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• 30749382cf Improved documentation Gourav Kumar 2022-04-08 10:49:59 +0530
• 88e7b3994b implemented sync method Gourav Kumar 2022-04-07 23:44:18 +0530
• 8e8146a07d changed init to super().__init__ getting started with setitem and sync Gourav Kumar 2022-04-05 23:43:03 +0530
• ce6326f4b5 Refactored with improved type hints Gourav Kumar 2022-04-05 10:43:53 +0530
• e06626dbca Added more ffill and bfill tests Gourav Kumar 2022-04-05 10:43:31 +0530
• 33feb62015 corrected issue with ffill test Gourav Kumar 2022-04-04 23:48:06 +0530
• ed973cc259 improved expand function, handled issue with ffill getitem with ffill was causing date-value pair to be treated as value in ffill Gourav Kumar 2022-04-04 23:47:34 +0530
• b5aa5d22d4 Added tests for expand Gourav Kumar 2022-04-04 00:48:55 +0530
• 03ccbe0cb1 Added skip weekend parameters to expand and bfill/ffill Gourav Kumar 2022-04-04 00:48:48 +0530
• fa2ab84c92 renamed test_fincal2 to test_fincal Gourav Kumar 2022-04-03 15:27:55 +0530
• 6ffa52f84e migrated tests from fincal to fincal2 Gourav Kumar 2022-04-03 15:27:07 +0530
• d88acc5888 added read csv function Gourav Kumar 2022-04-02 07:45:59 +0530
• eb63766c1e Wrote tests for utils.py Gourav Kumar 2022-03-30 23:06:45 +0530
• faf0b44e46 Added tests for get and more tests for getitem Gourav Kumar 2022-03-29 10:35:41 +0530
• 875089349e Added typehints for head and tail Gourav Kumar 2022-03-29 10:35:20 +0530
• 981419d23a changed values to Decimal switch-to-decimal Gourav Kumar 2022-03-25 09:44:58 +0530
• 3b96d231f4 fincal.expand now works by using .get and closest=previous gouravkr 2022-03-25 08:43:28 +0530
• 8be3359437 Added get_closest attribute to FincalOptions Gourav Kumar 2022-03-22 21:30:28 +0530
• ee48446c6e Added .get method with closest parameter Gourav Kumar 2022-03-22 21:29:58 +0530
• b34c14d778 Merge branch 'master' of http://192.168.0.114:3000/buddy/fincal gouravkr 2022-03-21 20:48:06 +0530
• ff865cb2b9 Added expand function, not fully working yet gouravkr 2022-03-21 20:47:55 +0530
• d24b0d8bb2 Added variable type annotations gouravkr 2022-03-21 20:47:22 +0530
• 1a5518e62a Documentation for max_drawdown Added other type hints for variables Gourav Kumar 2022-03-16 00:36:10 +0530
• b2a4d73c59 Added tests for max_drawdown Gourav Kumar 2022-03-16 00:35:36 +0530
• a19f7e7b21 added max_drawdown function Gourav Kumar 2022-03-14 23:54:54 +0530
• 2237692677 Added more volatility tests Gourav Kumar 2022-03-13 22:52:41 +0530
• 1758df0124 Added average rolling return function Gourav Kumar 2022-03-13 22:52:23 +0530
• c992905bf6 Added function to generate test data and tests for volatility Gourav Kumar 2022-03-13 14:29:13 +0530
• 97731b4c12 Param name and type changes Gourav Kumar 2022-03-13 14:28:42 +0530
• 810e0bfb65 changed interval_type to return_period_unit Added documentation to volatility function Gourav Kumar 2022-03-13 14:28:08 +0530
• d7b06fbe24 improved getitem, head, and tail functions Gourav Kumar 2022-03-12 10:24:40 +0530
• ce5540e26b Added to-do Gourav Kumar 2022-03-12 10:23:22 +0530
• 6bbdac35ec parse_dates decorator works with optional date params Gourav Kumar 2022-03-11 09:42:22 +0530
