PyQuantimClient 2.0.27__tar.gz → 2.0.28__tar.gz

{pyquantimclient-2.0.27 → pyquantimclient-2.0.28}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: PyQuantimClient
-Version: 2.0.27
+Version: 2.0.28
 Summary: Python client to access quantIM services
 Author: Daniel Velasquez
 Author-email: daniel.velasquez@sura-im.com

{pyquantimclient-2.0.27 → pyquantimclient-2.0.28}/PyQuantimClient.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: PyQuantimClient
-Version: 2.0.27
+Version: 2.0.28
 Summary: Python client to access quantIM services
 Author: Daniel Velasquez
 Author-email: daniel.velasquez@sura-im.com

{pyquantimclient-2.0.27 → pyquantimclient-2.0.28}/setup.py

@@ -4,7 +4,7 @@ setup(
    name='PyQuantimClient',
    packages=['PyQuantimClient'],
    package_dir={'PyQuantimClient': 'src'},
-   version='2.0.27',
+   version='2.0.28',
    description='Python client to access quantIM services',
    author='Daniel Velasquez',
    author_email='daniel.velasquez@sura-im.com',

pyquantimclient-2.0.28/src/data.py

@@ -0,0 +1,83 @@
+# -*- coding: utf-8 -*-
+import pandas as pd
+import numpy as np
+import datetime as dt
+from .api import quantim
+
+class time_series(quantim):
+    def __init__(self, username, password, secretpool, env="pdn", api_url=None):
+        super().__init__(username, password, secretpool, env, api_url)
+
+    def get_series(self, tks, ref_curr='Origen', join='outer', since_date='2008-01-01', verify=False):
+        '''
+        Get series
+        '''
+        data = {'tks':list(tks), 'ref_curr':ref_curr, 'join':join, 'since_date':since_date}
+        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
+
+    def clustering(self, tks, ref_curr='USD', ini_date=None, cluster_method='graph', ncluster=None, factor_tickers=None, use_pca=True, verify=False):
+        """
+        Perform clustering on financial assets/variables. 
+        
+        This function clusters financial assets based on historical returns. The clustering method can be selected from dendrogram-based, graph-based, or factorial analysis.
+
+        Parameters
+        ----------
+        tks : list
+            List of tickers (financial assets) to be clustered.
+        ref_curr : str, optional
+            Reference currency (ISO Code) for calculating returns, default is 'USD'.
+        ini_date : str, optional
+            Initial date for the time series data in 'YYYY-MM-DD' format, default is None (uses all available data).
+        cluster_method : str, optional
+            Clustering approach to use. Options are:
+            - 'dendrogram': Hierarchical clustering using a dendrogram.
+            - 'graph': Network-based clustering using correlation-based graph structures (default).
+            - 'factorial': Clustering based on third variables.
+        n_cluster : int, optional
+            Number of clusters to form. Only applies if method is dendrogram.
+        factor_tickers: list, optional
+            List of tickers of third variables used to cluster original tks.
+        use_pca: bool
+            Performs a PCA transformation on the tickers returns, and use the principal components to build clusters. Ony applies when method is 'dendrogram'. 
+
+        Returns
+        -------
+        clusters : pd.Series
+            Series containing tickers and their corresponding cluster identifiers.
+        rets_summ : pd.DataFrame
+            Summary table with risk and return metrics for each ticker.
+        invalid_tickers : list
+            List of tickers that were invalid (e.g., no available data).
+        valid_dates : list
+            List of valid dates for which all tickers have data.
+        factors : pd.DataFrame or None
+            Table with factor coefficients for each ticker when using the 'factorial' method.
+            Returns None if 'factorial' clustering is not selected.
+        """
+        if cluster_method.lower()[:3]!='gra' and ncluster is None:
+            raise ValueError('Please provide number of clusters (ncluster)')
+
+        data = {'ref_curr':ref_curr, 'ini_date':ini_date, 'ncluster':ncluster, 'tickers':tks, 'factor_tickers':factor_tickers, 'cluster_method':cluster_method, 'use_pca':use_pca}
+        resp = self.api_call('clustering', method="post", data=data, verify=verify)
+        clusters, rets_summ, invalid_tickers, valid_dates, factors = pd.Series(resp['clusters']), pd.DataFrame(resp['rets_summ']), resp['invalid_tickers'], resp['valid_dates'], pd.DataFrame(resp['factors']) if resp['factors'] is not None else None
+        return clusters, rets_summ, invalid_tickers, valid_dates, factors
+
+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-2.0.27/src/data.py

@@ -1,47 +0,0 @@
-# -*- coding: utf-8 -*-
-import pandas as pd
-import numpy as np
-import datetime as dt
-from .api import quantim
-
-class time_series(quantim):
-    def __init__(self, username, password, secretpool, env="pdn", api_url=None):
-        super().__init__(username, password, secretpool, env, api_url)
-
-    def get_series(self, tks, ref_curr='Origen', join='outer', since_date='2008-01-01', verify=False):
-        '''
-        Get series
-        '''
-        data = {'tks':list(tks), 'ref_curr':ref_curr, 'join':join, 'since_date':since_date}
-        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
-
-    def clustering(self, tks, ref_curr='USD', ini_date=None, ncluster=None, cluster_method='graph', factor_tickers=None, verify=False):
-        '''
-        Clustering
-        '''
-        if cluster_method.lower()[:3]!='gra' and ncluster is None:
-            raise ValueError('Please provide number of clusters (ncluster)')
-
-        data = {'ref_curr':ref_curr, 'ini_date':ini_date, 'ncluster':ncluster, 'tickers':tks, 'factor_tickers':factor_tickers, 'cluster_method':cluster_method}
-        resp = self.api_call('clustering', method="post", data=data, verify=verify)
-        clusters, rets_summ, invalid_tickers, valid_dates, factors = pd.Series(resp['clusters']), pd.DataFrame(resp['rets_summ']), resp['invalid_tickers'], resp['valid_dates'], pd.DataFrame(resp['factors']) if resp['factors'] is not None else None
-        return clusters, rets_summ, invalid_tickers, valid_dates, factors
-
-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