fundedness 0.2.1__py3-none-any.whl → 0.2.3__py3-none-any.whl

fundedness/__init__.py

@@ -8,7 +8,7 @@ This package provides tools for:
 - Beautiful Plotly visualizations
 """
 
-__version__ = "0.2.1"
+__version__ = "0.2.2"
 
 from fundedness.cefr import CEFRResult, compute_cefr
 from fundedness.merton import (

fundedness/models/market.py

@@ -139,22 +139,22 @@ class MarketModel(BaseModel):
 
     def expected_portfolio_return(
         self,
-        stock_weight: float,
-        bond_weight: Optional[float] = None,
-    ) -> float:
+        stock_weight: float | np.ndarray,
+        bond_weight: float | np.ndarray | None = None,
+    ) -> float | np.ndarray:
         """Calculate expected return for a portfolio.
 
         Args:
-            stock_weight: Weight in stocks (0-1)
+            stock_weight: Weight in stocks (0-1), scalar or array
             bond_weight: Weight in bonds (remainder is cash if not specified)
 
         Returns:
-            Expected annual real return
+            Expected annual real return (scalar or array matching input)
         """
         if bond_weight is None:
             bond_weight = 1 - stock_weight
 
-        cash_weight = max(0, 1 - stock_weight - bond_weight)
+        cash_weight = np.maximum(0, 1 - stock_weight - bond_weight)
 
         return (
             stock_weight * self.stock_return
@@ -164,25 +164,36 @@ class MarketModel(BaseModel):
 
     def portfolio_volatility(
         self,
-        stock_weight: float,
-        bond_weight: Optional[float] = None,
-    ) -> float:
+        stock_weight: float | np.ndarray,
+        bond_weight: float | np.ndarray | None = None,
+    ) -> float | np.ndarray:
         """Calculate portfolio volatility.
 
         Args:
-            stock_weight: Weight in stocks (0-1)
+            stock_weight: Weight in stocks (0-1), scalar or array
             bond_weight: Weight in bonds (remainder is cash if not specified)
 
         Returns:
-            Annual portfolio volatility
+            Annual portfolio volatility (scalar or array matching input)
         """
         if bond_weight is None:
             bond_weight = 1 - stock_weight
 
-        cash_weight = max(0, 1 - stock_weight - bond_weight)
-        weights = np.array([stock_weight, bond_weight, cash_weight, 0])
+        cash_weight = np.maximum(0, 1 - stock_weight - bond_weight)
 
         cov = self.get_covariance_matrix()
-        portfolio_variance = weights @ cov @ weights
 
-        return np.sqrt(portfolio_variance)
+        # Handle both scalar and array inputs
+        if isinstance(stock_weight, np.ndarray):
+            # Vectorized computation for array inputs
+            # weights shape: (n_samples, 4)
+            weights = np.column_stack([stock_weight, bond_weight, cash_weight, np.zeros_like(stock_weight)])
+            # cov @ weights.T has shape (4, n_samples)
+            # We want sum of weights[i] * (cov @ weights[i]) for each i
+            # This is equivalent to diag(weights @ cov @ weights.T)
+            portfolio_variance = np.einsum('ij,jk,ik->i', weights, cov, weights)
+            return np.sqrt(portfolio_variance)
+        else:
+            weights = np.array([stock_weight, bond_weight, cash_weight, 0])
+            portfolio_variance = weights @ cov @ weights
+            return np.sqrt(portfolio_variance)

{fundedness-0.2.1.dist-info → fundedness-0.2.3.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: fundedness
-Version: 0.2.1
+Version: 0.2.3
 Summary: A Python financial planning toolkit with CEFR calculations, Monte Carlo simulations, and beautiful visualizations
 Project-URL: Homepage, https://github.com/engineerinvestor/financial-health-calculator
 Project-URL: Documentation, https://engineerinvestor.github.io/financial-health-calculator/
@@ -56,9 +56,8 @@ Description-Content-Type: text/markdown
 
 [![PyPI version](https://img.shields.io/pypi/v/fundedness.svg)](https://pypi.org/project/fundedness/)
 [![Python versions](https://img.shields.io/pypi/pyversions/fundedness.svg)](https://pypi.org/project/fundedness/)
-[![CI](https://github.com/engineerinvestor/financial-health-calculator/actions/workflows/ci.yml/badge.svg)](https://github.com/engineerinvestor/financial-health-calculator/actions/workflows/ci.yml)
-[![codecov](https://codecov.io/gh/engineerinvestor/financial-health-calculator/branch/main/graph/badge.svg)](https://codecov.io/gh/engineerinvestor/financial-health-calculator)
 [![Documentation](https://img.shields.io/badge/docs-mkdocs-blue.svg)](https://engineerinvestor.github.io/financial-health-calculator/)
+[![Streamlit App](https://static.streamlit.io/badges/streamlit_badge_black_white.svg)](https://financial-health-calculator.streamlit.app/)
 [![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
 [![Open In Colab](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/github/engineerinvestor/financial-health-calculator/blob/main/examples/01_cefr_basics.ipynb)
 
@@ -260,6 +259,42 @@ MIT License
 
 2. Merton, R. C. (1969). Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case. *The Review of Economics and Statistics*, 51(3), 247-257.
 
