cadlag-pro 0.1.0a1__tar.gz

cadlag_pro-0.1.0a1/LICENSE

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+MIT License
+
+Copyright (c) 2026 Cadlag contributors
+
+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:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

cadlag_pro-0.1.0a1/PKG-INFO

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+Metadata-Version: 2.4
+Name: cadlag-pro
+Version: 0.1.0a1
+Summary: Basic drawdown and volatility statistics for the Cadlag Mini educational toolkit
+Author: Cadlag contributors
+License-Expression: MIT
+Project-URL: Homepage, https://cadlag.pro
+Classifier: Development Status :: 3 - Alpha
+Classifier: Intended Audience :: Education
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3 :: Only
+Classifier: Operating System :: OS Independent
+Requires-Python: >=3.10
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Dynamic: license-file
+
+# cadlag-pro — Cadlag Mini
+
+**Version 0.1.0a1 is an educational miniature written independently from scratch.**
+It provides the small functionality described below. It does not provide the full
+Cadlag platform and is not API-compatible with previous Cadlag distributions.
+It is an alpha release for learning and experimentation, not live trading.
+
+Basic drawdown and volatility statistics for the Cadlag Mini educational toolkit.
+
+## Usage
+
+```python
+from cadlag_pro import max_drawdown, annualized_volatility
+print(max_drawdown([100, 120, 90, 110]))  # 0.25
+print(annualized_volatility([100, 110, 99], periods_per_year=2))  # about 0.2
+```
+
+Drawdown is a nonnegative fraction. Volatility uses the sample standard deviation
+of simple returns and square-root annualization. Inputs must be positive and
+finite, with evenly spaced observations for annualization. Fewer than two returns
+produce zero volatility. The Mini edition contains only these basic statistics;
+it does not include commercial platform features or a licensing system.
+
+
+## Package family
+
+- `cadlag-sdk`: price records and CSV validation.
+- `cadlag-ce`: a prior-close moving-average strategy and equity curve.
+- `cadlag-starter`: synthetic sample prices and a runnable example.
+- `cadlag-pro`: basic drawdown and volatility calculations.
+- `cadlag-quant`: command-line bundle, with optional analytics extra.
+
+All Mini components use version `0.1.0a1` and are MIT licensed. Only Python's
+standard library is used beyond dependencies on other Mini components.

cadlag_pro-0.1.0a1/README.md

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+# cadlag-pro — Cadlag Mini
+
+**Version 0.1.0a1 is an educational miniature written independently from scratch.**
+It provides the small functionality described below. It does not provide the full
+Cadlag platform and is not API-compatible with previous Cadlag distributions.
+It is an alpha release for learning and experimentation, not live trading.
+
+Basic drawdown and volatility statistics for the Cadlag Mini educational toolkit.
+
+## Usage
+
+```python
+from cadlag_pro import max_drawdown, annualized_volatility
+print(max_drawdown([100, 120, 90, 110]))  # 0.25
+print(annualized_volatility([100, 110, 99], periods_per_year=2))  # about 0.2
+```
+
+Drawdown is a nonnegative fraction. Volatility uses the sample standard deviation
+of simple returns and square-root annualization. Inputs must be positive and
+finite, with evenly spaced observations for annualization. Fewer than two returns
+produce zero volatility. The Mini edition contains only these basic statistics;
+it does not include commercial platform features or a licensing system.
+
+
+## Package family
+
+- `cadlag-sdk`: price records and CSV validation.
+- `cadlag-ce`: a prior-close moving-average strategy and equity curve.
+- `cadlag-starter`: synthetic sample prices and a runnable example.
+- `cadlag-pro`: basic drawdown and volatility calculations.
+- `cadlag-quant`: command-line bundle, with optional analytics extra.
+
+All Mini components use version `0.1.0a1` and are MIT licensed. Only Python's
+standard library is used beyond dependencies on other Mini components.

cadlag_pro-0.1.0a1/pyproject.toml

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+[build-system]
+requires = ["setuptools>=77"]
+build-backend = "setuptools.build_meta"
+
+[project]
+name = "cadlag-pro"
+version = "0.1.0a1"
+description = "Basic drawdown and volatility statistics for the Cadlag Mini educational toolkit"
+readme = "README.md"
+requires-python = ">=3.10"
+license = "MIT"
+license-files = ["LICENSE"]
+authors = [{name = "Cadlag contributors"}]
+classifiers = [
+  "Development Status :: 3 - Alpha",
+  "Intended Audience :: Education",
+  "Programming Language :: Python :: 3",
+  "Programming Language :: Python :: 3 :: Only",
+  "Operating System :: OS Independent",
+]
+dependencies = []
+
+[project.urls]
+Homepage = "https://cadlag.pro"
+
+[tool.setuptools.packages.find]
+where = ["src"]

