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Adding inferring periods to core.py adn optional trading_days_per_yea… #145

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merged 1 commit into from
Jun 22, 2022

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@timkpaine timkpaine commented May 15, 2021

Moving from #69


Adding auto inferring number of periods per year to core.py (using pd.iinfer_freq and number of periods per year)

Optional trading_days_per_year to calculate correctly statistics for non traditional markets (eg. trading 7 days a week)

@timkpaine timkpaine changed the title Allow different target volatilities for each asset Adding inferring periods to core.py adn optional trading_days_per_yea… May 15, 2021
@timkpaine timkpaine temporarily deployed to dev May 15, 2021 18:59 Inactive
@timkpaine timkpaine temporarily deployed to dev May 15, 2021 18:59 Inactive
@timkpaine timkpaine temporarily deployed to dev May 15, 2021 18:59 Inactive
@timkpaine timkpaine temporarily deployed to dev May 15, 2021 18:59 Inactive
@timkpaine timkpaine temporarily deployed to dev May 15, 2021 18:59 Inactive
@timkpaine timkpaine temporarily deployed to dev May 15, 2021 18:59 Inactive
@timkpaine timkpaine temporarily deployed to dev May 15, 2021 18:59 Inactive
@timkpaine timkpaine temporarily deployed to dev May 15, 2021 18:59 Inactive
@timkpaine timkpaine temporarily deployed to dev May 15, 2021 18:59 Inactive
@timkpaine timkpaine temporarily deployed to dev May 15, 2021 18:59 Inactive
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codecov-commenter commented May 15, 2021

Codecov Report

Merging #145 (22dc8d5) into master (0575a43) will increase coverage by 0.71%.
The diff coverage is 79.66%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master     #145      +/-   ##
==========================================
+ Coverage   62.27%   62.98%   +0.71%     
==========================================
  Files           4        4              
  Lines        1108     1159      +51     
==========================================
+ Hits          690      730      +40     
- Misses        418      429      +11     
Impacted Files Coverage Δ
ffn/core.py 65.93% <79.66%> (+0.66%) ⬆️

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@timkpaine timkpaine temporarily deployed to dev June 22, 2022 21:25 Inactive
@timkpaine timkpaine temporarily deployed to dev June 22, 2022 21:25 Inactive
@timkpaine timkpaine temporarily deployed to dev June 22, 2022 21:25 Inactive
@timkpaine timkpaine temporarily deployed to dev June 22, 2022 21:25 Inactive
@timkpaine timkpaine temporarily deployed to dev June 22, 2022 21:25 Inactive
@timkpaine timkpaine temporarily deployed to dev June 22, 2022 21:25 Inactive
…r to calculate correctly statistics for non traditional markets (crypto..)

Co-authored-by: EC2 Default User <oldrich.smejkal@gmail.com>
Co-authored-by: Martin Dengler <martin@martindengler.com>
@timkpaine timkpaine temporarily deployed to dev June 22, 2022 21:33 Inactive
@timkpaine timkpaine temporarily deployed to dev June 22, 2022 21:33 Inactive
@timkpaine timkpaine temporarily deployed to dev June 22, 2022 21:33 Inactive
@timkpaine timkpaine temporarily deployed to dev June 22, 2022 21:33 Inactive
@timkpaine timkpaine temporarily deployed to dev June 22, 2022 21:33 Inactive
@timkpaine timkpaine temporarily deployed to dev June 22, 2022 21:33 Inactive
@timkpaine timkpaine merged commit 27c41a8 into master Jun 22, 2022
@timkpaine timkpaine deleted the inferyear branch June 22, 2022 21:36
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3 participants