Gourav Kumar gourav

• https://gouravkumar.com
• Joined on Jan 07, 2022

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gourav pushed to master at gourav/homepage

• dc58d20588 just committing before deletion

2 years ago

gourav pushed to master at gouravs-home/telegram-mf-bot

• 7898546799 backup

2 years ago

gourav pushed to master at gourav/PyFacts

• 3189e50bd8 removed kwargs and added all arguments

2 years ago

gourav pushed to master at gourav/PyFacts

• 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
• Compare 5 commits »

2 years ago

gourav pushed to master at gourav/PyFacts

• a19f7e7b21 added max_drawdown function
• 2237692677 Added more volatility tests
• 1758df0124 Added average rolling return function
• Compare 3 commits »

2 years ago

gourav pushed to master at gourav/PyFacts

• 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
• Compare 3 commits »

2 years ago

gourav pushed to master at gourav/PyFacts

• d7b06fbe24 improved getitem, head, and tail functions
• ce5540e26b Added to-do
• Compare 2 commits »

2 years ago

gourav pushed to master at gourav/PyFacts

• 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
• Compare 4 commits »

2 years ago

gourav pushed to master at gourav/PyFacts

• 793d5b1ad7 Expanded the volatility function, added annualisation
• 7b541290c6 parameter changes in calculate retuns & rolling returns
• 24d5d253b5 Added volatility function
• Compare 3 commits »

2 years ago

gourav pushed to master at gourav/PyFacts

• 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
• Compare 4 commits »

2 years ago

gourav pushed to master at gourav/PyFacts

• 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
• Compare 5 commits »

2 years ago

gourav pushed to master at gourav/PyFacts

• 7cac5cc307 separated utility functions and exceptions in standalone files

2 years ago

gourav pushed to master at gourav/PyFacts

• ef2973a1d1 Added tests for DateNotFoundError
• d1f9e3924f improved calculate_returns function
• 1be38ce7d4 Added custom error, refactored preprocess_timeseries
• Compare 3 commits »

2 years ago

gourav pushed to master at gourav/PyFacts

• f4e7840f28 Added tests for date format

2 years ago

gourav pushed to master at gourav/PyFacts

• 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
• Compare 7 commits »

2 years ago

gourav pushed to master at gourav/PyFacts

• 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
• Compare 5 commits »

2 years ago

gourav pushed to master at gourav/PyFacts

• 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
• Compare 7 commits »

2 years ago

gourav pushed to UserDict-trial at gourav/PyFacts

• 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
• Compare 5 commits »

2 years ago

gourav created branch UserDict-trial in gourav/PyFacts

2 years ago

gourav pushed to master at gourav/PyFacts

• 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
• Compare 5 commits »

2 years ago