detquantlib 2.0.6__tar.gz → 2.1.1__tar.gz

detquantlib-2.1.1/PKG-INFO

@@ -0,0 +1,184 @@
+Metadata-Version: 2.3
+Name: detquantlib
+Version: 2.1.1
+Summary: An internal library containing functions and classes that can be used across Quant models.
+Author: DET
+Requires-Python: >=3.10,<4.0
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
+Requires-Dist: numpy (>=2.2.4,<3.0.0)
+Requires-Dist: pandas (>=2.2.3,<3.0.0)
+Requires-Dist: paramiko (>=3.5.1,<4.0.0)
+Requires-Dist: plotly (>=6.0.1,<7.0.0)
+Requires-Dist: pyodbc (>=5.2.0,<6.0.0)
+Project-URL: Repository, https://github.com/Dynamic-Energy-Trading/detquantlib
+Description-Content-Type: text/markdown
+
+# DET Quant Library
+
+## Table of contents
+
+<!--TOC-->
+
+- [DET Quant Library](#det-quant-library)
+  - [Table of contents](#table-of-contents)
+  - [General overview](#general-overview)
+  - [Configuration](#configuration)
+    - [Dependencies](#dependencies)
+      - [Dependency manager](#dependency-manager)
+      - [Dependabot](#dependabot)
+    - [GitHub actions](#github-actions)
+      - [Workflow: Continuous integration (CI)](#workflow-continuous-integration-ci)
+        - [Invoke tasks](#invoke-tasks)
+        - [CI check: Testing](#ci-check-testing)
+        - [CI check: Code formatting](#ci-check-code-formatting)
+      - [Workflow: Package publisher](#workflow-package-publisher)
+        - [Checking version updates](#checking-version-updates)
+        - [Creating version tags](#creating-version-tags)
+        - [Publishing package updates to PyPI](#publishing-package-updates-to-pypi)
+    - [Release notes](#release-notes)
+
+<!--TOC-->
+
+## General overview
+
+The DET Quant Library is an internal library containing functions and classes that can be used
+across Quant models.
+
+## Configuration
+
+### Dependencies
+
+#### Dependency manager
+
+Project dependencies are managed by [Poetry](https://python-poetry.org/).
+
+The project follows the standard Poetry structure:
+
+```
+detquantlib
+├── pyproject.toml
+├── README.md
+├── detquantlib
+│   └── __init__.py
+└── tests
+    └── __init__.py
+```
+
+#### Dependabot
+
+Automated dependency updates are executed with
+[Dependabot](https://docs.github.com/en/code-security/dependabot).
+
+### GitHub actions
+
+The project's CI/CD pipeline is enforced with [GitHub actions](https://docs.github.com/en/actions)
+workflows.
+
+#### Workflow: Continuous integration (CI)
+
+The continuous integration (CI) workflow runs tests to check the integrity of the codebase's
+content, and linters to check the consistency of its format.
+
+The workflow was inspired by the following preconfigured templates:
+
+- [Python package](https://github.com/actions/starter-workflows/blob/main/ci/python-package.yml):
+  A general workflow template for Python packages.
+- [Poetry action](https://github.com/marketplace/actions/install-poetry-action): A GitHub action
+  for installing and configuring Poetry.
+
+##### Invoke tasks
+
+The workflow's checks and linters are specified with [Invoke](https://www.pyinvoke.org/) tasks,
+defined in a tasks.py file.
+
+Invoke tasks can be executed directly from the terminal, using the `inv` (or `invoke`)
+command line tool.
+
+For guidance on the available Invoke tasks, execute the following command in the terminal:
+
+```cmd
+inv --list
+```
+
+Use the `-h` (or `--help`) argument for help about a particular Invoke task. For example:
+
+```cmd
+inv lint -h
+```
+
+##### CI check: Testing
+
+Code changes are tested with the [Pytest](https://github.com/pytest-dev/pytest) package.
+
+The CI check is executed with the following Invoke task:
+
+```cmd
+inv test -c
+```
+
+##### CI check: Code formatting
+
+Linters are used to check that the code is properly formatted:
+
+- [Isort](https://github.com/timothycrosley/isort) for the imports section
+- [Darglint](https://github.com/terrencepreilly/darglint) for the docstrings description
+- [Black](https://github.com/psf/black) for the main code
+- [Pymarkdown](https://github.com/jackdewinter/pymarkdown) for the markdown file README.md
+
+The CI check is executed with the following Invoke task:
+
+```cmd
+inv lint -c
+```
+
+If the CI check fails, execute the following command in the terminal:
+
+```cmd
+inv lint
+```
+
+This command fixes the parts of the code that should be reformatted. Adding the `-c` (or
+`--check`) optional argument instructs the command to only _check_ if parts of the code should be
+reformatted, without applying any actual changes.
+
+#### Workflow: Package publisher
+
+The package publisher workflow checks the validity of package version updates, creates version
+tags, and publishes package updates to PyPI.
+
+##### Checking version updates
+
+The workflow enforces version control:
+
+- The version number is specified via the `version` field in the pyproject.toml file.
+- The version number needs to be updated with every new master commit. If the version is not
+  updated, the GitHub workflow will fail.
+- Version numbers should follow semantic versioning (i.e. `X.Y.Z`). That is:
+  - `X` increments represent major, non-backward compatible updates.
+  - `Y` increments represent minor, backward compatible functionality updates.
+  - `Z` increments represent patch/bugfix, backward compatible updates.
+
+##### Creating version tags
+
+If the new package version is valid, the workflow automatically creates a new tag for every new
+master commit.
+
+##### Publishing package updates to PyPI
+
+The workflow automatically publishes every new master commit to
+[PyPI](https://pypi.org/project/detquantlib/).
+
+### Release notes
+
+When deemed necessary (especially in case of major updates), developers can document code
+changes in dedicated GitHub release notes.
+
+Release notes can be created via <https://github.com/Dynamic-Energy-Trading/detquantlib/releases.>
+
+In any case, all codes changes should always be properly described/documented in GitHub issues
+and/or pull requests.
+

