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6cf56ddf11
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committing pending changes
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2023-03-25 11:18:25 +05:30 |
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3a5ca91234
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documentation of read_csv
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2023-01-01 18:01:57 +05:30 |
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db8f73d5c6
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sortino tests are now passing
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2022-09-11 15:13:16 +05:30 |
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7b65f6ff3f
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find closest date returns nan for min/max failure as well
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2022-09-11 15:13:06 +05:30 |
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18b60bd608
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sortino filters out nan in rolling returns
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2022-09-11 15:12:37 +05:30 |
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0fec9abac0
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handled nan in calculate returns and SD
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2022-09-11 15:10:12 +05:30 |
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c35bc35529
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changed find_closest_date input from dict to TimeSeries
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2022-07-24 08:52:30 +05:30 |
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c4e1d8b586
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corrected return calc test, writing sortino tests
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2022-07-24 08:48:03 +05:30 |
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db8377f0ef
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added preprocess fromto date, does not work properly yet
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2022-07-24 08:47:12 +05:30 |
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583ca98e51
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type hints and docs
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2022-07-24 08:46:45 +05:30 |
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b1305ca89d
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Expanded sortino function
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2022-07-24 08:46:12 +05:30 |
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ef68ae0293
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type hints and docs
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2022-07-24 08:45:45 +05:30 |
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cae704b658
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renamed file
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2022-06-26 21:35:23 +05:30 |
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a69f3e495e
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added testing guidelines
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2022-06-26 21:33:32 +05:30 |
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40429fc70a
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deleted local test files
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2022-06-26 20:55:30 +05:30 |
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c7e955f91e
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deleted files not required
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2022-06-26 20:54:11 +05:30 |
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d0c087c3bf
|
deleted files not required
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2022-06-26 20:53:17 +05:30 |
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2367d1aef8
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ignore build folder and other support files
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2022-06-26 20:51:11 +05:30 |
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31abaa4052
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changed interval days calculation to math.ceil
This is to avoid distorting round figure years
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2022-06-26 20:40:03 +05:30 |
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d229c9cf2d
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removed entrypoint
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2022-06-25 18:50:25 +05:30 |
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a8b90182da
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removed unused libraries
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2022-06-25 13:51:05 +05:30 |
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48e47e34a8
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ignore intellij idea folder
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2022-06-25 13:22:52 +05:30 |
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469c421639
|
updated tox.ini
|
2022-06-25 13:20:55 +05:30 |
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3bc7e7b496
|
black changes
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2022-06-25 13:20:44 +05:30 |
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a395f7d98d
|
defined custom covariance function to make it compatible with <3.10
replace statistics.coariance in statistics file
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2022-06-25 13:20:25 +05:30 |
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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
|
tests for sortino and missing frequency
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2022-06-12 21:35:13 +05:30 |
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3ffec7b11b
|
handled issues with frequency validation
|
2022-06-11 17:56:42 +05:30 |
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6c8800bef2
|
Implemented sortino ratio
|
2022-06-06 22:10:16 +05:30 |
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f46ebaa8a9
|
Renamed test file
|
2022-06-06 21:58:07 +05:30 |
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e9bb795ecf
|
Tests for beta and bug fixes
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2022-06-06 08:33:58 +05:30 |
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569f20709b
|
Updated test file
|
2022-06-06 08:17:12 +05:30 |
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c713e3283b
|
improved Readme
|
2022-06-05 23:12:04 +05:30 |
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0bf1deac48
|
renamed module to PyFacts
|
2022-06-05 23:06:12 +05:30 |
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c605f71f10
|
Frequency validation and automatic assignment during creation
modified tests to account for the changes.
|
2022-06-05 12:53:40 +05:30 |
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a6fcd29a34
|
Added to_dict and to_list methods
|
2022-06-04 22:48:31 +05:30 |
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8117986742
|
Added correlation function
|
2022-06-04 22:33:09 +05:30 |
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da2993ebf0
|
added documentation for Jensen's alpha
|
2022-06-04 21:32:51 +05:30 |
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f41b9c7519
|
Added Jensen's alpha to statistics
Also improved doc for beta
|
2022-06-04 21:30:34 +05:30 |
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7504c840eb
|
documentation
|
2022-06-04 15:35:16 +05:30 |
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1682fe12cc
|
Completed beta function
|
2022-05-31 21:18:55 +05:30 |
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177e3bc4c8
|
implemented beta, yet to check edge cases
|
2022-05-29 17:56:00 +05:30 |
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922fe0f027
|
more tests for transform
|
2022-05-25 10:02:25 +05:30 |
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|
38fb9ca7d0
|
tests fro transform method
|
2022-05-24 21:11:46 +05:30 |
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|
0a113fdd8a
|
completed transform function
|
2022-05-24 21:11:34 +05:30 |
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9a71cdf355
|
transform testing
|
2022-05-24 21:11:15 +05:30 |
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