finalytics 0.8.3__tar.gz → 0.8.4__tar.gz

{finalytics-0.8.3 → finalytics-0.8.4}/Cargo.lock

@@ -418,18 +418,18 @@ checksum = "46c5e41b57b8bba42a04676d81cb89e9ee8e859a1a66f80a5a72e1cb76b34d43"
 
 [[package]]
 name = "bytemuck"
-version = "1.23.1"
+version = "1.23.2"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "5c76a5792e44e4abe34d3abf15636779261d45a7450612059293d1d2cfc63422"
+checksum = "3995eaeebcdf32f91f980d360f78732ddc061097ab4e39991ae7a6ace9194677"
 dependencies = [
  "bytemuck_derive",
 ]
 
 [[package]]
 name = "bytemuck_derive"
-version = "1.10.0"
+version = "1.10.1"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "441473f2b4b0459a68628c744bc61d23e730fb00128b841d30fa4bb3972257e4"
+checksum = "4f154e572231cb6ba2bd1176980827e3d5dc04cc183a75dea38109fbdd672d29"
 dependencies = [
  "proc-macro2",
  "quote",
@@ -471,7 +471,7 @@ dependencies = [
  "cached_proc_macro",
  "cached_proc_macro_types",
  "futures",
- "hashbrown 0.15.4",
+ "hashbrown 0.15.5",
  "once_cell",
  "thiserror 2.0.12",
  "tokio",
@@ -507,9 +507,9 @@ dependencies = [
 
 [[package]]
 name = "cc"
-version = "1.2.31"
+version = "1.2.32"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "c3a42d84bb6b69d3a8b3eaacf0d88f179e1929695e1ad012b6cf64d9caaa5fd2"
+checksum = "2352e5597e9c544d5e6d9c95190d5d27738ade584fa8db0a16e130e5c2b5296e"
 dependencies = [
  "jobserver",
  "libc",
@@ -1710,7 +1710,7 @@ checksum = "37909eebbb50d72f9059c3b6d82c0463f2ff062c9e95845c43a6c9c0355411be"
 
 [[package]]
 name = "finalytics"
-version = "0.8.3"
+version = "0.8.4"
 dependencies = [
  "anyhow",
  "cached",
@@ -1739,7 +1739,7 @@ dependencies = [
 
 [[package]]
 name = "finalytics-py"
-version = "0.8.3"
+version = "0.8.4"
 dependencies = [
  "chrono",
  "finalytics",
@@ -2061,9 +2061,9 @@ dependencies = [
 
 [[package]]
 name = "h2"
-version = "0.4.11"
+version = "0.4.12"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "17da50a276f1e01e0ba6c029e47b7100754904ee8a278f886546e98575380785"
+checksum = "f3c0b69cfcb4e1b9f1bf2f53f95f766e4661169728ec61cd3fe5a0166f2d1386"
 dependencies = [
  "atomic-waker",
  "bytes",
@@ -2118,9 +2118,9 @@ dependencies = [
 
 [[package]]
 name = "hashbrown"
-version = "0.15.4"
+version = "0.15.5"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "5971ac85611da7067dbfcabef3c70ebb5606018acd9e2a3903a0da507521e0d5"
+checksum = "9229cfe53dfd69f0609a49f65461bd93001ea1ef889cd5529dd176593f5338a1"
 dependencies = [
  "allocator-api2",
  "equivalent",
@@ -2498,7 +2498,7 @@ source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "fe4cd85333e22411419a0bcae1297d25e58c9443848b11dc6a86fefe8c78a661"
 dependencies = [
  "equivalent",
- "hashbrown 0.15.4",
+ "hashbrown 0.15.5",
  "serde",
 ]
 
@@ -2671,9 +2671,9 @@ checksum = "bbd2bcb4c963f2ddae06a2efc7e9f3591312473c50c6685e1f298068316e66fe"
 
 [[package]]
 name = "libbz2-rs-sys"
-version = "0.2.1"
+version = "0.2.2"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "775bf80d5878ab7c2b1080b5351a48b2f737d9f6f8b383574eebcc22be0dfccb"
+checksum = "2c4a545a15244c7d945065b5d392b2d2d7f21526fba56ce51467b06ed445e8f7"
 
 [[package]]
 name = "libc"
@@ -2795,7 +2795,7 @@ version = "0.12.5"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "234cf4f4a04dc1f57e24b96cc0cd600cf2af460d4161ac5ecdd0af8e1f3b2a38"
 dependencies = [
- "hashbrown 0.15.4",
+ "hashbrown 0.15.5",
 ]
 
 [[package]]
@@ -3579,7 +3579,7 @@ source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "3daf8e3d4b712abe1d690838f6e29fb76b76ea19589c4afa39ec30e12f62af71"
 dependencies = [
  "array-init-cursor",
- "hashbrown 0.15.4",
+ "hashbrown 0.15.5",
 ]
 
