azapyGUI 0.0.1__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- azapyGUI/AppSettingsPage.py +213 -0
- azapyGUI/AppSettingsPageMisc.py +101 -0
- azapyGUI/AppSettingsWindow.py +52 -0
- azapyGUI/BacktestComputation.py +166 -0
- azapyGUI/BacktestEntryWindow.py +307 -0
- azapyGUI/BacktestMenuPortfolioWindow.py +20 -0
- azapyGUI/CloneMenuPortfolioWindow.py +93 -0
- azapyGUI/CrossHairBCursor.py +80 -0
- azapyGUI/DF_Window.py +63 -0
- azapyGUI/DF_table.py +282 -0
- azapyGUI/EditMenuPortfolioWindow.py +16 -0
- azapyGUI/EditPortfolioWindow.py +475 -0
- azapyGUI/EntryClonePortfolioWindow.py +35 -0
- azapyGUI/EntryNameWindow.py +55 -0
- azapyGUI/EntryRenamePortfolioWindow.py +33 -0
- azapyGUI/GetMktData.py +85 -0
- azapyGUI/MenuApp.py +194 -0
- azapyGUI/MktDataFrame.py +129 -0
- azapyGUI/MktDataNode.py +34 -0
- azapyGUI/ModelParamEditWindow.py +143 -0
- azapyGUI/NrShares_table.py +54 -0
- azapyGUI/PortAnalyseWindow.py +179 -0
- azapyGUI/PortDataNode.py +180 -0
- azapyGUI/PortfolioFrame.py +197 -0
- azapyGUI/RebalanceMenuPortfolioWindow.py +21 -0
- azapyGUI/RemoveMenuPortfolioWindow.py +33 -0
- azapyGUI/SaveMenuPortfolioWindow.py +36 -0
- azapyGUI/Scrollable.py +60 -0
- azapyGUI/SelectOneWindow.py +65 -0
- azapyGUI/SymbAnalyseWindow.py +21 -0
- azapyGUI/SymbExtractWindow.py +129 -0
- azapyGUI/SymbTableEntry.py +109 -0
- azapyGUI/TimeSeriesViewWindow.py +480 -0
- azapyGUI/ViewTip.py +72 -0
- azapyGUI/WeightsWindow.py +352 -0
- azapyGUI/__init__.py +6 -0
- azapyGUI/azHelper.py +27 -0
- azapyGUI/azapyApp.py +89 -0
- azapyGUI/config.py +35 -0
- azapyGUI/configHelps.py +84 -0
- azapyGUI/configMSG.py +194 -0
- azapyGUI/configModels.py +519 -0
- azapyGUI/configPlot.py +70 -0
- azapyGUI/configSettings.py +138 -0
- azapyGUI/configTips.py +240 -0
- azapyGUI/mktDataValidation.py +42 -0
- azapyGUI/modelParametersValidation.py +442 -0
- azapyGUI/serviceMasterUserConfig.py +28 -0
- azapyGUI/tkHelper.py +18 -0
- azapyGUI-0.0.1.dist-info/LICENSE +674 -0
- azapyGUI-0.0.1.dist-info/METADATA +126 -0
- azapyGUI-0.0.1.dist-info/RECORD +54 -0
- azapyGUI-0.0.1.dist-info/WHEEL +5 -0
- azapyGUI-0.0.1.dist-info/top_level.txt +1 -0
azapyGUI/configModels.py
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import azapyGUI.configTips as configTips
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import azapyGUI.modelParametersValidation as mpv
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import azapyGUI.configHelps as configHelps
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__rtype_param = {'default': 'Sharpe',
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'values': ['Risk', 'Sharpe', 'Sharpe2', 'MinRisk', 'RiskAverse', 'InvNrisk',
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'Diverse', 'Diverse2', 'MaxDiverse', 'InvNdiverse', 'InvNdrr'],
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'visible': True,
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'validate': mpv._validate_nothing,
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'tip': configTips._rtype_param_tip,
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'param': {'mu': {'default': 0.05,
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'conditional': ['Risk', 'Diverse', 'Diverse2'],
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'visible': True,
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'validate': mpv._validate_mu,
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'tip': configTips._mu_param_tip,
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},
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'mu0': {'default': 0,
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'conditional': ['Sharpe', 'Sharpe2'],
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'visible': True,
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'validate': mpv._validate_mu0,
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'tip': configTips._mu0_param_tip,
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},
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'aversion': {'default': 0.3,
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'conditional': ['RiskAverse'],
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'visible': True,
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'validate': mpv._validate_aversion,
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'tip': configTips._aversion_param_tip,
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},
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'ww0': {'default': [1, 1, 1],
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'conditional': ['InvNrisk', 'InvNdiverse', 'InvNdrr'],
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'visible': True,
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'validate': mpv._validate_nothing,
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'tip': configTips._ww0_param_tip,
