finalytics 0.4.2__tar.gz → 0.5.0__tar.gz

{finalytics-0.4.2 → finalytics-0.5.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: finalytics
-Version: 0.4.2
+Version: 0.5.0
 Classifier: Programming Language :: Rust
 Classifier: Programming Language :: Python :: Implementation :: CPython
 Classifier: Programming Language :: Python :: Implementation :: PyPy
@@ -9,6 +9,7 @@ Requires-Dist: pyarrow ==14.0.0
 Requires-Dist: plotly ==5.22.0
 Requires-Dist: notebook >=5.3
 Requires-Dist: ipywidgets >=7.5
+Requires-Dist: numpy <2
 Requires-Python: >=3.7
 Description-Content-Type: text/markdown; charset=UTF-8; variant=GFM
 
@@ -32,39 +33,38 @@ This is a python binding for [Finalytics Rust Library](https://github.com/Nnamdi
 pip install finalytics
 ```
 
-## Documentation
+## Example
 
-View Library documentation on readthedocs [here](https://finalytics.readthedocs.io/en/latest/)
-
-
-### Security Analysis
+View the [documentation](https://nnamdi.quarto.pub/finalytics/) for more information.
 
 ```python
-from finalytics import Ticker
+from finalytics import Tickers
 
-ticker = Ticker(symbol="AAPL",
-                start="2023-01-01",
-                end="2023-10-31",
-                interval="1d",
-                confidence_level=0.95,
-                risk_free_rate=0.02)
+# Instantiate a Multiple Ticker Object
+tickers = Tickers(symbols=["NVDA", "GOOG", "AAPL", "MSFT", "BTC-USD"],
+                  start_date="2020-01-01",
+                  end_date="2024-01-01",
+                  interval="1d",
+                  confidence_level=0.95,
+                  risk_free_rate=0.02)
 
-print(ticker.performance_stats())
-ticker.performance_chart().show()
-```
+# Calculate the Performance Statistics of all the Tickers
+print(tickers.performance_stats())
 
-### Portfolio Optimization
+# Display the Security Analysis Charts
+tickers.returns_chart().show()
+tickers.returns_matrix().show()
 
-```python
-from finalytics import Portfolio
+# Perform Portfolio Optimization
+portfolio = tickers.optimize()
+print(portfolio.optimization_results())
 
-portfolio = Portfolio(ticker_symbols=["AAPL", "GOOG", "MSFT", "BTC-USD"],
-                      benchmark_symbol="^GSPC", start_date="2020-01-01", end_date="2022-01-01", interval="1d",
-                      confidence_level=0.95, risk_free_rate=0.02, max_iterations=1000,
-                      objective_function="max_sharpe")
+# Display the Portfolio Optimization Charts
+portfolio.optimization_chart().show()
+portfolio.performance_chart().show()
+portfolio.asset_returns_chart().show()
+portfolio.performance_stats_table().show()
 
