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ngriffiths13 / polars-trading

A collection of helpful polars plugins and functions for market data processing.
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fix(daily_vol): update daily vol to use the last price at least 24 hours previous #7

Closed ngriffiths13 closed 2 months ago

ngriffiths13 commented 2 months ago

This makes it so every monday we don't get a 0 return because there were no prices on sunday. It will use end of day friday price instead.

codecov-commenter commented 2 months ago

Codecov Report

All modified and coverable lines are covered by tests :white_check_mark:

Project coverage is 96.92%. Comparing base (e098b35) to head (3743610). Report is 1 commits behind head on main.

Additional details and impacted files ```diff @@ Coverage Diff @@ ## main #7 +/- ## ========================================== + Coverage 96.87% 96.92% +0.04% ========================================== Files 6 6 Lines 128 130 +2 ========================================== + Hits 124 126 +2 Misses 4 4 ```

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codspeed-hq[bot] commented 2 months ago

CodSpeed Performance Report

Merging #7 will not alter performance

Comparing fix/weekend-returns-daily-vol (3743610) with main (e098b35)

Summary

✅ 10 untouched benchmarks