A Python library for working with time series data. It comes with common financial functions built-in.
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import unittest
from fincal.fincal import TimeSeries
class TestFincal(unittest.TestCase):
def test_ts(self):
data = [
('2020-01-01', 23),
('2020-01-02', 24),
('2020-01-03', 25),
('2020-01-06', 26),
('2020-01-07', 27),
('2020-01-08', 28),
('2020-01-10', 29),
('2020-01-11', 30)
]
time_series = TimeSeries(data)
time_series.ffill(inplace=True)
self.assertEqual(len(time_series.time_series), 11)