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130f4e58e9
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started working on transform with aggregation
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2022-05-18 21:39:57 -07:00 |
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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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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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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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2a8f5b4041
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limit = None in ffill was causing failure
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2022-05-01 13:07:19 +05:30 |
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41562f7e70
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returns are not compounded during voloatility calculations
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2022-05-01 13:03:00 +05:30 |
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0f002f3478
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added mean() method
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2022-04-29 07:42:39 +05:30 |
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79cd44d41f
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Implemented limit parameter in ffill and bfill
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2022-04-26 10:32:42 +05:30 |
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49604a5ae9
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Series parameter name change
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2022-04-12 11:43:11 +05:30 |
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123cc0b204
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Added shrink method, documented expand
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2022-04-09 22:56:53 +05:30 |
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30749382cf
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Improved documentation
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2022-04-08 10:49:59 +05:30 |
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88e7b3994b
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implemented sync method
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2022-04-07 23:44:18 +05:30 |
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8e8146a07d
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changed init to super().__init__
getting started with setitem and sync
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2022-04-05 23:43:03 +05:30 |
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ce6326f4b5
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Refactored with improved type hints
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2022-04-05 10:43:53 +05:30 |
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ed973cc259
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improved expand function, handled issue with ffill
getitem with ffill was causing date-value pair to be treated as value in ffill
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2022-04-04 23:47:34 +05:30 |
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03ccbe0cb1
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Added skip weekend parameters to expand and bfill/ffill
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2022-04-04 00:48:48 +05:30 |
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d88acc5888
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added read csv function
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2022-04-02 07:45:59 +05:30 |
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3b96d231f4
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fincal.expand now works by using .get and closest=previous
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2022-03-25 08:43:28 +05:30 |
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b34c14d778
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Merge branch 'master' of http://192.168.0.114:3000/buddy/fincal
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2022-03-21 20:48:06 +05:30 |
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ff865cb2b9
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Added expand function, not fully working yet
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2022-03-21 20:47:55 +05:30 |
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1a5518e62a
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Documentation for max_drawdown
Added other type hints for variables
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2022-03-16 00:36:10 +05:30 |
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a19f7e7b21
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added max_drawdown function
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2022-03-14 23:54:54 +05:30 |
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1758df0124
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Added average rolling return function
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2022-03-13 22:52:23 +05:30 |
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810e0bfb65
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changed interval_type to return_period_unit
Added documentation to volatility function
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2022-03-13 14:28:08 +05:30 |
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f00305771b
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Changes for number of days and skip weekends
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2022-03-11 09:41:35 +05:30 |
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793d5b1ad7
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Expanded the volatility function, added annualisation
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2022-03-07 09:57:14 +05:30 |
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24d5d253b5
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Added volatility function
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2022-03-06 15:36:23 +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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60f25de710
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changed pos = [] to *pos in date_parser decorator
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2022-03-01 15:34:16 +05:30 |
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347634f536
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date_parser decorator now only needs positions
Implemented using inspector.signature
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2022-02-27 19:26:03 +05:30 |
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eeda4064b2
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implemented decorator
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2022-02-27 16:29:18 +05:30 |
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00ac66219b
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created decorator function, yet to be implemented
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2022-02-27 14:49:50 +05:30 |
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ad68dcd930
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improved documentation
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2022-02-27 00:22:08 +05:30 |
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cad4e1f45c
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general code improvements
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2022-02-26 22:45:39 +05:30 |
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0cbfede7b6
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added limit parameter to closest lookups
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2022-02-26 22:18:10 +05:30 |
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336276cf4b
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Implemented DateOutOfRange error in find closes date
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2022-02-26 20:42:27 +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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d1f9e3924f
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improved calculate_returns function
Using find_closest_date function
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2022-02-26 00:44:45 +05:30 |
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870d0bd96b
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option to return nan in case of failure in return_calc
return calc returns tuple
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2022-02-25 10:38:20 +05:30 |
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=
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308a4f1abb
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changed years to any period in return calc
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2022-02-24 22:38:53 +05:30 |
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=
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0fbca4ae4c
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modified return calculation to include motnhs and days
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2022-02-24 11:28:37 +05:30 |
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371f7e2279
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Added support for string dates in create_date_series
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2022-02-22 13:04:44 +05:30 |
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9ddf70fc61
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rolling return now returned as TimeSeries object
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2022-02-21 23:08:13 +05:30 |
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03283f7ed4
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changed return TimeSeries to return self.__class__
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2022-02-21 22:48:24 +05:30 |
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3391f04e19
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replaced self.time_series with self.data
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2022-02-21 22:27:48 +05:30 |
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44d5ea7b29
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date parsing replaced with _parse_date function
This is to avoid ambiguity and keep date parsing uniform
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2022-02-21 13:11:19 +05:30 |
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053a93900a
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Rolling return was passing frequency object
instea of frequency.symbol
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2022-02-21 08:27:01 +05:30 |
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