From cd05250e8afb125a0eff0e62cff3a10aaa57762d Mon Sep 17 00:00:00 2001 From: gouravkr Date: Mon, 21 Feb 2022 08:22:04 +0530 Subject: [PATCH] now testing using Jupyter Notebook --- testing.ipynb | 129 ++++++++++++++++++++++++++++++++++++++++++++++++++ 1 file changed, 129 insertions(+) create mode 100644 testing.ipynb diff --git a/testing.ipynb b/testing.ipynb new file mode 100644 index 0000000..05fb9fa --- /dev/null +++ b/testing.ipynb @@ -0,0 +1,129 @@ +{ + "cells": [ + { + "cell_type": "code", + "execution_count": 14, + "id": "3f7938c0-98e3-43b8-86e8-4f000cda7ce5", + "metadata": {}, + "outputs": [], + "source": [ + "import datetime\n", + "import pandas as pd\n", + "\n", + "from fincal.fincal import TimeSeries\n", + "from fincal.core import Series" + ] + }, + { + "cell_type": "code", + "execution_count": 16, + "id": "757eafc2-f804-4e7e-a3b8-2d09cd62e646", + "metadata": {}, + "outputs": [], + "source": [ + "dfd = pd.read_csv('test_files/nav_history_daily - copy.csv')" + ] + }, + { + "cell_type": "code", + "execution_count": 17, + "id": "59b3d4a9-8ef4-4652-9e20-1bac69ab4ff9", + "metadata": {}, + "outputs": [], + "source": [ + "dfd = dfd[dfd['amfi_code'] == 118825].reset_index(drop=True)" + ] + }, + { + "cell_type": "code", + "execution_count": 19, + "id": "4bc95ae0-8c33-4eab-acf9-e765d22979b8", + "metadata": {}, + "outputs": [ + { + "name": "stdout", + "output_type": "stream", + "text": [ + "Warning: The input data contains duplicate dates which have been ignored.\n" + ] + } + ], + "source": [ + "ts = TimeSeries([(i.date, i.nav) for i in dfd.itertuples()], frequency='D')" + ] + }, + { + "cell_type": "code", + "execution_count": 20, + "id": "f2c3218c-3984-43d6-8638-41a74a9d0b58", + "metadata": {}, + "outputs": [ + { + "data": { + "text/plain": [ + "TimeSeries([(datetime.datetime(2013, 1, 2, 0, 0), 18.972),\n", + "\t (datetime.datetime(2013, 1, 3, 0, 0), 19.011),\n", + "\t (datetime.datetime(2013, 1, 4, 0, 0), 19.008)\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": 20, + "metadata": {}, + "output_type": "execute_result" + } + ], + "source": [ + "ts" + ] + }, + { + "cell_type": "code", + "execution_count": 22, + "id": "dc469722-c816-4b57-8d91-7a3b865f86be", + "metadata": {}, + "outputs": [ + { + "ename": "TypeError", + "evalue": "getattr(): attribute name must be string", + "output_type": "error", + "traceback": [ + "\u001b[1;31m---------------------------------------------------------------------------\u001b[0m", + "\u001b[1;31mTypeError\u001b[0m Traceback (most recent call last)", + "File \u001b[1;32m:1\u001b[0m, in \u001b[0;36m\u001b[1;34m\u001b[0m\n", + "File \u001b[1;32mD:\\Documents\\Projects\\fincal\\fincal\\fincal.py:203\u001b[0m, in \u001b[0;36mTimeSeries.calculate_rolling_returns\u001b[1;34m(self, from_date, to_date, frequency, as_on_match, prior_match, closest, compounding, years)\u001b[0m\n\u001b[0;32m 200\u001b[0m \u001b[38;5;28;01mexcept\u001b[39;00m \u001b[38;5;167;01mAttributeError\u001b[39;00m:\n\u001b[0;32m 201\u001b[0m \u001b[38;5;28;01mraise\u001b[39;00m \u001b[38;5;167;01mValueError\u001b[39;00m(\u001b[38;5;124mf\u001b[39m\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mInvalid argument for frequency \u001b[39m\u001b[38;5;132;01m{\u001b[39;00mfrequency\u001b[38;5;132;01m}\u001b[39;00m\u001b[38;5;124m\"\u001b[39m)\n\u001b[1;32m--> 203\u001b[0m dates \u001b[38;5;241m=\u001b[39m \u001b[43mcreate_date_series\u001b[49m\u001b[43m(\u001b[49m\u001b[43mfrom_date\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mto_date\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mfrequency\u001b[49m\u001b[43m)\u001b[49m\n\u001b[0;32m 204\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m frequency \u001b[38;5;241m==\u001b[39m AllFrequencies\u001b[38;5;241m.\u001b[39mD:\n\u001b[0;32m 205\u001b[0m dates \u001b[38;5;241m=\u001b[39m [i \u001b[38;5;28;01mfor\u001b[39;00m i \u001b[38;5;129;01min\u001b[39;00m dates \u001b[38;5;28;01mif\u001b[39;00m i \u001b[38;5;129;01min\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mtime_series]\n", + "File \u001b[1;32mD:\\Documents\\Projects\\fincal\\fincal\\fincal.py:16\u001b[0m, in \u001b[0;36mcreate_date_series\u001b[1;34m(start_date, end_date, frequency, eomonth)\u001b[0m\n\u001b[0;32m 11\u001b[0m \u001b[38;5;28;01mdef\u001b[39;00m \u001b[38;5;21mcreate_date_series\u001b[39m(\n\u001b[0;32m 12\u001b[0m start_date: datetime\u001b[38;5;241m.\u001b[39mdatetime, end_date: datetime\u001b[38;5;241m.\u001b[39mdatetime, frequency: \u001b[38;5;28mstr\u001b[39m, eomonth: \u001b[38;5;28mbool\u001b[39m \u001b[38;5;241m=\u001b[39m \u001b[38;5;28;01mFalse\u001b[39;00m\n\u001b[0;32m 13\u001b[0m ) \u001b[38;5;241m-\u001b[39m\u001b[38;5;241m>\u001b[39m List[datetime\u001b[38;5;241m.\u001b[39mdatetime]:\n\u001b[0;32m 14\u001b[0m \u001b[38;5;124;03m\"\"\"Creates a date series using a frequency\"\"\"\u001b[39;00m\n\u001b[1;32m---> 16\u001b[0m frequency \u001b[38;5;241m=\u001b[39m \u001b[38;5;28;43mgetattr\u001b[39;49m\u001b[43m(\u001b[49m\u001b[43mAllFrequencies\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mfrequency\u001b[49m\u001b[43m)\u001b[49m\n\u001b[0;32m 17\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m eomonth \u001b[38;5;129;01mand\u001b[39;00m frequency\u001b[38;5;241m.\u001b[39mdays \u001b[38;5;241m<\u001b[39m AllFrequencies\u001b[38;5;241m.\u001b[39mM\u001b[38;5;241m.\u001b[39mdays:\n\u001b[0;32m 18\u001b[0m \u001b[38;5;28;01mraise\u001b[39;00m \u001b[38;5;167;01mValueError\u001b[39;00m(\u001b[38;5;124mf\u001b[39m\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124meomonth cannot be set to True if frequency is higher than \u001b[39m\u001b[38;5;132;01m{\u001b[39;00mAllFrequencies\u001b[38;5;241m.\u001b[39mM\u001b[38;5;241m.\u001b[39mname\u001b[38;5;132;01m}\u001b[39;00m\u001b[38;5;124m\"\u001b[39m)\n", + "\u001b[1;31mTypeError\u001b[0m: getattr(): attribute name must be string" + ] + } + ], + "source": [ + "%%time\n", + "ts.calculate_rolling_returns(from_date='2020-01-01', to_date='2021-01-01')" + ] + } + ], + "metadata": { + "kernelspec": { + "display_name": "Python 3 (ipykernel)", + "language": "python", + "name": "python3" + }, + "language_info": { + "codemirror_mode": { + "name": "ipython", + "version": 3 + }, + "file_extension": ".py", + "mimetype": "text/x-python", + "name": "python", + "nbconvert_exporter": "python", + "pygments_lexer": "ipython3", + "version": "3.8.3" + } + }, + "nbformat": 4, + "nbformat_minor": 5 +}