tweak comment;diff fwd/bkwd extrapolation

Author: DanielGoldfarb

examples/scratch_pad/extrap_backward.py

@@ -0,0 +1,12 @@
+        # extrapolate backward:
+        loc_linear = _date_to_iloc_linear(dtseries,date)
+        first = _date_to_mdate(dtseries.index[0])
+        last  = _date_to_mdate(dtseries.index[-1])
+        avg_days_between_points = (last - first)/float(len(dtseries))
+        if avg_days_between_points > 0.33:  # daily (not intraday)
+            delta      = _date_to_mdate(dtseries.index[0]) - _date_to_mdate(date)
+            loc_5_7ths = - (5./7.)*delta
+            loc = (loc_linear + loc_5_7ths)/2.0
+        else:
+            loc = loc_linear
+        return loc

examples/scratch_pad/extrap_forward.py

@@ -0,0 +1,12 @@
+        # extrapolate forward:
+        loc_linear  = _date_to_iloc_linear(dtseries,date)
+        first = _date_to_mdate(dtseries.index[0])
+        last  = _date_to_mdate(dtseries.index[-1])
+        avg_days_between_points = (last - first)/float(len(dtseries))
+        if avg_days_between_points > 0.33:  # daily (not intraday)
+            delta       = _date_to_mdate(date) - _date_to_mdate(dtseries.index[-1])
+            loc_5_7ths  = len(dtseries) - 1 + (5/7.)*delta
+            loc         = (loc_linear + loc_5_7ths)/2.0
+        else:
+            loc = loc_linear
+        return loc

src/mplfinance/_utils.py

@@ -224,9 +224,10 @@ def _date_to_iloc(dtseries,date):
 
 def _date_to_iloc_linear(dtseries,date,trace=False):
     '''Find the location of a date using linear extrapolation.
-       Use the endpoints of `dtseriews` to the slope and yintercept
-       for the line: iloc = (slope)*(dtseries) + (yintercept)
-       The use them to calculate the location of `date`
+       Use the endpoints of `dtseries` to calculate the slope
+       and yintercept for the line:
+           iloc = (slope)*(dtseries) + (yintercept)
+       Then use them to calculate the location of `date`
     '''
     d1 = _date_to_mdate(dtseries.index[0])
     d2 = _date_to_mdate(dtseries.index[-1])