Commit Graph

170 Commits

Author SHA1 Message Date
ad68dcd930 improved documentation 2022-02-27 00:22:08 +05:30
cad4e1f45c general code improvements 2022-02-26 22:45:39 +05:30
0cbfede7b6 added limit parameter to closest lookups 2022-02-26 22:18:10 +05:30
336276cf4b Implemented DateOutOfRange error in find closes date 2022-02-26 20:42:27 +05:30
c9bfa485f5 Added DateOutOfRangeError 2022-02-26 20:41:21 +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
d1f9e3924f improved calculate_returns function
Using find_closest_date function
2022-02-26 00:44:45 +05:30
1be38ce7d4 Added custom error, refactored preprocess_timeseries
Added _find_closes_date function
2022-02-26 00:43:15 +05:30
77845ff501 updated requirements.txt 2022-02-25 22:22:49 +05:30
804609ac0e modified return tests to handle tuple output 2022-02-25 10:39:06 +05:30
870d0bd96b option to return nan in case of failure in return_calc
return calc returns tuple
2022-02-25 10:38:20 +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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308a4f1abb changed years to any period in return calc 2022-02-24 22:38:53 +05:30
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0fbca4ae4c modified return calculation to include motnhs and days 2022-02-24 11:28:37 +05:30
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66ccd2a3f8 added interval_to_years function 2022-02-24 11:28:16 +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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941dbb36b3 removed print 2022-02-24 00:15:59 +05:30
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21de3397a3 Added test for TimeSeriesCore 2022-02-24 00:15:00 +05:30
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8bdd8922cb added items() to TimeSeriesCore 2022-02-24 00:00:52 +05:30
9707c095b0 Series tests pass data type as string 2022-02-22 13:05:54 +05:30
306a2d730c Series repr now show data type 2022-02-22 13:05:05 +05:30
371f7e2279 Added support for string dates in create_date_series 2022-02-22 13:04:44 +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
3aa38d31d1 Series data_type takes strings
added ge and le to Series
2022-02-22 11:28:26 +05:30
6c006cb6a4 prevent overwriting errors 2022-02-22 11:27:39 +05:30
b4d5291572 added more tests 2022-02-22 08:25:57 +05:30
9ddf70fc61 rolling return now returned as TimeSeries object 2022-02-21 23:08:13 +05:30
04176646b6 improved slicer class 2022-02-21 23:07:43 +05:30
03283f7ed4 changed return TimeSeries to return self.__class__ 2022-02-21 22:48:24 +05:30
b99f0d67c1 implemented getitem in Series to prevent error 2022-02-21 22:48:00 +05:30
3391f04e19 replaced self.time_series with self.data 2022-02-21 22:27:48 +05:30
e22f6acc87 series type is now user defined 2022-02-21 22:27:26 +05:30
59c9c658ca TimeSeriesCore is now a subclass of UserDict 2022-02-21 15:23:20 +05:30
2f0f1e0e47 further testing 2022-02-21 13:11:38 +05:30
44d5ea7b29 date parsing replaced with _parse_date function
This is to avoid ambiguity and keep date parsing uniform
2022-02-21 13:11:19 +05:30
cbace875c1 implemented _parse_date function to formalise date parsing
made Series a subclass of UserList to improve compatibility
2022-02-21 13:09:58 +05:30
053a93900a Rolling return was passing frequency object
instea of frequency.symbol
2022-02-21 08:27:01 +05:30
81856b2c1a changed IndexSlicer to _IndexSlicer
And other minor changes
2022-02-21 08:26:29 +05:30
cd05250e8a now testing using Jupyter Notebook 2022-02-21 08:22:04 +05:30
47e11546a0 Created Series class for slicing support 2022-02-20 22:49:45 +05:30
141ec97a2c converted dates and values to properties
ts['dates'] and ts['values'] keys implemted
2022-02-20 21:52:33 +05:30
439fa86b5c ffill and bfill now return TimeSeries objects instead of lists 2022-02-20 21:51:54 +05:30
2c1d508734 implemented iterator 2022-02-20 21:36:44 +05:30