 [[package]]
@@ -3725,7 +3725,7 @@ dependencies = [
  "either",
  "ethnum",
  "getrandom 0.2.16",
- "hashbrown 0.15.4",
+ "hashbrown 0.15.5",
  "itoa",
  "lz4",
  "num-traits",
@@ -3788,7 +3788,7 @@ dependencies = [
  "chrono",
  "either",
  "fast-float2",
- "hashbrown 0.15.4",
+ "hashbrown 0.15.5",
  "itoa",
  "num-traits",
  "polars-arrow 0.49.1",
@@ -3846,7 +3846,7 @@ dependencies = [
  "comfy-table",
  "either",
  "hashbrown 0.14.5",
- "hashbrown 0.15.4",
+ "hashbrown 0.15.5",
  "indexmap 2.10.0",
  "itoa",
  "num-traits",
@@ -3919,7 +3919,7 @@ source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "33d3aa6722c9a3e0b721ec2bcdc4affd9e50e4cb606cd81bb94535a9a5a6ade9"
 dependencies = [
  "bitflags 2.9.1",
- "hashbrown 0.15.4",
+ "hashbrown 0.15.5",
  "num-traits",
  "polars-arrow 0.49.1",
  "polars-compute 0.49.1",
@@ -3978,7 +3978,7 @@ dependencies = [
  "fs4",
  "futures",
  "glob",
- "hashbrown 0.15.4",
+ "hashbrown 0.15.5",
  "home",
  "itoa",
  "memchr",
@@ -4015,7 +4015,7 @@ checksum = "cd891735404ebb9d6ace066cfb4b8f6edb321bc841d354a0d917a3a1f2d1ca5b"
 dependencies = [
  "chrono",
  "fallible-streaming-iterator",
- "hashbrown 0.15.4",
+ "hashbrown 0.15.5",
  "indexmap 2.10.0",
  "itoa",
  "num-traits",
@@ -4153,7 +4153,7 @@ dependencies = [
  "chrono",
  "chrono-tz",
  "either",
- "hashbrown 0.15.4",
+ "hashbrown 0.15.5",
  "hex",
  "indexmap 2.10.0",
  "jsonpath_lib_polars_vendor",
@@ -4207,7 +4207,7 @@ dependencies = [
  "bytemuck",
  "ethnum",
  "futures",
- "hashbrown 0.15.4",
+ "hashbrown 0.15.5",
  "num-traits",
  "polars-arrow 0.49.1",
  "polars-compute 0.49.1",
@@ -4265,7 +4265,7 @@ dependencies = [
  "chrono",
  "chrono-tz",
  "either",
- "hashbrown 0.15.4",
+ "hashbrown 0.15.5",
  "memmap2 0.9.7",
  "num-traits",
  "percent-encoding",
@@ -4436,7 +4436,7 @@ dependencies = [
  "compact_str",
  "flate2",
  "foldhash",
- "hashbrown 0.15.4",
+ "hashbrown 0.15.5",
  "indexmap 2.10.0",
  "libc",
  "memmap2 0.9.7",
@@ -5159,7 +5159,7 @@ dependencies = [
  "openssl-probe",
  "rustls-pki-types",
  "schannel",
- "security-framework 3.2.0",
+ "security-framework 3.3.0",
 ]
 
 [[package]]
@@ -5292,9 +5292,9 @@ dependencies = [
 
 [[package]]
 name = "security-framework"
-version = "3.2.0"
+version = "3.3.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "271720403f46ca04f7ba6f55d438f8bd878d6b8ca0a1046e8228c4145bcbb316"
+checksum = "80fb1d92c5028aa318b4b8bd7302a5bfcf48be96a37fc6fc790f806b0004ee0c"
 dependencies = [
  "bitflags 2.9.1",
  "core-foundation 0.10.1",
@@ -5661,9 +5661,9 @@ dependencies = [
 
 [[package]]
 name = "slab"
-version = "0.4.10"
+version = "0.4.11"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "04dc19736151f35336d325007ac991178d504a119863a2fcb3758cdb5e52c50d"
+checksum = "7a2ae44ef20feb57a68b23d846850f861394c2e02dc425a50098ae8c90267589"
 
 [[package]]
 name = "sledgehammer_bindgen"
@@ -7255,9 +7255,9 @@ dependencies = [
 
 [[package]]
 name = "zerovec"
-version = "0.11.3"
+version = "0.11.4"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "bdbb9122ea75b11bf96e7492afb723e8a7fbe12c67417aa95e7e3d18144d37cd"
+checksum = "e7aa2bd55086f1ab526693ecbe444205da57e25f4489879da80635a46d90e73b"
 dependencies = [
  "yoke",
  "zerofrom",

finalytics-0.8.4/Cargo.toml

@@ -0,0 +1,17 @@
+[workspace]
+resolver = "2"
+members = ["python"]
+
+exclude = ["web"]
+
+[profile]
+
+[profile.wasm-dev]
+inherits = "dev"
+opt-level = 1
+
+[profile.server-dev]
+inherits = "dev"
+
+[profile.android-dev]
+inherits = "dev"

