Skip to content

[Refactor] Extract Complex Methods in TimeSeriesModel.fit_arch #187

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Open
wants to merge 1 commit into
base: main
Choose a base branch
from
Open

[Refactor] Extract Complex Methods in TimeSeriesModel.fit_arch #187

Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
18 changes: 18 additions & 0 deletions refactoring-plan-182.md
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -0,0 +1,18 @@
# Refactoring Plan for Issue #182: Extract Complex Methods

## Overview
This PR addresses the complexity in `TimeSeriesModel.fit_arch` method by extracting it into smaller, focused methods.

## Changes to be implemented:
1. Extract GARCH model creation into `_create_garch_model()`
2. Extract EGARCH model creation into `_create_egarch_model()`
3. Extract TGARCH model creation into `_create_tgarch_model()`
4. Extract common parameter validation into `_validate_arch_params()`

## Files affected:
- `src/tsbootstrap/time_series_model.py`

## Testing plan:
- Ensure all existing tests pass
- Add unit tests for each extracted method
- Verify model creation behavior remains unchanged