kvas-it / portfel Goto Github PK
View Code? Open in Web Editor NEWPortfel is a set of tools for financial portfolio analysis (very much WIP)
Portfel is a set of tools for financial portfolio analysis (very much WIP)
When a time series is returned, it would be good to be able to slice it using dates:
series = repo.get_series('BATS:SPX', '1d')
y2020 = series[datetime.date(2020, 1, 1):datetime.date(2021, 1, 1)]
After this y2020
should contain a new series that contains all items of the original series with the datetime.date(2020, 1, 1) <= item['time'] < datetime.date(2021, 1, 1)
.
Implement by overriding __getitem__
for slices that contain dates/datetimes. Dates and datetimes should be converted to the index of the first item whose item['time']
is >=
than the provided date/datetime or -1
if there's no such item. We can use binary search to find it. After the conversion delegate to list.__getitem__
.
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