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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
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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
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added read csv function
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2022-04-02 07:45:59 +05:30 |
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eb63766c1e
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Wrote tests for utils.py
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2022-03-30 23:06:45 +05:30 |
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875089349e
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Added typehints for head and tail
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2022-03-29 10:35:20 +05:30 |
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3b96d231f4
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fincal.expand now works by using .get and closest=previous
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2022-03-25 08:43:28 +05:30 |
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8be3359437
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Added get_closest attribute to FincalOptions
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2022-03-22 21:30:28 +05:30 |
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ee48446c6e
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Added .get method with closest parameter
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2022-03-22 21:29:58 +05:30 |
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b34c14d778
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Merge branch 'master' of http://192.168.0.114:3000/buddy/fincal
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2022-03-21 20:48:06 +05:30 |
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ff865cb2b9
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Added expand function, not fully working yet
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2022-03-21 20:47:55 +05:30 |
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d24b0d8bb2
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Added variable type annotations
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2022-03-21 20:47:22 +05:30 |
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1a5518e62a
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Documentation for max_drawdown
Added other type hints for variables
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2022-03-16 00:36:10 +05:30 |
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a19f7e7b21
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added max_drawdown function
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2022-03-14 23:54:54 +05:30 |
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1758df0124
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Added average rolling return function
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2022-03-13 22:52:23 +05:30 |
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810e0bfb65
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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
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improved getitem, head, and tail functions
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2022-03-12 10:24:40 +05:30 |
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6bbdac35ec
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parse_dates decorator works with optional date params
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2022-03-11 09:42:22 +05:30 |
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f00305771b
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Changes for number of days and skip weekends
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2022-03-11 09:41:35 +05:30 |
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793d5b1ad7
|
Expanded the volatility function, added annualisation
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2022-03-07 09:57:14 +05:30 |
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24d5d253b5
|
Added volatility function
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2022-03-06 15:36:23 +05:30 |
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17b3e348a2
|
improved documentation and usage of date_parser decorator
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2022-03-05 23:23:31 +05:30 |
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32e4f25f59
|
improved limit calculation
Added basic test for limit
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2022-03-02 23:35:57 +05:30 |
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60f25de710
|
changed pos = [] to *pos in date_parser decorator
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2022-03-01 15:34:16 +05:30 |
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347634f536
|
date_parser decorator now only needs positions
Implemented using inspector.signature
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2022-02-27 19:26:03 +05:30 |
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eeda4064b2
|
implemented decorator
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2022-02-27 16:29:18 +05:30 |
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00ac66219b
|
created decorator function, yet to be implemented
|
2022-02-27 14:49:50 +05:30 |
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ad68dcd930
|
improved documentation
|
2022-02-27 00:22:08 +05:30 |
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cad4e1f45c
|
general code improvements
|
2022-02-26 22:45:39 +05:30 |
|
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0cbfede7b6
|
added limit parameter to closest lookups
|
2022-02-26 22:18:10 +05:30 |
|
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336276cf4b
|
Implemented DateOutOfRange error in find closes date
|
2022-02-26 20:42:27 +05:30 |
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c9bfa485f5
|
Added DateOutOfRangeError
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2022-02-26 20:41:21 +05:30 |
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7cac5cc307
|
separated utility functions and exceptions in standalone files
|
2022-02-26 12:46:42 +05:30 |
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d1f9e3924f
|
improved calculate_returns function
Using find_closest_date function
|
2022-02-26 00:44:45 +05:30 |
|
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1be38ce7d4
|
Added custom error, refactored preprocess_timeseries
Added _find_closes_date function
|
2022-02-26 00:43:15 +05:30 |
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870d0bd96b
|
option to return nan in case of failure in return_calc
return calc returns tuple
|
2022-02-25 10:38:20 +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 |
|
|
|
3bf4ca9c61
|
Added __contains__ and some tests for it
|
2022-02-24 08:16:45 +05:30 |
|
=
|
941dbb36b3
|
removed print
|
2022-02-24 00:15:59 +05:30 |
|
=
|
8bdd8922cb
|
added items() to TimeSeriesCore
|
2022-02-24 00:00:52 +05:30 |
|
|
|
306a2d730c
|
Series repr now show data type
|
2022-02-22 13:05:05 +05:30 |
|
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|
371f7e2279
|
Added support for string dates in create_date_series
|
2022-02-22 13:04:44 +05:30 |
|
|
|
3aa38d31d1
|
Series data_type takes strings
added ge and le to Series
|
2022-02-22 11:28:26 +05:30 |
|
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|
9ddf70fc61
|
rolling return now returned as TimeSeries object
|
2022-02-21 23:08:13 +05:30 |
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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 |
|
