aplotly 1.1.14__tar.gz → 1.1.16__tar.gz

{aplotly-1.1.14/aplotly.egg-info → aplotly-1.1.16}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: aplotly
-Version: 1.1.14
+Version: 1.1.16
 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-1.1.14 → aplotly-1.1.16}/aplotly/plots.py

@@ -477,6 +477,7 @@ def plot_return_breakdown(
     color_path: list = ["red", "grey", "green"],
     color_bar: bool = False,
     plot_title: str = "",
+    attribution_only: bool = False,
 ):
     returns = calculate_return_breakdown(exposure, returns)
     relative_returns = returns / returns.sum()
@@ -513,8 +514,13 @@ 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 = [(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>"
+    if attribution_only:
+        fig.data[0].customdata = [r for r in relative_returns]
+        fig.data[0].texttemplate = "%{label}<br>%{customdata:.2%}"
+
+    else:
+        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
 
@@ -698,3 +704,36 @@ def plot_performance_by_trade(
     fig.update_layout(title_text=plot_title)
 
     return fig
+
+
+def plot_correlation(
+    correlation: pd.DataFrame,
+    color_palette: str = "",
+    plot_title: str = "",
+):
+    """Plot a correlation matrix.
+
+    Args:
+        correlation (pd.DataFrame): correlation matrix.
+        color_palette (str, optional): name of the color palette to use. Defaults to "" (default color palette).
+        plot_title (str, optional): title for the plot. Defaults to "" (no title).
+
+    Returns:
+        go.Figure: plotly figure containing the correlation matrix.
+    """
+    configure_plotly(subplots=1, color_palette=color_palette)
+    fig = go.Figure(
+        go.Heatmap(
+            z=correlation,
+            x=correlation.columns,
+            y=correlation.columns,
+            colorscale="RdBu",
+            zmin=-1,
+            zmax=1,
+            colorbar=dict(title="Correlation"),
+        )
+    )
+
+    fig.update_layout(title_text=plot_title, yaxis={"scaleanchor": "x", "scaleratio": 1})
+
+    return fig

{aplotly-1.1.14 → aplotly-1.1.16/aplotly.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: aplotly
-Version: 1.1.14
+Version: 1.1.16
 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-1.1.14 → aplotly-1.1.16}/aplotly.egg-info/SOURCES.txt

@@ -14,6 +14,7 @@ aplotly.egg-info/requires.txt
 aplotly.egg-info/top_level.txt
 aplotly/utils/return_breakdown.py
 examples/plot_bars.py
+examples/plot_correlation.py
 examples/plot_exposure_tree.py
 examples/plot_gauge.py
 examples/plot_line.py
@@ -22,6 +23,7 @@ examples/plot_lines.py
 examples/plot_multiple_performance.py
 examples/plot_performance.py
 examples/plot_performance_by_trade.py
+examples/plot_returns_breakdown.py
 examples/plot_returns_tree.py
 tests/test_colors.py
 tests/test_io.py

aplotly-1.1.16/examples/plot_correlation.py

@@ -0,0 +1,22 @@
+import pandas as pd
+
+from aplotly.plots import plot_correlation
+
+correlations = pd.DataFrame(
+    {
+        "a": [1.0, 0.2, 0.2, 0.4, 0.5],
+        "b": [0.6, 1.0, 0.8, 0.9, 1.0],
+        "c": [0.1, 0.2, 1.0, 0.4, 0.5],
+        "d": [0.6, 0.7, 0.8, 1.0, 1.0],
+        "e": [0.6, 0.7, 0.8, 1.0, 1.0],
+    },
+    index=["a", "b", "c", "d", "e"],
+)
+
+fig = plot_correlation(
+    correlations,
+    plot_title="Correlation",
+    color_palette="dark_mode",
+)
+
+fig.show()

aplotly-1.1.16/examples/plot_returns_breakdown.py

@@ -0,0 +1,26 @@
+import numpy as np
+import pandas as pd
+
+from aplotly.plots import plot_return_breakdown
+
+exposures = pd.DataFrame(
+    np.concatenate([np.ones((10, 3)), np.ones((10, 3)) * 0.5]), columns=["a", "b", "c"], index=np.arange(20)
+)
+exposures = exposures.div(exposures.sum(axis=1), axis=0)
+
+returns = pd.DataFrame(
+    np.concatenate([np.ones((20, 1)) * 0.01, np.ones((20, 1)) * 0.02, np.ones((20, 1)) * 0.03], axis=1),
+    columns=["a", "b", "c"],
+    index=np.arange(20),
+)
+
+fig = plot_return_breakdown(
+    returns,
+    exposures,
+    root_color="black",
+    color_path=["red", "grey", "green"],
+    color_bar=False,
+    plot_title="Returns Tree",
+    attribution_only=True,
+)
+fig.show()

{aplotly-1.1.14 → aplotly-1.1.16}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "aplotly"
-version = "1.1.14"
+version = "1.1.16"
 readme = "README.md"
 license = { file = "LICENSE" }
 classifiers = [
@@ -19,7 +19,7 @@ dependencies = [
 requires-python = ">=3.10"
 
 [tool.bumpver]
-current_version = "1.1.14"
+current_version = "1.1.16"
 version_pattern = "MAJOR.MINOR.PATCH"
 commit_message  = "Bump version {old_version} -> {new_version}"
 commit          = true