{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "id": "3f7938c0-98e3-43b8-86e8-4f000cda7ce5",
   "metadata": {},
   "outputs": [],
   "source": [
    "import datetime\n",
    "import pandas as pd\n",
    "\n",
    "from fincal.fincal import TimeSeries\n",
    "from fincal.core import Series"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "id": "4b8ccd5f-dfff-4202-82c4-f66a30c122b6",
   "metadata": {},
   "outputs": [],
   "source": [
    "dfd = pd.read_csv('test_files/nav_history_daily - copy.csv')\n",
    "\n",
    "dfd = dfd[dfd['amfi_code'] == 118825].reset_index(drop=True)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "id": "c52b0c2c-dd01-48dd-9ffa-3147ec9571ef",
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Warning: The input data contains duplicate dates which have been ignored.\n"
     ]
    },
    {
     "data": {
      "text/plain": [
       "TimeSeries([(datetime.datetime(2013, 1, 2, 0, 0), 18.972),\n",
       "\t    (datetime.datetime(2013, 1, 3, 0, 0), 19.011),\n",
       "\t    (datetime.datetime(2013, 1, 4, 0, 0), 19.008)\n",
       "\t    ...\n",
       "\t    (datetime.datetime(2022, 2, 10, 0, 0), 86.5),\n",
       "\t    (datetime.datetime(2022, 2, 11, 0, 0), 85.226),\n",
       "\t    (datetime.datetime(2022, 2, 14, 0, 0), 82.533)], frequency='D')"
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "ts = TimeSeries([(i.date, i.nav) for i in dfd.itertuples()], frequency='D')\n",
    "\n",
    "ts"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "id": "9e8ff6c6-3a36-435a-ba87-5b9844c18779",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "[(datetime.datetime(2021, 1, 1, 0, 0), 66.652),\n",
       " (datetime.datetime(2020, 1, 1, 0, 0), 57.804)]"
      ]
     },
     "execution_count": 4,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "ts[['2021-01-01', '2020-01-01']]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "id": "4d927a61-0f90-4b47-89b7-0e0d3ab1b442",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Series([False, False, False, False, False, False, False, False, False, False])"
      ]
     },
     "execution_count": 5,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "s = ts.dates > '2020-01-01'\n",
    "s[:10]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "id": "311d1c07-d827-4d69-855f-883e1198c162",
   "metadata": {},
   "outputs": [],
   "source": [
    "import pandas as pd"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "id": "bb625050-5d7b-45a9-9cde-ac6e599adea5",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "0       False\n",
       "1       False\n",
       "2       False\n",
       "3       False\n",
       "4       False\n",
       "        ...  \n",
       "2196     True\n",
       "2197     True\n",
       "2198     True\n",
       "2199     True\n",
       "2200     True\n",
       "Length: 2201, dtype: bool"
      ]
     },
     "execution_count": 10,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "pd.Series(s)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "id": "dc469722-c816-4b57-8d91-7a3b865f86be",
   "metadata": {
    "scrolled": true,
    "tags": []
   },
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Wall time: 14 ms\n"
     ]
    },
    {
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       " (datetime.datetime(2020, 12, 14, 0, 0), 0.12969764486762192),\n",
       " (datetime.datetime(2020, 12, 15, 0, 0), 0.1272258873087433),\n",
       " (datetime.datetime(2020, 12, 16, 0, 0), 0.1384985949417905),\n",
       " (datetime.datetime(2020, 12, 17, 0, 0), 0.1336538294659746),\n",
       " (datetime.datetime(2020, 12, 18, 0, 0), 0.13410538706550335),\n",
       " (datetime.datetime(2020, 12, 21, 0, 0), 0.09376186695204902),\n",
       " (datetime.datetime(2020, 12, 22, 0, 0), 0.1060517140194015),\n",
       " (datetime.datetime(2020, 12, 23, 0, 0), 0.12163516362002835),\n",
       " (datetime.datetime(2020, 12, 24, 0, 0), 0.1345174146595043),\n",
       " (datetime.datetime(2020, 12, 28, 0, 0), 0.13883233842862563),\n",
       " (datetime.datetime(2020, 12, 29, 0, 0), 0.14235188571822932),\n",
       " (datetime.datetime(2020, 12, 30, 0, 0), 0.1433421220424269),\n",
       " (datetime.datetime(2020, 12, 31, 0, 0), 0.1496252444998356),\n",
       " (datetime.datetime(2021, 1, 1, 0, 0), 0.15306899176527566)]"
      ]
     },
     "execution_count": 9,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "%%time\n",
    "from_date = datetime.date(2020, 1, 1)\n",
    "to_date = datetime.date(2021, 1, 1)\n",
    "# print(ts.calculate_returns(to_date, years=7))\n",
    "ts.calculate_rolling_returns(from_date, to_date)"
   ]
  }
 ],
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