cadlag_pro-0.1.0a1/setup.cfg

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+[egg_info]
+tag_build = 
+tag_date = 0
+

cadlag_pro-0.1.0a1/src/cadlag_pro/__init__.py

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+"""Cadlag Mini analytics: ordinary drawdown and historical volatility."""
+from __future__ import annotations
+
+import math
+from statistics import stdev
+from typing import Iterable
+
+__version__ = "0.1.0a1"
+
+
+def _values(equity: Iterable[float]) -> tuple[float, ...]:
+    values = tuple(float(x) for x in equity)
+    if not values or any(not math.isfinite(x) or x <= 0 for x in values):
+        raise ValueError("equity must contain finite positive values")
+    return values
+
+
+def max_drawdown(equity: Iterable[float]) -> float:
+    """Largest peak-to-trough loss as a nonnegative fraction (0.2 means 20%)."""
+    values = _values(equity)
+    peak, worst = values[0], 0.0
+    for value in values:
+        peak = max(peak, value)
+        worst = max(worst, 1.0 - value / peak)
+    return worst
+
+
+def annualized_volatility(equity: Iterable[float], *, periods_per_year: int = 252) -> float:
+    """Sample standard deviation of simple returns times sqrt(periods_per_year).
+
+    Returns zero when there are fewer than two returns. Observations must be
+    evenly spaced; choose periods_per_year for that spacing (252 for trading days).
+    """
+    values = _values(equity)
+    if isinstance(periods_per_year, bool) or not isinstance(periods_per_year, int) or periods_per_year <= 0:
+        raise ValueError("periods_per_year must be a positive integer")
+    returns = [b / a - 1.0 for a, b in zip(values, values[1:])]
+    if any(not math.isfinite(x) for x in returns):
+        raise ValueError("equity range exceeds finite return arithmetic")
+    result = stdev(returns) * math.sqrt(periods_per_year) if len(returns) >= 2 else 0.0
+    if not math.isfinite(result):
+        raise ValueError("volatility exceeds finite arithmetic")
+    return result
+
+
+__all__ = ["max_drawdown", "annualized_volatility"]
+

cadlag_pro-0.1.0a1/src/cadlag_pro.egg-info/PKG-INFO

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+Metadata-Version: 2.4
+Name: cadlag-pro
+Version: 0.1.0a1
+Summary: Basic drawdown and volatility statistics for the Cadlag Mini educational toolkit
+Author: Cadlag contributors
+License-Expression: MIT
+Project-URL: Homepage, https://cadlag.pro
+Classifier: Development Status :: 3 - Alpha
+Classifier: Intended Audience :: Education
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3 :: Only
+Classifier: Operating System :: OS Independent
+Requires-Python: >=3.10
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Dynamic: license-file
+
+# cadlag-pro — Cadlag Mini
+
+**Version 0.1.0a1 is an educational miniature written independently from scratch.**
+It provides the small functionality described below. It does not provide the full
+Cadlag platform and is not API-compatible with previous Cadlag distributions.
+It is an alpha release for learning and experimentation, not live trading.
+
+Basic drawdown and volatility statistics for the Cadlag Mini educational toolkit.
+
+## Usage
+
+```python
+from cadlag_pro import max_drawdown, annualized_volatility
+print(max_drawdown([100, 120, 90, 110]))  # 0.25
+print(annualized_volatility([100, 110, 99], periods_per_year=2))  # about 0.2
+```
+
+Drawdown is a nonnegative fraction. Volatility uses the sample standard deviation
+of simple returns and square-root annualization. Inputs must be positive and
+finite, with evenly spaced observations for annualization. Fewer than two returns
+produce zero volatility. The Mini edition contains only these basic statistics;
+it does not include commercial platform features or a licensing system.
+
+
+## Package family
+
+- `cadlag-sdk`: price records and CSV validation.
+- `cadlag-ce`: a prior-close moving-average strategy and equity curve.
+- `cadlag-starter`: synthetic sample prices and a runnable example.
+- `cadlag-pro`: basic drawdown and volatility calculations.
+- `cadlag-quant`: command-line bundle, with optional analytics extra.
+
+All Mini components use version `0.1.0a1` and are MIT licensed. Only Python's
+standard library is used beyond dependencies on other Mini components.

cadlag_pro-0.1.0a1/src/cadlag_pro.egg-info/SOURCES.txt

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+LICENSE
+README.md
+pyproject.toml
+src/cadlag_pro/__init__.py
+src/cadlag_pro.egg-info/PKG-INFO
+src/cadlag_pro.egg-info/SOURCES.txt
+src/cadlag_pro.egg-info/dependency_links.txt
+src/cadlag_pro.egg-info/top_level.txt

cadlag_pro-0.1.0a1/src/cadlag_pro.egg-info/dependency_links.txt

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+

cadlag_pro-0.1.0a1/src/cadlag_pro.egg-info/top_level.txt

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+cadlag_pro