Commit Graph

Select branches

Hide Pull Requests

UserDict-trial

find_closest_changes

master

own-class

return_period-0.1

switch-to-decimal

Mono Color

• 173fba0f03 added more python versions master gourav 2024-08-13 22:14:58 +0530
• a4ecd38b97 All transform tests are now passing Gourav Kumar 2023-08-20 14:18:36 +0530
• 3e5875b873 Merge branch 'master' of http://192.168.0.114:3000/buddy/fincal Gourav Kumar 2023-08-19 22:23:41 +0530
• 2f50894b46 updated some tests Gourav Kumar 2023-08-19 22:23:38 +0530
• 06be27d46c Added ensure_coverage parameter to transform function Gourav Kumar 2023-07-17 10:22:43 +0530
• c453ff20e5 Merge branch 'master' of http://192.168.0.114:3000/buddy/fincal Gourav Kumar 2023-07-16 19:54:23 +0530
• a455cdfc65 updated tests, all are accurate and passing Gourav Kumar 2023-07-16 19:54:14 +0530
• f317a93bfe rewrote generate_date_series using while loop Gourav Kumar 2023-07-16 19:53:24 +0530
• 14afb1400a Corrected date getting missed in transform Gourav Kumar 2023-03-26 20:33:01 +0530
• 0bab00f455 added eomonth to transform function Gourav Kumar 2023-03-26 13:24:49 +0530
• 56e8017de7 updated some tests, added test for shrink, not working yet Gourav Kumar 2023-03-25 18:37:06 +0530
• 7108fa2a56 resolved issues with tox Gourav Kumar 2023-03-25 11:41:26 +0530
• 6cf56ddf11 committing pending changes Gourav Kumar 2023-03-25 11:18:25 +0530
• 3a5ca91234 documentation of read_csv Gourav Kumar 2023-01-01 18:01:57 +0530
• db8f73d5c6 sortino tests are now passing find_closest_changes Gourav Kumar 2022-09-11 15:13:16 +0530
• 7b65f6ff3f find closest date returns nan for min/max failure as well Gourav Kumar 2022-09-11 15:13:06 +0530
• 18b60bd608 sortino filters out nan in rolling returns Gourav Kumar 2022-09-11 15:12:37 +0530
• 0fec9abac0 handled nan in calculate returns and SD Gourav Kumar 2022-09-11 15:10:12 +0530
• c35bc35529 changed find_closest_date input from dict to TimeSeries Gourav Kumar 2022-07-24 08:52:30 +0530
• c4e1d8b586 corrected return calc test, writing sortino tests Gourav Kumar 2022-07-24 08:48:03 +0530
• db8377f0ef added preprocess fromto date, does not work properly yet Gourav Kumar 2022-07-24 08:47:12 +0530
• 583ca98e51 type hints and docs Gourav Kumar 2022-07-24 08:46:45 +0530
• b1305ca89d Expanded sortino function Gourav Kumar 2022-07-24 08:46:12 +0530
• ef68ae0293 type hints and docs Gourav Kumar 2022-07-24 08:45:45 +0530
• cae704b658 renamed file Gourav Kumar 2022-06-26 21:35:23 +0530
• a69f3e495e added testing guidelines Gourav Kumar 2022-06-26 21:33:32 +0530
• 40429fc70a deleted local test files Gourav Kumar 2022-06-26 20:55:30 +0530
• c7e955f91e deleted files not required Gourav Kumar 2022-06-26 20:54:11 +0530
• d0c087c3bf deleted files not required Gourav Kumar 2022-06-26 20:53:17 +0530
• 2367d1aef8 ignore build folder and other support files Gourav Kumar 2022-06-26 20:51:11 +0530
• 31abaa4052 changed interval days calculation to math.ceil This is to avoid distorting round figure years Gourav Kumar 2022-06-26 20:40:03 +0530
• d229c9cf2d removed entrypoint Gourav Kumar 2022-06-25 18:50:25 +0530