-print(portfolio.get_optimization_results())
-portfolio.portfolio_chart("performance").show()
 ```
 
 

finalytics-0.5.0/README.md

@@ -0,0 +1,135 @@
+![Finalytics](https://github.com/Nnamdi-sys/finalytics/raw/main/logo-color.png)
+
+[![Crates.io](https://img.shields.io/crates/v/finalytics)](https://crates.io/crates/finalytics)
+[![Docs.rs](https://docs.rs/finalytics/badge.svg)](https://docs.rs/finalytics/)
+![License](https://img.shields.io/crates/l/finalytics)
+[![Homepage](https://img.shields.io/badge/homepage-finalytics.rs-blue)](https://finalytics.rs/)
+[![CodeFactor](https://www.codefactor.io/repository/github/nnamdi-sys/finalytics/badge)](https://www.codefactor.io/repository/github/nnamdi-sys/finalytics)
+
+**Finalytics** is a Rust library designed for retrieving financial data and performing security analysis and portfolio optimization.
+
+## Installation
+
+Add the following to your `Cargo.toml` file:
+
+```toml
+[dependencies]
+finalytics = "*"
+```
+
+Or run the following command:
+
+```bash
+cargo install finalytics
+```
+
+## Example
+
+View the [documentation](https://docs.rs/finalytics/) for more information.
+
+```rust
+use std::error::Error;
+use finalytics::prelude::*;
+
+#[tokio::main]
+async fn main() -> Result<(), Box<dyn Error>> {
+
+    // Instantiate a Multiple Ticker Object
+    let ticker_symbols = Vec::from(["NVDA", "GOOG", "AAPL", "MSFT", "BTC-USD"]);
+
+    let tickers = TickersBuilder::new()
+        .tickers(ticker_symbols)
+        .start_date("2020-01-01")
+        .end_date("2024-01-01")
+        .interval(Interval::OneDay)
+        .benchmark_symbol("^GSPC")
+        .confidence_level(0.95)
+        .risk_free_rate(0.02)
+        .build();
+
+    // Calculate the Performance Statistics of all the Tickers
+    let performance_stats = tickers.performance_stats().await?;
+    println!("{:?}", performance_stats);
+
+    // Display the Security Analysis Charts
+    tickers.returns_chart(None, None).await?.show();
+    tickers.returns_matrix(None, None).await?.show();
+    
+    // Perform a Portfolio Optimization
+    let portfolio = tickers.optimize_portfolio(ObjectiveFunction::MaxSharpe).await?;
+    println!("{:?}", portfolio.performance_stats);
+
+    // Display the Portfolio Optimization Charts
+    portfolio.performance_stats_table(None, None)?.show();
+    portfolio.optimization_chart(None, None)?.show();
+    portfolio.performance_chart(None, None)?.show();
+    portfolio.asset_returns_chart(None, None)?.show();
+
+    Ok(())
+}
+```
+
+
+## Python Binding
+
+[![pypi](https://img.shields.io/pypi/v/finalytics)](https://pypi.org/project/finalytics/)
+![License](https://img.shields.io/crates/l/finalytics)
+[![Homepage](https://img.shields.io/badge/homepage-finalytics.rs-blue)](https://finalytics.rs/)
+[![Documentation Status](https://img.shields.io/badge/docs-quarto-blue)](https://nnamdi.quarto.pub/finalytics/)
+![Platform](https://img.shields.io/badge/Platform-Windows%20%7C%20Linux%20%7C%20MacOS-brightgreen)
+![Python Version](https://img.shields.io/badge/Python-3.7%20%7C%203.8%20%7C%203.9%20%7C%203.10%20%7C%203.11%20%7C%203.12-blue)
+![PePy](https://static.pepy.tech/personalized-badge/finalytics?period=total&units=international_system&left_color=black&right_color=blue&left_text=Downloads)
+
+
+## Installation
+
+```bash
+pip install finalytics
+```
+
+## Example
+
+View the [documentation](https://nnamdi.quarto.pub/finalytics/) for more information.
+
+```python
+from finalytics import Tickers
+
+# Instantiate a Multiple Ticker Object
+tickers = Tickers(symbols=["NVDA", "GOOG", "AAPL", "MSFT", "BTC-USD"],
+                  start_date="2020-01-01",
+                  end_date="2024-01-01",
+                  interval="1d",
+                  confidence_level=0.95,
+                  risk_free_rate=0.02)
+
+# Calculate the Performance Statistics of all the Tickers
+print(tickers.performance_stats())
+
+# Display the Security Analysis Charts
+tickers.returns_chart().show()
+tickers.returns_matrix().show()
+
+# Perform Portfolio Optimization
+portfolio = tickers.optimize()
+print(portfolio.optimization_results())
+
+# Display the Portfolio Optimization Charts
+portfolio.optimization_chart().show()
+portfolio.performance_chart().show()
+portfolio.asset_returns_chart().show()
+portfolio.performance_stats_table().show()
+
+```
+
+
+## Sample Applications
+
+<h3><a href="https://finalytics.rs/ticker">Ticker Charts Viewer</a></h3>
+
+This sample application allows you to perform security analysis based on the Finalytics Library.
+
+<h3><a href="https://finalytics.rs/portfolio">Portfolio Charts Viewer</a></h3>
+
+This sample application enables you to perform portfolio optimization based on the Finalytics Library.
+
+

{finalytics-0.4.2 → finalytics-0.5.0}/pyproject.toml

@@ -10,7 +10,7 @@ classifiers = [
     "Programming Language :: Python :: Implementation :: CPython",
     "Programming Language :: Python :: Implementation :: PyPy",
 ]
-dependencies = ["polars==0.19.12", "pyarrow==14.0.0", "plotly==5.22.0", "notebook>=5.3", "ipywidgets>=7.5"]
+dependencies = ["polars==0.19.12", "pyarrow==14.0.0", "plotly==5.22.0", "notebook>=5.3", "ipywidgets>=7.5", "numpy<2"]
 
 [tool]
 

{finalytics-0.4.2 → finalytics-0.5.0}/python/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "finalytics-py"
-version = "0.4.2"
+version = "0.5.0"
 edition = "2021"
 readme = "README.md"
 
@@ -9,8 +9,8 @@ name = "finalytics"
 crate-type = ["cdylib"]
 
 [dependencies]
-finalytics = { path = "../finalytics", features = ["kaleido"] }
+finalytics = { path = "../rust", features = ["kaleido"] }
 polars = "0.41.3"
 tokio = { version = "1.32.0", features = ["full"] }
-pyo3 = { version = "0.20.0", features = ["extension-module", "generate-import-lib"] }
+pyo3 = { version = "0.22.2", features = ["extension-module", "generate-import-lib", "gil-refs"] }
 plotly = "0.9.0"

{finalytics-0.4.2 → finalytics-0.5.0}/python/README.md

@@ -18,39 +18,38 @@ This is a python binding for [Finalytics Rust Library](https://github.com/Nnamdi
 pip install finalytics
 ```
 