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},
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},
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}
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__freq_val = {'default': 'Q',
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'values': ['M', 'Q'],
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'visible': True,
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'validate': mpv._validate_nothing,
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'tip': configTips._freq_param_tip,
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}
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__method_lin = {'default': 'ecos',
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'values': ['ecos', 'highs-ds', 'highs-ipm', 'highs', 'glpk', 'cvxopt'],
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'visible': True,
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'validate': mpv._validate_nothing,
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'tip': configTips._method_lin_param_tip,
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}
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__method_socp = {'default': 'ecos',
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'values': ['ecos', 'cvxopt'],
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'visible': True,
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'validate': mpv._validate_nothing,
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'tip': configTips._method_socp_param_tip,
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}
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__method_exp = {'default': 'ncp',
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'values': ['ncp', 'ncp2', 'excp'],
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'visible': True,
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'validate': mpv._validate_nothing,
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'tip': configTips._method_exp_param_tip,
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}
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__method_quad = {'default': 'ecos',
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'values': ['ecos', 'cvxopt'],
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'visible': True,
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'validate': mpv._validate_nothing,
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'tip': configTips._method_quad_param_tip,
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}
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__hlength_val = {'default': 1.25,
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'visible': True,
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'validate': mpv._validate_hlength,
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'tip': configTips._hlength_val_param_tip,
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}
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__col_calibration = {'default': 'adjusted',
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'values': ['adjusted'],
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'visible': False,
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'validate': mpv._validate_nothing,
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'tip': configTips._col_calibration_param_tip,
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}
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selector_models = {'Dual Momentum': {'param': {'ftype': {'default': 'f13612w',
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'values': ['f13612w'],
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'visible': True,
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'validate': mpv._validate_nothing,
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'tip': configTips._ftype_param_tip,
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'param': {'fw': {'default': [1, 1, 1, 1],
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'conditional': ['f13612w'],
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'visible': True,
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'validate': mpv._validate_fw,
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'tip': configTips._fw_param_tip,
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}
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},
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},
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'nw': {'default': 3,
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'visible': True,
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'validate': mpv._validate_nw,
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'tip': configTips._nw_param_tip,
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},
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'threshold': {'default': 6,
