limit = None in ffill was causing failure

fincal/fincal.py

@@ -145,7 +145,7 @@ class TimeSeries(TimeSeriesCore):
         res_string: str = "First date: {}\nLast date: {}\nNumber of rows: {}"
         return res_string.format(self.start_date, self.end_date, total_dates)
 
-    def ffill(self, inplace: bool = False, limit: int = None, skip_weekends: bool = False) -> TimeSeries | None:
+    def ffill(self, inplace: bool = False, limit: int = 1000, skip_weekends: bool = False) -> TimeSeries | None:
         """Forward fill missing dates in the time series
 
         Parameters
@@ -188,7 +188,7 @@ class TimeSeries(TimeSeriesCore):
 
         return self.__class__(new_ts, frequency=self.frequency.symbol)
 
-    def bfill(self, inplace: bool = False, limit: int = None, skip_weekends: bool = False) -> TimeSeries | None:
+    def bfill(self, inplace: bool = False, limit: int = 1000, skip_weekends: bool = False) -> TimeSeries | None:
         """Backward fill missing dates in the time series
 
         Parameters
@@ -449,7 +449,7 @@ class TimeSeries(TimeSeriesCore):
         prior_match: str = "closest",
         closest: Literal["previous", "next", "exact"] = "previous",
         if_not_found: Literal["fail", "nan"] = "fail",
-        annual_compounded_returns: bool = None,
+        annual_compounded_returns: bool = False,
         date_format: str = None,
     ) -> float:
         """Calculates the volatility of the time series.add()
@@ -504,9 +504,6 @@ class TimeSeries(TimeSeriesCore):
         if to_date is None:
             to_date = self.end_date
 
-        if annual_compounded_returns is None:
-            annual_compounded_returns = False if frequency.days <= 366 else True
-
         rolling_returns = self.calculate_rolling_returns(
             from_date=from_date,
             to_date=to_date,

fincal/statistics.py

@@ -30,7 +30,6 @@ def sharpe_ratio(
         "from_date": from_date,
         "to_date": to_date,
         "frequency": frequency,
-        "annual_compounded_returns": True,
         "return_period_unit": return_period_unit,
         "return_period_value": return_period_value,
         "as_on_match": as_on_match,
@@ -38,7 +37,7 @@ def sharpe_ratio(
         "closest": closest,
         "date_format": date_format,
     }
-    returns_ts = time_series_data.calculate_rolling_returns(**common_params)
+    returns_ts = time_series_data.calculate_rolling_returns(**common_params, annual_compounded_returns=True)
 
     if risk_free_data is not None:
         risk_free_data = returns_ts.sync(risk_free_data)