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a19f7e7b21
|
added max_drawdown function
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2022-03-14 23:54:54 +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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810e0bfb65
|
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
|
improved getitem, head, and tail functions
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2022-03-12 10:24:40 +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
|
Changes for number of days and skip weekends
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2022-03-11 09:41:35 +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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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
|
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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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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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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=
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308a4f1abb
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changed years to any period in return calc
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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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=
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66ccd2a3f8
|
added interval_to_years function
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2022-02-24 11:28:16 +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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=
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941dbb36b3
|
removed print
|
2022-02-24 00:15:59 +05:30 |
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=
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8bdd8922cb
|
added items() to TimeSeriesCore
|
2022-02-24 00:00:52 +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
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2022-02-22 13:04:44 +05:30 |
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3aa38d31d1
|
Series data_type takes strings
added ge and le to Series
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2022-02-22 11:28:26 +05:30 |
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9ddf70fc61
|
rolling return now returned as TimeSeries object
|
2022-02-21 23:08:13 +05:30 |
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04176646b6
|
improved slicer class
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2022-02-21 23:07:43 +05:30 |
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03283f7ed4
|
changed return TimeSeries to return self.__class__
|
2022-02-21 22:48:24 +05:30 |
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b99f0d67c1
|
implemented getitem in Series to prevent error
|
2022-02-21 22:48:00 +05:30 |
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3391f04e19
|
replaced self.time_series with self.data
|
2022-02-21 22:27:48 +05:30 |
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e22f6acc87
|
series type is now user defined
|
2022-02-21 22:27:26 +05:30 |
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59c9c658ca
|
TimeSeriesCore is now a subclass of UserDict
|
2022-02-21 15:23:20 +05:30 |
|
|
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44d5ea7b29
|
date parsing replaced with _parse_date function
This is to avoid ambiguity and keep date parsing uniform
|
2022-02-21 13:11:19 +05:30 |
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cbace875c1
|
implemented _parse_date function to formalise date parsing
made Series a subclass of UserList to improve compatibility
|
2022-02-21 13:09:58 +05:30 |
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053a93900a
|
Rolling return was passing frequency object
instea of frequency.symbol
|
2022-02-21 08:27:01 +05:30 |
|
|
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81856b2c1a
|
changed IndexSlicer to _IndexSlicer
And other minor changes
|
2022-02-21 08:26:29 +05:30 |
|
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47e11546a0
|
Created Series class for slicing support
|
2022-02-20 22:49:45 +05:30 |
|
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141ec97a2c
|
converted dates and values to properties
ts['dates'] and ts['values'] keys implemted
|
2022-02-20 21:52:33 +05:30 |
|
|
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439fa86b5c
|
ffill and bfill now return TimeSeries objects instead of lists
|
2022-02-20 21:51:54 +05:30 |
|
|
|
2c1d508734
|
implemented iterator
|
2022-02-20 21:36:44 +05:30 |
|
|
|
58524aae7e
|
improved slicing with a separte iloc slider
|
2022-02-20 19:00:39 +05:30 |
|
|
|
e8b4607c29
|
backfill now works with frequency
|
2022-02-20 18:19:34 +05:30 |
|
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23bc0b71a6
|
create_date_series no longer returns dates > end_date
|
2022-02-20 16:07:50 +05:30 |
|
|
|
b4597da4af
|
added frequency symbol, improved repr and str
|
2022-02-20 16:06:34 +05:30 |
|
|
|
f48d79afb9
|
test files
|
2022-02-20 11:36:56 +05:30 |
|
|
|
4173736014
|
changed to generic types
|
2022-02-20 09:40:45 +05:30 |
|
|
|
b9366541f3
|
reduced the use of self.dates
|
2022-02-20 09:19:43 +05:30 |
|
|
|
56af7c33aa
|
ffill now fills based on frequency
create date series supports eomonth parameter
|
2022-02-19 23:03:41 +05:30 |
|
|
|
01a05d66a2
|
Split core functions & classes into separate file
|
2022-02-19 23:03:00 +05:30 |
|
|
|
8fdaa25a1e
|
handled slicing in getitem
Also changed class representation to list[tuple]
|
2022-02-19 16:47:53 +05:30 |
|
|
|
2790106790
|
reverted more unitended changes
|
2022-02-19 15:43:52 +05:30 |
|
|
|
c3928f756e
|
reverted unitended changes
|
2022-02-19 15:42:35 +05:30 |
|
|
|
6851fedbca
|
as_on_match and prior_match params for return calc
Also separated core methods & added getitem, len, head, and tail methods
|
2022-02-19 13:23:15 +05:30 |
|
|
|
5a51cb1a8b
|
Capitalized frequency variable
|
2022-02-19 09:39:37 +05:30 |
|
|
|
335a6fc2e9
|
Separate function for initial data formatting
Added _preprocess_timeseries function for initial data processing
|
2022-02-18 21:17:04 +05:30 |
|
|
|
b6b2381163
|
Changed frequency into a dataclass
For more compact and pythonic code
|
2022-02-17 22:50:19 +05:30 |
|
|
|
1f2b75282b
|
Added frequencies as classes
|
2022-02-17 22:27:22 +05:30 |
|
|
|
115e667bde
|
Setup package and tested with tox
|
2022-02-17 16:20:48 +05:30 |
|
|
|
c9ead1a561
|
first commit with basic time series operations
|
2022-02-16 23:17:50 +05:30 |
|