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'visible': True,
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'validate': mpv._validate_threshold,
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'tip': configTips._threshold_param_tip,
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},
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'col_price': __col_calibration,
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'hlength': {'default': 1,
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'visible': False,
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'validate': mpv._validate_nothing,
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'tip': configTips._hlength_val_param_tip,
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}
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},
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'val_priority': ['nw'],
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'validate': [{'nw': mpv._validate_nw},
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{'threshold': mpv._validate_threshold}],
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'tip': configTips._Dual_Momentum_model_tip,
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'help': configHelps._Dual_Momentum_model_help,
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'azapy': 'DualMomentumSelector',
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},
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'Correlation Clustering': {'param': {'corr_threshold': {'default': 0.98,
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'visible': True,
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'validate': mpv._validate_corr_threshold,
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'tip': configTips._corr_threshold_param_tip,
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},
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'freq': __freq_val,
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'ftype': {'default': 'f13612w',
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'values': ['f13612w'],
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'visible': True,
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'validate': mpv._validate_nothing,
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'tip': configTips._ftype_param_tip,
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'param': {'fw': {'default': [1, 1, 1, 1],
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'conditional': ['f13612w'],
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'visible': True,
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'validate': mpv._validate_fw,
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'tip': configTips._fw_param_tip,
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}
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},
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},
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'hlength': __hlength_val,
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'col_price': __col_calibration,
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},
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'val_priority': [],
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'validate': [],
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'tip': configTips._Correlation_Clustering_model_tip,
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'help': configHelps._Correlation_Clustering_model_help,
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'azapy': 'CorrClusterSelector',
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},
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}
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risk_based_models = {'mCVaR': {'param': {'alpha': {'default': [0.95, 0.9],
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'visible': True,
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'validate': mpv._validate_alpha_mCVaR,
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'tip': configTips._alpha_mCVaR_param_tip,
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},
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'coef': {'default': [1, 1],
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'visible': True,
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'validate': mpv._validate_coef,
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'tip': configTips._coef_param_tip
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},
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'rtype': __rtype_param,
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'freq': __freq_val,
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'hlength': __hlength_val,
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'colname': __col_calibration,