• f00305771b Changes for number of days and skip weekends Gourav Kumar 2022-03-11 09:41:35 +0530
• c481e2b786 New test using GBM generated series Gourav Kumar 2022-03-11 09:40:37 +0530
• d757479cca formatting changed, volatility test Gourav Kumar 2022-03-11 09:40:11 +0530
• 793d5b1ad7 Expanded the volatility function, added annualisation Gourav Kumar 2022-03-07 09:57:14 +0530
• 7b541290c6 parameter changes in calculate retuns & rolling returns Gourav Kumar 2022-03-07 09:56:47 +0530
• 24d5d253b5 Added volatility function Gourav Kumar 2022-03-06 15:36:23 +0530
• 17b3e348a2 improved documentation and usage of date_parser decorator Gourav Kumar 2022-03-05 23:23:31 +0530
• 32e4f25f59 improved limit calculation Added basic test for limit Gourav Kumar 2022-03-02 23:35:57 +0530
• 60f25de710 changed pos = [] to *pos in date_parser decorator gouravkr 2022-03-01 15:34:16 +0530
• 347634f536 date_parser decorator now only needs positions Implemented using inspector.signature gouravkr 2022-02-27 19:26:03 +0530
• eeda4064b2 implemented decorator Gourav Kumar 2022-02-27 16:29:18 +0530
• 00ac66219b created decorator function, yet to be implemented gouravkr 2022-02-27 14:49:50 +0530
• ad68dcd930 improved documentation gouravkr 2022-02-27 00:22:08 +0530
• cad4e1f45c general code improvements gouravkr 2022-02-26 22:45:39 +0530
• 0cbfede7b6 added limit parameter to closest lookups gouravkr 2022-02-26 22:18:10 +0530
• 336276cf4b Implemented DateOutOfRange error in find closes date gouravkr 2022-02-26 20:42:27 +0530
• c9bfa485f5 Added DateOutOfRangeError gouravkr 2022-02-26 20:41:21 +0530
• 7cac5cc307 separated utility functions and exceptions in standalone files gouravkr 2022-02-26 12:46:42 +0530
• ef2973a1d1 Added tests for DateNotFoundError gouravkr 2022-02-26 00:45:10 +0530
• d1f9e3924f improved calculate_returns function Using find_closest_date function gouravkr 2022-02-26 00:44:45 +0530
• 1be38ce7d4 Added custom error, refactored preprocess_timeseries Added _find_closes_date function gouravkr 2022-02-26 00:43:15 +0530
• 77845ff501 updated requirements.txt Gourav Kumar 2022-02-25 22:22:49 +0530
• 804609ac0e modified return tests to handle tuple output Gourav Kumar 2022-02-25 10:39:06 +0530
• 870d0bd96b option to return nan in case of failure in return_calc return calc returns tuple Gourav Kumar 2022-02-25 10:38:20 +0530
• 9e4049a973 One more test for date format Gourav Kumar 2022-02-25 09:47:53 +0530
• f4e7840f28 Added tests for date format gouravkr 2022-02-25 08:22:32 +0530
• dfd718e106 Added one more test Gourav Kumar 2022-02-24 23:34:39 +0530
• 50c423611d added tests for returns = 2022-02-24 23:24:20 +0530
• 308a4f1abb changed years to any period in return calc return_period-0.1 = 2022-02-24 22:38:53 +0530
• 0fbca4ae4c modified return calculation to include motnhs and days = 2022-02-24 11:28:37 +0530
• 66ccd2a3f8 added interval_to_years function = 2022-02-24 11:28:16 +0530
• d9ec9b508b added tests for str & repr = 2022-02-24 10:11:58 +0530
• 23882b2380 value test for ffill and bfill gouravkr 2022-02-24 09:18:56 +0530
• 3bf4ca9c61 Added __contains__ and some tests for it gouravkr 2022-02-24 08:16:45 +0530