+## Citation
+
+If you use this package in academic work, please cite:
+
+```bibtex
+@software{fundedness,
+  title = {Fundedness: A Python Financial Planning Toolkit},
+  author = {Engineer Investor},
+  year = {2024},
+  url = {https://github.com/engineerinvestor/financial-health-calculator},
+  version = {0.2.1}
+}
+```
+
+For the underlying methodology, please also cite:
+
+```bibtex
+@article{merton1969lifetime,
+  title = {Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case},
+  author = {Merton, Robert C.},
+  journal = {The Review of Economics and Statistics},
+  volume = {51},
+  number = {3},
+  pages = {247--257},
+  year = {1969},
+  publisher = {MIT Press}
+}
+
+@book{haghani2023missing,
+  title = {The Missing Billionaires: A Guide to Better Financial Decisions},
+  author = {Haghani, Victor and White, James},
+  year = {2023},
+  publisher = {Wiley}
+}
+```
+
 ## Disclaimer
 
 This tool is for educational purposes only and does not constitute financial advice. Consult a qualified financial advisor for personalized recommendations.

{fundedness-0.2.1.dist-info → fundedness-0.2.3.dist-info}/RECORD

@@ -1,4 +1,4 @@
-fundedness/__init__.py,sha256=7cGKTGVcoHzzjwZDy5yZ0N1bmDAXCFjWjf133dlVknQ,1678
+fundedness/__init__.py,sha256=5rATL7-dfOIzb43-c3oDYImGu70ezYv2ALfbadhyR20,1678
 fundedness/cefr.py,sha256=hCImRrjz-DCPJsuF3HShDZK5tw1vslakh-DrNBHsh2k,7728
 fundedness/liabilities.py,sha256=uKvEV6JQnQdrd7b6VsCc2qf9S2DJdK0XhEX9qwca2Ws,6662
 fundedness/liquidity.py,sha256=ncZF70AfgoVoYZnozpA_CHemfaHmI4KKCe3vITp5ljM,1713
@@ -16,7 +16,7 @@ fundedness/models/__init__.py,sha256=EyW6tGUI9T6QMbIfzsG3igqg5--DtZHSTAuMX6foOiA
 fundedness/models/assets.py,sha256=ZKgxl4YaqdRVfDErL9weRhh4St_azo8ruN4g15T3IsQ,5013
 fundedness/models/household.py,sha256=t64FjvO0uQJemddLtCPpK3NNYdZCXU6KjA1VZshaqEk,4671
 fundedness/models/liabilities.py,sha256=iqGl5RU841k1clGOwnFParUvxzCJclq2JzNJoNPywuo,3416
-fundedness/models/market.py,sha256=c3jskREsB7m_mjzuBwJ7oo6hlvLmR423t0JT8_a50eg,5551
+fundedness/models/market.py,sha256=JAUt-MM__yM_v-FsgKwJj7rXC0yh6oFUv5JLoob58OE,6388
 fundedness/models/simulation.py,sha256=0jtIJWISDL-TlKVjr6KxcRfAj5Mrbp-VNyA4Bu7IUfU,2224
 fundedness/models/tax.py,sha256=0XhoBNZqfRqF1_acakrkYgMS5L6Pknq-TloQQBrFw1U,3859
 fundedness/models/utility.py,sha256=0AoJdccTb2hKBrTz5LExm8SrSsaWhhBf7y2NNaUzWQ0,4678
@@ -37,7 +37,7 @@ fundedness/withdrawals/guardrails.py,sha256=rZKVojKbl9LLJLi9LlK1I2JXb537MN_AbZfn
 fundedness/withdrawals/merton_optimal.py,sha256=mSxRAKGx8sr_YdlhQMtIvnojqfuG0MiYtBp18xboLHs,9269
 fundedness/withdrawals/rmd_style.py,sha256=E5FfrUYxFJwULKxzxbtZFLoLspLzUUomTQRUWLGLDpg,6373
 fundedness/withdrawals/vpw.py,sha256=aajHLAkHfsxh33uGRgzv0ozVuZREG-EmARJgWOU6mis,4389
-fundedness-0.2.1.dist-info/METADATA,sha256=Lg-LFdrLs2mcL9oyBjk3-X1qt9bB7U-K01zFHJXY6eI,10381
-fundedness-0.2.1.dist-info/WHEEL,sha256=WLgqFyCfm_KASv4WHyYy0P3pM_m7J5L9k2skdKLirC8,87
-fundedness-0.2.1.dist-info/entry_points.txt,sha256=Oh-Hg08i044YHuSHViCdfoD8CenIGcKrVuUVysvN9sY,51
-fundedness-0.2.1.dist-info/RECORD,,
+fundedness-0.2.3.dist-info/METADATA,sha256=Ipd2Dp503muIicXo4VF4zTqpWwuUM_2OTyuAwIbuJ78,11017
+fundedness-0.2.3.dist-info/WHEEL,sha256=WLgqFyCfm_KASv4WHyYy0P3pM_m7J5L9k2skdKLirC8,87
+fundedness-0.2.3.dist-info/entry_points.txt,sha256=Oh-Hg08i044YHuSHViCdfoD8CenIGcKrVuUVysvN9sY,51
+fundedness-0.2.3.dist-info/RECORD,,