- new Condition class to mark events on the Finder
- new FinaceTest to easier testing
- Rename BasicUtils to Calculator
- Add more utils to the Calculator:
- Future Value
- Present Value
- Rates (Annual rate)
- Number of periods (n)
- Efective annual return
- Improve total_return to give return by position
- Rename daily_returns to just returns
- Add Continusly compouding to total_return and returns
- Calculator Tests based on CSV files
- A lot of more examples
- Integration between the EventFinder and MarketSimulator
- MultipleEvents:
- Add: Plot with error bars
- Bug fixes on FileManager and DataAccess
- Create DateUtils:
- Get dates from NYSE
- Ask for more specific dates
- Ask for dates between a date
- Create ListUtils:
- Dates from NYSE
- S&P 500 symbols for some years
- Create PastEvent: Analysis of an specific event:
- Allows specific event window and estimation period
- Expected Returns
- Abnormal Returns
- Cumulative Abnormal Returns
- Create EventFinder: Find events on data
- Create MultipleEvent: Analysis of a list of events: std, mean
- Allows specific event window and estimation period
- Expected Returns
- Abnormal Returns
- Cumulative Abnormal Returns
- Create MarketSimulator: Simulate orders of trades
- Data Access
- CHANGE: index of the DataFrame to DatetimeIndex not string
- Moved the module folder from ‘./data/’ to ‘./utils/’
- Create Basic Utils:
- Total Return
- Daily Return
- Sharpe Ratio
- Create FileManager: Download information from Yahoo! Finance
- Create DataAccess: Manage the downloaded information
- Ask for specific dates and fields of the data
- Returns pandas.DataFrame
- Serialization of the data