PyQuantimClient 1.0.93__tar.gz → 1.0.95__tar.gz

{pyquantimclient-1.0.93 → pyquantimclient-1.0.95}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: PyQuantimClient
-Version: 1.0.93
+Version: 1.0.95
 Summary: Python client to access quantIM services
 Author: Daniel Velasquez
 Author-email: daniel.velasquez@sura-im.com

{pyquantimclient-1.0.93 → pyquantimclient-1.0.95}/PyQuantimClient.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: PyQuantimClient
-Version: 1.0.93
+Version: 1.0.95
 Summary: Python client to access quantIM services
 Author: Daniel Velasquez
 Author-email: daniel.velasquez@sura-im.com

{pyquantimclient-1.0.93 → pyquantimclient-1.0.95}/PyQuantimClient.egg-info/SOURCES.txt

@@ -14,5 +14,6 @@ src/energy.py
 src/performance.py
 src/portfolios.py
 src/preprocess_co.py
+src/returns.py
 src/risk.py
 src/utils.py

{pyquantimclient-1.0.93 → pyquantimclient-1.0.95}/setup.py

@@ -4,7 +4,7 @@ setup(
    name='PyQuantimClient',
    packages=['PyQuantimClient'],
    package_dir={'PyQuantimClient': 'src'},
-   version='1.0.93',
+   version='1.0.95',
    description='Python client to access quantIM services',
    author='Daniel Velasquez',
    author_email='daniel.velasquez@sura-im.com',

{pyquantimclient-1.0.93 → pyquantimclient-1.0.95}/src/data.py

@@ -16,3 +16,20 @@ class time_series(quantim):
         resp = self.api_call('get_series', method="post", data=data, verify=verify)
         ts, summ, tks_invalid = pd.DataFrame(resp['ts']).set_index("Date"), pd.DataFrame(resp['summ']), resp['tks_invalid']
         return ts, summ, tks_invalid
+
+class s3(quantim):
+    def __init__(self, username, password, secretpool, env="pdn", api_url=None):
+        super().__init__(username, password, secretpool, env, api_url)
+
+    def read_file(self, bucket, key, sep=',', verify=False, res_url=False):
+        '''
+        Get series
+        ''' 
+        data = {'bucket':bucket, 'key':key, 'sep':sep, 'res_url':res_url}
+        resp = self.api_call('retrieve_data_s3', method="post", data=data, verify=verify)
+
+        if res_url:
+            output = resp
+        else:
+            output = pd.DataFrame(resp)
+        return output

pyquantimclient-1.0.95/src/returns.py

@@ -0,0 +1,25 @@
+# -*- coding: utf-8 -*-
+import pandas as pd
+import numpy as np
+import datetime as dt
+from .api import quantim
+
+class returns(quantim):
+    def __init__(self, username, password, secretpool, env="pdn", api_url=None):
+        super().__init__(username, password, secretpool, env, api_url)
+
+    def expected_returns(self, ref_curr, views_df, tickers=None, assets=None, horizon_in_months=12, views_conf=0.75, conf_interv=0.75, median=True, period="monthly", since_date="2008-01-01"):
+        '''
+        Estimate expected returns.
+        '''
+        views = views_df.to_dict(orient="records")
+        data = {'ref_curr':ref_curr, 'views':views, "ref_curr":ref_curr, "tickers":tickers, "assets":assets, "horizon_in_months":horizon_in_months, "views_conf":views_conf, "conf_interv":conf_interv, "median":median, "period":period, "since_date":since_date}
+        try:
+            resp = self.api_call('expected_returns', method="post", data=data, verify=False)
+        except:
+            resp = {'success':False, 'message':'Check permissions!'}
+        return resp
+
+        exp_ret, views_df = pd.DataFrame(resp['expected_rets']), pd.Series(resp['views_abs'])
+
+        return exp_ret, views_df