• a8b90182da removed unused libraries Gourav Kumar 2022-06-25 13:51:05 +0530
• 48e47e34a8 ignore intellij idea folder Gourav Kumar 2022-06-25 13:22:52 +0530
• 469c421639 updated tox.ini Gourav Kumar 2022-06-25 13:20:55 +0530
• 3bc7e7b496 black changes Gourav Kumar 2022-06-25 13:20:44 +0530
• a395f7d98d defined custom covariance function to make it compatible with <3.10 replace statistics.coariance in statistics file Gourav Kumar 2022-06-25 13:20:25 +0530
• 56baf83a77 updated values to match with custom covariance function Gourav Kumar 2022-06-25 13:19:26 +0530
• 8c159062f5 renamed files to prevent testing errors in tox Gourav Kumar 2022-06-25 13:18:58 +0530
• 371b319e9d Expanded with more methods and examples Gourav Kumar 2022-06-12 21:36:26 +0530
• a0499ca157 bug fix in frequency parsing Gourav Kumar 2022-06-12 21:35:55 +0530
• 33c56d8f6c bug fix in sortino Gourav Kumar 2022-06-12 21:35:37 +0530
• e450395ad0 tests for sortino and missing frequency Gourav Kumar 2022-06-12 21:35:13 +0530
• 3ffec7b11b handled issues with frequency validation Gourav Kumar 2022-06-11 17:56:42 +0530
• 6c8800bef2 Implemented sortino ratio Gourav Kumar 2022-06-06 22:10:16 +0530
• f46ebaa8a9 Renamed test file Gourav Kumar 2022-06-06 21:58:07 +0530
• e9bb795ecf Tests for beta and bug fixes gouravkr 2022-06-06 08:33:58 +0530
• 569f20709b Updated test file gouravkr 2022-06-06 08:17:12 +0530
• c713e3283b improved Readme Gourav Kumar 2022-06-05 23:12:04 +0530
• 0bf1deac48 renamed module to PyFacts Gourav Kumar 2022-06-05 23:06:12 +0530
• c605f71f10 Frequency validation and automatic assignment during creation modified tests to account for the changes. Gourav Kumar 2022-06-05 12:53:40 +0530
• a6fcd29a34 Added to_dict and to_list methods Gourav Kumar 2022-06-04 22:48:31 +0530
• 8117986742 Added correlation function Gourav Kumar 2022-06-04 22:33:09 +0530
• da2993ebf0 added documentation for Jensen's alpha Gourav Kumar 2022-06-04 21:32:51 +0530
• f41b9c7519 Added Jensen's alpha to statistics Also improved doc for beta Gourav Kumar 2022-06-04 21:30:34 +0530
• 7504c840eb documentation gouravkr 2022-06-04 15:35:16 +0530
• 1682fe12cc Completed beta function Gourav Kumar 2022-05-31 21:18:55 +0530
• 177e3bc4c8 implemented beta, yet to check edge cases Gourav Kumar 2022-05-29 17:56:00 +0530
• 922fe0f027 more tests for transform Gourav Kumar 2022-05-25 10:02:25 +0530
• 38fb9ca7d0 tests fro transform method Gourav Kumar 2022-05-24 21:11:46 +0530
• 0a113fdd8a completed transform function Gourav Kumar 2022-05-24 21:11:34 +0530
• 9a71cdf355 transform testing Gourav Kumar 2022-05-24 21:11:15 +0530
• 66ad448516 Added proper support for & in Series Gourav Kumar 2022-05-24 12:50:05 +0530
• 49cebecb88 __and__, __or__ in Series Gourav Kumar 2022-05-22 17:39:42 +0530
• da0bfcbcb1 Merge branch 'master' of http://192.168.0.114:3000/buddy/fincal Gourav Kumar 2022-05-22 14:37:04 +0530
• cad069d351 test files Gourav Kumar 2022-05-22 14:35:07 +0530
• 130f4e58e9 started working on transform with aggregation Gourav Kumar 2022-05-18 21:39:57 -0700
• 2ca6167c8b fixed issue with create_date_series Caused year to go -1 because it was not getting replaced Gourav Kumar 2022-05-16 22:30:08 +0530
