Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

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

Merged
merged 1 commit into from Jun 22, 2022

Conversation

timkpaine
Copy link
Collaborator

@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
@codecov-commenter
Copy link

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%) ⬆️

Continue to review full report at Codecov.

Legend - Click here to learn more
Δ = absolute <relative> (impact), ø = not affected, ? = missing data
Powered by Codecov. Last update 0575a43...22dc8d5. Read the comment docs.

@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
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

None yet

3 participants