aplotly 1.0.4__tar.gz → 1.1.1__tar.gz

{aplotly-1.0.4/aplotly.egg-info → aplotly-1.1.1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: aplotly
-Version: 1.0.4
+Version: 1.1.1
 License: MIT License
         
         Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

{aplotly-1.0.4 → aplotly-1.1.1}/aplotly/plots.py

@@ -1,5 +1,6 @@
 from typing import List
 
+import numpy as np
 import pandas as pd
 import plotly.graph_objects as go
 from plotly.subplots import make_subplots
@@ -421,6 +422,7 @@ def plot_return_breakdown(
     plot_title: str = "",
 ):
     returns = calculate_return_breakdown(exposure, returns)
+    relative_returns = returns / returns.sum()
 
     labels = returns.index
     sizes = returns.abs()
@@ -454,8 +456,8 @@ def plot_return_breakdown(
 
     fig.update_layout(margin=dict(l=0, r=0, t=0, b=0), title_text=plot_title)
 
-    fig.data[0].customdata = colors.values
-    fig.data[0].texttemplate = "%{label}<br>%{customdata:.2%}"
+    fig.data[0].customdata = [(r, _r) for r, _r in zip(returns, relative_returns)]
+    fig.data[0].texttemplate = "%{label}<br>%{customdata[0]:.2%}<br><i>%{customdata[1]:.2%}</i>"
 
     return fig
 

{aplotly-1.0.4 → aplotly-1.1.1}/aplotly/utils/return_breakdown.py

@@ -3,14 +3,21 @@ import pandas as pd
 
 
 def separate_exposures_and_returns(exposures, returns):
+    # if the indicies are not the same raise an error
+    if not exposures.index.equals(returns.index):
+        raise ValueError("The indicies of exposures and returns must be the same")
+
     indices = np.where(exposures.diff().abs().sum(axis=1) != 0)[0]
 
-    return np.split(exposures, indices), np.split(returns, indices)
+    return np.split(exposures, exposures.index[indices]), np.split(returns, exposures.index[indices])
 
 
 def get_sequence_returns(separated_exposures, separated_returns):
     sequence_returns = []
     for _exposures, _returns in zip(separated_exposures, separated_returns):
+        if _exposures.empty or _returns.empty:
+            continue
+
         # calculate the cumulative returns for each sequence
         _sequence_returns = (_returns + 1).cumprod() - 1
         _sequence_returns = _sequence_returns.iloc[-1]

{aplotly-1.0.4 → aplotly-1.1.1/aplotly.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: aplotly
-Version: 1.0.4
+Version: 1.1.1
 License: MIT License
         
         Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

{aplotly-1.0.4 → aplotly-1.1.1}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "aplotly"
-version = "1.0.4"
+version = "1.1.1"
 readme = "README.md"
 license = { file = "LICENSE" }
 classifiers = [
@@ -19,7 +19,7 @@ dependencies = [
 requires-python = ">=3.10.6"
 
 [tool.bumpver]
-current_version = "1.0.4"
+current_version = "1.1.1"
 version_pattern = "MAJOR.MINOR.PATCH"
 commit_message  = "Bump version {old_version} -> {new_version}"
 commit          = true