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'method': __method_lin,
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},
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'comptype': 'pipe',
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'val_priority': ['alpha'],
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'validate': [{'ww0': mpv._validate_ww0}],
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'tip': configTips._mCVaR_model_tip,
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'help': configHelps._mCVaR_model_help,
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'azapy': 'CVaRAnalyzer',
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},
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'mSMCR': {'param': {'alpha': {'default': [0.85, 0.75],
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'visible': True,
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'validate': mpv._validate_alpha_mSMCR,
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'tip': configTips._alpha_mSMCR_param_tip,
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},
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'coef': {'default': [1, 1],
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'visible': True,
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'validate': mpv._validate_coef,
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'tip': configTips._coef_param_tip,
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},
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'rtype': __rtype_param,
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'freq': __freq_val,
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'hlength': __hlength_val,
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'colname': __col_calibration,
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'method': __method_socp,
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},
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'comptype': 'pipe',
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'val_priority': ['alpha'],
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'validate': [{'ww0': mpv._validate_ww0}],
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'tip': configTips._mSMCR_model_tip,
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'help': configHelps._mSMCR_model_help,
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'azapy': 'SMCRAnalyzer',
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},
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'mEVaR': {'param': {'alpha': {'default': [0.75, 0.65],
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'visible': True,
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'validate': mpv._validate_alpha_mEVaR,
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'tip': configTips._alpha_mEVaR_param_tip,
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},
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'coef': {'default': [1, 1],
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'visible': True,
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'validate': mpv._validate_coef,
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'tip': configTips._coef_param_tip,
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},
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'rtype': __rtype_param,
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'freq': __freq_val,
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'hlength': __hlength_val,
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'colname': __col_calibration,
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'method': __method_exp,
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},
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'comptype': 'pipe',
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'val_priority': ['alpha'],
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'validate': [{'ww0': mpv._validate_ww0}],
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'tip': configTips._mEVaR_model_tip,
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'help': configHelps._mEVaR_model_help,
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'azapy': 'EVaRAnalyzer',
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},
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'mMAD': {'param': {'coef': {'default': [1, 1],
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'visible': True,
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'validate': mpv._validate_coef_mMAD,
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'tip': configTips._coef_mMAD_param_tip,
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},
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'rtype': __rtype_param,
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'freq': __freq_val,
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'hlength': __hlength_val,
