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ff865cb2b9
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Added expand function, not fully working yet
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2022-03-21 20:47:55 +05:30 |
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a19f7e7b21
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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
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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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f00305771b
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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
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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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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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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
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modified return calculation to include motnhs and days
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2022-02-24 11:28:37 +05:30 |
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371f7e2279
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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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9ddf70fc61
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rolling return now returned as TimeSeries object
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2022-02-21 23:08:13 +05:30 |
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03283f7ed4
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changed return TimeSeries to return self.__class__
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2022-02-21 22:48:24 +05:30 |
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3391f04e19
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replaced self.time_series with self.data
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2022-02-21 22:27:48 +05:30 |
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44d5ea7b29
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date parsing replaced with _parse_date function
This is to avoid ambiguity and keep date parsing uniform
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2022-02-21 13:11:19 +05:30 |
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053a93900a
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Rolling return was passing frequency object
instea of frequency.symbol
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2022-02-21 08:27:01 +05:30 |
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439fa86b5c
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ffill and bfill now return TimeSeries objects instead of lists
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2022-02-20 21:51:54 +05:30 |
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e8b4607c29
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backfill now works with frequency
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2022-02-20 18:19:34 +05:30 |
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23bc0b71a6
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create_date_series no longer returns dates > end_date
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2022-02-20 16:07:50 +05:30 |
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b9366541f3
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reduced the use of self.dates
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2022-02-20 09:19:43 +05:30 |
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56af7c33aa
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ffill now fills based on frequency
create date series supports eomonth parameter
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2022-02-19 23:03:41 +05:30 |
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8fdaa25a1e
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handled slicing in getitem
Also changed class representation to list[tuple]
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2022-02-19 16:47:53 +05:30 |
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2790106790
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reverted more unitended changes
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2022-02-19 15:43:52 +05:30 |
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c3928f756e
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reverted unitended changes
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2022-02-19 15:42:35 +05:30 |
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6851fedbca
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as_on_match and prior_match params for return calc
Also separated core methods & added getitem, len, head, and tail methods
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2022-02-19 13:23:15 +05:30 |
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5a51cb1a8b
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Capitalized frequency variable
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2022-02-19 09:39:37 +05:30 |
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335a6fc2e9
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Separate function for initial data formatting
Added _preprocess_timeseries function for initial data processing
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2022-02-18 21:17:04 +05:30 |
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b6b2381163
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Changed frequency into a dataclass
For more compact and pythonic code
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2022-02-17 22:50:19 +05:30 |
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1f2b75282b
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Added frequencies as classes
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2022-02-17 22:27:22 +05:30 |
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115e667bde
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Setup package and tested with tox
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2022-02-17 16:20:48 +05:30 |
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c9ead1a561
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first commit with basic time series operations
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2022-02-16 23:17:50 +05:30 |
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