• 941dbb36b3 removed print = 2022-02-24 00:15:59 +0530
• 21de3397a3 Added test for TimeSeriesCore = 2022-02-24 00:15:00 +0530
• 8bdd8922cb added items() to TimeSeriesCore = 2022-02-24 00:00:52 +0530
• 9707c095b0 Series tests pass data type as string Gourav Kumar 2022-02-22 13:05:54 +0530
• 306a2d730c Series repr now show data type Gourav Kumar 2022-02-22 13:05:05 +0530
• 371f7e2279 Added support for string dates in create_date_series Gourav Kumar 2022-02-22 13:04:44 +0530
• a39b4fa606 Black formatting changes Gourav Kumar 2022-02-22 11:29:47 +0530
• 15b0b96488 Moved frequency test from test_fincal Added tests for Series class Gourav Kumar 2022-02-22 11:29:07 +0530
• 3aa38d31d1 Series data_type takes strings added ge and le to Series Gourav Kumar 2022-02-22 11:28:26 +0530
• 6c006cb6a4 prevent overwriting errors Gourav Kumar 2022-02-22 11:27:39 +0530
• 5c5d5b8cc6 Merge branch 'UserDict-trial' of http://192.168.0.114:3000/buddy/fincal into UserDict-trial UserDict-trial Gourav Kumar 2022-02-22 09:35:23 +0530
• 59f44e2a70 deleted before pull Gourav Kumar 2022-02-22 09:34:33 +0530
• b4d5291572 added more tests gouravkr 2022-02-22 08:25:57 +0530
• 9ddf70fc61 rolling return now returned as TimeSeries object gouravkr 2022-02-21 23:08:13 +0530
• 04176646b6 improved slicer class gouravkr 2022-02-21 23:07:43 +0530
• 03283f7ed4 changed return TimeSeries to return self.__class__ gouravkr 2022-02-21 22:48:24 +0530
• b99f0d67c1 implemented getitem in Series to prevent error gouravkr 2022-02-21 22:48:00 +0530
• 3391f04e19 replaced self.time_series with self.data Gourav Kumar 2022-02-21 22:27:48 +0530
• e22f6acc87 series type is now user defined Gourav Kumar 2022-02-21 22:27:26 +0530
• 59c9c658ca TimeSeriesCore is now a subclass of UserDict Gourav Kumar 2022-02-21 15:23:20 +0530
• 2f0f1e0e47 further testing Gourav Kumar 2022-02-21 13:11:38 +0530
• 44d5ea7b29 date parsing replaced with _parse_date function This is to avoid ambiguity and keep date parsing uniform Gourav Kumar 2022-02-21 13:11:19 +0530
• cbace875c1 implemented _parse_date function to formalise date parsing made Series a subclass of UserList to improve compatibility Gourav Kumar 2022-02-21 13:09:58 +0530
• 053a93900a Rolling return was passing frequency object instea of frequency.symbol gouravkr 2022-02-21 08:27:01 +0530
• 81856b2c1a changed IndexSlicer to _IndexSlicer And other minor changes gouravkr 2022-02-21 08:26:29 +0530
• cd05250e8a now testing using Jupyter Notebook gouravkr 2022-02-21 08:22:04 +0530
• 47e11546a0 Created Series class for slicing support Gourav Kumar 2022-02-20 22:49:45 +0530
• 141ec97a2c converted dates and values to properties ts['dates'] and ts['values'] keys implemted Gourav Kumar 2022-02-20 21:52:33 +0530
• 439fa86b5c ffill and bfill now return TimeSeries objects instead of lists Gourav Kumar 2022-02-20 21:51:54 +0530
• 2c1d508734 implemented iterator Gourav Kumar 2022-02-20 21:36:44 +0530
• 58524aae7e improved slicing with a separte iloc slider Gourav Kumar 2022-02-20 19:00:39 +0530
• e8b4607c29 backfill now works with frequency Gourav Kumar 2022-02-20 18:19:34 +0530
• 4563a89bc2 Added tests for date_series & some for TimeSeries Gourav Kumar 2022-02-20 16:08:26 +0530