PyQuantimClient 1.0.94__tar.gz → 1.0.95__tar.gz

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Files changed (21) hide show
  1. {pyquantimclient-1.0.94 → pyquantimclient-1.0.95}/PKG-INFO +1 -1
  2. {pyquantimclient-1.0.94 → pyquantimclient-1.0.95}/PyQuantimClient.egg-info/PKG-INFO +1 -1
  3. {pyquantimclient-1.0.94 → pyquantimclient-1.0.95}/PyQuantimClient.egg-info/SOURCES.txt +1 -0
  4. {pyquantimclient-1.0.94 → pyquantimclient-1.0.95}/setup.py +1 -1
  5. pyquantimclient-1.0.95/src/returns.py +25 -0
  6. {pyquantimclient-1.0.94 → pyquantimclient-1.0.95}/PyQuantimClient.egg-info/dependency_links.txt +0 -0
  7. {pyquantimclient-1.0.94 → pyquantimclient-1.0.95}/PyQuantimClient.egg-info/top_level.txt +0 -0
  8. {pyquantimclient-1.0.94 → pyquantimclient-1.0.95}/README.md +0 -0
  9. {pyquantimclient-1.0.94 → pyquantimclient-1.0.95}/setup.cfg +0 -0
  10. {pyquantimclient-1.0.94 → pyquantimclient-1.0.95}/src/__init__.py +0 -0
  11. {pyquantimclient-1.0.94 → pyquantimclient-1.0.95}/src/api.py +0 -0
  12. {pyquantimclient-1.0.94 → pyquantimclient-1.0.95}/src/benchmarks.py +0 -0
  13. {pyquantimclient-1.0.94 → pyquantimclient-1.0.95}/src/bi.py +0 -0
  14. {pyquantimclient-1.0.94 → pyquantimclient-1.0.95}/src/credit.py +0 -0
  15. {pyquantimclient-1.0.94 → pyquantimclient-1.0.95}/src/data.py +0 -0
  16. {pyquantimclient-1.0.94 → pyquantimclient-1.0.95}/src/energy.py +0 -0
  17. {pyquantimclient-1.0.94 → pyquantimclient-1.0.95}/src/performance.py +0 -0
  18. {pyquantimclient-1.0.94 → pyquantimclient-1.0.95}/src/portfolios.py +0 -0
  19. {pyquantimclient-1.0.94 → pyquantimclient-1.0.95}/src/preprocess_co.py +0 -0
  20. {pyquantimclient-1.0.94 → pyquantimclient-1.0.95}/src/risk.py +0 -0
  21. {pyquantimclient-1.0.94 → pyquantimclient-1.0.95}/src/utils.py +0 -0
{pyquantimclient-1.0.94 → pyquantimclient-1.0.95}/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: 1.0.94
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+ Version: 1.0.95
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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-1.0.94 → pyquantimclient-1.0.95}/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: 1.0.94
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+ Version: 1.0.95
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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-1.0.94 → pyquantimclient-1.0.95}/PyQuantimClient.egg-info/SOURCES.txt RENAMED
@@ -14,5 +14,6 @@ src/energy.py
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  src/performance.py
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  src/portfolios.py
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  src/preprocess_co.py
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+ src/returns.py
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  src/risk.py
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  src/utils.py
{pyquantimclient-1.0.94 → pyquantimclient-1.0.95}/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='1.0.94',
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+ version='1.0.95',
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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-1.0.95/src/returns.py ADDED
@@ -0,0 +1,25 @@
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+ # -*- coding: utf-8 -*-
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+ import pandas as pd
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+ import numpy as np
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+ import datetime as dt
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+ from .api import quantim
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+
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+ class returns(quantim):
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+ def __init__(self, username, password, secretpool, env="pdn", api_url=None):
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+ super().__init__(username, password, secretpool, env, api_url)
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+
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+ 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"):
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+ '''
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+ Estimate expected returns.
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+ '''
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+ views = views_df.to_dict(orient="records")
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+ 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}
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+ try:
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+ resp = self.api_call('expected_returns', method="post", data=data, verify=False)
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+ except:
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+ resp = {'success':False, 'message':'Check permissions!'}
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+ return resp
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+
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+ exp_ret, views_df = pd.DataFrame(resp['expected_rets']), pd.Series(resp['views_abs'])
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+
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+ return exp_ret, views_df