Gourav Kumar
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06be27d46c
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Added ensure_coverage parameter to transform function
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2023-07-17 10:22:43 +05:30 |
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a455cdfc65
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updated tests, all are accurate and passing
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2023-07-16 19:54:14 +05:30 |
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56e8017de7
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updated some tests, added test for shrink, not working yet
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2023-03-25 18:37:06 +05:30 |
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db8f73d5c6
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sortino tests are now passing
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2022-09-11 15:13:16 +05:30 |
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c4e1d8b586
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corrected return calc test, writing sortino tests
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2022-07-24 08:48:03 +05:30 |
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cae704b658
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renamed file
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2022-06-26 21:35:23 +05:30 |
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a69f3e495e
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added testing guidelines
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2022-06-26 21:33:32 +05:30 |
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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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2022-06-26 20:40:03 +05:30 |
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56baf83a77
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updated values to match with custom covariance function
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2022-06-25 13:19:26 +05:30 |
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e450395ad0
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tests for sortino and missing frequency
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2022-06-12 21:35:13 +05:30 |
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f46ebaa8a9
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Renamed test file
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2022-06-06 21:58:07 +05:30 |
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e9bb795ecf
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Tests for beta and bug fixes
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2022-06-06 08:33:58 +05:30 |
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c713e3283b
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improved Readme
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2022-06-05 23:12:04 +05:30 |
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0bf1deac48
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renamed module to PyFacts
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2022-06-05 23:06:12 +05:30 |
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c605f71f10
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Frequency validation and automatic assignment during creation
modified tests to account for the changes.
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2022-06-05 12:53:40 +05:30 |
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922fe0f027
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more tests for transform
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2022-05-25 10:02:25 +05:30 |
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38fb9ca7d0
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tests fro transform method
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2022-05-24 21:11:46 +05:30 |
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2ca6167c8b
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fixed issue with create_date_series
Caused year to go -1 because it was not getting replaced
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2022-05-16 22:30:08 +05:30 |
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95e9bfd51c
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More Sharpe tests
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2022-05-16 22:29:18 +05:30 |
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5512a647ad
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made eomonth parsing more intelligent
Corrected tests and code to account for the same
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2022-05-12 10:40:47 +05:30 |
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7e524ccf7a
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incorporated eomonth in ffill and bfill
More Sharpe tests and ffill/bfill tests
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2022-05-10 09:51:12 +05:30 |
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aea6bf9b57
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Some tests for Sharpe ratio
Also some corrections based identified during testing
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2022-05-08 21:04:48 +05:30 |
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68d854cb3f
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moved create_test_data to a fixture in conftest.py
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2022-05-08 18:09:39 +05:30 |
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0d0b2121a3
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Sharpe ratio is working
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2022-05-07 14:09:21 +05:30 |
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c99ffe02d0
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changes to getitem to fetch closest date
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2022-04-24 18:43:06 +05:30 |
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65f2e8434c
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More arithmatic tests
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2022-04-12 22:40:06 +05:30 |
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e8be7e9efa
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Math tests and series dtype param name change
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2022-04-12 11:43:52 +05:30 |
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3ec5b06e83
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Added tests for TSC comparisons
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2022-04-11 22:19:17 +05:30 |
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09365c7957
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added tests for setitem in TSC
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2022-04-10 23:51:56 +05:30 |
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7bcd310652
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Remove test check if instance is of type Mapping
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2022-04-10 14:10:18 +05:30 |
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6547a5e64a
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added test for sync
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2022-04-09 11:58:35 +05:30 |
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e06626dbca
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Added more ffill and bfill tests
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2022-04-05 10:43:31 +05:30 |
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33feb62015
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corrected issue with ffill test
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2022-04-04 23:48:06 +05:30 |
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b5aa5d22d4
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Added tests for expand
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2022-04-04 00:48:55 +05:30 |
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fa2ab84c92
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renamed test_fincal2 to test_fincal
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2022-04-03 15:27:55 +05:30 |
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6ffa52f84e
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migrated tests from fincal to fincal2
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2022-04-03 15:27:07 +05:30 |
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eb63766c1e
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Wrote tests for utils.py
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2022-03-30 23:06:45 +05:30 |
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faf0b44e46
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Added tests for get and more tests for getitem
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2022-03-29 10:35:41 +05:30 |
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b2a4d73c59
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Added tests for max_drawdown
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2022-03-16 00:35:36 +05:30 |
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2237692677
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Added more volatility tests
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2022-03-13 22:52:41 +05:30 |
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c992905bf6
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Added function to generate test data and tests for volatility
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2022-03-13 14:29:13 +05:30 |
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97731b4c12
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Param name and type changes
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2022-03-13 14:28:42 +05:30 |
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c481e2b786
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New test using GBM generated series
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2022-03-11 09:40:37 +05:30 |
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d757479cca
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formatting changed, volatility test
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2022-03-11 09:40:11 +05:30 |
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7b541290c6
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parameter changes in calculate retuns & rolling returns
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2022-03-07 09:56:47 +05:30 |
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17b3e348a2
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improved documentation and usage of date_parser decorator
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2022-03-05 23:23:31 +05:30 |
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32e4f25f59
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improved limit calculation
Added basic test for limit
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2022-03-02 23:35:57 +05:30 |
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7cac5cc307
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separated utility functions and exceptions in standalone files
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2022-02-26 12:46:42 +05:30 |
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ef2973a1d1
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Added tests for DateNotFoundError
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2022-02-26 00:45:10 +05:30 |
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804609ac0e
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modified return tests to handle tuple output
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2022-02-25 10:39:06 +05:30 |
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