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Feature: use business day freq #1238

Merged
merged 1 commit into from
Nov 21, 2023
Merged

Feature: use business day freq #1238

merged 1 commit into from
Nov 21, 2023

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emhbrine
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@emhbrine emhbrine commented Nov 21, 2023

  • We should always be using business date frequencies B, W-FRI, BM, BQ, BA, instead of D, W, M, Q, A.
  • Methods will continue to expect D, W, M, Q, or A as arguments but they'll be mapped to their business date counterpart.

@emhbrine emhbrine changed the title use business day freq Feature: use business day freq Nov 21, 2023
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codecov bot commented Nov 21, 2023

Codecov Report

Merging #1238 (0560e3a) into develop (129f7dc) will increase coverage by 0.00%.
Report is 1 commits behind head on develop.
The diff coverage is 94.73%.

Additional details and impacted files

Impacted file tree graph

@@           Coverage Diff            @@
##           develop    #1238   +/-   ##
========================================
  Coverage    76.44%   76.44%           
========================================
  Files           60       61    +1     
  Lines         5370     5362    -8     
========================================
- Hits          4105     4099    -6     
+ Misses        1265     1263    -2     
Files Coverage Δ
macrosynergy/management/constants.py 100.00% <100.00%> (ø)
macrosynergy/management/utils/__init__.py 100.00% <ø> (ø)
macrosynergy/management/utils/df_utils.py 95.23% <100.00%> (+0.04%) ⬆️
macrosynergy/panel/category_relations.py 41.15% <ø> (ø)
macrosynergy/panel/make_zn_scores.py 93.93% <100.00%> (+1.55%) ⬆️
macrosynergy/panel/return_beta.py 89.31% <100.00%> (-0.40%) ⬇️
macrosynergy/visuals/correlation.py 83.60% <100.00%> (-0.14%) ⬇️
macrosynergy/panel/historic_vol.py 96.80% <0.00%> (ø)

Impacted file tree graph

@emhbrine emhbrine force-pushed the feature/fix-freq branch 2 times, most recently from c029d8f to 605a427 Compare November 21, 2023 15:51
@emhbrine emhbrine marked this pull request as ready for review November 21, 2023 16:48
@emhbrine emhbrine requested review from Magnus167, a team and rsueppel as code owners November 21, 2023 16:48
@Magnus167 Magnus167 merged commit eadcc9f into develop Nov 21, 2023
6 checks passed
@Magnus167 Magnus167 deleted the feature/fix-freq branch November 21, 2023 17:51
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2 participants