detquantlib-2.1.1/README.md

@@ -0,0 +1,164 @@
+# DET Quant Library
+
+## Table of contents
+
+<!--TOC-->
+
+- [DET Quant Library](#det-quant-library)
+  - [Table of contents](#table-of-contents)
+  - [General overview](#general-overview)
+  - [Configuration](#configuration)
+    - [Dependencies](#dependencies)
+      - [Dependency manager](#dependency-manager)
+      - [Dependabot](#dependabot)
+    - [GitHub actions](#github-actions)
+      - [Workflow: Continuous integration (CI)](#workflow-continuous-integration-ci)
+        - [Invoke tasks](#invoke-tasks)
+        - [CI check: Testing](#ci-check-testing)
+        - [CI check: Code formatting](#ci-check-code-formatting)
+      - [Workflow: Package publisher](#workflow-package-publisher)
+        - [Checking version updates](#checking-version-updates)
+        - [Creating version tags](#creating-version-tags)
+        - [Publishing package updates to PyPI](#publishing-package-updates-to-pypi)
+    - [Release notes](#release-notes)
+
+<!--TOC-->
+
+## General overview
+
+The DET Quant Library is an internal library containing functions and classes that can be used
+across Quant models.
+
+## Configuration
+
+### Dependencies
+
+#### Dependency manager
+
+Project dependencies are managed by [Poetry](https://python-poetry.org/).
+
+The project follows the standard Poetry structure:
+
+```
+detquantlib
+├── pyproject.toml
+├── README.md
+├── detquantlib
+│   └── __init__.py
+└── tests
+    └── __init__.py
+```
+
+#### Dependabot
+
+Automated dependency updates are executed with
+[Dependabot](https://docs.github.com/en/code-security/dependabot).
+
+### GitHub actions
+
+The project's CI/CD pipeline is enforced with [GitHub actions](https://docs.github.com/en/actions)
+workflows.
+
+#### Workflow: Continuous integration (CI)
+
+The continuous integration (CI) workflow runs tests to check the integrity of the codebase's
+content, and linters to check the consistency of its format.
+
+The workflow was inspired by the following preconfigured templates:
+
+- [Python package](https://github.com/actions/starter-workflows/blob/main/ci/python-package.yml):
+  A general workflow template for Python packages.
+- [Poetry action](https://github.com/marketplace/actions/install-poetry-action): A GitHub action
+  for installing and configuring Poetry.
+
+##### Invoke tasks
+
+The workflow's checks and linters are specified with [Invoke](https://www.pyinvoke.org/) tasks,
+defined in a tasks.py file.
+
+Invoke tasks can be executed directly from the terminal, using the `inv` (or `invoke`)
+command line tool.
+
+For guidance on the available Invoke tasks, execute the following command in the terminal:
+
+```cmd
+inv --list
+```
+
+Use the `-h` (or `--help`) argument for help about a particular Invoke task. For example:
+
+```cmd
+inv lint -h
+```
+
+##### CI check: Testing
+
+Code changes are tested with the [Pytest](https://github.com/pytest-dev/pytest) package.
+
+The CI check is executed with the following Invoke task:
+
+```cmd
+inv test -c
+```
+
+##### CI check: Code formatting
+
+Linters are used to check that the code is properly formatted:
+
+- [Isort](https://github.com/timothycrosley/isort) for the imports section
+- [Darglint](https://github.com/terrencepreilly/darglint) for the docstrings description
+- [Black](https://github.com/psf/black) for the main code
+- [Pymarkdown](https://github.com/jackdewinter/pymarkdown) for the markdown file README.md
+
+The CI check is executed with the following Invoke task:
+
+```cmd
+inv lint -c
+```
+
+If the CI check fails, execute the following command in the terminal:
+
+```cmd
+inv lint
+```
+
+This command fixes the parts of the code that should be reformatted. Adding the `-c` (or
+`--check`) optional argument instructs the command to only _check_ if parts of the code should be
+reformatted, without applying any actual changes.
+
+#### Workflow: Package publisher
+
+The package publisher workflow checks the validity of package version updates, creates version
+tags, and publishes package updates to PyPI.
+
+##### Checking version updates
+
+The workflow enforces version control:
+
+- The version number is specified via the `version` field in the pyproject.toml file.
+- The version number needs to be updated with every new master commit. If the version is not
+  updated, the GitHub workflow will fail.
+- Version numbers should follow semantic versioning (i.e. `X.Y.Z`). That is:
+  - `X` increments represent major, non-backward compatible updates.
+  - `Y` increments represent minor, backward compatible functionality updates.
+  - `Z` increments represent patch/bugfix, backward compatible updates.
+
+##### Creating version tags
+
+If the new package version is valid, the workflow automatically creates a new tag for every new
+master commit.
+
+##### Publishing package updates to PyPI
+
+The workflow automatically publishes every new master commit to
+[PyPI](https://pypi.org/project/detquantlib/).
+
+### Release notes
+
+When deemed necessary (especially in case of major updates), developers can document code
+changes in dedicated GitHub release notes.
+
+Release notes can be created via <https://github.com/Dynamic-Energy-Trading/detquantlib/releases.>
+
+In any case, all codes changes should always be properly described/documented in GitHub issues
+and/or pull requests.

