|
|
95e9bfd51c
|
More Sharpe tests
|
2022-05-16 22:29:18 +05:30 |
|
|
|
5512a647ad
|
made eomonth parsing more intelligent
Corrected tests and code to account for the same
|
2022-05-12 10:40:47 +05:30 |
|
|
|
7e524ccf7a
|
incorporated eomonth in ffill and bfill
More Sharpe tests and ffill/bfill tests
|
2022-05-10 09:51:12 +05:30 |
|
|
|
aea6bf9b57
|
Some tests for Sharpe ratio
Also some corrections based identified during testing
|
2022-05-08 21:04:48 +05:30 |
|
|
|
68d854cb3f
|
moved create_test_data to a fixture in conftest.py
|
2022-05-08 18:09:39 +05:30 |
|
|
|
0d0b2121a3
|
Sharpe ratio is working
|
2022-05-07 14:09:21 +05:30 |
|
|
|
2a8f5b4041
|
limit = None in ffill was causing failure
|
2022-05-01 13:07:19 +05:30 |
|
|
|
19523519ee
|
Handled returns and SD both getting annualised in SD calc
|
2022-05-01 13:03:16 +05:30 |
|
|
|
41562f7e70
|
returns are not compounded during voloatility calculations
|
2022-05-01 13:03:00 +05:30 |
|
|
|
3189e50bd8
|
removed kwargs and added all arguments
|
2022-04-30 12:48:31 +05:30 |
|
|
|
336cf41ca8
|
added sharpe ratio
|
2022-04-29 07:43:06 +05:30 |
|
|
|
0f002f3478
|
added mean() method
|
2022-04-29 07:42:39 +05:30 |
|
|
|
79cd44d41f
|
Implemented limit parameter in ffill and bfill
|
2022-04-26 10:32:42 +05:30 |
|
|
|
978566e0a8
|
Improved TSC.get
|
2022-04-24 23:47:27 +05:30 |
|
|
|
c99ffe02d0
|
changes to getitem to fetch closest date
|
2022-04-24 18:43:06 +05:30 |
|
|
|
65f2e8434c
|
More arithmatic tests
|
2022-04-12 22:40:06 +05:30 |
|
|
|
e8be7e9efa
|
Math tests and series dtype param name change
|
2022-04-12 11:43:52 +05:30 |
|
|
|
49604a5ae9
|
Series parameter name change
|
2022-04-12 11:43:11 +05:30 |
|
|
|
b38a317b82
|
Added rmath dunder, create Series without specifying dtype
Added Math validator to Series, math dunders pending
|
2022-04-12 11:42:51 +05:30 |
|
|
|
03a8045400
|
implemented arithmatic dunder methods
Writing tests for the same is pending
|
2022-04-11 22:49:41 +05:30 |
|
|
|
625c9228e9
|
Docs and corrections based on tests
|
2022-04-11 22:19:29 +05:30 |
|
|
|
3ec5b06e83
|
Added tests for TSC comparisons
|
2022-04-11 22:19:17 +05:30 |
|
|
|
e8dbc16157
|
implemented comparison in TSC, improved comparisons in Series
|
2022-04-11 10:47:12 +05:30 |
|
|
|
b246709603
|
expanded comparison for series, implemented gt in TSC
|
2022-04-10 23:52:53 +05:30 |
|
|
|
09365c7957
|
added tests for setitem in TSC
|
2022-04-10 23:51:56 +05:30 |
|
|
|
7bcd310652
|
Remove test check if instance is of type Mapping
|
2022-04-10 14:10:18 +05:30 |
|
|
|
2ee8f928af
|
preprocess_timeseries converts numbers to float
|
2022-04-10 14:09:51 +05:30 |
|
|
|
d4bbaf7903
|
TimeSeriesCore no longer subclasses UserDict
|
2022-04-10 14:09:24 +05:30 |
|
|
|
83a8b05802
|
implemented setitem
|
2022-04-10 13:27:25 +05:30 |
|
|
|
123cc0b204
|
Added shrink method, documented expand
|
2022-04-09 22:56:53 +05:30 |
|
|
|
6547a5e64a
|
added test for sync
|
2022-04-09 11:58:35 +05:30 |
|
|
|
22c295ece1
|
imported in init for easier imports
|
2022-04-08 22:19:17 +05:30 |
|
|
|
30749382cf
|
Improved documentation
|
2022-04-08 10:49:59 +05:30 |
|
|
|
88e7b3994b
|
implemented sync method
|
2022-04-07 23:44:18 +05:30 |
|
|
|
8e8146a07d
|
changed init to super().__init__
getting started with setitem and sync
|
2022-04-05 23:43:03 +05:30 |
|
|
|
ce6326f4b5
|
Refactored with improved type hints
|
2022-04-05 10:43:53 +05:30 |
|
|
|
e06626dbca
|
Added more ffill and bfill tests
|
2022-04-05 10:43:31 +05:30 |
|
|
|
33feb62015
|
corrected issue with ffill test
|
2022-04-04 23:48:06 +05:30 |
|
|
|
ed973cc259
|
improved expand function, handled issue with ffill
getitem with ffill was causing date-value pair to be treated as value in ffill
|
2022-04-04 23:47:34 +05:30 |
|
|
|
b5aa5d22d4
|
Added tests for expand
|
2022-04-04 00:48:55 +05:30 |
|
|
|
03ccbe0cb1
|
Added skip weekend parameters to expand and bfill/ffill
|
2022-04-04 00:48:48 +05:30 |
|
|
|
fa2ab84c92
|
renamed test_fincal2 to test_fincal
|
2022-04-03 15:27:55 +05:30 |
|
|
|
6ffa52f84e
|
migrated tests from fincal to fincal2
|
2022-04-03 15:27:07 +05:30 |
|
|
|
d88acc5888
|
added read csv function
|
2022-04-02 07:45:59 +05:30 |
|
|
|
eb63766c1e
|
Wrote tests for utils.py
|
2022-03-30 23:06:45 +05:30 |
|
|
|
faf0b44e46
|
Added tests for get and more tests for getitem
|
2022-03-29 10:35:41 +05:30 |
|
|
|
875089349e
|
Added typehints for head and tail
|
2022-03-29 10:35:20 +05:30 |
|
|
|
3b96d231f4
|
fincal.expand now works by using .get and closest=previous
|
2022-03-25 08:43:28 +05:30 |
|
|
|
8be3359437
|
Added get_closest attribute to FincalOptions
|
2022-03-22 21:30:28 +05:30 |
|
|
|
ee48446c6e
|
Added .get method with closest parameter
|
2022-03-22 21:29:58 +05:30 |
|
