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33feb62015
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corrected issue with ffill test
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2022-04-04 23:48:06 +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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b5aa5d22d4
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Added tests for expand
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2022-04-04 00:48:55 +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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fa2ab84c92
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renamed test_fincal2 to test_fincal
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2022-04-03 15:27:55 +05:30 |
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6ffa52f84e
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migrated tests from fincal to fincal2
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2022-04-03 15:27:07 +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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faf0b44e46
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Added tests for get and more tests for getitem
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2022-03-29 10:35:41 +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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b2a4d73c59
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Added tests for max_drawdown
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2022-03-16 00:35:36 +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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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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