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@ -4,7 +4,7 @@ import random |
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from typing import Literal, Sequence |
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import pytest |
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from fincal.core import Frequency, Series |
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from fincal.core import FincalOptions, Frequency, Series |
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from fincal.fincal import TimeSeries, create_date_series |
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THIS_DIR = os.path.dirname(os.path.abspath(__file__)) |
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@ -177,8 +177,9 @@ class TestFincalBasic: |
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assert len(time_series.dates) == 50 |
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assert len(time_series.values) == 50 |
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def test_returns_calc(self): |
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data = [ |
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class TestReturns: |
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data = [ |
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('2020-01-01', 10), |
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('2020-02-01', 12), |
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('2020-03-01', 14), |
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@ -193,7 +194,9 @@ class TestFincalBasic: |
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('2020-12-01', 32), |
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('2021-01-01', 34) |
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] |
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ts = TimeSeries(data, frequency='M') |
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def test_returns_calc(self): |
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ts = TimeSeries(self.data, frequency='M') |
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returns = ts.calculate_returns("2021-01-01", compounding=False, interval_type='years', interval_value=1) |
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assert returns == 2.4 |
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returns = ts.calculate_returns("2020-04-01", compounding=False, interval_type='months', interval_value=3) |
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@ -206,3 +209,15 @@ class TestFincalBasic: |
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assert round(returns, 4) == 5.727 |
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returns = ts.calculate_returns("2020-04-10", compounding=True, interval_type='days', interval_value=90) |
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assert round(returns, 4) == 5.727 |
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with pytest.raises(ValueError): |
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ts.calculate_returns("2020-04-10", interval_type='days', interval_value=90, as_on_match='exact') |
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def test_date_formats(self): |
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ts = TimeSeries(self.data, frequency='M') |
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FincalOptions.date_format = '%d-%m-%Y' |
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with pytest.raises(ValueError): |
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ts.calculate_returns("2020-04-10", compounding=True, interval_type='days', interval_value=90) |
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returns1 = ts.calculate_returns("2020-04-10", interval_type='days', interval_value=90, date_format='%Y-%m-%d') |
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returns2 = ts.calculate_returns("10-04-2020", interval_type='days', interval_value=90) |
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assert round(returns1, 4) == round(returns2, 4) == 5.727 |
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