{finalytics-0.8.3 → finalytics-0.8.4}/PKG-INFO

@@ -1,12 +1,13 @@
 Metadata-Version: 2.4
 Name: finalytics
-Version: 0.8.3
+Version: 0.8.4
 Classifier: Programming Language :: Rust
 Classifier: Programming Language :: Python :: Implementation :: CPython
 Classifier: Programming Language :: Python :: Implementation :: PyPy
-Requires-Dist: polars==1.31.0
-Requires-Dist: pyarrow==21.0.0
-Requires-Dist: plotly==6.2.0
+Requires-Dist: polars>=1.1.0
+Requires-Dist: pyarrow>=14.0.0
+Requires-Dist: plotly>=5.22.0
+Requires-Dist: ipython>=7.0.0
 Requires-Python: >=3.9
 Description-Content-Type: text/markdown; charset=UTF-8; variant=GFM
 

{finalytics-0.8.3 → finalytics-0.8.4}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "maturin"
 
 [project]
 name = "finalytics"
-version = "0.8.3"
+version = "0.8.4"
 readme = "README.md"
 requires-python = ">=3.9"
 classifiers = [
@@ -12,7 +12,7 @@ classifiers = [
     "Programming Language :: Python :: Implementation :: CPython",
     "Programming Language :: Python :: Implementation :: PyPy",
 ]
-dependencies = ["polars==1.31.0", "pyarrow==21.0.0", "plotly==6.2.0"]
+dependencies = ["polars>=1.1.0", "pyarrow>=14.0.0", "plotly>=5.22.0", "ipython>=7.0.0"]
 
 [tool]
 

{finalytics-0.8.3 → finalytics-0.8.4}/python/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "finalytics-py"
-version = "0.8.3"
+version = "0.8.4"
 edition = "2021"
 readme = "README.md"
 

{finalytics-0.8.3 → finalytics-0.8.4}/python/docs/index.qmd

@@ -31,7 +31,7 @@ pip install finalytics
 ### Example
 
 ```python
-from finalytics import Tickers
+from finalytics import Screener, Tickers
 
 # Screen for the top 10 stocks by market cap on the NASDAQ exchange
 screener = Screener(

{finalytics-0.8.3 → finalytics-0.8.4}/python/docs/portfolio.qmd

@@ -26,6 +26,7 @@ Create a new Portfolio object.
 - `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.
+- `weights` (Optional[List[float]]): Weights for the assets in the portfolio. If provided, it will override the optimization process.
 
 **Returns:**
 
@@ -167,10 +168,11 @@ Generate a report for the portfolio.
 **Parameters:**
 
 - `report_type` (Optional[str]): The type of report to generate. Options are "performance".
+- display (Optional[str]): The display mode for the report. set to "notebook" for Jupyter Notebook display, defaults to "browser".
 
 **Example:**
 
-```{python}
+```python
 portfolio.report("performance")
 ```
 </details>

{finalytics-0.8.3 → finalytics-0.8.4}/python/docs/screener.qmd

@@ -123,15 +123,3 @@ metrics_df = screener.metrics()
 print(metrics_df)
 ```
 </details>
-
-<details>
-<summary>`display`</summary>
-
-Display the overview and metrics DataFrames as interactive DataTables in the web browser.
-
-**Example:**
-
-```{python}
-screener.display()
-```
-</details>

{finalytics-0.8.3 → finalytics-0.8.4}/python/docs/ticker.qmd

@@ -343,11 +343,13 @@ Generate a report for the ticker.
 
 **Parameters:**
 
-- `report_type` (str): Type of report to generate (performance, financials, options, news_sentiment).
+- `report_type` (Optional[str]): Type of report to generate (performance, financials, options, news_sentiment).
+- display (Optional[str]): The display mode for the report. set to "notebook" for Jupyter Notebook display, defaults to "browser".
 
 **Example:**
 
-```{python}
-ticker.report(report_type="performance")
+```python
+ticker.report("performance")
 ```
+
 </details>

{finalytics-0.8.3 → finalytics-0.8.4}/python/docs/tickers.qmd

@@ -270,11 +270,12 @@ Generate a report for all tickers.
 
 **Parameters:**
 
-- report_type (str): The type of report to generate ("performance").
+- report_type (Optional[str]): The type of report to generate ("performance").
+- display (Optional[str]): The display mode for the report. set to "notebook" for Jupyter Notebook display, defaults to "browser".
 
