PyQuantimClient 2.0.1__tar.gz → 2.0.2__tar.gz

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Files changed (21) hide show
  1. {pyquantimclient-2.0.1 → pyquantimclient-2.0.2}/PKG-INFO +1 -1
  2. {pyquantimclient-2.0.1 → pyquantimclient-2.0.2}/PyQuantimClient.egg-info/PKG-INFO +1 -1
  3. {pyquantimclient-2.0.1 → pyquantimclient-2.0.2}/setup.py +1 -1
  4. {pyquantimclient-2.0.1 → pyquantimclient-2.0.2}/src/data.py +12 -0
  5. {pyquantimclient-2.0.1 → pyquantimclient-2.0.2}/PyQuantimClient.egg-info/SOURCES.txt +0 -0
  6. {pyquantimclient-2.0.1 → pyquantimclient-2.0.2}/PyQuantimClient.egg-info/dependency_links.txt +0 -0
  7. {pyquantimclient-2.0.1 → pyquantimclient-2.0.2}/PyQuantimClient.egg-info/top_level.txt +0 -0
  8. {pyquantimclient-2.0.1 → pyquantimclient-2.0.2}/README.md +0 -0
  9. {pyquantimclient-2.0.1 → pyquantimclient-2.0.2}/setup.cfg +0 -0
  10. {pyquantimclient-2.0.1 → pyquantimclient-2.0.2}/src/__init__.py +0 -0
  11. {pyquantimclient-2.0.1 → pyquantimclient-2.0.2}/src/api.py +0 -0
  12. {pyquantimclient-2.0.1 → pyquantimclient-2.0.2}/src/benchmarks.py +0 -0
  13. {pyquantimclient-2.0.1 → pyquantimclient-2.0.2}/src/bi.py +0 -0
  14. {pyquantimclient-2.0.1 → pyquantimclient-2.0.2}/src/credit.py +0 -0
  15. {pyquantimclient-2.0.1 → pyquantimclient-2.0.2}/src/energy.py +0 -0
  16. {pyquantimclient-2.0.1 → pyquantimclient-2.0.2}/src/performance.py +0 -0
  17. {pyquantimclient-2.0.1 → pyquantimclient-2.0.2}/src/portfolios.py +0 -0
  18. {pyquantimclient-2.0.1 → pyquantimclient-2.0.2}/src/preprocess_co.py +0 -0
  19. {pyquantimclient-2.0.1 → pyquantimclient-2.0.2}/src/returns.py +0 -0
  20. {pyquantimclient-2.0.1 → pyquantimclient-2.0.2}/src/risk.py +0 -0
  21. {pyquantimclient-2.0.1 → pyquantimclient-2.0.2}/src/utils.py +0 -0
{pyquantimclient-2.0.1 → pyquantimclient-2.0.2}/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: 2.0.1
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+ Version: 2.0.2
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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-2.0.1 → pyquantimclient-2.0.2}/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: 2.0.1
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+ Version: 2.0.2
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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-2.0.1 → pyquantimclient-2.0.2}/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='2.0.1',
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+ version='2.0.2',
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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-2.0.1 → pyquantimclient-2.0.2}/src/data.py RENAMED
@@ -17,6 +17,18 @@ class time_series(quantim):
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  ts, summ, tks_invalid = pd.DataFrame(resp['ts']).set_index("Date"), pd.DataFrame(resp['summ']), resp['tks_invalid']
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  return ts, summ, tks_invalid
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+ def clustering(self, tks, ref_curr='USD', ini_date=None, ncluster=None, cluster_method='graph', factor_tickers=None, verify=False):
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+ '''
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+ Clustering
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+ '''
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+ if cluster_method.lower()[:3]!='gra':
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+ raise ValueError('Please provide number of clusters (ncluster)')
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+
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+ data = {'ref_curr':ref_curr, 'ini_date':ini_date, 'ncluster':ncluster, 'tickers':tks, 'factor_tickers':factor_tickers, 'cluster_method':cluster_method}
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+ resp = self.api_call('clustering', method="post", data=data, verify=verify)
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+ clusters, rets_summ, invalid_tickers, valid_dates, factors = pd.DataFrame(resp['clusters']), pd.DataFrame(resp['rets_summ']), resp['invalid_tickers'], resp['valid_dates'], pd.DataFrame(resp['factors'])
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+ return clusters, rets_summ, invalid_tickers, valid_dates, factors
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+
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  class s3(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)