 Gourav Kumar
|
d1f9e3924f
|
improved calculate_returns function
Using find_closest_date function
|
2 years ago |
|
Gourav Kumar
|
1be38ce7d4
|
Added custom error, refactored preprocess_timeseries
Added _find_closes_date function
|
2 years ago |
|
Gourav Kumar
|
77845ff501
|
updated requirements.txt
|
2 years ago |
|
Gourav Kumar
|
804609ac0e
|
modified return tests to handle tuple output
|
2 years ago |
|
Gourav Kumar
|
870d0bd96b
|
option to return nan in case of failure in return_calc
return calc returns tuple
|
2 years ago |
|
Gourav Kumar
|
9e4049a973
|
One more test for date format
|
2 years ago |
|
Gourav Kumar
|
f4e7840f28
|
Added tests for date format
|
2 years ago |
|
Gourav Kumar
|
dfd718e106
|
Added one more test
|
2 years ago |
=
|
50c423611d
|
added tests for returns
|
2 years ago |
|
=
|
308a4f1abb
|
changed years to any period in return calc
|
2 years ago |
|
=
|
0fbca4ae4c
|
modified return calculation to include motnhs and days
|
2 years ago |
|
=
|
66ccd2a3f8
|
added interval_to_years function
|
2 years ago |
|
=
|
d9ec9b508b
|
added tests for str & repr
|
2 years ago |
|
Gourav Kumar
|
23882b2380
|
value test for ffill and bfill
|
2 years ago |
|
Gourav Kumar
|
3bf4ca9c61
|
Added __contains__ and some tests for it
|
2 years ago |
|
=
|
941dbb36b3
|
removed print
|
2 years ago |
|
=
|
21de3397a3
|
Added test for TimeSeriesCore
|
2 years ago |
|
=
|
8bdd8922cb
|
added items() to TimeSeriesCore
|
2 years ago |
|
Gourav Kumar
|
9707c095b0
|
Series tests pass data type as string
|
2 years ago |
|
Gourav Kumar
|
306a2d730c
|
Series repr now show data type
|
2 years ago |
|
Gourav Kumar
|
371f7e2279
|
Added support for string dates in create_date_series
|
2 years ago |
|
Gourav Kumar
|
a39b4fa606
|
Black formatting changes
|
2 years ago |
|
Gourav Kumar
|
15b0b96488
|
Moved frequency test from test_fincal
Added tests for Series class
|
2 years ago |
|
Gourav Kumar
|
3aa38d31d1
|
Series data_type takes strings
added ge and le to Series
|
2 years ago |
|
Gourav Kumar
|
6c006cb6a4
|
prevent overwriting errors
|
2 years ago |
|
Gourav Kumar
|
b4d5291572
|
added more tests
|
2 years ago |
|
Gourav Kumar
|
9ddf70fc61
|
rolling return now returned as TimeSeries object
|
2 years ago |
|
Gourav Kumar
|
04176646b6
|
improved slicer class
|
2 years ago |
|
Gourav Kumar
|
03283f7ed4
|
changed return TimeSeries to return self.__class__
|
2 years ago |
|
Gourav Kumar
|
b99f0d67c1
|
implemented getitem in Series to prevent error
|
2 years ago |
|
Gourav Kumar
|
3391f04e19
|
replaced self.time_series with self.data
|
2 years ago |
|
Gourav Kumar
|
e22f6acc87
|
series type is now user defined
|
2 years ago |
|
Gourav Kumar
|
59c9c658ca
|
TimeSeriesCore is now a subclass of UserDict
|
2 years ago |
|
Gourav Kumar
|
2f0f1e0e47
|
further testing
|
2 years ago |
|
Gourav Kumar
|
44d5ea7b29
|
date parsing replaced with _parse_date function
This is to avoid ambiguity and keep date parsing uniform
|
2 years ago |
|
Gourav Kumar
|
cbace875c1
|
implemented _parse_date function to formalise date parsing
made Series a subclass of UserList to improve compatibility
|
2 years ago |
|
Gourav Kumar
|
053a93900a
|
Rolling return was passing frequency object
instea of frequency.symbol
|
2 years ago |
|
Gourav Kumar
|
81856b2c1a
|
changed IndexSlicer to _IndexSlicer
And other minor changes
|
2 years ago |
|
Gourav Kumar
|
cd05250e8a
|
now testing using Jupyter Notebook
|
2 years ago |
|
Gourav Kumar
|
47e11546a0
|
Created Series class for slicing support
|
2 years ago |
|
Gourav Kumar
|
141ec97a2c
|
converted dates and values to properties
ts['dates'] and ts['values'] keys implemted
|
2 years ago |
|
Gourav Kumar
|
439fa86b5c
|
ffill and bfill now return TimeSeries objects instead of lists
|
2 years ago |
|
Gourav Kumar
|
2c1d508734
|
implemented iterator
|
2 years ago |
|
Gourav Kumar
|
58524aae7e
|
improved slicing with a separte iloc slider
|
2 years ago |
|
Gourav Kumar
|
e8b4607c29
|
backfill now works with frequency
|
2 years ago |
|
Gourav Kumar
|
4563a89bc2
|
Added tests for date_series & some for TimeSeries
|
2 years ago |
|
Gourav Kumar
|
23bc0b71a6
|
create_date_series no longer returns dates > end_date
|
2 years ago |
|
Gourav Kumar
|
b4597da4af
|
added frequency symbol, improved repr and str
|
2 years ago |
|
Gourav Kumar
|
f48d79afb9
|
test files
|
2 years ago |
|
Gourav Kumar
|
4173736014
|
changed to generic types
|
2 years ago |
