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pmorissette / ffn

ffn - a financial function library for Python
pmorissette.github.io/ffn
MIT License
1.9k stars 284 forks source link

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

Closed timkpaine closed 2 years ago

timkpaine commented 3 years ago

Moving from https://github.com/pmorissette/ffn/pull/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)

codecov-commenter commented 3 years ago

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%) :arrow_up:

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