Commit Graph

93 Commits

Author SHA1 Message Date
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
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
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
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
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
03ccbe0cb1 Added skip weekend parameters to expand and bfill/ffill 2022-04-04 00:48:48 +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
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
a19f7e7b21 added max_drawdown function 2022-03-14 23:54:54 +05:30
1758df0124 Added average rolling return function 2022-03-13 22:52:23 +05:30
810e0bfb65 changed interval_type to return_period_unit
Added documentation to volatility function
2022-03-13 14:28:08 +05:30
d7b06fbe24 improved getitem, head, and tail functions 2022-03-12 10:24:40 +05:30
6bbdac35ec parse_dates decorator works with optional date params 2022-03-11 09:42:22 +05:30
f00305771b Changes for number of days and skip weekends 2022-03-11 09:41:35 +05:30
793d5b1ad7 Expanded the volatility function, added annualisation 2022-03-07 09:57:14 +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
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
870d0bd96b option to return nan in case of failure in return_calc
return calc returns tuple
2022-02-25 10:38:20 +05:30