• 95e9bfd51c More Sharpe tests Gourav Kumar 2022-05-16 22:29:18 +0530
• 5512a647ad made eomonth parsing more intelligent Corrected tests and code to account for the same Gourav Kumar 2022-05-12 10:40:47 +0530
• 7e524ccf7a incorporated eomonth in ffill and bfill More Sharpe tests and ffill/bfill tests Gourav Kumar 2022-05-10 09:51:12 +0530
• aea6bf9b57 Some tests for Sharpe ratio Also some corrections based identified during testing Gourav Kumar 2022-05-08 21:04:48 +0530
• 68d854cb3f moved create_test_data to a fixture in conftest.py Gourav Kumar 2022-05-08 18:09:39 +0530
• 0d0b2121a3 Sharpe ratio is working Gourav Kumar 2022-05-07 14:09:21 +0530
• 2a8f5b4041 limit = None in ffill was causing failure Gourav Kumar 2022-05-01 13:07:19 +0530
• 19523519ee Handled returns and SD both getting annualised in SD calc Gourav Kumar 2022-05-01 13:03:16 +0530
• 41562f7e70 returns are not compounded during voloatility calculations Gourav Kumar 2022-05-01 13:03:00 +0530
• 3189e50bd8 removed kwargs and added all arguments Gourav Kumar 2022-04-30 12:48:31 +0530
• 336cf41ca8 added sharpe ratio Gourav Kumar 2022-04-29 07:43:06 +0530
• 0f002f3478 added mean() method Gourav Kumar 2022-04-29 07:42:39 +0530
• 79cd44d41f Implemented limit parameter in ffill and bfill Gourav Kumar 2022-04-26 10:32:42 +0530
• 978566e0a8 Improved TSC.get Gourav Kumar 2022-04-24 23:47:27 +0530
• c99ffe02d0 changes to getitem to fetch closest date gouravkr 2022-04-24 18:43:06 +0530
• 65f2e8434c More arithmatic tests Gourav Kumar 2022-04-12 22:40:06 +0530
• e8be7e9efa Math tests and series dtype param name change Gourav Kumar 2022-04-12 11:43:52 +0530
• 49604a5ae9 Series parameter name change Gourav Kumar 2022-04-12 11:43:11 +0530
• b38a317b82 Added rmath dunder, create Series without specifying dtype Added Math validator to Series, math dunders pending Gourav Kumar 2022-04-12 11:42:51 +0530
• 03a8045400 implemented arithmatic dunder methods Writing tests for the same is pending Gourav Kumar 2022-04-11 22:49:41 +0530
• 625c9228e9 Docs and corrections based on tests Gourav Kumar 2022-04-11 22:19:29 +0530
• 3ec5b06e83 Added tests for TSC comparisons Gourav Kumar 2022-04-11 22:19:17 +0530
• e8dbc16157 implemented comparison in TSC, improved comparisons in Series Gourav Kumar 2022-04-11 10:47:12 +0530
• b246709603 expanded comparison for series, implemented gt in TSC Gourav Kumar 2022-04-10 23:52:53 +0530
• 09365c7957 added tests for setitem in TSC Gourav Kumar 2022-04-10 23:51:56 +0530
• 7bcd310652 Remove test check if instance is of type Mapping own-class Gourav Kumar 2022-04-10 14:10:18 +0530
• 2ee8f928af preprocess_timeseries converts numbers to float Gourav Kumar 2022-04-10 14:09:51 +0530
• d4bbaf7903 TimeSeriesCore no longer subclasses UserDict Gourav Kumar 2022-04-10 14:09:24 +0530
• 83a8b05802 implemented setitem Gourav Kumar 2022-04-10 13:27:25 +0530
• 123cc0b204 Added shrink method, documented expand Gourav Kumar 2022-04-09 22:56:53 +0530
• 6547a5e64a added test for sync gouravkr 2022-04-09 11:58:35 +0530
• 22c295ece1 imported in init for easier imports gouravkr 2022-04-08 22:19:17 +0530