-## Documentation
+## Example
 
-View Library documentation on readthedocs [here](https://finalytics.readthedocs.io/en/latest/)
-
-
-### Security Analysis
+View the [documentation](https://nnamdi.quarto.pub/finalytics/) for more information.
 
 ```python
-from finalytics import Ticker
+from finalytics import Tickers
 
-ticker = Ticker(symbol="AAPL",
-                start="2023-01-01",
-                end="2023-10-31",
-                interval="1d",
-                confidence_level=0.95,
-                risk_free_rate=0.02)
+# Instantiate a Multiple Ticker Object
+tickers = Tickers(symbols=["NVDA", "GOOG", "AAPL", "MSFT", "BTC-USD"],
+                  start_date="2020-01-01",
+                  end_date="2024-01-01",
+                  interval="1d",
+                  confidence_level=0.95,
+                  risk_free_rate=0.02)
 
-print(ticker.performance_stats())
-ticker.performance_chart().show()
-```
+# Calculate the Performance Statistics of all the Tickers
+print(tickers.performance_stats())
 
-### Portfolio Optimization
+# Display the Security Analysis Charts
+tickers.returns_chart().show()
+tickers.returns_matrix().show()
 
-```python
-from finalytics import Portfolio
+# Perform Portfolio Optimization
+portfolio = tickers.optimize()
+print(portfolio.optimization_results())
 
-portfolio = Portfolio(ticker_symbols=["AAPL", "GOOG", "MSFT", "BTC-USD"],
-                      benchmark_symbol="^GSPC", start_date="2020-01-01", end_date="2022-01-01", interval="1d",
-                      confidence_level=0.95, risk_free_rate=0.02, max_iterations=1000,
-                      objective_function="max_sharpe")
+# Display the Portfolio Optimization Charts
+portfolio.optimization_chart().show()
+portfolio.performance_chart().show()
+portfolio.asset_returns_chart().show()
+portfolio.performance_stats_table().show()
 
-print(portfolio.get_optimization_results())
-portfolio.portfolio_chart("performance").show()
 ```
 
 

finalytics-0.5.0/python/docs/_publish.yml

@@ -0,0 +1,4 @@
+- source: project
+  quarto-pub:
+    - id: 3ea6053c-0f8d-4a25-9a80-21b7d5365b23
+      url: 'https://nnamdi.quarto.pub/finalytics'

finalytics-0.5.0/python/docs/_quarto.yml

@@ -0,0 +1,21 @@
+project:
+  type: website
+
+website:
+  title: "Finalytics"
+  sidebar:
+    tools:
+      - icon: github
+        href: https://github.com/Nnamdi-sys/finalytics/tree/main
+    style: "docked"
+    search: true
+    contents:
+      - text: "Introduction"
+        href: index.qmd
+      - text: "Ticker Module"
+        href: ticker.qmd
+      - text: "Tickers Module"
+        href: tickers.qmd
+      - text: "Portfolio Module"
+        href: portfolio.qmd
+

finalytics-0.5.0/python/docs/index.qmd

@@ -0,0 +1,61 @@
+![](https://github.com/Nnamdi-sys/finalytics/raw/main/logo-color.png)
+
+[![pypi](https://img.shields.io/pypi/v/finalytics)](https://pypi.org/project/finalytics/)
+![License](https://img.shields.io/crates/l/finalytics)
+[![Homepage](https://img.shields.io/badge/homepage-finalytics.rs-blue)](https://finalytics.rs/)
+[![Documentation Status](https://img.shields.io/badge/docs-quarto-blue)](https://nnamdi.quarto.pub/finalytics/)
+![Platform](https://img.shields.io/badge/Platform-Windows%20%7C%20Linux%20%7C%20MacOS-brightgreen)
+![Python Version](https://img.shields.io/badge/Python-3.7%20%7C%203.8%20%7C%203.9%20%7C%203.10%20%7C%203.11%20%7C%203.12-blue)
+![PePy](https://static.pepy.tech/personalized-badge/finalytics?period=total&units=international_system&left_color=black&right_color=blue&left_text=Downloads)
+
+
+# Welcome to the Finalytics Documentation
+
+This is a python binding for [Finalytics Rust Library](https://github.com/Nnamdi-sys/finalytics) designed for retrieving financial data and performing security analysis and portfolio optimization.
+
+### Installation
+
+```bash
+pip install finalytics
+```
+
+### Documentation
+
+- [Ticker Module](ticker.qmd)
+- [Tickers Module](tickers.qmd)
+- [Portfolio Module](portfolio.qmd)
+
+
+### Example
+
+```python
+from finalytics import Tickers
+
+# Instantiate a Multiple Ticker Object
+tickers = Tickers(symbols=["NVDA", "GOOG", "AAPL", "MSFT", "BTC-USD"],
+                  start_date="2020-01-01",
+                  end_date="2024-01-01",
+                  interval="1d",
+                  confidence_level=0.95,
+                  risk_free_rate=0.02)
+
+# Calculate the Performance Statistics of all the Tickers
+print(tickers.performance_stats())
+
+# Display the Security Analysis Charts
+tickers.returns_chart().show()
+tickers.returns_matrix().show()
+
+# Perform Portfolio Optimization
+portfolio = tickers.optimize()
+print(portfolio.optimization_results())
+
+# Display the Portfolio Optimization Charts
+portfolio.optimization_chart().show()
+portfolio.performance_chart().show()
+portfolio.asset_returns_chart().show()
+portfolio.performance_stats_table().show()
+
+```
+
+