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'colname': __col_calibration,
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'method': __method_lin,
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},
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'comptype': 'pipe',
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'val_priority': [],
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'validate': [{'ww0': mpv._validate_ww0}],
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'tip': configTips._mMAD_model_tip,
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'help': configHelps._mMAD_model_help,
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'azapy': 'MADAnalyzer',
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},
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'mLSD': {'param': {'coef': {'default': [1, 1],
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'visible': True,
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'validate': mpv._validate_coef_mLSD,
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'tip': configTips._coef_mMAD_param_tip,
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},
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'rtype': __rtype_param,
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'freq': __freq_val,
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'hlength': __hlength_val,
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'colname': __col_calibration,
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'method': __method_socp,
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},
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'comptype': 'pipe',
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'val_priority': [],
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'validate': [{'ww0': mpv._validate_ww0}],
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'tip': configTips._mLSD_model_tip,
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'help': configHelps._mLSD_model_help,
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'azapy': 'LSDAnalyzer',
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},
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'mBTAD': {'param': {'alpha': {'default': [-0.5, 0],
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'visible': True,
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'validate': mpv._validate_alpha_mBTAD,
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'tip': configTips._alpha_mBTAD_param_tip,
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},
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'coef': {'default': [1, 1],
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'visible': True,
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'validate': mpv._validate_coef,
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'tip': configTips._coef_BTAD_param_tip,
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},
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'rtype': __rtype_param,
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'detrended': {'default': True,
|
|
273
|
+
'values': [True, False],
|
|
274
|
+
'visible': True,
|
|
275
|
+
'validate': mpv._validate_nothing,
|
|
276
|
+
'tip': configTips._detrended_param_tip,
|
|
277
|
+
},
|
|
278
|
+
'freq': __freq_val,
|
|
279
|
+
'hlength': __hlength_val,
|
|
280
|
+
'colname': __col_calibration,
|
|
281
|
+
'method': __method_lin,
|
|
282
|
+
},
|
|
283
|
+
'comptype': 'pipe',
|
|
284
|
+
'val_priority': ['alpha'],
|
|
285
|
+
'validate': [{'ww0': mpv._validate_ww0}],
|
|
286
|
+
'tip': configTips._mBTAD_model_tip,
|
|
287
|
+
'help': configHelps._mBTAD_model_help,
|
|
288
|
+
'azapy': 'BTADAnalyzer',
|
|
289
|
+
},
|
|
290
|
+
'mBTSD': {'param': {'alpha': {'default': [-0.5, 0],
|
|
291
|
+
'visible': True,
|
|
292
|
+
'validate': mpv._validate_alpha_mBTSD,
|
|
293
|
+
'tip': configTips._alpha_mBTAD_param_tip,
|
|
294
|
+
},
|
|
295
|
+
'coef': {'default': [1, 1],
|
|
296
|
+
'visible': True,
|
|
297
|
+
'validate': mpv._validate_coef,
|
|
298
|
+
'tip': configTips._coef_BTAD_param_tip,
|
|
299
|
+
},
|
|
300
|
+
'rtype': __rtype_param,
|
|
301
|
+
'detrended': {'default': True,
|
|
302
|
+
'values': [True, False],
|
|
303
|
+
'visible': True,
|
|
304
|
+
'validate': mpv._validate_nothing,
|
|
305
|
+
'tip': configTips._detrended_param_tip,
|
|
306
|
+
},
|
|
307
|
+
'freq': __freq_val,
|
|
308
|
+
'hlength': __hlength_val,
|
|
309
|
+
'colname': __col_calibration,
|
|
310
|
+
'method': __method_lin,
|
|
311
|
+
},
|
|
312
|
+
'comptype': 'pipe',
|
|
313
|
+
'val_priority': ['alpha'],
|
|
314
|
+
'validate': [{'ww0': mpv._validate_ww0}],
|
|
315
|
+
'tip': configTips._mBTSD_model_tip,
|
|
316
|
+
'help': configHelps._mBTSD_model_help,
|
|
317
|
+
'azapy': 'BTSDAnalyzer',
|
|
318
|
+
},
|
|
319
|
+
