MFPack 0.1.0__py3-none-any.whl

MFPack/MFA.py

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+"""
+All Functions operate on daily NAV data only - Check the documentation for UpxPI for fetching the NAV Data
+"""
+
+import requests
+import pandas as pd
+import matplotlib.pyplot as plt
+import numpy as np
+
+
+def nav_igrow(df_nav_info,initial_investment=1000):
+    
+    starting_nav = df_nav_info.iloc[0]["nav"]
+    units = initial_investment / starting_nav
+    
+    df_nav_info["investment_value"] = units * df_nav_info["nav"]
+    return df_nav_info
+
+def nav_CAGR(df_nav_info, initial_investment=1000):
+    """
+    Returns the CAGR in regular units of 100
+    """
+    df_nav_info = nav_igrow(df_nav_info,initial_investment)
+    start_nav = df_nav_info.iloc[0]["nav"]
+    end_nav = df_nav_info.iloc[-1]["nav"]
+    
+    start_year = df_nav_info.iloc[0]["date"]
+    end_year = df_nav_info.iloc[-1]["date"]
+    
+    years = (end_year - start_year).days / 365.25
+    cagr = ((end_nav / start_nav) ** (1 / years) - 1)
+    return cagr
+    
+def nav_returns(df_nav_info, initial_investment=1000):
+    df_nav_info = nav_igrow(df_nav_info,initial_investment)
+    df_nav_info["nav_returns"] = df_nav_info["investment_value"].pct_change()
+    return df_nav_info.fillna(0)
+
+
+def nav_ann_returns(returns, period_per_year):
+    """
+    Requires only the returns computed from nav_returns() function
+    """
+    comp_growth = (1+returns).prod()
+    n_period = len(returns)
+    return comp_growth ** (period_per_year/n_period) - 1
+
+def nav_vol(df_nav_info, initial_investment=1000):
+    returns = nav_returns(df_nav_info, initial_investment=1000)["nav_returns"]
+    return returns.std()
+
+def nav_ann_vol(df_nav_info, initial_investment=1000):
+    returns = nav_vol(df_nav_info, initial_investment)
+    return returns * np.sqrt(252)
+
+
+def nav_sharpe(df_nav_info, R_p, initial_investment=1000):
+    '''
+    Takes an additional Parameters of Risk Free Return
+    '''
+    R_f = nav_CAGR(df_nav_info, initial_investment=1000) 
+    Vol = nav_vol(df_nav_info, initial_investment=1000)  # This should be annualized volatility
+
+    return (R_f - R_p) / Vol
+
+
+def nav_drawdown(df_nav_info,initial_investment):
+    
+    df_nav_info = nav_returns(df_nav_info,initial_investment)
+    df_nav_info["nav_drawdown"] = df_nav_info["investment_value"].cummax()
+    return df_nav_info
+
+
+def nav_fetch(schemeCode, startDate, endDate):
+    """
+    Fetch the NAV history of a Mutual Fund using schemeCode found through nav_search() function
+    """
+    mfapi_nav_url = f'https://api.mfapi.in/mf/{schemeCode}'
+    params = {
+        'startDate': startDate,
+        'endDate': endDate
+    }
+    nav_info = requests.get(mfapi_nav_url, params=params).json()
+    
+    df_nav_info = pd.DataFrame(nav_info["data"])
+    
+    df_nav_info["date"] = pd.to_datetime(df_nav_info["date"], format="%d-%m-%Y")
+    df_nav_info["nav"] = df_nav_info["nav"].astype(float)
+    df_nav_info = df_nav_info.sort_values("date")
+    return df_nav_info
+
+
+def mf_fetch(fund_name):
+    mfapi_url = 'https://api.mfapi.in/mf/search'
+    params = {'q':fund_name}
+    scheme_info = requests.get(mfapi_url, params=params).json()
+    df = pd.DataFrame(scheme_info)
+    df.set_index('schemeCode', inplace=True)
+    return df

MFPack/__init__.py

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+from . import upstox
+
+__all__ = [
+    "upstox",
+]

