PyFacts/test2.py

53 lines
1.3 KiB
Python

import time
from fincal.fincal import TimeSeries
# start = time.time()
# dfd = pd.read_csv("test_files/msft.csv") # , dtype=dict(nav=str))
# # dfd = dfd[dfd["amfi_code"] == 118825].reset_index(drop=True)
# print("instantiation took", round((time.time() - start) * 1000, 2), "ms")
# ts = TimeSeries([(i.date, i.nav) for i in dfd.itertuples()], frequency="D")
# print(repr(ts))
start = time.time()
# mdd = ts.max_drawdown()
# print(mdd)
# print("max drawdown calc took", round((time.time() - start) * 1000, 2), "ms")
# # print(ts[['2022-01-31', '2021-05-28']])
# rr = ts.calculate_rolling_returns(
# from_date='2021-01-01',
# to_date='2022-01-01',
# frequency='D',
# interval_type='days',
# interval_value=30,
# compounding=False
# )
data = [
("2022-01-01", 10),
# ("2022-01-08", 12),
("2022-01-15", 14),
("2022-01-22", 16)
# ("2020-02-07", 18),
# ("2020-02-14", 20),
# ("2020-02-21", 22),
# ("2020-02-28", 24),
# ("2020-03-01", 26),
# ("2020-03-01", 28),
# ("2020-03-01", 30),
# ("2020-03-01", 32),
# ("2021-03-01", 34),
]
ts = TimeSeries(data, "W")
# ts_expanded = ts.expand("D", "ffill", skip_weekends=True)
# for i in ts_expanded:
# print(i)
print(ts.get("2022-01-01"))
print(ts.ffill())