|
2f50894b46
|
updated some tests
|
2023-08-19 22:23:38 +05:30 |
|
|
c453ff20e5
|
Merge branch 'master' of http://192.168.0.114:3000/buddy/fincal
|
2023-07-16 19:54:23 +05:30 |
|
|
f317a93bfe
|
rewrote generate_date_series using while loop
|
2023-07-16 19:53:24 +05:30 |
|
Gourav Kumar
|
14afb1400a
|
Corrected date getting missed in transform
|
2023-03-26 20:33:01 +05:30 |
|
|
0bab00f455
|
added eomonth to transform function
|
2023-03-26 13:24:49 +05:30 |
|
|
56e8017de7
|
updated some tests, added test for shrink, not working yet
|
2023-03-25 18:37:06 +05:30 |
|
|
6cf56ddf11
|
committing pending changes
|
2023-03-25 11:18:25 +05:30 |
|
|
3a5ca91234
|
documentation of read_csv
|
2023-01-01 18:01:57 +05:30 |
|
|
7b65f6ff3f
|
find closest date returns nan for min/max failure as well
|
2022-09-11 15:13:06 +05:30 |
|
|
18b60bd608
|
sortino filters out nan in rolling returns
|
2022-09-11 15:12:37 +05:30 |
|
|
0fec9abac0
|
handled nan in calculate returns and SD
|
2022-09-11 15:10:12 +05:30 |
|
|
c35bc35529
|
changed find_closest_date input from dict to TimeSeries
|
2022-07-24 08:52:30 +05:30 |
|
|
db8377f0ef
|
added preprocess fromto date, does not work properly yet
|
2022-07-24 08:47:12 +05:30 |
|
|
583ca98e51
|
type hints and docs
|
2022-07-24 08:46:45 +05:30 |
|
|
b1305ca89d
|
Expanded sortino function
|
2022-07-24 08:46:12 +05:30 |
|
|
ef68ae0293
|
type hints and docs
|
2022-07-24 08:45:45 +05:30 |
|
|
31abaa4052
|
changed interval days calculation to math.ceil
This is to avoid distorting round figure years
|
2022-06-26 20:40:03 +05:30 |
|
|
d229c9cf2d
|
removed entrypoint
|
2022-06-25 18:50:25 +05:30 |
|
|
3bc7e7b496
|
black changes
|
2022-06-25 13:20:44 +05:30 |
|
|
a395f7d98d
|
defined custom covariance function to make it compatible with <3.10
replace statistics.coariance in statistics file
|
2022-06-25 13:20:25 +05:30 |
|
|
a0499ca157
|
bug fix in frequency parsing
|
2022-06-12 21:35:55 +05:30 |
|
|
33c56d8f6c
|
bug fix in sortino
|
2022-06-12 21:35:37 +05:30 |
|
|
3ffec7b11b
|
handled issues with frequency validation
|
2022-06-11 17:56:42 +05:30 |
|
|
6c8800bef2
|
Implemented sortino ratio
|
2022-06-06 22:10:16 +05:30 |
|
|
e9bb795ecf
|
Tests for beta and bug fixes
|
2022-06-06 08:33:58 +05:30 |
|
|
0bf1deac48
|
renamed module to PyFacts
|
2022-06-05 23:06:12 +05:30 |
|