finalytics-0.5.0/python/docs/portfolio.qmd

@@ -0,0 +1,136 @@
+---
+title: Portfolio Module Documentation
+format:
+  html:
+    page-layout: full
+---
+
+### Portfolio
+
+A class representing a Portfolio object.
+
+
+<details>
+<summary>`__new__`</summary>
+
+Create a new Portfolio object.
+
+**Parameters:**
+
+- `ticker_symbols` (List[str]): List of ticker symbols in the portfolio.
+- `benchmark_symbol` (str): The ticker symbol of the benchmark.
+- `start_date` (str): The start date for historical data.
+- `end_date` (str): The end date for historical data.
+- `interval` (str): The interval for historical data.
+- `confidence_level` (float): The confidence level for risk calculations.
+- `risk_free_rate` (float): The risk-free rate for calculations.
+- `objective_function` (Optional[str]): The objective function for optimization.
+- `constraints` (Optional[List[Tuple[float, float]]]): Constraints for optimization.
+
+**Returns:**
+
+- `Portfolio`: A Portfolio object.
+
+**Example:**
+
+```{python}
+from finalytics import Portfolio
+
+portfolio = Portfolio(ticker_symbols=["AAPL", "GOOG", "MSFT", "NVDA", "BTC-USD"],
+                      benchmark_symbol="^GSPC",
+                      start_date="2020-01-01",
+                      end_date="2024-01-01",
+                      interval="1d",
+                      confidence_level=0.95,
+                      risk_free_rate=0.02,
+                      objective_function="max_sharpe",
+                      constraints=[(0, 1), (0, 1), (0, 1), (0, 1), (0,1)])
+```
+</details>
+
+
+<details>
+<summary>`optimization_results`</summary>
+
+Get the optimization results for the portfolio.
+
+**Returns:**
+
+- `dict`: Dictionary containing the portfolio optimization results.
+
+**Example:**
+
+```{python}
+optimization_results = portfolio.optimization_results()
+print(optimization_results)
+```
+</details>
+
+
+<details>
+<summary>`performance_stats_table`</summary>
+
+Display the performance stats table plot for the portfolio.
+
+**Parameters:**
+
+- `height` (Optional[int]): Optional height of the plot in pixels, defaults to None.
+- `width` (Optional[int]): Optional width of the plot in pixels, defaults to None.
+
+**Returns:**
+
+- `Plot`: Plot object containing the performance stats table.
+
+**Example:**
+
+```{python}
+performance_stats = portfolio.performance_stats_table()
+performance_stats.show()
+```
+</details>
+
+
+<details>
+<summary>`optimization_chart`</summary>
+
+Display the efficient frontier and allocation chart for the portfolio.
+
+**Parameters:**
+
+- `height` (Optional[int]): Optional height of the plot in pixels, defaults to None.
+- `width` (Optional[int]): Optional width of the plot in pixels, defaults to None.
+
+**Returns:**
+
+- `Plot`: Plot object containing the portfolio optimization chart.
+
+**Example:**
+
+```{python}
+optimization_chart = portfolio.optimization_chart()
+optimization_chart.show()
+```
+</details>
+
+
+<details>
+<summary>`performance_chart`</summary>
+
+Display the performance chart for the portfolio.
+
+**Parameters:**
+
+- `height` (Optional[int]): Optional height of the plot in pixels, defaults to None.
+- `width` (Optional[int]): Optional width of the plot in pixels, defaults to None.
+
+**Returns:**
+
+- `Plot`: Plot object containing the performance chart.
+
+**Example:**
+
+```{python}
+performance_chart = portfolio.performance_chart()
+performance_chart.show()
+```
+</details>