rolling return now returned as TimeSeries object

fincal/fincal.py

@@ -225,7 +225,7 @@ class TimeSeries(TimeSeriesCore):
             )
             rolling_returns.append((i, returns))
         rolling_returns.sort()
-        return rolling_returns
+        return self.__class__(rolling_returns, self.frequency.symbol)
 
 
 if __name__ == "__main__":

testing.ipynb

@@ -22,7 +22,6 @@
    "outputs": [],
    "source": [
     "dfd = pd.read_csv('test_files/nav_history_daily - copy.csv')\n",
-    "\n",
     "dfd = dfd[dfd['amfi_code'] == 118825].reset_index(drop=True)"
    ]
   },
@@ -58,7 +57,6 @@
    ],
    "source": [
     "ts = TimeSeries([(i.date, i.nav) for i in dfd.itertuples()], frequency='D')\n",
-    "\n",
     "ts"
    ]
   },
@@ -86,18 +84,35 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 5,
-   "id": "4d927a61-0f90-4b47-89b7-0e0d3ab1b442",
+   "execution_count": 16,
+   "id": "086d4377-d1b1-4e51-84c0-39dee28ef75e",
    "metadata": {},
-   "outputs": [],
+   "outputs": [
+    {
+     "data": {
+      "text/plain": [
+       "TimeSeries([(datetime.datetime(2021, 2, 15, 0, 0), 73.483),\n",
+       "\t    (datetime.datetime(2021, 2, 16, 0, 0), 73.237),\n",
+       "\t    (datetime.datetime(2021, 2, 17, 0, 0), 72.98)\n",
+       "\t    ...\n",
+       "\t    (datetime.datetime(2022, 2, 10, 0, 0), 86.5),\n",
+       "\t    (datetime.datetime(2022, 2, 11, 0, 0), 85.226),\n",
+       "\t    (datetime.datetime(2022, 2, 14, 0, 0), 82.53299999999999)], frequency='D')"
+      ]
+     },
+     "execution_count": 16,
+     "metadata": {},
+     "output_type": "execute_result"
+    }
+   ],
    "source": [
-    "s = ts.dates > '2020-01-01'"
+    "ts[ts.dates>'2021-02-14']"
    ]
   },
   {
    "cell_type": "code",
-   "execution_count": 6,
-   "id": "f90074f8-5173-49a9-a7d6-ceac01e92431",
+   "execution_count": 5,
+   "id": "6f1226a3-2327-435b-88e7-fd0fdcc8cc1c",
    "metadata": {},
    "outputs": [
     {
@@ -112,18 +127,49 @@
        "\t    (datetime.datetime(2022, 2, 14, 0, 0), 82.53299999999999)], frequency='D')"
       ]
      },
-     "execution_count": 6,
+     "execution_count": 5,
      "metadata": {},
      "output_type": "execute_result"
     }
    ],
    "source": [
+    "s = ts.dates > '2020-01-01'\n",
     "ts[s]"
    ]
   },
   {
    "cell_type": "code",
-   "execution_count": 14,
+   "execution_count": 9,
+   "id": "e815edc9-3746-4192-814e-bd27b2771a0c",
+   "metadata": {},
+   "outputs": [
+    {
+     "data": {
+      "text/plain": [
+       "[(datetime.datetime(2013, 1, 2, 0, 0), 18.972),\n",
+       " (datetime.datetime(2013, 1, 3, 0, 0), 19.011),\n",
+       " (datetime.datetime(2013, 1, 4, 0, 0), 19.008),\n",
+       " (datetime.datetime(2013, 1, 7, 0, 0), 18.95),\n",
+       " (datetime.datetime(2013, 1, 8, 0, 0), 18.954),\n",
+       " (datetime.datetime(2013, 1, 9, 0, 0), 18.94),\n",
+       " (datetime.datetime(2013, 1, 10, 0, 0), 18.957),\n",
+       " (datetime.datetime(2013, 1, 11, 0, 0), 18.948),\n",
+       " (datetime.datetime(2013, 1, 14, 0, 0), 19.177),\n",
+       " (datetime.datetime(2013, 1, 15, 0, 0), 19.272000000000002)]"
+      ]
+     },
+     "execution_count": 9,
+     "metadata": {},
+     "output_type": "execute_result"
+    }
+   ],
+   "source": [
+    "ts.iloc[:10]"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": 6,
    "id": "dc469722-c816-4b57-8d91-7a3b865f86be",
    "metadata": {
     "tags": []
@@ -134,7 +180,7 @@
      "output_type": "stream",
      "text": [
       "CPU times: total: 15.6 ms\n",
-      "Wall time: 13 ms\n"
+      "Wall time: 14 ms\n"
      ]
     }
    ],
@@ -148,24 +194,11 @@
   },
   {
    "cell_type": "code",
-   "execution_count": 15,
-   "id": "086d4377-d1b1-4e51-84c0-39dee28ef75e",
+   "execution_count": null,
+   "id": "e5d357b4-4fe5-4a0a-8107-0ab6828d7c41",
    "metadata": {},
-   "outputs": [
-    {
-     "data": {
-      "text/plain": [
-       "list"
-      ]
-     },
-     "execution_count": 15,
-     "metadata": {},
-     "output_type": "execute_result"
-    }
-   ],
-   "source": [
-    "type(rr)"
-   ]
+   "outputs": [],
+   "source": []
   }
  ],
  "metadata": {