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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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8c159062f5
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renamed files to prevent testing errors in tox
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2022-06-25 13:18:58 +05:30 |
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371b319e9d
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Expanded with more methods and examples
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2022-06-12 21:36:26 +05:30 |
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a0499ca157
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bug fix in frequency parsing
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2022-06-12 21:35:55 +05:30 |
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33c56d8f6c
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bug fix in sortino
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2022-06-12 21:35:37 +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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3ffec7b11b
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handled issues with frequency validation
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2022-06-11 17:56:42 +05:30 |
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6c8800bef2
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Implemented sortino ratio
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2022-06-06 22:10:16 +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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569f20709b
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Updated test file
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2022-06-06 08:17:12 +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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a6fcd29a34
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Added to_dict and to_list methods
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2022-06-04 22:48:31 +05:30 |
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8117986742
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Added correlation function
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2022-06-04 22:33:09 +05:30 |
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da2993ebf0
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added documentation for Jensen's alpha
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2022-06-04 21:32:51 +05:30 |
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f41b9c7519
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Added Jensen's alpha to statistics
Also improved doc for beta
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2022-06-04 21:30:34 +05:30 |
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7504c840eb
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documentation
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2022-06-04 15:35:16 +05:30 |
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1682fe12cc
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Completed beta function
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2022-05-31 21:18:55 +05:30 |
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177e3bc4c8
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implemented beta, yet to check edge cases
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2022-05-29 17:56:00 +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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0a113fdd8a
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completed transform function
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2022-05-24 21:11:34 +05:30 |
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9a71cdf355
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transform testing
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2022-05-24 21:11:15 +05:30 |
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66ad448516
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Added proper support for & in Series
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2022-05-24 12:50:05 +05:30 |
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49cebecb88
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__and__, __or__ in Series
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2022-05-22 17:39:42 +05:30 |
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da0bfcbcb1
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Merge branch 'master' of http://192.168.0.114:3000/buddy/fincal
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2022-05-22 14:37:04 +05:30 |
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cad069d351
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test files
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2022-05-22 14:35:07 +05:30 |
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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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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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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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19523519ee
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Handled returns and SD both getting annualised in SD calc
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2022-05-01 13:03:16 +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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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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