Gourav Kumar
2 years ago
9 changed files with 4910 additions and 5 deletions
@ -0,0 +1,29 @@ |
|||
import pandas |
|||
|
|||
from fincal.fincal import TimeSeries |
|||
|
|||
dfd = pandas.read_csv('test_files/nav_history_daily - Copy.csv') |
|||
dfm = pandas.read_csv('test_files/nav_history_monthly.csv') |
|||
|
|||
data_d = [(i.date, i.nav) for i in dfd.itertuples() if i.amfi_code == 118825] |
|||
data_d.sort() |
|||
data_m = [{'date': i.date, 'value': i.nav} for i in dfm.itertuples()] |
|||
|
|||
tsd = TimeSeries(data_d, frequency='D') |
|||
|
|||
md = dict(data_d) |
|||
counter = 1 |
|||
for i in iter(md): |
|||
print(i) |
|||
counter += 1 |
|||
if counter >= 5: break |
|||
|
|||
print('\n') |
|||
counter = 1 |
|||
for i in reversed(md): |
|||
print('rev', i) |
|||
counter += 1 |
|||
if counter >= 5: break |
|||
|
|||
x = [next(i) for i in iter(md)] |
|||
print(x) |
@ -0,0 +1,23 @@ |
|||
import time |
|||
|
|||
import pandas |
|||
|
|||
from fincal.fincal import AllFrequencies, Frequency, TimeSeries, create_date_series |
|||
|
|||
dfd = pandas.read_csv('test_files/nav_history_daily - Copy.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()} |
|||
|
|||
tsd = TimeSeries(data_d, frequency='D') |
|||
tsm = TimeSeries(data_m, frequency='M', date_format='%d-%m-%Y') |
|||
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() |
|||
# rr = tsd.calculate_rolling_returns(datetime.datetime(2022, 1, 1), datetime.datetime(2022, 2, 1), years=1) |
|||
print(time.time() - start) |
File diff suppressed because it is too large
|
|
|
|
|
Loading…
Reference in new issue