{detquantlib-2.0.6 → detquantlib-2.1.1}/detquantlib/figures/plotly_figures.py

@@ -62,6 +62,35 @@ def save_plotly_fig_to_json(
         f.write(fig_json)
 
 
+def save_plotly_fig_to_html(
+    fig: go.Figure,
+    filename: str,
+    folder_dir: Path = get_default_plotly_folder_dir(),
+    standard_layout: bool = True,
+):
+    """
+    Saves a plotly figure object to an html file.
+
+    Args:
+        fig: Plotly figure
+        filename: Name of html file in which plotly figure will be saved
+        folder_dir: Folder directory where the html file will be saved
+        standard_layout: If true, enforces a standard plotly layout
+    """
+    # Create plotly folder if it doesn't exist yet
+    folder_dir.mkdir(parents=True, exist_ok=True)
+
+    # Define html file directory
+    file_dir = folder_dir.joinpath(f"{filename}.html")
+
+    # Adjust figure layout
+    if standard_layout:
+        fig = set_standard_layout(fig)
+
+    # Save figure to html
+    fig.write_html(file_dir)
+
+
 def show_plotly_fig_json(filename: str, folder_dir: Path = get_default_plotly_folder_dir()):
     """
     Short helper function to display a plotly figure stored in a json file.