'GINI': {'param': {'rtype': __rtype_param,
|
|
320
|
+
'freq': __freq_val,
|
|
321
|
+
'hlength': __hlength_val,
|
|
322
|
+
'colname': __col_calibration,
|
|
323
|
+
'method': __method_lin,
|
|
324
|
+
},
|
|
325
|
+
'comptype': 'pipe',
|
|
326
|
+
'val_priority': [],
|
|
327
|
+
'validate': [{'ww0': mpv._validate_ww0}],
|
|
328
|
+
'tip': configTips._GINI_model_tip,
|
|
329
|
+
'help': configHelps._GINI_model_help,
|
|
330
|
+
'azapy': 'GINIAnalyzer',
|
|
331
|
+
},
|
|
332
|
+
'SD': {'param': {'rtype': __rtype_param,
|
|
333
|
+
'freq': __freq_val,
|
|
334
|
+
'hlength': __hlength_val,
|
|
335
|
+
'colname': __col_calibration,
|
|
336
|
+
'method': __method_quad,
|
|
337
|
+
},
|
|
338
|
+
'comptype': 'pipe',
|
|
339
|
+
'val_priority': [],
|
|
340
|
+
'validate': [{'ww0': mpv._validate_ww0}],
|
|
341
|
+
'tip': configTips._SD_model_tip,
|
|
342
|
+
'help': configHelps._SD_model_help,
|
|
343
|
+
'azapy': 'SDAnalyzer',
|
|
344
|
+
},
|
|
345
|
+
'MV': {'param': {'rtype': __rtype_param,
|
|
346
|
+
'freq': __freq_val,
|
|
347
|
+
'hlength': __hlength_val,
|
|
348
|
+
'colname': __col_calibration,
|
|
349
|
+
'method': __method_quad,
|
|
350
|
+
},
|
|
351
|
+
'comptype': 'pipe',
|
|
352
|
+
'val_priority': [],
|
|
353
|
+
'validate': [{'ww0': mpv._validate_ww0}],
|
|
354
|
+
'tip': configTips._MV_model_tip,
|
|
355
|
+
'help': configHelps._MV_model_help,
|
|
356
|
+
'azapy': 'MVAnalyzer',
|
|
357
|
+
},
|
|
358
|
+
}
|
|
359
|
+
|
|
360
|
+
naive_models = {'Equal Weighted': {'param':{'freq': __freq_val,
|
|
361
|
+
},
|
|
362
|
+
'comptype': 'pipe',
|
|
363
|
+
'val_priority': [],
|
|
364
|
+
'validate': [],
|
|
365
|
+
'tip': configTips._Equal_Weighted_model_tip,
|
|
366
|
+
'help': configHelps._Equal_Weighted_model_help,
|
|
367
|
+
'azapy': 'EWPEngine',
|
|
368
|
+
},
|
|
369
|
+
'Inverse Volatility': {'param': {'freq': __freq_val,
|
|
370
|
+
'hlength': __hlength_val,
|
|
371
|
+
'colname': __col_calibration,
|
|
372
|
+
},
|
|
373
|
+
'comptype': 'pipe',
|
|
374
|
+
'val_priority': [],
|
|
375
|
+
'validate': [],
|
|
376
|
+
'tip': configTips._Inverse_Volatility_model_tip,
|
|
377
|
+
'help': configHelps._Inverse_Volatility_model_help,
|
|
378
|
+
'azapy': 'InvVolEngine',
|
|
379
|
+
},
|
|
380
|
+
'Inverse Variance': {'param': {'freq': __freq_val,
|
|
381
|
+
'hlength': __hlength_val,
|
|
382
|
+
'colname': __col_calibration,
|
|
383
|
+
},
|
|
384
|
+
'comptype': 'pipe',
|
|
385
|
+
'val_priority': [],
|
|
386
|
+
'validate': [],
|
|
387
|
+
'tip': configTips._Inverse_Variance_model_tip,
|
|
388
|
+
'help': configHelps._Inverse_Variance_model_help,
|
|
389
|
+
'azapy': 'InvVarEngine',
|
|
390
|
+
},
|
|
391
|
+
'Inverse Drawdown': {'param': {'freq': __freq_val,
|
|
392
|
+
'hlength': __hlength_val,
|
|
393
|
+
'colname': __col_calibration,
|
|
394
|
+
},
|
|
395
|
+
'comptype': 'pipe',
|
|
396
|
+
'val_priority': [],
|
|
397
|
+
'validate': [],
|
|
398
|
+
'tip': configTips._Inverse_Drawdown_model_tip,
|
|
399
|
+
'help': configHelps._Inverse_Drawdown_model_help,
|
|
400
|
+
'azapy': 'InvDDEngine',
|
|
401
|
+
},
|
|
402
|
+
}
|
|
403
|
+
|
|
404
|
+
greedy_models = {'Kelly': {'param': {'freq': __freq_val,
|
|
405
|
+
'hlength': __hlength_val,
|
|
406
|
+
'colname': __col_calibration,
|
|
407
|
+
'rtype': {'default': 'ExpCone',
|
|
408
|
+
'values': ['ExpCone', 'Full', 'Order2'],
|
|
409
|
+
'param': {'method': {'default': 'ecos',
|
|
410
|
+
'values': ['ecos', 'cvxopt'],
|
|
411
|
+
'conditional': ['Order2'],
|
|
412
|
+
'visible': True,
|
|
413
|
+
'validate': mpv._validate_nothing,
|
|
414
|
+
'tip': configTips._method_quad_param_tip,
|
|
415
|
+
},
|
|
416
|
+
},
|
|
417
|
+
'visible': True,
|
|
418
|
+
'validate': mpv._validate_nothing,
|
|
419
|
+
'tip': configTips._rtype_Kelly_param_tip,
|
|
420
|
+
},
|
|
421
|
+
},
|
|
422
|
+
'comptype': 'pipe',
|
|
423
|
+
'val_priority': [],
|
|
424
|
+
'validate': [],
|
|
425
|
+
'tip': configTips._Kelly_model_tip,
|
|
426
|
+
'help': configHelps._Kelly_model_help,
|
|
427
|
+
'azapy': 'KellyEngine',
|
|
428
|
+
},
|
|
429
|
+
'Universal': {'param': {'freq': __freq_val,
|
|
430
|
+
'colname': __col_calibration,
|
|
431
|
+
'dirichlet_alpha': {'default': 1,
|
|
432
|
+
'visible': True,
|
|
433
|
+
'validate': mpv._validate_nothing,
|
|
434
|
+
'tip': configTips._dirichlet_alpha_param_tip,
|
|
435
|
+
},
|
|
436
|
+
'variance_reduction': {'default': 'True',
|
|
437
|
+
'values': ['True', 'False'],
|
|
438
|
+
'visible': True,
|
|
439
|
+
'validate': mpv._validate_variance_reduction,
|
|
440
|
+
'tip': configTips._variance_reduction_param_tip,
|
|
441
|
+
},
|
|
442
|
+
'nr_batches': {'default': 16,
|
|
443
|
+
'visible': True,
|
|
444
|
+
'validate': mpv._validate_nr_batches,
|
|
445
|
+
'tip': configTips._nr_batches_param_tip,
|
|
446
|
+
},
|
|
447
|
+
'mc_paths': {'default': 100,
|
|
448
|
+
'visible': True,
|
|
449
|
+
'validate': mpv._validate_mc_paths,
|
|
450
|
+
