Gourav Kumar
|
88e7b3994b
|
implemented sync method
|
2 years ago |
Gourav Kumar
|
8e8146a07d
|
changed init to super().__init__
getting started with setitem and sync
|
2 years ago |
Gourav Kumar
|
ce6326f4b5
|
Refactored with improved type hints
|
2 years ago |
Gourav Kumar
|
e06626dbca
|
Added more ffill and bfill tests
|
2 years ago |
Gourav Kumar
|
33feb62015
|
corrected issue with ffill test
|
2 years ago |
Gourav Kumar
|
ed973cc259
|
improved expand function, handled issue with ffill
getitem with ffill was causing date-value pair to be treated as value in ffill
|
2 years ago |
Gourav Kumar
|
b5aa5d22d4
|
Added tests for expand
|
2 years ago |
Gourav Kumar
|
03ccbe0cb1
|
Added skip weekend parameters to expand and bfill/ffill
|
2 years ago |
Gourav Kumar
|
fa2ab84c92
|
renamed test_fincal2 to test_fincal
|
2 years ago |
Gourav Kumar
|
6ffa52f84e
|
migrated tests from fincal to fincal2
|
2 years ago |
Gourav Kumar
|
d88acc5888
|
added read csv function
|
2 years ago |
Gourav Kumar
|
eb63766c1e
|
Wrote tests for utils.py
|
2 years ago |
Gourav Kumar
|
faf0b44e46
|
Added tests for get and more tests for getitem
|
2 years ago |
Gourav Kumar
|
875089349e
|
Added typehints for head and tail
|
2 years ago |
Gourav Kumar
|
3b96d231f4
|
fincal.expand now works by using .get and closest=previous
|
2 years ago |
Gourav Kumar
|
8be3359437
|
Added get_closest attribute to FincalOptions
|
2 years ago |
Gourav Kumar
|
ee48446c6e
|
Added .get method with closest parameter
|
2 years ago |
Gourav Kumar
|
b34c14d778
|
Merge branch 'master' of http://192.168.0.114:3000/buddy/fincal
|
2 years ago |
Gourav Kumar
|
ff865cb2b9
|
Added expand function, not fully working yet
|
2 years ago |
Gourav Kumar
|
d24b0d8bb2
|
Added variable type annotations
|
2 years ago |
Gourav Kumar
|
1a5518e62a
|
Documentation for max_drawdown
Added other type hints for variables
|
2 years ago |
Gourav Kumar
|
b2a4d73c59
|
Added tests for max_drawdown
|
2 years ago |
Gourav Kumar
|
a19f7e7b21
|
added max_drawdown function
|
2 years ago |
Gourav Kumar
|
2237692677
|
Added more volatility tests
|
2 years ago |
Gourav Kumar
|
1758df0124
|
Added average rolling return function
|
2 years ago |
Gourav Kumar
|
c992905bf6
|
Added function to generate test data and tests for volatility
|
2 years ago |
Gourav Kumar
|
97731b4c12
|
Param name and type changes
|
2 years ago |
Gourav Kumar
|
810e0bfb65
|
changed interval_type to return_period_unit
Added documentation to volatility function
|
2 years ago |
Gourav Kumar
|
d7b06fbe24
|
improved getitem, head, and tail functions
|
2 years ago |
Gourav Kumar
|
ce5540e26b
|
Added to-do
|
2 years ago |
Gourav Kumar
|
6bbdac35ec
|
parse_dates decorator works with optional date params
|
2 years ago |
Gourav Kumar
|
f00305771b
|
Changes for number of days and skip weekends
|
2 years ago |
Gourav Kumar
|
c481e2b786
|
New test using GBM generated series
|
2 years ago |
Gourav Kumar
|
d757479cca
|
formatting changed, volatility test
|
2 years ago |
Gourav Kumar
|
793d5b1ad7
|
Expanded the volatility function, added annualisation
|
2 years ago |
Gourav Kumar
|
7b541290c6
|
parameter changes in calculate retuns & rolling returns
|
2 years ago |
Gourav Kumar
|
24d5d253b5
|
Added volatility function
|
2 years ago |
Gourav Kumar
|
17b3e348a2
|
improved documentation and usage of date_parser decorator
|
2 years ago |
Gourav Kumar
|
32e4f25f59
|
improved limit calculation
Added basic test for limit
|
2 years ago |
Gourav Kumar
|
60f25de710
|
changed pos = [] to *pos in date_parser decorator
|
2 years ago |
Gourav Kumar
|
347634f536
|
date_parser decorator now only needs positions
Implemented using inspector.signature
|
2 years ago |
Gourav Kumar
|
eeda4064b2
|
implemented decorator
|
2 years ago |
Gourav Kumar
|
00ac66219b
|
created decorator function, yet to be implemented
|
2 years ago |
Gourav Kumar
|
ad68dcd930
|
improved documentation
|
2 years ago |
Gourav Kumar
|
cad4e1f45c
|
general code improvements
|
2 years ago |
Gourav Kumar
|
0cbfede7b6
|
added limit parameter to closest lookups
|
2 years ago |
Gourav Kumar
|
336276cf4b
|
Implemented DateOutOfRange error in find closes date
|
2 years ago |
Gourav Kumar
|
c9bfa485f5
|
Added DateOutOfRangeError
|
2 years ago |
Gourav Kumar
|
7cac5cc307
|
separated utility functions and exceptions in standalone files
|
2 years ago |
Gourav Kumar
|
ef2973a1d1
|
Added tests for DateNotFoundError
|
2 years ago |