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general code improvements

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This commit is contained in:
Gourav Kumar 2022-02-26 22:45:39 +05:30
parent 0cbfede7b6
commit cad4e1f45c
1 changed files with 13 additions and 13 deletions
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26
fincal/fincal.py
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@ -31,11 +31,11 @@ def create_date_series(
for i in range(0, int(datediff)): for i in range(0, int(datediff)):
diff = {frequency.freq_type: frequency.value * i} diff = {frequency.freq_type: frequency.value * i}
date = start_date + relativedelta(**diff) date = start_date + relativedelta(**diff)
if eomonth: if eomonth:
if date.month == 12: next_month = 1 if date.month == 12 else date.month + 1
date = date.replace(day=31) date = date.replace(day=1).replace(month=next_month) - relativedelta(days=1)
else:
date = date.replace(day=1).replace(month=date.month+1) - relativedelta(days=1)
if date <= end_date: if date <= end_date:
dates.append(date) dates.append(date)
@ -125,11 +125,11 @@ class TimeSeries(TimeSeriesCore):
return_actual_date: bool = True, return_actual_date: bool = True,
as_on_match: str = "closest", as_on_match: str = "closest",
prior_match: str = "closest", prior_match: str = "closest",
closest: Literal["previous", "next", "exact"] = 'previous', closest: Literal["previous", "next", "exact"] = "previous",
closest_max_days: int = -1, closest_max_days: int = -1,
if_not_found: Literal['fail', 'nan'] = 'fail', if_not_found: Literal["fail", "nan"] = "fail",
compounding: bool = True, compounding: bool = True,
interval_type: Literal['years', 'months', 'days'] = 'years', interval_type: Literal["years", "months", "days"] = "years",
interval_value: int = 1, interval_value: int = 1,
date_format: str = None, date_format: str = None,
) -> float: ) -> float:
@ -201,8 +201,8 @@ class TimeSeries(TimeSeriesCore):
current = _find_closest_date(self.data, as_on, closest_max_days, as_on_delta, if_not_found) current = _find_closest_date(self.data, as_on, closest_max_days, as_on_delta, if_not_found)
previous = _find_closest_date(self.data, prev_date, closest_max_days, prior_delta, if_not_found) previous = _find_closest_date(self.data, prev_date, closest_max_days, prior_delta, if_not_found)
if current[1] == str('nan') or previous[1] == str('nan'): if current[1] == str("nan") or previous[1] == str("nan"):
return as_on, float('NaN') return as_on, float("NaN")
returns = current[1] / previous[1] returns = current[1] / previous[1]
if compounding: if compounding:
@ -218,11 +218,11 @@ class TimeSeries(TimeSeriesCore):
as_on_match: str = "closest", as_on_match: str = "closest",
prior_match: str = "closest", prior_match: str = "closest",
closest: str = "previous", closest: str = "previous",
if_not_found: Literal['fail', 'nan'] = 'fail', if_not_found: Literal["fail", "nan"] = "fail",
compounding: bool = True, compounding: bool = True,
interval_type: Literal['years', 'months', 'days'] = 'years', interval_type: Literal["years", "months", "days"] = "years",
interval_value: int = 1, interval_value: int = 1,
date_format: str = None date_format: str = None,
) -> List[tuple]: ) -> List[tuple]:
"""Calculates the rolling return""" """Calculates the rolling return"""
@ -251,7 +251,7 @@ class TimeSeries(TimeSeriesCore):
as_on_match=as_on_match, as_on_match=as_on_match,
prior_match=prior_match, prior_match=prior_match,
closest=closest, closest=closest,
if_not_found=if_not_found if_not_found=if_not_found,
) )
rolling_returns.append(returns) rolling_returns.append(returns)
rolling_returns.sort() rolling_returns.sort()