Commit Graph

186 Commits

Author SHA1 Message Date
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
b34c14d778 Merge branch 'master' of http://192.168.0.114:3000/buddy/fincal 2022-03-21 20:48:06 +05:30
ff865cb2b9 Added expand function, not fully working yet 2022-03-21 20:47:55 +05:30
d24b0d8bb2 Added variable type annotations 2022-03-21 20:47:22 +05:30
1a5518e62a Documentation for max_drawdown
Added other type hints for variables
2022-03-16 00:36:10 +05:30
b2a4d73c59 Added tests for max_drawdown 2022-03-16 00:35:36 +05:30
a19f7e7b21 added max_drawdown function 2022-03-14 23:54:54 +05:30
2237692677 Added more volatility tests 2022-03-13 22:52:41 +05:30
1758df0124 Added average rolling return function 2022-03-13 22:52:23 +05:30
c992905bf6 Added function to generate test data and tests for volatility 2022-03-13 14:29:13 +05:30
97731b4c12 Param name and type changes 2022-03-13 14:28:42 +05:30