Commit Graph

214 Commits

Author SHA1 Message Date
173fba0f03 added more python versions 2024-08-13 22:14:58 +05:30
a4ecd38b97 All transform tests are now passing 2023-08-20 14:18:36 +05:30
3e5875b873 Merge branch 'master' of http://192.168.0.114:3000/buddy/fincal 2023-08-19 22:23:41 +05:30
2f50894b46 updated some tests 2023-08-19 22:23:38 +05:30
Gourav Kumar
06be27d46c Added ensure_coverage parameter to transform function 2023-07-17 10:22:43 +05:30
c453ff20e5 Merge branch 'master' of http://192.168.0.114:3000/buddy/fincal 2023-07-16 19:54:23 +05:30
a455cdfc65 updated tests, all are accurate and passing 2023-07-16 19:54:14 +05:30
f317a93bfe rewrote generate_date_series using while loop 2023-07-16 19:53:24 +05:30
Gourav Kumar
14afb1400a Corrected date getting missed in transform 2023-03-26 20:33:01 +05:30
0bab00f455 added eomonth to transform function 2023-03-26 13:24:49 +05:30
56e8017de7 updated some tests, added test for shrink, not working yet 2023-03-25 18:37:06 +05:30
7108fa2a56 resolved issues with tox 2023-03-25 11:41:26 +05:30
6cf56ddf11 committing pending changes 2023-03-25 11:18:25 +05:30
3a5ca91234 documentation of read_csv 2023-01-01 18:01:57 +05:30
db8f73d5c6 sortino tests are now passing 2022-09-11 15:13:16 +05:30
7b65f6ff3f find closest date returns nan for min/max failure as well 2022-09-11 15:13:06 +05:30
18b60bd608 sortino filters out nan in rolling returns 2022-09-11 15:12:37 +05:30
0fec9abac0 handled nan in calculate returns and SD 2022-09-11 15:10:12 +05:30
c35bc35529 changed find_closest_date input from dict to TimeSeries 2022-07-24 08:52:30 +05:30
c4e1d8b586 corrected return calc test, writing sortino tests 2022-07-24 08:48:03 +05:30
db8377f0ef added preprocess fromto date, does not work properly yet 2022-07-24 08:47:12 +05:30
583ca98e51 type hints and docs 2022-07-24 08:46:45 +05:30
b1305ca89d Expanded sortino function 2022-07-24 08:46:12 +05:30
ef68ae0293 type hints and docs 2022-07-24 08:45:45 +05:30
cae704b658 renamed file 2022-06-26 21:35:23 +05:30
a69f3e495e added testing guidelines 2022-06-26 21:33:32 +05:30
40429fc70a deleted local test files 2022-06-26 20:55:30 +05:30
c7e955f91e deleted files not required 2022-06-26 20:54:11 +05:30
d0c087c3bf deleted files not required 2022-06-26 20:53:17 +05:30
2367d1aef8 ignore build folder and other support files 2022-06-26 20:51:11 +05:30
31abaa4052 changed interval days calculation to math.ceil
This is to avoid distorting round figure years
2022-06-26 20:40:03 +05:30
d229c9cf2d removed entrypoint 2022-06-25 18:50:25 +05:30
a8b90182da removed unused libraries 2022-06-25 13:51:05 +05:30
48e47e34a8 ignore intellij idea folder 2022-06-25 13:22:52 +05:30
469c421639 updated tox.ini 2022-06-25 13:20:55 +05:30
3bc7e7b496 black changes 2022-06-25 13:20:44 +05:30
a395f7d98d defined custom covariance function to make it compatible with <3.10
replace statistics.coariance in statistics file
2022-06-25 13:20:25 +05:30
56baf83a77 updated values to match with custom covariance function 2022-06-25 13:19:26 +05:30
8c159062f5 renamed files to prevent testing errors in tox 2022-06-25 13:18:58 +05:30
371b319e9d Expanded with more methods and examples 2022-06-12 21:36:26 +05:30
a0499ca157 bug fix in frequency parsing 2022-06-12 21:35:55 +05:30
33c56d8f6c bug fix in sortino 2022-06-12 21:35:37 +05:30
e450395ad0 tests for sortino and missing frequency 2022-06-12 21:35:13 +05:30
3ffec7b11b handled issues with frequency validation 2022-06-11 17:56:42 +05:30
6c8800bef2 Implemented sortino ratio 2022-06-06 22:10:16 +05:30
f46ebaa8a9 Renamed test file 2022-06-06 21:58:07 +05:30
e9bb795ecf Tests for beta and bug fixes 2022-06-06 08:33:58 +05:30
569f20709b Updated test file 2022-06-06 08:17:12 +05:30
c713e3283b improved Readme 2022-06-05 23:12:04 +05:30
0bf1deac48 renamed module to PyFacts 2022-06-05 23:06:12 +05:30