Commit Graph

8 Commits

Author SHA1 Message Date
31abaa4052 changed interval days calculation to math.ceil
This is to avoid distorting round figure years
2022-06-26 20:40:03 +05:30
56baf83a77 updated values to match with custom covariance function 2022-06-25 13:19:26 +05:30
e450395ad0 tests for sortino and missing frequency 2022-06-12 21:35:13 +05:30
e9bb795ecf Tests for beta and bug fixes 2022-06-06 08:33:58 +05:30
0bf1deac48 renamed module to PyFacts 2022-06-05 23:06:12 +05:30
95e9bfd51c More Sharpe tests 2022-05-16 22:29:18 +05:30
7e524ccf7a incorporated eomonth in ffill and bfill
More Sharpe tests and ffill/bfill tests
2022-05-10 09:51:12 +05:30
aea6bf9b57 Some tests for Sharpe ratio
Also some corrections based identified during testing
2022-05-08 21:04:48 +05:30