MFPack/upstox.py

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+import requests
+import pandas as pd
+import os
+from dotenv import load_dotenv
+
+
+# load_dotenv()
+# access_token=os.getenv('ACCESS_TOKEN')
+access_token = None
+
+def login(_access_token):
+    """
+    Pass the token generated here
+    """
+    global access_token
+    access_token = _access_token
+    
+    
+def headers():
+    if access_token is None:
+            raise ValueError("Input login()")
+    return {
+        'accept': 'application/json',
+        'Authorization': f'Bearer {access_token}',
+    }
+    
+
+def holdings_data():
+    holdings_url = 'https://api.upstox.com/v2/mf/holdings'
+    holdings_data = requests.get(holdings_url, headers=headers()).json()
+    return pd.DataFrame(holdings_data["data"])
+
+def order_book_data(records=10):
+    order_book_url = 'https://api.upstox.com/v2/mf/orders'
+
+    page_number = 1
+    all_orders = []
+
+    while True:
+        params = {
+        'page_number':page_number, 
+        'records':records
+        }
+        
+        response = requests.get(order_book_url, params=params, headers=headers()).json()
+        data = response['data']
+        if not data:
+            break
+        all_orders.extend(data)
+        print(f"Fetched page {page_number} ({len(data)} records)")
+        page_number += 1
+    return pd.DataFrame(all_orders)
+
+def order_details_data(order_id):
+    ''' This rrequires an input parameter of order ID, fetched using order_book_date() method'''
+    order_details_url = f'https://api.upstox.com/v2/mf/orders/{order_id}'
+    order_details_data = requests.get(order_details_url, headers=headers()).json()
+    return pd.DataFrame(order_details_data)
+
+def sip_data():
+    sip_url = 'https://api.upstox.com/v2/mf/sips'
+    sip_data = requests.get(sip_url, headers=headers()).json()
+    return pd.DataFrame(sip_data["data"])
+
+
+def fund_history(instrument_key):
+    data = order_book_data()
+    return data[
+        (data['instrument_key'] == instrument_key) 
+        & (data['status'] == 'COMPLETED') 
+        & (data['transaction_type'] == 'BUY')
+    ]

mfpack-0.1.0.dist-info/METADATA

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+Metadata-Version: 2.4
+Name: MFPack
+Version: 0.1.0
+Summary: Analytics library for your investments
+Author: Nayan
+Requires-Python: >=3.10
+Description-Content-Type: text/markdown
+Requires-Dist: pandas
+Requires-Dist: numpy
+Requires-Dist: matplotlib
+Requires-Dist: requests
+Requires-Dist: scipy

mfpack-0.1.0.dist-info/RECORD

@@ -0,0 +1,7 @@
+MFPack/MFA.py,sha256=btgNdA-KmA1WECoB8taVZumWvhCbrH9WhPElOyJf2vM,3143
+MFPack/__init__.py,sha256=7mboQ0EFVyJPiOs_fHa_LZVnWMCHqLCd57XpWEb3-V8,49
+MFPack/upstox.py,sha256=OjoTEX6hGKm1hcz1Q9pSvGOq_Jg2YRtQ5SsvRAMOito,2008
+mfpack-0.1.0.dist-info/METADATA,sha256=FJVTTCbEjwaCtauZuQ6Iidf6vU3j9uE0cngH4iYFbto,290
+mfpack-0.1.0.dist-info/WHEEL,sha256=K260EYznzXsJYBQGqmI8VTxEdiZYNvDZwW9cBh9-_MA,91
+mfpack-0.1.0.dist-info/top_level.txt,sha256=t-Kzrxdu9NlMvHlMT-6cwzvJzNO0V8iJ8AANF32gpfI,7
+mfpack-0.1.0.dist-info/RECORD,,

mfpack-0.1.0.dist-info/WHEEL

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+Wheel-Version: 1.0
+Generator: setuptools (83.0.0)
+Root-Is-Purelib: true
+Tag: py3-none-any
+

mfpack-0.1.0.dist-info/top_level.txt

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+MFPack