 **Example:**
 
-```{python}
+```python
 tickers.report("performance")
 ```
 </details>
@@ -310,6 +311,7 @@ Optimizes the tickers given the objective function and constraints.
 
 - `objective_function` (Optional[str]): The objective function for optimization.
 - `constraints` (Optional[List[Tuple[float, float]]]): List of constraints for optimization.
+- `weights` (Optional[List[float]]): Weights for asset allocation. If provided, overrides the optimization process.
 
 **Returns:**
 

{finalytics-0.8.3 → finalytics-0.8.4}/python/src/portfolio.rs

@@ -20,6 +20,7 @@ use crate::ffi::rust_plot_to_py_plot;
 /// * `risk_free_rate` - `float` - The risk-free rate to use in the calculations
 /// * `objective_function` - `str` - The objective function to use in the optimization (max_sharpe, min_vol, max_return, nin_var, min_cvar, min_drawdown)
 /// * `constraints` - `list` - list of tuples with the lower and upper bounds for the weights
+/// * `weights` - `list` - weights for the assets in the portfolio, if provided, it will override the optimization process
 ///
 /// # Optional Arguments (For Custom Data)
 ///
@@ -44,8 +45,9 @@ use crate::ffi::rust_plot_to_py_plot;
 ///                                  confidence_level = 0.95,
 ///                                  risk_free_rate = 0.02,
 ///                                  max_iterations = 1000,
-///                                  objective_function = "max_sharpe"
-///                                  constraints = [(0.0, 0.5), (0.0, 0.5), (0.0, 0.5), (0.0, 0.5)]
+///                                  objective_function = "max_sharpe",
+///                                  constraints = [(0.0, 0.5), (0.0, 0.5), (0.0, 0.5), (0.0, 0.5),
+/// ///                              weights = None)
 /// ```
 #[pyclass]
 #[pyo3(name = "Portfolio")]
@@ -56,12 +58,14 @@ pub struct PyPortfolio {
 #[pymethods]
 impl PyPortfolio {
     #[new]
-    #[pyo3(signature = (ticker_symbols, benchmark_symbol=None, start_date=None, end_date=None, interval=None,
-    confidence_level=None, risk_free_rate=None, objective_function=None, constraints=None, tickers_data=None, benchmark_data=None))]
+    #[pyo3(signature = (
+    ticker_symbols, benchmark_symbol=None, start_date=None, end_date=None, interval=None,
+    confidence_level=None, risk_free_rate=None, objective_function=None, constraints=None, 
+    weights=None, tickers_data=None, benchmark_data=None))]
     #[allow(clippy::too_many_arguments)]
     pub fn new(ticker_symbols: Vec<String>, benchmark_symbol: Option<String>, start_date: Option<String>, end_date: Option<String>,
                interval: Option<String>, confidence_level: Option<f64>, risk_free_rate: Option<f64>,
-               objective_function: Option<String>, constraints: Option<Vec<(f64, f64)>>,
+               objective_function: Option<String>, constraints: Option<Vec<(f64, f64)>>, weights: Option<Vec<f64>>,
                tickers_data: Option<Vec<PyDataFrame>>, benchmark_data: Option<PyDataFrame>) -> Self {
         let ticker_symbols: Vec<&str> = ticker_symbols.iter().map(|x| x.as_str()).collect();
         let tickers_data = tickers_data.map(|data: Vec<PyDataFrame>| {
@@ -88,6 +92,7 @@ impl PyPortfolio {
                     .risk_free_rate(risk_free_rate.unwrap_or(0.02))
                     .objective_function(objective_function)
                     .constraints(constraints)
+                    .weights(weights)
                     .tickers_data(tickers_data)
                     .benchmark_data(benchmark_data)
                     .build()).unwrap();
@@ -225,16 +230,30 @@ impl PyPortfolio {
     /// # Arguments
     ///
     /// * `report_type` - `optional str` - The type of report to display (performance)
-    #[pyo3(signature = (report_type=None))]
-    pub fn report(&self, report_type: Option<String>) {
+    /// * `display` - Optional str - Display mode ("notebook" to display in Jupyter, else displays to default web browser)
+    #[pyo3(signature = (report_type=None, display=None))]
+    pub fn report(&self, report_type: Option<String>, display: Option<String>) {
         task::block_in_place(move || {
             let report_type = match report_type {
                 Some(report_type) => ReportType::from_str(&report_type).unwrap(),
-                None => ReportType::Performance
+                None => ReportType::Performance,
             };
-            let report = tokio::runtime::Runtime::new().unwrap().block_on(
-                self.portfolio.report(Some(report_type))).unwrap();
-            report.show().unwrap();
+            let report = tokio::runtime::Runtime::new()
+                .unwrap()
+                .block_on(self.portfolio.report(Some(report_type)))
+                .unwrap();
+            if display.as_deref() == Some("notebook") {
+                let html_content = report.to_html();
+                Python::with_gil(|py| {
+                    let ipython_display = py.import("IPython.display").unwrap();
+                    let html_class = ipython_display.getattr("HTML").unwrap();
+                    let display_fn = ipython_display.getattr("display").unwrap();
