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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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2237692677
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Added more volatility tests
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2022-03-13 22:52:41 +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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c992905bf6
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Added function to generate test data and tests for volatility
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2022-03-13 14:29:13 +05:30 |
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97731b4c12
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Param name and type changes
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2022-03-13 14:28:42 +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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ce5540e26b
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Added to-do
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2022-03-12 10:23:22 +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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c481e2b786
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New test using GBM generated series
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2022-03-11 09:40:37 +05:30 |
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d757479cca
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formatting changed, volatility test
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2022-03-11 09:40:11 +05:30 |
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793d5b1ad7
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Expanded the volatility function, added annualisation
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2022-03-07 09:57:14 +05:30 |
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7b541290c6
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parameter changes in calculate retuns & rolling returns
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2022-03-07 09:56:47 +05:30 |
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24d5d253b5
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Added volatility function
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2022-03-06 15:36:23 +05:30 |
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17b3e348a2
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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
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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
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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
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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
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implemented decorator
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2022-02-27 16:29:18 +05:30 |
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00ac66219b
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created decorator function, yet to be implemented
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2022-02-27 14:49:50 +05:30 |
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ad68dcd930
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improved documentation
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2022-02-27 00:22:08 +05:30 |
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cad4e1f45c
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general code improvements
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2022-02-26 22:45:39 +05:30 |
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0cbfede7b6
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added limit parameter to closest lookups
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2022-02-26 22:18:10 +05:30 |
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336276cf4b
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Implemented DateOutOfRange error in find closes date
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2022-02-26 20:42:27 +05:30 |
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c9bfa485f5
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Added DateOutOfRangeError
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2022-02-26 20:41:21 +05:30 |
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7cac5cc307
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separated utility functions and exceptions in standalone files
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2022-02-26 12:46:42 +05:30 |
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ef2973a1d1
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Added tests for DateNotFoundError
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2022-02-26 00:45:10 +05:30 |
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d1f9e3924f
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improved calculate_returns function
Using find_closest_date function
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2022-02-26 00:44:45 +05:30 |
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1be38ce7d4
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Added custom error, refactored preprocess_timeseries
Added _find_closes_date function
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2022-02-26 00:43:15 +05:30 |
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77845ff501
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updated requirements.txt
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2022-02-25 22:22:49 +05:30 |
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804609ac0e
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modified return tests to handle tuple output
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2022-02-25 10:39:06 +05:30 |
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870d0bd96b
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option to return nan in case of failure in return_calc
return calc returns tuple
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2022-02-25 10:38:20 +05:30 |
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9e4049a973
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One more test for date format
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2022-02-25 09:47:53 +05:30 |
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f4e7840f28
|
Added tests for date format
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2022-02-25 08:22:32 +05:30 |
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dfd718e106
|
Added one more test
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2022-02-24 23:34:39 +05:30 |
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=
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50c423611d
|
added tests for returns
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2022-02-24 23:24:20 +05:30 |
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=
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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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=
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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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=
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d9ec9b508b
|
added tests for str & repr
|
2022-02-24 10:11:58 +05:30 |
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23882b2380
|
value test for ffill and bfill
|
2022-02-24 09:18:56 +05:30 |
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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 |
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9707c095b0
|
Series tests pass data type as string
|
2022-02-22 13:05:54 +05:30 |
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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 |
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a39b4fa606
|
Black formatting changes
|
2022-02-22 11:29:47 +05:30 |
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