Gourav Kumar gourav
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gourav pushed to master at gourav/homepage 2022-05-10 15:42:04 +00:00
dc58d20588 just committing before deletion
gourav pushed to master at gouravs-home/telegram-mf-bot 2022-05-10 15:40:56 +00:00
7898546799 backup
gourav pushed to master at gourav/PyFacts 2022-04-30 07:18:46 +00:00
3189e50bd8 removed kwargs and added all arguments
gourav pushed to master at gourav/PyFacts 2022-03-21 15:18:19 +00:00
b34c14d778 Merge branch 'master' of http://192.168.0.114:3000/buddy/fincal
ff865cb2b9 Added expand function, not fully working yet
d24b0d8bb2 Added variable type annotations
1a5518e62a Documentation for max_drawdown
b2a4d73c59 Added tests for max_drawdown
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gourav pushed to master at gourav/PyFacts 2022-03-14 18:25:08 +00:00
a19f7e7b21 added max_drawdown function
2237692677 Added more volatility tests
1758df0124 Added average rolling return function
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gourav pushed to master at gourav/PyFacts 2022-03-13 08:59:26 +00:00
c992905bf6 Added function to generate test data and tests for volatility
97731b4c12 Param name and type changes
810e0bfb65 changed interval_type to return_period_unit
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gourav pushed to master at gourav/PyFacts 2022-03-12 04:54:58 +00:00
d7b06fbe24 improved getitem, head, and tail functions
ce5540e26b Added to-do
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gourav pushed to master at gourav/PyFacts 2022-03-11 04:12:46 +00:00
6bbdac35ec parse_dates decorator works with optional date params
f00305771b Changes for number of days and skip weekends
c481e2b786 New test using GBM generated series
d757479cca formatting changed, volatility test
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gourav pushed to master at gourav/PyFacts 2022-03-07 04:27:29 +00:00
793d5b1ad7 Expanded the volatility function, added annualisation
7b541290c6 parameter changes in calculate retuns & rolling returns
24d5d253b5 Added volatility function
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gourav pushed to master at gourav/PyFacts 2022-03-01 10:04:33 +00:00
60f25de710 changed pos = [] to *pos in date_parser decorator
347634f536 date_parser decorator now only needs positions
eeda4064b2 implemented decorator
00ac66219b created decorator function, yet to be implemented
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gourav pushed to master at gourav/PyFacts 2022-02-26 18:52:24 +00:00
ad68dcd930 improved documentation
cad4e1f45c general code improvements
0cbfede7b6 added limit parameter to closest lookups
336276cf4b Implemented DateOutOfRange error in find closes date
c9bfa485f5 Added DateOutOfRangeError
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gourav pushed to master at gourav/PyFacts 2022-02-26 07:16:59 +00:00
7cac5cc307 separated utility functions and exceptions in standalone files
gourav pushed to master at gourav/PyFacts 2022-02-25 19:16:32 +00:00
ef2973a1d1 Added tests for DateNotFoundError
d1f9e3924f improved calculate_returns function
1be38ce7d4 Added custom error, refactored preprocess_timeseries
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gourav pushed to master at gourav/PyFacts 2022-02-25 02:53:03 +00:00
f4e7840f28 Added tests for date format
gourav pushed to master at gourav/PyFacts 2022-02-24 02:47:02 +00:00
3bf4ca9c61 Added __contains__ and some tests for it
941dbb36b3 removed print
21de3397a3 Added test for TimeSeriesCore
8bdd8922cb added items() to TimeSeriesCore
9707c095b0 Series tests pass data type as string
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gourav pushed to master at gourav/PyFacts 2022-02-22 06:00:06 +00:00
a39b4fa606 Black formatting changes
15b0b96488 Moved frequency test from test_fincal
3aa38d31d1 Series data_type takes strings
6c006cb6a4 prevent overwriting errors
b4d5291572 added more tests
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gourav pushed to master at gourav/PyFacts 2022-02-21 17:38:30 +00:00
9ddf70fc61 rolling return now returned as TimeSeries object
04176646b6 improved slicer class
03283f7ed4 changed return TimeSeries to return self.__class__
b99f0d67c1 implemented getitem in Series to prevent error
3391f04e19 replaced self.time_series with self.data
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gourav created branch UserDict-trial in gourav/PyFacts 2022-02-21 17:18:57 +00:00
gourav pushed to UserDict-trial at gourav/PyFacts 2022-02-21 17:18:57 +00:00
03283f7ed4 changed return TimeSeries to return self.__class__
b99f0d67c1 implemented getitem in Series to prevent error
3391f04e19 replaced self.time_series with self.data
e22f6acc87 series type is now user defined
59c9c658ca TimeSeriesCore is now a subclass of UserDict
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gourav pushed to master at gourav/PyFacts 2022-02-21 07:41:51 +00:00
2f0f1e0e47 further testing
44d5ea7b29 date parsing replaced with _parse_date function
cbace875c1 implemented _parse_date function to formalise date parsing
053a93900a Rolling return was passing frequency object
81856b2c1a changed IndexSlicer to _IndexSlicer
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