+                    let html_obj = html_class.call1((html_content,)).unwrap();
+                    display_fn.call1((html_obj,)).unwrap();
+                });
+            } else {
+                report.show().unwrap();
+            }
         });
     }
 }

{finalytics-0.8.3 → finalytics-0.8.4}/python/src/screener.rs

@@ -128,12 +128,41 @@ impl PyScreener {
         PyDataFrame(metrics)
     }
 
-    /// Display the overview and metrics DataFrames as DataTables in the web browser
-    pub fn display(&self) {
-        let overview = self.screener.overview();
-        overview.show().unwrap();
-        let metrics = tokio::runtime::Runtime::new().unwrap().block_on(self.screener.metrics()).unwrap();
-        metrics.show().unwrap();
+    /// Display the overview and metrics DataFrames as DataTables in the web browser or Jupyter Notebook
+    ///
+    /// # Arguments
+    ///
+    /// * `display` - Optional str - Display mode ("notebook" to display in Jupyter, else uses default web browser)
+    #[pyo3(signature = (display=None))]
+    pub fn display(&self, display: Option<String>) {
+        task::block_in_place(move || {
+            let overview = self.screener.overview();
+            let metrics = tokio::runtime::Runtime::new()
+                .unwrap()
+                .block_on(self.screener.metrics())
+                .unwrap();
+
+            if display.as_deref() == Some("notebook") {
+                Python::with_gil(|py| {
+                    let ipython_display = py.import("IPython.display").unwrap();
+                    let html_class = ipython_display.getattr("HTML").unwrap();
+                    let display_fn = ipython_display.getattr("display").unwrap();
+
+                    // Display overview HTML
+                    let overview_html = overview.to_html().unwrap();
+                    let overview_html_obj = html_class.call1((overview_html,)).unwrap();
+                    display_fn.call1((overview_html_obj,)).unwrap();
+
+                    // Display metrics HTML
+                    let metrics_html = metrics.to_html().unwrap();
+                    let metrics_html_obj = html_class.call1((metrics_html,)).unwrap();
+                    display_fn.call1((metrics_html_obj,)).unwrap();
+                });
+            } else {
+                overview.show().unwrap();
+                metrics.show().unwrap();
+            }
+        });
     }
 }
 

{finalytics-0.8.3 → finalytics-0.8.4}/python/src/ticker.rs

@@ -385,16 +385,30 @@ impl PyTicker {
     /// # Arguments
     ///
     /// * `report_type` - `optional str` - The type of report to display (performance, financials, options, news)
-    #[pyo3(signature = (report_type=None))]
-    pub fn report(&self, report_type: Option<String>) {
+    /// * `display` - Optional str - Display mode ("notebook" to display in Jupyter, else displays to default web browser)
+    #[pyo3(signature = (report_type=None, display=None))]
+    pub fn report(&self, report_type: Option<String>, display: Option<String>) {
         task::block_in_place(move || {
             let report_type = match report_type {
                 Some(report_type) => ReportType::from_str(&report_type).unwrap(),
-                None => ReportType::Performance
+                None => ReportType::Performance,
             };
-            let report = tokio::runtime::Runtime::new().unwrap().block_on(
-                self.ticker.report(Some(report_type))).unwrap();
-            report.show().unwrap();
+            let report = tokio::runtime::Runtime::new()
+                .unwrap()
+                .block_on(self.ticker.report(Some(report_type)))
+                .unwrap();
+            if display.as_deref() == Some("notebook") {
+                let html_content = report.to_html();
+                Python::with_gil(|py| {
+                    let ipython_display = py.import("IPython.display").unwrap();
+                    let html_class = ipython_display.getattr("HTML").unwrap();
+                    let display_fn = ipython_display.getattr("display").unwrap();
+                    let html_obj = html_class.call1((html_content,)).unwrap();
+                    display_fn.call1((html_obj,)).unwrap();
+                });
+            } else {
+                report.show().unwrap();
+            }
         });
     }
 

{finalytics-0.8.3 → finalytics-0.8.4}/python/src/tickers.rs

@@ -287,17 +287,31 @@ impl PyTickers {
     ///
     /// # Arguments
     ///
-    /// * `report_type` - `optional str` - The type of report to display (performance)
-    #[pyo3(signature = (report_type=None))]
-    pub fn report(&self, report_type: Option<String>) {
+    /// * `report_type` - Optional str - The type of report to display (performance)
+    /// * `display` - Optional str - Display mode ("notebook" to display in Jupyter, else displays to default web browser)
+    #[pyo3(signature = (report_type=None, display=None))]
+    pub fn report(&self, report_type: Option<String>, display: Option<String>) {
         task::block_in_place(move || {
             let report_type = match report_type {
                 Some(report_type) => ReportType::from_str(&report_type).unwrap(),
