|
|
f00305771b
|
Changes for number of days and skip weekends
|
2022-03-11 09:41:35 +05:30 |
|
|
|
c481e2b786
|
New test using GBM generated series
|
2022-03-11 09:40:37 +05:30 |
|
|
|
d757479cca
|
formatting changed, volatility test
|
2022-03-11 09:40:11 +05:30 |
|
|
|
793d5b1ad7
|
Expanded the volatility function, added annualisation
|
2022-03-07 09:57:14 +05:30 |
|
|
|
7b541290c6
|
parameter changes in calculate retuns & rolling returns
|
2022-03-07 09:56:47 +05:30 |
|
|
|
24d5d253b5
|
Added volatility function
|
2022-03-06 15:36:23 +05:30 |
|
|
|
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 |
|
|
|
347634f536
|
date_parser decorator now only needs positions
Implemented using inspector.signature
|
2022-02-27 19:26:03 +05:30 |
|
|
|
eeda4064b2
|
implemented decorator
|
2022-02-27 16:29:18 +05:30 |
|
|
|
00ac66219b
|
created decorator function, yet to be implemented
|
2022-02-27 14:49:50 +05:30 |
|
|
|
ad68dcd930
|
improved documentation
|
2022-02-27 00:22:08 +05:30 |
|
|
|
cad4e1f45c
|
general code improvements
|
2022-02-26 22:45:39 +05:30 |
|
|
|
0cbfede7b6
|
added limit parameter to closest lookups
|
2022-02-26 22:18:10 +05:30 |
|
|
|
336276cf4b
|
Implemented DateOutOfRange error in find closes date
|
2022-02-26 20:42:27 +05:30 |
|
|
|
c9bfa485f5
|
Added DateOutOfRangeError
|
2022-02-26 20:41:21 +05:30 |
|
|
|
7cac5cc307
|
separated utility functions and exceptions in standalone files
|
2022-02-26 12:46:42 +05:30 |
|
|
|
ef2973a1d1
|
Added tests for DateNotFoundError
|
2022-02-26 00:45:10 +05:30 |
|
|
|
d1f9e3924f
|
improved calculate_returns function
Using find_closest_date function
|
2022-02-26 00:44:45 +05:30 |
|
|
|
1be38ce7d4
|
Added custom error, refactored preprocess_timeseries
Added _find_closes_date function
|
2022-02-26 00:43:15 +05:30 |
|
|
|
77845ff501
|
updated requirements.txt
|
2022-02-25 22:22:49 +05:30 |
|
|
|
804609ac0e
|
modified return tests to handle tuple output
|
2022-02-25 10:39:06 +05:30 |
|
|
|
870d0bd96b
|
option to return nan in case of failure in return_calc
return calc returns tuple
|
2022-02-25 10:38:20 +05:30 |
|
|
|
9e4049a973
|
One more test for date format
|
2022-02-25 09:47:53 +05:30 |
|
|
|
f4e7840f28
|
Added tests for date format
|
2022-02-25 08:22:32 +05:30 |
|
|
|
dfd718e106
|
Added one more test
|
2022-02-24 23:34:39 +05:30 |
|
=
|
50c423611d
|
added tests for returns
|
2022-02-24 23:24:20 +05:30 |
|
=
|
308a4f1abb
|
changed years to any period in return calc
|
2022-02-24 22:38:53 +05:30 |
|
=
|
0fbca4ae4c
|
modified return calculation to include motnhs and days
|
2022-02-24 11:28:37 +05:30 |
|
=
|
66ccd2a3f8
|
added interval_to_years function
|
2022-02-24 11:28:16 +05:30 |
|
=
|
d9ec9b508b
|
added tests for str & repr
|
2022-02-24 10:11:58 +05:30 |
|
|
|
23882b2380
|
value test for ffill and bfill
|
2022-02-24 09:18:56 +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 |
|
=
|
21de3397a3
|
Added test for TimeSeriesCore
|
2022-02-24 00:15:00 +05:30 |
|
=
|
8bdd8922cb
|
added items() to TimeSeriesCore
|
2022-02-24 00:00:52 +05:30 |
|
|
|
9707c095b0
|
Series tests pass data type as string
|
2022-02-22 13:05:54 +05:30 |
|
|
|
306a2d730c
|
Series repr now show data type
|
2022-02-22 13:05:05 +05:30 |
|
|
|
371f7e2279
|
Added support for string dates in create_date_series
|
2022-02-22 13:04:44 +05:30 |
|
|
|
a39b4fa606
|
Black formatting changes
|
2022-02-22 11:29:47 +05:30 |
|
|
|
15b0b96488
|
Moved frequency test from test_fincal
Added tests for Series class
|
2022-02-22 11:29:07 +05:30 |
|
|
|
3aa38d31d1
|
Series data_type takes strings
added ge and le to Series
|
2022-02-22 11:28:26 +05:30 |
|
|
|
6c006cb6a4
|
prevent overwriting errors
|
2022-02-22 11:27:39 +05:30 |
|
|
|
b4d5291572
|
added more tests
|
2022-02-22 08:25:57 +05:30 |
|
|
|
9ddf70fc61
|
rolling return now returned as TimeSeries object
|
2022-02-21 23:08:13 +05:30 |
|
|
|
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 |
|
|
|
b99f0d67c1
|
implemented getitem in Series to prevent error
|
2022-02-21 22:48:00 +05:30 |
|
|
|
3391f04e19
|
replaced self.time_series with self.data
|
2022-02-21 22:27:48 +05:30 |
|
