), + datetime.datetime(2017, 5, 21, 0, 0), + datetime.datetime(2018, 7, 17, 0, 0), + datetime.datetime(2016, 4, 8, 0, 0), + datetime.datetime(2020, 1, 7, 0, 0), + datetime.datetime(2016, 12, 24, 0, 0), + datetime.datetime(2020, 6, 19, 0, 0), + datetime.datetime(2016, 3, 16, 0, 0), + datetime.datetime(2017, 4, 25, 0, 0), + datetime.datetime(2016, 7, 10, 0, 0) +] + +s2 = Series(dt_lst) diff --git a/tests/data/msft.csv b/tests/data/msft.csv new file mode 100644 index 0000000..3987e7f --- /dev/null +++ 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data_type='date') + assert series.dtype == datetime.datetime