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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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3189e50bd8
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removed kwargs and added all arguments
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2022-04-30 12:48:31 +05:30 |
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336cf41ca8
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added sharpe ratio
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2022-04-29 07:43:06 +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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978566e0a8
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Improved TSC.get
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2022-04-24 23:47:27 +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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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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b38a317b82
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Added rmath dunder, create Series without specifying dtype
Added Math validator to Series, math dunders pending
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2022-04-12 11:42:51 +05:30 |
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03a8045400
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implemented arithmatic dunder methods
Writing tests for the same is pending
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2022-04-11 22:49:41 +05:30 |
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625c9228e9
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Docs and corrections based on tests
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2022-04-11 22:19:29 +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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e8dbc16157
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implemented comparison in TSC, improved comparisons in Series
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2022-04-11 10:47:12 +05:30 |
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b246709603
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expanded comparison for series, implemented gt in TSC
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2022-04-10 23:52:53 +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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2ee8f928af
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preprocess_timeseries converts numbers to float
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2022-04-10 14:09:51 +05:30 |
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d4bbaf7903
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TimeSeriesCore no longer subclasses UserDict
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2022-04-10 14:09:24 +05:30 |
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83a8b05802
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implemented setitem
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2022-04-10 13:27:25 +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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6547a5e64a
|
added test for sync
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2022-04-09 11:58:35 +05:30 |
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22c295ece1
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imported in init for easier imports
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2022-04-08 22:19:17 +05:30 |
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30749382cf
|
Improved documentation
|
2022-04-08 10:49:59 +05:30 |
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88e7b3994b
|
implemented sync method
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2022-04-07 23:44:18 +05:30 |
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8e8146a07d
|
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
|
Refactored with improved type hints
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2022-04-05 10:43:53 +05:30 |
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e06626dbca
|
Added more ffill and bfill tests
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2022-04-05 10:43:31 +05:30 |
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33feb62015
|
corrected issue with ffill test
|
2022-04-04 23:48:06 +05:30 |
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ed973cc259
|
improved expand function, handled issue with ffill
getitem with ffill was causing date-value pair to be treated as value in ffill
|
2022-04-04 23:47:34 +05:30 |
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b5aa5d22d4
|
Added tests for expand
|
2022-04-04 00:48:55 +05:30 |
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03ccbe0cb1
|
Added skip weekend parameters to expand and bfill/ffill
|
2022-04-04 00:48:48 +05:30 |
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|
fa2ab84c92
|
renamed test_fincal2 to test_fincal
|
2022-04-03 15:27:55 +05:30 |
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|
|
6ffa52f84e
|
migrated tests from fincal to fincal2
|
2022-04-03 15:27:07 +05:30 |
|
|
|
d88acc5888
|
added read csv function
|
2022-04-02 07:45:59 +05:30 |
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|
eb63766c1e
|
Wrote tests for utils.py
|
2022-03-30 23:06:45 +05:30 |
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|
faf0b44e46
|
Added tests for get and more tests for getitem
|
2022-03-29 10:35:41 +05:30 |
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|
|
875089349e
|
Added typehints for head and tail
|
2022-03-29 10:35:20 +05:30 |
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|
3b96d231f4
|
fincal.expand now works by using .get and closest=previous
|
2022-03-25 08:43:28 +05:30 |
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8be3359437
|
Added get_closest attribute to FincalOptions
|
2022-03-22 21:30:28 +05:30 |
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|
ee48446c6e
|
Added .get method with closest parameter
|
2022-03-22 21:29:58 +05:30 |
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|
b34c14d778
|
Merge branch 'master' of http://192.168.0.114:3000/buddy/fincal
|
2022-03-21 20:48:06 +05:30 |
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|
ff865cb2b9
|
Added expand function, not fully working yet
|
2022-03-21 20:47:55 +05:30 |
|
|
|
d24b0d8bb2
|
Added variable type annotations
|
2022-03-21 20:47:22 +05:30 |
|
|
|
1a5518e62a
|
Documentation for max_drawdown
Added other type hints for variables
|
2022-03-16 00:36:10 +05:30 |
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|
|
b2a4d73c59
|
Added tests for max_drawdown
|
2022-03-16 00:35:36 +05:30 |
|
|
|
a19f7e7b21
|
added max_drawdown function
|
2022-03-14 23:54:54 +05:30 |
|
|
|
2237692677
|
Added more volatility tests
|
2022-03-13 22:52:41 +05:30 |
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|
|
1758df0124
|
Added average rolling return function
|
2022-03-13 22:52:23 +05:30 |
|
