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TheBrookhavenGroup
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moneycounter
Portfolio analytic utilities
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Sharpe Ratio
#49
Schwarzschild
opened
1 year ago
1
Made Big test repeatable by setting np.seed().
#48
Schwarzschild
closed
1 year ago
0
Make Big test repeatable
#47
Schwarzschild
closed
1 year ago
0
Added a BIG test.
#46
Schwarzschild
closed
1 year ago
0
Big Test
#45
Schwarzschild
closed
1 year ago
0
Cleaned up some tests.
#44
Schwarzschild
closed
1 year ago
0
Validate tests
#43
Schwarzschild
closed
1 year ago
0
Tests passing.
#42
Schwarzschild
closed
1 year ago
0
why is split_adjust is changing total position?
#41
Schwarzschild
closed
1 year ago
0
split_adjust() ignore trades before last flat position.
#40
Schwarzschild
closed
1 year ago
0
Add another test wap test case.
#39
Schwarzschild
closed
1 year ago
0
Added pnl_tests.PnLTests.test_wap_with_split().
#38
Schwarzschild
closed
1 year ago
0
Test WAP with splits
#37
Schwarzschild
closed
1 year ago
0
removed fifo() and realized_gains_fifo().
#36
Schwarzschild
closed
1 year ago
0
Refactor moneycounter.pnl.fifo()
#35
Schwarzschild
closed
1 year ago
1
Adding pnl.divide_trades() and refactoring pnl and wap_calc to use it.
#34
Schwarzschild
closed
1 year ago
0
Added cs into wap calculation.
#33
Schwarzschild
closed
1 year ago
0
Add cs into wap calculation.
#32
Schwarzschild
closed
1 year ago
0
New better working wap_calc() method.
#31
Schwarzschild
closed
1 year ago
0
Use pnl.remove_old_trades() to make realized/unrealized pnl.pnl() more efficient.
#30
Schwarzschild
closed
1 year ago
3
calc_wap() should sort trades by time
#29
Schwarzschild
closed
1 year ago
1
New better working wap_calc() method.
#28
Schwarzschild
closed
1 year ago
0
New better working wap_calc() method.
#27
Schwarzschild
closed
1 year ago
0
Sometimes pnl() calculates a zero unrealized_pnl
#26
Schwarzschild
closed
1 year ago
0
Add realized gain test.
#25
Schwarzschild
closed
1 year ago
1
Use iloc to find first value of cs.
#24
Schwarzschild
closed
1 year ago
0
pnl.py should use df.cs.iloc[0] to get cs.
#23
Schwarzschild
closed
1 year ago
0
pnl.realized_gains() handles no trades this year case.
#22
Schwarzschild
closed
1 year ago
0
Handle no trades for given year in pnl.realized_gains()
#21
Schwarzschild
closed
1 year ago
1
Moved holiday test to unit test.
#20
Schwarzschild
closed
1 year ago
0
Rewrite test_is_holiday_observed() as a unit test.
#19
Schwarzschild
closed
1 year ago
0
Added pypi link to readme.
#18
Schwarzschild
closed
1 year ago
0
Add pypi link to README.md
#17
Schwarzschild
closed
1 year ago
0
Moved wap_old here from worth.
#16
Schwarzschild
closed
1 year ago
0
Added stocks_traded and use it with realized_gains().
#15
Schwarzschild
closed
1 year ago
0
Use stocks_sold() with realized_gains() to get only those tickers with gains this year.
#14
Schwarzschild
closed
1 year ago
0
Realized12
#13
Schwarzschild
closed
1 year ago
0
Change realized_gains() to report all accounts and tickers.
#12
Schwarzschild
closed
1 year ago
0
Ready to release with wap, pnl, and realized_gains.
#11
Schwarzschild
closed
1 year ago
0
Make v0.1.0
#10
Schwarzschild
closed
1 year ago
0
Add WAP calculation.
#9
Schwarzschild
closed
1 year ago
0
Added str_utils.py.
#8
Schwarzschild
closed
1 year ago
0
Move string utils here.
#7
Schwarzschild
closed
1 year ago
0
Move pnl_asof here.
#6
Schwarzschild
closed
1 year ago
1
WAP calculator
#5
Schwarzschild
closed
1 year ago
0
Getting ready to publish to pypi.
#4
Schwarzschild
closed
1 year ago
0
Adding realized pnl calculations.
#3
Schwarzschild
closed
1 year ago
0
fifo_tests
#2
Schwarzschild
closed
1 year ago
0
Setting up tests
#1
Schwarzschild
closed
1 year ago
0