{detquantlib-2.0.6 → detquantlib-2.1.1}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "detquantlib"
-version = "2.0.6"
+version = "2.1.1"
 description = "An internal library containing functions and classes that can be used across Quant models."
 authors = ["DET"]
 readme = "README.md"
@@ -27,13 +27,14 @@ darglint = "^1.8.1"
 isort = "^6.0.1"
 colorama = "^0.4.6"
 pymarkdownlnt = "^0.9.26"
+md-toc = "^9.0.0"
 
 [build-system]
 requires = ["poetry-core>=2.0.0,<3.0.0"]
 build-backend = "poetry.core.masonry.api"
 
 [tool.isort]
-multi_line_output = 5
+multi_line_output = 3
 include_trailing_comma = true
 line_length = 99
 force_grid_wrap = 0

detquantlib-2.0.6/PKG-INFO

@@ -1,143 +0,0 @@
-Metadata-Version: 2.3
-Name: detquantlib
-Version: 2.0.6
-Summary: An internal library containing functions and classes that can be used across Quant models.
-Author: DET
-Requires-Python: >=3.10,<4.0
-Classifier: Programming Language :: Python :: 3
-Classifier: Programming Language :: Python :: 3.10
-Classifier: Programming Language :: Python :: 3.11
-Classifier: Programming Language :: Python :: 3.12
-Classifier: Programming Language :: Python :: 3.13
-Requires-Dist: numpy (>=2.2.4,<3.0.0)
-Requires-Dist: pandas (>=2.2.3,<3.0.0)
-Requires-Dist: paramiko (>=3.5.1,<4.0.0)
-Requires-Dist: plotly (>=6.0.1,<7.0.0)
-Requires-Dist: pyodbc (>=5.2.0,<6.0.0)
-Project-URL: Repository, https://github.com/Dynamic-Energy-Trading/detquantlib
-Description-Content-Type: text/markdown
-
-# DET Quant Library
-
-The DET Quant Library is an internal library containing functions and classes that can be used
-across Quant models.
-
-## Instructions
-
-#### Version control
-
-- This repository contains a version control workflow.
-- The version number is specified via the `version` field in the pyproject.toml file.
-- The version number needs to be updated with every new master commit. If the version is not
-  updated, the GitHub workflow will fail.
-- Version numbers should follow semantic versioning (i.e. `X.Y.Z`). That is:
-  - `X` increments represent major, non-backward compatible updates.
-  - `Y` increments represent minor, backward compatible functionality updates.
-  - `Z` increments represent patch/bugfix, backward compatible updates.
-
-#### Release notes
-
-- When deemed necessary (especially in case of major updates), developers can document code
-  changes in dedicated GitHub release notes.
-- Release notes can be created via
-  <https://github.com/Dynamic-Energy-Trading/detquantlib/releases.>
-- In any case, all codes changes should always be properly described/documented in GitHub
-  issues and/or pull requests.
-
-## Development settings
-
-### Dependency management
-
-Project dependencies are managed by [Poetry](https://python-poetry.org/).
-
-The project follows the standard Poetry structure:
-
-```
-project
-├── pyproject.toml
-├── README.md
-├── src
-│   └── __init__.py
-└── tests
-    └── __init__.py
-```
-
-### Dependency updates
-
-This project is executing automated dependency updates using
-[Dependabot with GitHub actions](https://docs.github.com/en/code-security/dependabot/working-with-dependabot/automating-dependabot-with-github-actions).
-
-### Invoke development tasks
-
-Development tasks are defined with the [Invoke](https://www.pyinvoke.org/) package.
-
-#### What is Invoke?
-
-Invoke provides a clean, high level API for running shell commands and defining/organizing task
-functions from a tasks.py file.
-
-#### How to run development tasks?
-
-Development tasks can be executed directly from the terminal, using the `inv` (or `invoke`)
-command line tool.
-
-For guidance on the available Invoke development tasks, execute the following command in the
-terminal:
-
-```cmd
-inv --list
-```
-
-Use the `-h` (or `--help`) argument for help about a particular development task. For example:
-
-```cmd
-inv lint -h
-```
-
-### CI/CD process
-
-This project is executing CI checks using [GitHub actions](https://docs.github.com/en/actions)
-workflows.
-
-The GitHub workflow defined in this project was inspired by the following preconfigured templates:
-
-- [Python package](https://github.com/actions/starter-workflows/blob/main/ci/python-package.yml):
-  A general workflow template for Python packages.
-- [Poetry action](https://github.com/marketplace/actions/install-poetry-action): A GitHub action
-  for installing and configuring Poetry.
-
-#### CI check: Testing
-
-Code changes are tested with the [Pytest](https://github.com/pytest-dev/pytest) package.
-
-The CI check is executed with the following the development task:
-
-```cmd
-inv test -c
-```
-
-#### CI check: Code formatting
-
-Linters are used to check that the code is properly formatted:
-
-- [Isort](https://github.com/timothycrosley/isort) for the imports section
-- [Darglint](https://github.com/terrencepreilly/darglint) for the docstrings description
-- [Black](https://github.com/psf/black) for the main code
-- [Pymarkdown](https://github.com/jackdewinter/pymarkdown) for the markdown file README.md
-
-The CI check is executed with the following development task:
-
-```cmd
-inv lint -c
-```
-
-If the CI check fails, execute the following command in the terminal:
-
-```cmd
-inv lint
-```
-
-This command fixes the parts of the code that should be reformatted. Adding the `-c` (or
-`--check`) optional argument instructs the command to only _check_ if parts of the code should be
-reformatted, without applying any actual changes.
-

