 Gourav Kumar
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2f50894b46
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updated some tests
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9 months ago |
Gourav Kumar
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06be27d46c
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Added ensure_coverage parameter to transform function
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10 months ago |
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Gourav Kumar
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f317a93bfe
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rewrote generate_date_series using while loop
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10 months ago |
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Gourav Kumar
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14afb1400a
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Corrected date getting missed in transform
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1 year ago |
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Gourav Kumar
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0bab00f455
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added eomonth to transform function
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1 year ago |
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Gourav Kumar
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56e8017de7
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updated some tests, added test for shrink, not working yet
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1 year ago |
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Gourav Kumar
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6cf56ddf11
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committing pending changes
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1 year ago |
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Gourav Kumar
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3a5ca91234
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documentation of read_csv
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1 year ago |
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Gourav Kumar
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7b65f6ff3f
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find closest date returns nan for min/max failure as well
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2 years ago |
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Gourav Kumar
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18b60bd608
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sortino filters out nan in rolling returns
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2 years ago |
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Gourav Kumar
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0fec9abac0
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handled nan in calculate returns and SD
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2 years ago |
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Gourav Kumar
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c35bc35529
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changed find_closest_date input from dict to TimeSeries
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2 years ago |
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Gourav Kumar
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db8377f0ef
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added preprocess fromto date, does not work properly yet
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2 years ago |
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Gourav Kumar
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583ca98e51
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type hints and docs
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2 years ago |
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Gourav Kumar
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b1305ca89d
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Expanded sortino function
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2 years ago |
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Gourav Kumar
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ef68ae0293
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type hints and docs
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2 years ago |
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Gourav Kumar
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31abaa4052
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changed interval days calculation to math.ceil
This is to avoid distorting round figure years
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2 years ago |
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Gourav Kumar
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d229c9cf2d
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removed entrypoint
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2 years ago |
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Gourav Kumar
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3bc7e7b496
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black changes
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2 years ago |
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Gourav Kumar
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a395f7d98d
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defined custom covariance function to make it compatible with <3.10
replace statistics.coariance in statistics file
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2 years ago |
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Gourav Kumar
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a0499ca157
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bug fix in frequency parsing
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2 years ago |
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Gourav Kumar
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33c56d8f6c
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bug fix in sortino
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2 years ago |
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Gourav Kumar
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3ffec7b11b
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handled issues with frequency validation
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2 years ago |
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Gourav Kumar
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6c8800bef2
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Implemented sortino ratio
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2 years ago |
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Gourav Kumar
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e9bb795ecf
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Tests for beta and bug fixes
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2 years ago |
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Gourav Kumar
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0bf1deac48
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renamed module to PyFacts
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2 years ago |