'tip': configTips._mc_paths_param_tip,
|
|
451
|
+
},
|
|
452
|
+
'mc_seed': {'default': 42,
|
|
453
|
+
'visible': True,
|
|
454
|
+
'validate': mpv._validate_mc_seed,
|
|
455
|
+
'tip': configTips._mc_seed_param_tip,
|
|
456
|
+
},
|
|
457
|
+
'hlength': {'default': 12,
|
|
458
|
+
'visible': True,
|
|
459
|
+
'validate': mpv._validate_hlength,
|
|
460
|
+
'tip': configTips._univ_hlength_val_param_tip,
|
|
461
|
+
}
|
|
462
|
+
},
|
|
463
|
+
'comptype': 'standalone',
|
|
464
|
+
'val_priority': [],
|
|
465
|
+
'validate': [{'dirichlet_alpha': mpv._validate_dirichlet_alpha}],
|
|
466
|
+
'tip': configTips._Universal_model_tip,
|
|
467
|
+
'help': configHelps._Universal_model_help,
|
|
468
|
+
'azapy': ['azHelper.UniversalEngineWrap', 'Port_Universal']
|
|
469
|
+
},
|
|
470
|
+
}
|
|
471
|
+
|
|
472
|
+
|
|
473
|
+
portfolio_model_family = {'Selector': selector_models,
|
|
474
|
+
'Risk based': risk_based_models,
|
|
475
|
+
'Naive': naive_models,
|
|
476
|
+
'Greedy': greedy_models,
|
|
477
|
+
}
|
|
478
|
+
|
|
479
|
+
optim_model_types = ('Risk based', 'Naive', 'Greedy')
|
|
480
|
+
|
|
481
|
+
|
|
482
|
+
def get_model_family(model):
|
|
483
|
+
for family in portfolio_model_family.keys():
|
|
484
|
+
if model in portfolio_model_family[family].keys():
|
|
485
|
+
return family
|
|
486
|
+
return None
|
|
487
|
+
|
|
488
|
+
|
|
489
|
+
def param_default(model, visible=True):
|
|
490
|
+
family = get_model_family(model)
|
|
491
|
+
out = {}
|
|
492
|
+
def work(param):
|
|
493
|
+
for kk, vv in param.items():
|
|
494
|
+
if vv['visible'] == visible:
|
|
495
|
+
out[kk] = vv['default']
|
|
496
|
+
if 'param' in vv.keys():
|
|
497
|
+
work(vv['param'])
|
|
498
|
+
|
|
499
|
+
param = portfolio_model_family[family][model]['param']
|
|
500
|
+
work(param)
|
|
501
|
+
return out
|
|
502
|
+
|
|
503
|
+
|
|
504
|
+
def flat_param_default(family, model):
|
|
505
|
+
out = {}
|
|
506
|
+
def work(param):
|
|
507
|
+
for kk, vv in param.items():
|
|
508
|
+
out[kk] = vv
|
|
509
|
+
if 'param' in vv.keys():
|
|
510
|
+
work(vv['param'])
|
|
511
|
+
|
|
512
|
+
param = portfolio_model_family[family][model]['param']
|
|
513
|
+
work(param)
|
|
514
|
+
return out
|
|
515
|
+
|
|
516
|
+
|
|
517
|
+
def get_comptype(mname):
|
|
518
|
+
ff = get_model_family(mname)
|
|
519
|
+
return portfolio_model_family[ff][mname]['comptype']
|
azapyGUI/configPlot.py
ADDED
|
@@ -0,0 +1,70 @@
|
|
|
1
|
+
import pandas as pd
|
|
2
|
+
|
|
3
|
+
_plot_types = {"linear": {'param': {"value": 'linear'},
|
|
4
|
+
'relative': False,
|
|
5
|
+
'percent': False,
|
|
6
|
+
'xgrid': {"visible": True, 'axis': 'x'},
|
|
7
|
+
'ygrid': {"visible": True, 'axis': 'y'},
|
|
8
|
+
},
|
|
9
|
+
"rel-linear": {'param': {"value": 'linear'},
|
|
10
|
+
'relative': True,
|
|
11
|
+
'percent': False,
|
|
12
|
+
'xgrid': {"visible": True, 'axis': 'x'},
|
|
13
|
+
'ygrid': {"visible": True, 'axis': 'y'},
|
|
14
|
+
},
|
|
15
|
+
"percent": {'param': {"value": 'linear'},
|
|
16
|
+
'relative': True,
|
|
17
|
+
'percent': True,
|
|
18
|
+
'xgrid': {"visible": True, 'axis': 'x'},
|
|
19
|
+
'ygrid': {"visible": True, 'axis': 'y'},
|
|
20
|
+
},
|
|
21
|
+
"log": {"param": {"value": 'log',},
|
|
22
|
+
'relative': False,
|
|
23
|
+
'percent': False,
|
|
24
|
+
'xgrid': {"visible": True, 'axis': 'x'},
|
|
25
|
+
'ygrid': {"visible": True, "which": 'both', 'axis': 'y'},
|
|
26
|
+
},
|
|
27
|
+
|
|
28
|
+
"rel-log": {"param": {"value": 'log'},#, "base": 10},
|
|
29
|
+
'relative': True,
|
|
30
|
+
'percent': False,
|
|
31
|
+
'xgrid': {"visible": True, 'axis': 'x'},
|
|
32
|
+
'ygrid': {"visible": True, "which": 'both', 'axis': 'y'},
|
|
33
|
+
},
|
|
34
|
+
}
|
|
35
|
+
|
|
36
|
+
_plot_lengths = {"Max": {'offset': lambda dd: dd - pd.DateOffset(years=100),
|
|
37
|
+
'mark': '-',
|
|
38
|
+
},
|
|
39
|
+
"3M": {'offset': lambda dd: dd - pd.DateOffset(months=3),
|
|
40
|
+
'mark': '-|',
|
|
41
|
+
},
|
|
42
|
+
"6M": {'offset': lambda dd: dd - pd.DateOffset(months=6),
|
|
43
|
+
'mark': '-|',
|
|
44
|
+
},
|
|
45
|
+
"1Y": {'offset': lambda dd: dd - pd.DateOffset(years=1),
|
|
46
|
+
'mark': '-',
|
|
47
|
+
},
|
|
48
|
+
"2Y": {'offset': lambda dd: dd - pd.DateOffset(years=2),
|
|
49
|
+
'mark': '-',
|
|
50
|
+
},
|
|
51
|
+
"3Y": {'offset': lambda dd: dd - pd.DateOffset(years=3),
|
|
52
|
+
'mark': '-',
|
|
53
|
+
},
|
|
54
|
+
"4Y": {'offset': lambda dd: dd - pd.DateOffset(years=4),
|
|
55
|
+
'mark': '-',
|
|
56
|
+
},
|
|
57
|
+
"5Y": {'offset': lambda dd: dd - pd.DateOffset(years=5),
|
|
58
|
+
'mark': '-',
|
|
59
|
+
},
|
|
60
|
+
"7Y": {'offset': lambda dd: dd - pd.DateOffset(years=5),
|
|
61
|
+
'mark': '-',
|
|
62
|
+
},
|
|
63
|
+
"10Y": {'offset': lambda dd: dd - pd.DateOffset(years=10),
|
|
64
|
+
'mark': '-',
|
|
65
|
+
},
|
|
66
|
+
"YTD": {'offset': lambda dd: pd.Timestamp(year=dd.year-1, month=12, day=30),
|
|
67
|
+
'mark': '-',
|
|
68
|
+
},
|
|
69
|
+
}
|
|
70
|
+
|