detquantlib 3.0.0__tar.gz → 3.0.2__tar.gz

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.
Files changed (14) hide show
  1. {detquantlib-3.0.0 → detquantlib-3.0.2}/PKG-INFO +39 -3
  2. {detquantlib-3.0.0 → detquantlib-3.0.2}/README.md +38 -2
  3. detquantlib-3.0.2/detquantlib/data/__init__.py +5 -0
  4. {detquantlib-3.0.0 → detquantlib-3.0.2}/detquantlib/dates/dates.py +3 -3
  5. {detquantlib-3.0.0 → detquantlib-3.0.2}/detquantlib/tradable_products/tradable_products.py +6 -13
  6. {detquantlib-3.0.0 → detquantlib-3.0.2}/pyproject.toml +1 -1
  7. {detquantlib-3.0.0 → detquantlib-3.0.2}/LICENSE.txt +0 -0
  8. {detquantlib-3.0.0 → detquantlib-3.0.2}/detquantlib/__init__.py +0 -0
  9. {detquantlib-3.0.0 → detquantlib-3.0.2}/detquantlib/data/databases/detdatabase.py +0 -0
  10. {detquantlib-3.0.0 → detquantlib-3.0.2}/detquantlib/data/entsoe/entsoe.py +0 -0
  11. {detquantlib-3.0.0 → detquantlib-3.0.2}/detquantlib/data/sftp/sftp.py +0 -0
  12. {detquantlib-3.0.0 → detquantlib-3.0.2}/detquantlib/figures/plotly_figures.py +0 -0
  13. {detquantlib-3.0.0 → detquantlib-3.0.2}/detquantlib/stats/data_analysis.py +0 -0
  14. {detquantlib-3.0.0 → detquantlib-3.0.2}/detquantlib/utils/utils.py +0 -0
{detquantlib-3.0.0 → detquantlib-3.0.2}/PKG-INFO RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.3
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  Name: detquantlib
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- Version: 3.0.0
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+ Version: 3.0.2
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  Summary: An internal library containing functions and classes that can be used across Quant models.
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  Author: DET
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  Requires-Python: >=3.10,<4.0
@@ -25,7 +25,9 @@ Description-Content-Type: text/markdown
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  - [DET Quant Library](#det-quant-library)
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  - [Table of contents](#table-of-contents)
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- - [General overview](#general-overview)
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+ - [Overview](#overview)
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+ - [Exposed symbols](#exposed-symbols)
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+ - [List of exposed symbols](#list-of-exposed-symbols)
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  - [Configuration](#configuration)
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  - [Dependencies](#dependencies)
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  - [Dependency manager](#dependency-manager)
@@ -43,11 +45,45 @@ Description-Content-Type: text/markdown
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  <!--TOC-->
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- ## General overview
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+ ## Overview
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  The DET Quant Library is an internal library containing functions and classes that can be used
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  across Quant models.
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+ ## Exposed symbols
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+
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+ Some of the package's symbols (i.e. functions, classes, modules, etc.) are exposed via
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+ `__init__.py` files. They can therefore be imported with a more concise notation that does not
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+ require specifying their full path.
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+
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+ This section references all exposed symbols, and for each one of them, provides an exhaustive
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+ list of the ways they can be imported.
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+
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+ Note: The list below is auto-generated and can be udpated with the following command in the
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+ terminal:
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+
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+ ```cmd
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+ poetry run python docs.py
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+ ```
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+
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+ ### List of exposed symbols
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+
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+ <!-- START EXPOSED SYMBOLS AUTO-GENERATED -->
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+
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+ Classes:
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+
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+ - `DetDatabase`:
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+ - `from detquantlib.data import DetDatabase`
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+ - `from detquantlib.data.databases.detdatabase import DetDatabase`
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+ - `Entsoe`:
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+ - `from detquantlib.data import Entsoe`
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+ - `from detquantlib.data.entsoe.entsoe import Entsoe`
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+ - `Sftp`:
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+ - `from detquantlib.data import Sftp`
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+ - `from detquantlib.data.sftp.sftp import Sftp`
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+
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+ <!-- END EXPOSED SYMBOLS AUTO-GENERATED -->
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+
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  ## Configuration
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  ### Dependencies
{detquantlib-3.0.0 → detquantlib-3.0.2}/README.md RENAMED
@@ -6,7 +6,9 @@
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  - [DET Quant Library](#det-quant-library)
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  - [Table of contents](#table-of-contents)
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- - [General overview](#general-overview)
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+ - [Overview](#overview)
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+ - [Exposed symbols](#exposed-symbols)
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+ - [List of exposed symbols](#list-of-exposed-symbols)
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  - [Configuration](#configuration)
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  - [Dependencies](#dependencies)
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  - [Dependency manager](#dependency-manager)
@@ -24,11 +26,45 @@
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  <!--TOC-->
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- ## General overview
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+ ## Overview
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  The DET Quant Library is an internal library containing functions and classes that can be used
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  across Quant models.