-                None => ReportType::Performance
+                None => ReportType::Performance,
             };
-            let report = tokio::runtime::Runtime::new().unwrap().block_on(
-                self.tickers.report(Some(report_type))).unwrap();
-            report.show().unwrap();
+            let report = tokio::runtime::Runtime::new()
+                .unwrap()
+                .block_on(self.tickers.report(Some(report_type)))
+                .unwrap();
+            if display.as_deref() == Some("notebook") {
+                let html_content = report.to_html();
+                Python::with_gil(|py| {
+                    let ipython_display = py.import("IPython.display").unwrap();
+                    let html_class = ipython_display.getattr("HTML").unwrap();
+                    let display_fn = ipython_display.getattr("display").unwrap();
+                    let html_obj = html_class.call1((html_content,)).unwrap();
+                    display_fn.call1((html_obj,)).unwrap();
+                });
+            } else {
+                report.show().unwrap();
+            }
         });
     }
 
@@ -330,12 +344,13 @@ impl PyTickers {
     ///
     /// * `objective_function` - `optional str` - The objective function to optimize the portfolio ("max_sharpe", "min_vol", "max_return", "min_drawdown", "min_var", "min_cvar")
     /// * `constraints` - `optional List[Tuple[float, float]]` - A list of tuples representing the constraints for the optimization (e.g., [(0.1, 0.5), (0.2, 0.8)])
+    /// * `weights` - `optional List[float]` - A list of weights for the tickers in the portfolio (if provided, will use these weights instead of optimizing)
     ///
     /// # Returns
     ///
     /// `Portfolio` - A Portfolio object containing the optimized portfolio
-    #[pyo3(signature = (objective_function=None, constraints=None))]
-    pub fn optimize(&self, objective_function: Option<String>, constraints: Option<Vec<(f64, f64)>>) -> PyPortfolio {
+    #[pyo3(signature = (objective_function=None, constraints=None, weights=None))]
+    pub fn optimize(&self, objective_function: Option<String>, constraints: Option<Vec<(f64, f64)>>, weights: Option<Vec<f64>>) -> PyPortfolio {
         PyPortfolio::new(
             self.tickers.tickers.clone().iter().map(|x| x.ticker.to_string()).collect(),
             Some(self.tickers.benchmark_symbol.clone()),
@@ -346,8 +361,9 @@ impl PyTickers {
             Some(self.tickers.risk_free_rate),
             objective_function,
             constraints,
+            weights,
+            None,
             None,
-            None
         )
     }
 }

{finalytics-0.8.3 → finalytics-0.8.4}/rust/Cargo.toml

@@ -1,6 +1,6 @@
 [package]
 name = "finalytics"
-version = "0.8.3"
+version = "0.8.4"
 authors = ["Nnamdi Olisaeloka <nnamdiolisaeloka@gmail.com>"]
 edition = "2021"
 homepage = "https://finalytics.rs/"

{finalytics-0.8.3 → finalytics-0.8.4}/rust/README.md

@@ -80,7 +80,7 @@ async fn main() -> Result<(), Box<dyn Error>> {
     tickers.report(Some(ReportType::Performance)).await?.show()?;
 
     // Perform a Portfolio Optimization
-    let portfolio = tickers.optimize(Some(ObjectiveFunction::MaxSharpe), None).await?;
+    let portfolio = tickers.optimize(Some(ObjectiveFunction::MaxSharpe), None, None).await?;
 
     // Generate a Portfolio Report
     portfolio.report(Some(ReportType::Performance)).await?.show()?;

{finalytics-0.8.3 → finalytics-0.8.4}/rust/src/analytics/performance.rs

@@ -100,7 +100,7 @@ pub struct PortfolioPerformanceStats {
     pub optimal_weights: Vec<f64>,
     pub optimal_portfolio_returns: Series,
     pub performance_stats: PerformanceStats,
-    pub efficient_frontier: Vec<Vec<f64>>,
+    pub efficient_frontier: Option<Vec<Vec<f64>>>,
 }
 
 
@@ -119,7 +119,8 @@ impl PortfolioPerformanceStats {
         confidence_level: f64,
         risk_free_rate: f64,
         objective_function: ObjectiveFunction,
-        constraints: Option<Vec<(f64, f64)>>
+        constraints: Option<Vec<(f64, f64)>>,
+        weights: Option<Vec<f64>>,
     ) -> Result<PortfolioPerformanceStats, Box<dyn Error>> {
         let ticker_symbols = tickers.tickers.clone().iter().map(|x| x.ticker.clone()).collect::<Vec<String>>();
         let benchmark_symbol = benchmark_ticker.ticker.clone();
@@ -181,9 +182,32 @@ impl PortfolioPerformanceStats {
             .collect::<Vec<f64>>();
         let cov_matrix = covariance_matrix(&portfolio_returns)?;
 
-        let opt_result = portfolio_optimization(&mean_returns, &cov_matrix, &portfolio_returns, risk_free_rate,
+        let (efficient_frontier, optimal_weights) = if let Some(weights) = weights {
+            // If weights are provided, use them directly
+            if weights.len() != fetched_symbols.len() {
+                let fetched_symbols_set: std::collections::HashSet<_> = fetched_symbols.iter().collect();
+                let requested_symbols_set: std::collections::HashSet<_> = ticker_symbols.iter().collect();
+                let not_fetched_symbols: Vec<_> = requested_symbols_set.difference(&fetched_symbols_set)
+                    .cloned().collect();
