Skip to content

Files

Latest commit

36d5bf0 · Jan 10, 2013

History

History
66 lines (61 loc) · 1.76 KB

CHANGELOG.md

File metadata and controls

66 lines (61 loc) · 1.76 KB

PythonFinance

v0.04 - Dev

  • 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

v0.035

  • Integration between the EventFinder and MarketSimulator
  • MultipleEvents:
    • Add: Plot with error bars

v0.03

  • 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

v0.02

  • 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

v0.01

  • 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