Commit Graph

52 Commits

Author SHA1 Message Date
c713e3283b improved Readme 2022-06-05 23:12:04 +05:30
0bf1deac48 renamed module to PyFacts 2022-06-05 23:06:12 +05:30
c605f71f10 Frequency validation and automatic assignment during creation
modified tests to account for the changes.
2022-06-05 12:53:40 +05:30
922fe0f027 more tests for transform 2022-05-25 10:02:25 +05:30
38fb9ca7d0 tests fro transform method 2022-05-24 21:11:46 +05:30
2ca6167c8b fixed issue with create_date_series
Caused year to go -1 because it was not getting replaced
2022-05-16 22:30:08 +05:30
95e9bfd51c More Sharpe tests 2022-05-16 22:29:18 +05:30
5512a647ad made eomonth parsing more intelligent
Corrected tests and code to account for the same
2022-05-12 10:40:47 +05:30
7e524ccf7a incorporated eomonth in ffill and bfill
More Sharpe tests and ffill/bfill tests
2022-05-10 09:51:12 +05:30
aea6bf9b57 Some tests for Sharpe ratio
Also some corrections based identified during testing
2022-05-08 21:04:48 +05:30
68d854cb3f moved create_test_data to a fixture in conftest.py 2022-05-08 18:09:39 +05:30
0d0b2121a3 Sharpe ratio is working 2022-05-07 14:09:21 +05:30
c99ffe02d0 changes to getitem to fetch closest date 2022-04-24 18:43:06 +05:30
65f2e8434c More arithmatic tests 2022-04-12 22:40:06 +05:30
e8be7e9efa Math tests and series dtype param name change 2022-04-12 11:43:52 +05:30
3ec5b06e83 Added tests for TSC comparisons 2022-04-11 22:19:17 +05:30
09365c7957 added tests for setitem in TSC 2022-04-10 23:51:56 +05:30
7bcd310652 Remove test check if instance is of type Mapping 2022-04-10 14:10:18 +05:30
6547a5e64a added test for sync 2022-04-09 11:58:35 +05:30
e06626dbca Added more ffill and bfill tests 2022-04-05 10:43:31 +05:30
33feb62015 corrected issue with ffill test 2022-04-04 23:48:06 +05:30
b5aa5d22d4 Added tests for expand 2022-04-04 00:48:55 +05:30
fa2ab84c92 renamed test_fincal2 to test_fincal 2022-04-03 15:27:55 +05:30
6ffa52f84e migrated tests from fincal to fincal2 2022-04-03 15:27:07 +05:30
eb63766c1e Wrote tests for utils.py 2022-03-30 23:06:45 +05:30
faf0b44e46 Added tests for get and more tests for getitem 2022-03-29 10:35:41 +05:30
b2a4d73c59 Added tests for max_drawdown 2022-03-16 00:35:36 +05:30
2237692677 Added more volatility tests 2022-03-13 22:52:41 +05:30
c992905bf6 Added function to generate test data and tests for volatility 2022-03-13 14:29:13 +05:30
97731b4c12 Param name and type changes 2022-03-13 14:28:42 +05:30
c481e2b786 New test using GBM generated series 2022-03-11 09:40:37 +05:30
d757479cca formatting changed, volatility test 2022-03-11 09:40:11 +05:30
7b541290c6 parameter changes in calculate retuns & rolling returns 2022-03-07 09:56:47 +05:30
17b3e348a2 improved documentation and usage of date_parser decorator 2022-03-05 23:23:31 +05:30
32e4f25f59 improved limit calculation
Added basic test for limit
2022-03-02 23:35:57 +05:30
7cac5cc307 separated utility functions and exceptions in standalone files 2022-02-26 12:46:42 +05:30
ef2973a1d1 Added tests for DateNotFoundError 2022-02-26 00:45:10 +05:30
804609ac0e modified return tests to handle tuple output 2022-02-25 10:39:06 +05:30
9e4049a973 One more test for date format 2022-02-25 09:47:53 +05:30
f4e7840f28 Added tests for date format 2022-02-25 08:22:32 +05:30
dfd718e106 Added one more test 2022-02-24 23:34:39 +05:30
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50c423611d added tests for returns 2022-02-24 23:24:20 +05:30
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d9ec9b508b added tests for str & repr 2022-02-24 10:11:58 +05:30
23882b2380 value test for ffill and bfill 2022-02-24 09:18:56 +05:30
3bf4ca9c61 Added __contains__ and some tests for it 2022-02-24 08:16:45 +05:30
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21de3397a3 Added test for TimeSeriesCore 2022-02-24 00:15:00 +05:30
9707c095b0 Series tests pass data type as string 2022-02-22 13:05:54 +05:30
a39b4fa606 Black formatting changes 2022-02-22 11:29:47 +05:30
15b0b96488 Moved frequency test from test_fincal
Added tests for Series class
2022-02-22 11:29:07 +05:30
b4d5291572 added more tests 2022-02-22 08:25:57 +05:30