+                return if !not_fetched_symbols.is_empty() {
+                    Err(Box::from(format!(
+                        "The following ticker symbols were not fetched: {not_fetched_symbols:?}. Please provide new weights for the available symbols."
+                    )))
+                } else {
+                    Err(Box::from("Weights length must match the number of symbols"))
+                }
+            }
+            if weights.iter().sum::<f64>() != 1.0 {
+                return Err(Box::from("Weights must sum to 1.0"));
+            }
+            (None, weights)
+        } else {
+            // If no weights are provided, use the optimization method to find optimal weights
+            let opt_result = portfolio_optimization(&mean_returns, &cov_matrix, &portfolio_returns, risk_free_rate,
                                                      confidence_level, objective_function, constraints.clone());
-        let optimal_weights = opt_result.optimal_weights;
+            (Some(opt_result.efficient_frontier), opt_result.optimal_weights)
+        };
+
         let daily_portfolio_returns = daily_portfolio_returns(&optimal_weights, &portfolio_returns);
 
         let performance_stats = PerformanceStats::compute_stats(
@@ -208,7 +232,7 @@ impl PortfolioPerformanceStats {
             optimal_weights: optimal_weights.clone(),
             optimal_portfolio_returns: daily_portfolio_returns.clone(),
             performance_stats,
-            efficient_frontier: opt_result.efficient_frontier,
+            efficient_frontier,
         })
     }
 }

{finalytics-0.8.3 → finalytics-0.8.4}/rust/src/charts/portfolio.rs

@@ -48,13 +48,18 @@ impl PortfolioCharts for Portfolio {
     ///
     /// * `Plot` Plotly Chart struct
     fn optimization_chart(&self, height: Option<usize>, width: Option<usize>) -> Result<Plot, Box<dyn Error>> {
+        let efficient_frontier = if let Some(ef) = &self.performance_stats.efficient_frontier {
+            ef.clone()
+        } else {
+            return Err("Efficient Frontier data is not available".into());
+        };
         let days = self.performance_stats.interval.mode;
         let annual_days = 365.0/self.performance_stats.interval.average;
 
-        let ef_returns = self.performance_stats.efficient_frontier.clone().iter()
+        let ef_returns = efficient_frontier.clone().iter()
             .map(|x| (1.0 + (x[0]/days)/100.0).powf(annual_days) - 1.0).collect::<Vec<f64>>();
 
-        let ef_risk = self.performance_stats.efficient_frontier.clone().iter()
+        let ef_risk = efficient_frontier.clone().iter()
             .map(|x| x[1]/100.0 * annual_days.sqrt()).collect::<Vec<f64>>();
 
         let ef_trace = Scatter::new(ef_risk, ef_returns)

{finalytics-0.8.3 → finalytics-0.8.4}/rust/src/lib.rs

@@ -80,7 +80,7 @@
 //!         tickers.report(Some(ReportType::Performance)).await?.show()?;
 //!
 //!         // Perform a Portfolio Optimization
-//!         let portfolio = tickers.optimize(Some(ObjectiveFunction::MaxSharpe), None).await?;
+//!         let portfolio = tickers.optimize(Some(ObjectiveFunction::MaxSharpe), None, None).await?;
 //!
 //!         // Generate a Portfolio Report
 //!        portfolio.report(Some(ReportType::Performance)).await?.show()?;
@@ -162,7 +162,7 @@ mod tests {
     use crate::prelude::*;
     use std::error::Error;
 
-    #[ignore]
+    #[ignore]   
     #[tokio::test]
     async fn finalytics_test() -> Result<(), Box<dyn Error>> {
         // Screen for Large-Cap NASDAQ Stocks
@@ -209,7 +209,7 @@ mod tests {
         tickers.report(Some(ReportType::Performance)).await?.show()?;
 
         // Perform a Portfolio Optimization
-        let portfolio = tickers.optimize(Some(ObjectiveFunction::MaxSharpe), None).await?;
+        let portfolio = tickers.optimize(Some(ObjectiveFunction::MaxSharpe), None, None).await?;
 
         // Generate a Portfolio Report
         portfolio.report(Some(ReportType::Performance)).await?.show()?;

{finalytics-0.8.3 → finalytics-0.8.4}/rust/src/models/kline.rs

@@ -77,7 +77,7 @@ pub struct IntervalDays {
 ///     tickers.report(Some(ReportType::Performance)).await?.show()?;
 ///
 ///     // Portfolio optimization
-///     let portfolio = tickers.optimize(Some(ObjectiveFunction::MaxSharpe), None).await?;
+///     let portfolio = tickers.optimize(Some(ObjectiveFunction::MaxSharpe), None, None).await?;
 ///     portfolio.report(Some(ReportType::Performance)).await?.show()?;
 ///
 ///     Ok(())

{finalytics-0.8.3 → finalytics-0.8.4}/rust/src/models/portfolio.rs

@@ -13,6 +13,7 @@ pub struct PortfolioBuilder {
     pub risk_free_rate: f64,
     pub objective_function: ObjectiveFunction,
     pub constraints: Option<Vec<(f64, f64)>>,
+    pub weights: Option<Vec<f64>>,
     pub tickers_data: Option<Vec<KLINE>>,
     pub benchmark_data: Option<KLINE>,
 
@@ -37,6 +38,7 @@ impl PortfolioBuilder {
             risk_free_rate: 0.0,
             objective_function: ObjectiveFunction::MaxSharpe,
             constraints: None,
+            weights: None,
             tickers_data: None,
             benchmark_data: None,
         }
@@ -87,6 +89,11 @@ impl PortfolioBuilder {
         self
     }
 
