Compare commits

...

4 Commits

  1. 33
      fincal/core.py
  2. 10
      fincal/fincal.py
  3. 2
      fincal/utils.py

33
fincal/core.py

@ -1,4 +1,5 @@
import datetime
import inspect
from collections import UserDict, UserList
from dataclasses import dataclass
from numbers import Number
@ -16,6 +17,34 @@ class Frequency:
symbol: str
def date_parser(*pos):
def parse_dates(func):
def wrapper_func(*args, **kwargs):
date_format = kwargs.get("date_format", None)
args = list(args)
sig = inspect.signature(func)
params = [i[0] for i in sig.parameters.items()]
for j in pos:
kwarg = params[j]
date = kwargs.get(kwarg, None)
in_args = False
if date is None:
date = args[j]
in_args = True
parsed_date = _parse_date(date, date_format)
if not in_args:
kwargs[kwarg] = parsed_date
else:
args[j] = parsed_date
return func(*args, **kwargs)
return wrapper_func
return parse_dates
class AllFrequencies:
D = Frequency("daily", "days", 1, 1, "D")
W = Frequency("weekly", "days", 7, 7, "W")
@ -157,7 +186,7 @@ class TimeSeriesCore(UserDict):
def __init__(
self, data: List[Iterable], frequency: Literal["D", "W", "M", "Q", "H", "Y"], date_format: str = "%Y-%m-%d"
):
"""Instantiate a TimeSeries object
"""Instantiate a TimeSeriesCore object
Parameters
----------
@ -221,7 +250,7 @@ class TimeSeriesCore(UserDict):
def _get_printable_slice(self, n: int):
"""Helper function for __repr__ and __str__
Returns a slice of the dataframe from beginning and end.
Returns a slice of the dataframe from beginning and end.
"""
printable = {}

10
fincal/fincal.py

@ -5,7 +5,7 @@ from typing import Iterable, List, Literal, Mapping, Union
from dateutil.relativedelta import relativedelta
from .core import AllFrequencies, TimeSeriesCore
from .core import AllFrequencies, TimeSeriesCore, date_parser
from .utils import (
_find_closest_date,
_interval_to_years,
@ -184,6 +184,7 @@ class TimeSeries(TimeSeriesCore):
return self.__class__(new_ts, frequency=self.frequency.symbol)
@date_parser(1)
def calculate_returns(
self,
as_on: Union[str, datetime.datetime],
@ -260,7 +261,7 @@ class TimeSeries(TimeSeriesCore):
(datetime.datetime(2020, 1, 1, 0, 0), .0567)
"""
as_on = _parse_date(as_on, date_format)
# as_on = _parse_date(as_on, date_format)
as_on_delta, prior_delta = _preprocess_match_options(as_on_match, prior_match, closest)
prev_date = as_on - relativedelta(**{interval_type: interval_value})
@ -276,6 +277,7 @@ class TimeSeries(TimeSeriesCore):
returns = returns ** (1 / years)
return (current[0] if return_actual_date else as_on), returns - 1
@date_parser(1, 2)
def calculate_rolling_returns(
self,
from_date: Union[datetime.date, str],
@ -356,8 +358,8 @@ class TimeSeries(TimeSeriesCore):
TimeSeries.calculate_returns
"""
from_date = _parse_date(from_date, date_format)
to_date = _parse_date(to_date, date_format)
# from_date = _parse_date(from_date, date_format)
# to_date = _parse_date(to_date, date_format)
if frequency is None:
frequency = self.frequency

2
fincal/utils.py

@ -13,7 +13,7 @@ class FincalOptions:
def _parse_date(date: str, date_format: str = None):
"""Parses date and handles errors"""
# print(date, date_format)
if isinstance(date, (datetime.datetime, datetime.date)):
return datetime.datetime.fromordinal(date.toordinal())

Loading…
Cancel
Save