PyQuantimClient 1.0.50__tar.gz → 1.0.51__tar.gz

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Files changed (17) hide show
  1. {PyQuantimClient-1.0.50 → PyQuantimClient-1.0.51}/PKG-INFO +1 -1
  2. {PyQuantimClient-1.0.50 → PyQuantimClient-1.0.51}/PyQuantimClient.egg-info/PKG-INFO +1 -1
  3. {PyQuantimClient-1.0.50 → PyQuantimClient-1.0.51}/setup.py +1 -1
  4. {PyQuantimClient-1.0.50 → PyQuantimClient-1.0.51}/src/portfolios.py +1 -1
  5. {PyQuantimClient-1.0.50 → PyQuantimClient-1.0.51}/PyQuantimClient.egg-info/SOURCES.txt +0 -0
  6. {PyQuantimClient-1.0.50 → PyQuantimClient-1.0.51}/PyQuantimClient.egg-info/dependency_links.txt +0 -0
  7. {PyQuantimClient-1.0.50 → PyQuantimClient-1.0.51}/PyQuantimClient.egg-info/top_level.txt +0 -0
  8. {PyQuantimClient-1.0.50 → PyQuantimClient-1.0.51}/README.md +0 -0
  9. {PyQuantimClient-1.0.50 → PyQuantimClient-1.0.51}/setup.cfg +0 -0
  10. {PyQuantimClient-1.0.50 → PyQuantimClient-1.0.51}/src/__init__.py +0 -0
  11. {PyQuantimClient-1.0.50 → PyQuantimClient-1.0.51}/src/api.py +0 -0
  12. {PyQuantimClient-1.0.50 → PyQuantimClient-1.0.51}/src/benchmarks.py +0 -0
  13. {PyQuantimClient-1.0.50 → PyQuantimClient-1.0.51}/src/data.py +0 -0
  14. {PyQuantimClient-1.0.50 → PyQuantimClient-1.0.51}/src/energy.py +0 -0
  15. {PyQuantimClient-1.0.50 → PyQuantimClient-1.0.51}/src/preprocess_co.py +0 -0
  16. {PyQuantimClient-1.0.50 → PyQuantimClient-1.0.51}/src/risk.py +0 -0
  17. {PyQuantimClient-1.0.50 → PyQuantimClient-1.0.51}/src/utils.py +0 -0
{PyQuantimClient-1.0.50 → PyQuantimClient-1.0.51}/PKG-INFO RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: PyQuantimClient
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- Version: 1.0.50
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+ Version: 1.0.51
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  Summary: Python client to access quantIM services
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  Author: Daniel Velasquez
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  Author-email: daniel.velasquez@sura-im.com
{PyQuantimClient-1.0.50 → PyQuantimClient-1.0.51}/PyQuantimClient.egg-info/PKG-INFO RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: PyQuantimClient
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- Version: 1.0.50
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+ Version: 1.0.51
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  Summary: Python client to access quantIM services
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  Author: Daniel Velasquez
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  Author-email: daniel.velasquez@sura-im.com
{PyQuantimClient-1.0.50 → PyQuantimClient-1.0.51}/setup.py RENAMED
@@ -4,7 +4,7 @@ setup(
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  name='PyQuantimClient',
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  packages=['PyQuantimClient'],
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  package_dir={'PyQuantimClient': 'src'},
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- version='1.0.50',
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+ version='1.0.51',
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  description='Python client to access quantIM services',
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  author='Daniel Velasquez',
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  author_email='daniel.velasquez@sura-im.com',
{PyQuantimClient-1.0.50 → PyQuantimClient-1.0.51}/src/portfolios.py RENAMED
@@ -134,7 +134,7 @@ class portfolios(quantim):
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  data = {"port_name":port_name, "date":ref_date, "subgroup":subgroup, "bench_name":bench_name, "ref_curr": ref_curr,"port_to_index":port_to_index,"per":per, "ini_date":ini_date,"rebal_dates_db": rebal_dates_db,"rebal_period":rebal_period,"sync_rebal_dates":sync_rebal_dates,"reset_weights": reset_weights,"backtest_assets": backtest_assets,"vol_model":vol_model,"delta_w":delta_w,"quant":quant,"var_normal":var_normal,"counter_assets":counter_assets, "filter_market_val":filter_market_val, "dur_contrib_field":dur_contrib_field, "retrieve_returns":retrieve_returns}
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  resp = self.api_call('port_attribution', method="post", data=data, verify=False)
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  port_date, ref_dates, tr_contrib, tra_asset, tra_assetclass, port_risk_contrib, bench_risk_contrib, risk_attrib = resp['port_date'], resp['dates'], pd.DataFrame(resp['tr_contrib']), pd.DataFrame(resp['tra_asset']), pd.DataFrame(resp['tra_assetclass']), pd.DataFrame(resp['port_risk_contrib']), pd.DataFrame(resp['bench_risk_contrib']), pd.DataFrame(resp['risk_attrib'])
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- port_rets = pd.DataFrame(resp['port_rets']).set_index('date')['value'] if resp.get('port_rets', None) is not None else None
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+ port_rets = pd.DataFrame(resp['port_rets']).set_index('date') if resp.get('port_rets', None) is not None else None
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  return port_date, ref_dates, tr_contrib, tra_asset, tra_assetclass, port_risk_contrib, bench_risk_contrib, risk_attrib, port_rets
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