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+ ## Exposed symbols
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+
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+ Some of the package's symbols (i.e. functions, classes, modules, etc.) are exposed via
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+ `__init__.py` files. They can therefore be imported with a more concise notation that does not
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+ require specifying their full path.
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+
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+ This section references all exposed symbols, and for each one of them, provides an exhaustive
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+ list of the ways they can be imported.
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+
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+ Note: The list below is auto-generated and can be udpated with the following command in the
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+ terminal:
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+
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+ ```cmd
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+ poetry run python docs.py
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+ ```
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+
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+ ### List of exposed symbols
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+
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+ <!-- START EXPOSED SYMBOLS AUTO-GENERATED -->
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+
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+ Classes:
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+
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+ - `DetDatabase`:
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+ - `from detquantlib.data import DetDatabase`
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+ - `from detquantlib.data.databases.detdatabase import DetDatabase`
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+ - `Entsoe`:
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+ - `from detquantlib.data import Entsoe`
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+ - `from detquantlib.data.entsoe.entsoe import Entsoe`
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+ - `Sftp`:
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+ - `from detquantlib.data import Sftp`
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+ - `from detquantlib.data.sftp.sftp import Sftp`
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+
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+ <!-- END EXPOSED SYMBOLS AUTO-GENERATED -->
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+
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  ## Configuration
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  ### Dependencies
detquantlib-3.0.2/detquantlib/data/__init__.py ADDED
@@ -0,0 +1,5 @@
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+ from .databases.detdatabase import DetDatabase
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+ from .entsoe.entsoe import Entsoe
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+ from .sftp.sftp import Sftp
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+
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+ __all__ = ["DetDatabase", "Entsoe", "Sftp"]
{detquantlib-3.0.0 → detquantlib-3.0.2}/detquantlib/dates/dates.py RENAMED
@@ -78,8 +78,8 @@ def calc_months_diff(
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  date and end date, irrespective of the day. For example, suppose that start date
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  is 15-Jan-2025 and end date is 3-Mar-2025. Then, the month difference between
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  Jan-2025 and Mar-2025 is 2.
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- - diff_method="time": Counts the month difference, accounting the day and time of the
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- start and end dates. For example:
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+ - diff_method="time": Counts the month difference, accounting for the day and time
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+ of the start and end dates. For example:
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  - Suppose that start date is 15-Jan-2025 and end date is 3-Mar-2025. Then:
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  - start date + 1 months = 15-Feb-2025
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  - start date + 2 months = 15-Mar-2025
@@ -103,7 +103,7 @@ def calc_months_diff(
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  ValueError: Raises an error when the input argument 'diff_method' is invalid
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  """
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  # Input validation
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- if end_date < start_date:
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+ if end_date < start_date and diff_method != "month":
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  raise ValueError("End date cannot be smaller than start date.")
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  # Calculate month difference
{detquantlib-3.0.0 → detquantlib-3.0.2}/detquantlib/tradable_products/tradable_products.py RENAMED
@@ -34,13 +34,6 @@ def convert_delivery_start_date_to_maturity(
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  # Make input product string lower case only
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  product = product.lower()
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- # Validate input dates
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- if delivery_start_date < trading_date:
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- raise ValueError(
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- "Input argument 'delivery_start_date' cannot be smaller than input argument "
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- "'trading_date'."
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- )
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-
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  if product == "month":
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  maturity = calc_months_diff(
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  start_date=trading_date,
@@ -49,13 +42,13 @@ def convert_delivery_start_date_to_maturity(
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  )
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  elif product == "quarter":
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- quarter = pd.Timestamp(trading_date).quarter
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- year_start_date = datetime(trading_date.year, 1, 1)
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- trading_quarter_start_date = year_start_date + relativedelta(months=((quarter - 1) * 3))
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+ trading_quarter_start_date = convert_maturity_to_delivery_start_date(
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+ trading_date=trading_date, maturity=0, product="quarter"
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+ )
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- quarter = pd.Timestamp(delivery_start_date).quarter
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- year_start_date = datetime(delivery_start_date.year, 1, 1)
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- delivery_quarter_start_date = year_start_date + relativedelta(months=((quarter - 1) * 3))
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+ delivery_quarter_start_date = convert_maturity_to_delivery_start_date(
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+ trading_date=delivery_start_date, maturity=0, product="quarter"
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+ )
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  months_diff = calc_months_diff(
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  start_date=trading_quarter_start_date,
{detquantlib-3.0.0 → detquantlib-3.0.2}/pyproject.toml RENAMED
@@ -1,6 +1,6 @@
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  [tool.poetry]
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  name = "detquantlib"
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- version = "3.0.0"
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+ version = "3.0.2"
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  description = "An internal library containing functions and classes that can be used across Quant models."
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  authors = ["DET"]
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  readme = "README.md"
{detquantlib-3.0.0 → detquantlib-3.0.2}/LICENSE.txt RENAMED
File without changes