detquantlib-2.0.6/README.md

@@ -1,123 +0,0 @@
-# DET Quant Library
-
-The DET Quant Library is an internal library containing functions and classes that can be used
-across Quant models.
-
-## Instructions
-
-#### Version control
-
-- This repository contains a version control workflow.
-- The version number is specified via the `version` field in the pyproject.toml file.
-- The version number needs to be updated with every new master commit. If the version is not
-  updated, the GitHub workflow will fail.
-- Version numbers should follow semantic versioning (i.e. `X.Y.Z`). That is:
-  - `X` increments represent major, non-backward compatible updates.
-  - `Y` increments represent minor, backward compatible functionality updates.
-  - `Z` increments represent patch/bugfix, backward compatible updates.
-
-#### Release notes
-
-- When deemed necessary (especially in case of major updates), developers can document code
-  changes in dedicated GitHub release notes.
-- Release notes can be created via
-  <https://github.com/Dynamic-Energy-Trading/detquantlib/releases.>
-- In any case, all codes changes should always be properly described/documented in GitHub
-  issues and/or pull requests.
-
-## Development settings
-
-### Dependency management
-
-Project dependencies are managed by [Poetry](https://python-poetry.org/).
-
-The project follows the standard Poetry structure:
-
-```
-project
-├── pyproject.toml
-├── README.md
-├── src
-│   └── __init__.py
-└── tests
-    └── __init__.py
-```
-
-### Dependency updates
-
-This project is executing automated dependency updates using
-[Dependabot with GitHub actions](https://docs.github.com/en/code-security/dependabot/working-with-dependabot/automating-dependabot-with-github-actions).
-
-### Invoke development tasks
-
-Development tasks are defined with the [Invoke](https://www.pyinvoke.org/) package.
-
-#### What is Invoke?
-
-Invoke provides a clean, high level API for running shell commands and defining/organizing task
-functions from a tasks.py file.
-
-#### How to run development tasks?
-
-Development tasks can be executed directly from the terminal, using the `inv` (or `invoke`)
-command line tool.
-
-For guidance on the available Invoke development tasks, execute the following command in the
-terminal:
-
-```cmd
-inv --list
-```
-
-Use the `-h` (or `--help`) argument for help about a particular development task. For example:
-
-```cmd
-inv lint -h
-```
-
-### CI/CD process
-
-This project is executing CI checks using [GitHub actions](https://docs.github.com/en/actions)
-workflows.
-
-The GitHub workflow defined in this project was inspired by the following preconfigured templates:
-
-- [Python package](https://github.com/actions/starter-workflows/blob/main/ci/python-package.yml):
-  A general workflow template for Python packages.
-- [Poetry action](https://github.com/marketplace/actions/install-poetry-action): A GitHub action
-  for installing and configuring Poetry.
-
-#### CI check: Testing
-
-Code changes are tested with the [Pytest](https://github.com/pytest-dev/pytest) package.
-
-The CI check is executed with the following the development task:
-
-```cmd
-inv test -c
-```
-
-#### CI check: Code formatting
-
-Linters are used to check that the code is properly formatted:
-
-- [Isort](https://github.com/timothycrosley/isort) for the imports section
-- [Darglint](https://github.com/terrencepreilly/darglint) for the docstrings description
-- [Black](https://github.com/psf/black) for the main code
-- [Pymarkdown](https://github.com/jackdewinter/pymarkdown) for the markdown file README.md
-
-The CI check is executed with the following development task:
-
-```cmd
-inv lint -c
-```
-
-If the CI check fails, execute the following command in the terminal:
-
-```cmd
-inv lint
-```
-
-This command fixes the parts of the code that should be reformatted. Adding the `-c` (or
-`--check`) optional argument instructs the command to only _check_ if parts of the code should be
-reformatted, without applying any actual changes.