+    pub fn weights(mut self, weights: Option<Vec<f64>>) -> PortfolioBuilder {
+        self.weights = weights;
+        self
+    }
+
     pub fn tickers_data(mut self, tickers_data: Option<Vec<KLINE>>) -> PortfolioBuilder {
         self.tickers_data = tickers_data;
         self
@@ -119,7 +126,7 @@ impl PortfolioBuilder {
 
         let performance_stats = PortfolioPerformanceStats::performance_stats(
             tickers.clone(), tickers.benchmark_ticker.clone(), &tickers.start_date, &tickers.end_date,
-            tickers.confidence_level, tickers.risk_free_rate, self.objective_function, self.constraints.clone()).await?;
+            tickers.confidence_level, tickers.risk_free_rate, self.objective_function, self.constraints.clone(), self.weights).await?;
         Ok(Portfolio {
             tickers,
             performance_stats,

{finalytics-0.8.3 → finalytics-0.8.4}/rust/src/models/tickers.rs

@@ -165,15 +165,19 @@ impl Tickers {
     /// ### Arguments
     /// - `objective_function` - The Objective Function to optimize the Portfolio
     /// - `constraints` - The Portfolio Constraints
+    /// - `weights` - The Portfolio Weights (If weights are provided, they will be used instead of the optimization algorithm)
     ///
     /// ### Returns
     ///
     /// - A `Portfolio` Struct
-    pub async fn optimize(&self, objective_function: Option<ObjectiveFunction>, constraints: Option<Vec<(f64, f64)>>) -> Result<Portfolio, Box<dyn Error>> {
+    pub async fn optimize(&self,
+                          objective_function: Option<ObjectiveFunction>,
+                          constraints: Option<Vec<(f64, f64)>>,
+                          weights: Option<Vec<f64>>) -> Result<Portfolio, Box<dyn Error>> {
         let objective_function = objective_function.unwrap_or(ObjectiveFunction::MaxSharpe);
         let performance_stats = PortfolioPerformanceStats::performance_stats(
             self.clone(), self.benchmark_ticker.clone(), &self.start_date, &self.end_date,
-            self.confidence_level, self.risk_free_rate, objective_function, constraints).await?;
+            self.confidence_level, self.risk_free_rate, objective_function, constraints, weights).await?;
         Ok(Portfolio {
             tickers: self.clone(),
             performance_stats,
@@ -223,7 +227,7 @@ impl Tickers {
 ///    tickers.report(Some(ReportType::Performance)).await?.show()?;
 ///
 ///    // Perform a Portfolio Optimization
-///    let portfolio = tickers.optimize(Some(ObjectiveFunction::MaxSharpe), None).await?;
+///    let portfolio = tickers.optimize(Some(ObjectiveFunction::MaxSharpe), None, None).await?;
 ///
 ///    // Generate a Portfolio Report
 ///    portfolio.report(Some(ReportType::Performance)).await?.show()?;

{finalytics-0.8.3 → finalytics-0.8.4}/rust/src/reports/report.rs

@@ -108,9 +108,11 @@ impl Report for Portfolio {
         let report = match report_type {
             ReportType::Performance => {
                 let mut tabs: Vec<(String, String)> = Vec::new();
-                let optimization_chart = self.optimization_chart(None, None)?
-                    .to_html().replace("plotly-html-element", "optimization_chart");
-                tabs.push(("Optimization Chart".to_string(), optimization_chart));
+                if let Ok(oc) = self.optimization_chart(None, None) {
+                    let optimization_chart = oc.to_html().replace(
+                        "plotly-html-element", "optimization_chart");
+                    tabs.push(("Optimization Chart".to_string(), optimization_chart));
+                }
                 let performance_chart = self.performance_chart(None, None)?
                     .to_html().replace("plotly-html-element", "performance_chart");
                 tabs.push(("Performance Chart".to_string(), performance_chart));

{finalytics-0.8.3 → finalytics-0.8.4}/rust/src/reports/table.rs

@@ -330,8 +330,8 @@ impl DataTable {
         let temp_file_path = std::env::temp_dir().join(filename);
         fs::write(&temp_file_path, html_content)?;
         let _ = webbrowser::open(temp_file_path.to_str().unwrap()).map_err(|e| {
-            println!("Error opening html file with webbrowser: {e:?}");
-            println!("Open the file manually at: {temp_file_path:?}");
+            println!("Error opening report with webbrowser: {e}");
+            println!("Report Saved at: {temp_file_path:?}");
         });
         Ok(())
     }

{finalytics-0.8.3 → finalytics-0.8.4}/rust/src/reports/tabs.rs

@@ -119,8 +119,8 @@ impl TabbedHtml {
         let mut file = File::create(&temp_file_path)?;
         file.write_all(html_content.as_bytes())?;
         let _ = webbrowser::open(temp_file_path.to_str().unwrap()).map_err(|e| {
-            println!("Error opening html file with webbrowser: {e:?}");
-            println!("Open the file manually at: {temp_file_path:?}");
+            println!("Error opening report with webbrowser: {e}");
+            println!("Report Saved at: {temp_file_path:?}");
         });
         Ok(())
     }

finalytics-0.8.3/Cargo.toml

@@ -1,5 +0,0 @@
-[workspace]
-resolver = "2"
-members = ["python"]
-
-exclude = ["web"]