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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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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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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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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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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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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
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Improved documentation
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2022-04-08 10:49:59 +05:30 |
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88e7b3994b
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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
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Refactored with improved type hints
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2022-04-05 10:43:53 +05:30 |
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ed973cc259
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improved expand function, handled issue with ffill
getitem with ffill was causing date-value pair to be treated as value in ffill
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2022-04-04 23:47:34 +05:30 |
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03ccbe0cb1
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Added skip weekend parameters to expand and bfill/ffill
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2022-04-04 00:48:48 +05:30 |
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d88acc5888
|
added read csv function
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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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875089349e
|
Added typehints for head and tail
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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
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2022-03-22 21:30:28 +05:30 |
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ee48446c6e
|
Added .get method with closest parameter
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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 |
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d24b0d8bb2
|
Added variable type annotations
|
2022-03-21 20:47:22 +05:30 |
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1a5518e62a
|
Documentation for max_drawdown
Added other type hints for variables
|
2022-03-16 00:36:10 +05:30 |
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a19f7e7b21
|
added max_drawdown function
|
2022-03-14 23:54:54 +05:30 |
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1758df0124
|
Added average rolling return function
|
2022-03-13 22:52:23 +05:30 |
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810e0bfb65
|
changed interval_type to return_period_unit
Added documentation to volatility function
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2022-03-13 14:28:08 +05:30 |
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d7b06fbe24
|
improved getitem, head, and tail functions
|
2022-03-12 10:24:40 +05:30 |
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|
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6bbdac35ec
|
parse_dates decorator works with optional date params
|
2022-03-11 09:42:22 +05:30 |
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f00305771b
|
Changes for number of days and skip weekends
|
2022-03-11 09:41:35 +05:30 |
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|
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793d5b1ad7
|
Expanded the volatility function, added annualisation
|
2022-03-07 09:57:14 +05:30 |
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|
|
24d5d253b5
|
Added volatility function
|
2022-03-06 15:36:23 +05:30 |
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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 |
|
|
|
60f25de710
|
changed pos = [] to *pos in date_parser decorator
|
2022-03-01 15:34:16 +05:30 |
|
