fundedness 0.2.2__py3-none-any.whl → 0.2.3__py3-none-any.whl

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Files changed (5) hide show
  1. fundedness/models/market.py +26 -15
  2. {fundedness-0.2.2.dist-info → fundedness-0.2.3.dist-info}/METADATA +2 -1
  3. {fundedness-0.2.2.dist-info → fundedness-0.2.3.dist-info}/RECORD +5 -5
  4. {fundedness-0.2.2.dist-info → fundedness-0.2.3.dist-info}/WHEEL +0 -0
  5. {fundedness-0.2.2.dist-info → fundedness-0.2.3.dist-info}/entry_points.txt +0 -0
fundedness/models/market.py CHANGED
@@ -139,22 +139,22 @@ class MarketModel(BaseModel):
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  def expected_portfolio_return(
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  self,
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- stock_weight: float,
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- bond_weight: Optional[float] = None,
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- ) -> float:
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+ stock_weight: float | np.ndarray,
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+ bond_weight: float | np.ndarray | None = None,
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+ ) -> float | np.ndarray:
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  """Calculate expected return for a portfolio.
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  Args:
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- stock_weight: Weight in stocks (0-1)
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+ stock_weight: Weight in stocks (0-1), scalar or array
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  bond_weight: Weight in bonds (remainder is cash if not specified)
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  Returns:
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- Expected annual real return
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+ Expected annual real return (scalar or array matching input)
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  """
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  if bond_weight is None:
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  bond_weight = 1 - stock_weight
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- cash_weight = max(0, 1 - stock_weight - bond_weight)
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+ cash_weight = np.maximum(0, 1 - stock_weight - bond_weight)
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  return (
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  stock_weight * self.stock_return
@@ -164,25 +164,36 @@ class MarketModel(BaseModel):
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  def portfolio_volatility(
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  self,
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- stock_weight: float,
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- bond_weight: Optional[float] = None,
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- ) -> float:
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+ stock_weight: float | np.ndarray,
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+ bond_weight: float | np.ndarray | None = None,
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+ ) -> float | np.ndarray:
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  """Calculate portfolio volatility.
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  Args:
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- stock_weight: Weight in stocks (0-1)
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+ stock_weight: Weight in stocks (0-1), scalar or array
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  bond_weight: Weight in bonds (remainder is cash if not specified)
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  Returns:
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- Annual portfolio volatility
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+ Annual portfolio volatility (scalar or array matching input)
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  """
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  if bond_weight is None:
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  bond_weight = 1 - stock_weight
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- cash_weight = max(0, 1 - stock_weight - bond_weight)
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- weights = np.array([stock_weight, bond_weight, cash_weight, 0])
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+ cash_weight = np.maximum(0, 1 - stock_weight - bond_weight)
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  cov = self.get_covariance_matrix()
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- portfolio_variance = weights @ cov @ weights
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- return np.sqrt(portfolio_variance)
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+ # Handle both scalar and array inputs
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+ if isinstance(stock_weight, np.ndarray):
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+ # Vectorized computation for array inputs
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+ # weights shape: (n_samples, 4)
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+ weights = np.column_stack([stock_weight, bond_weight, cash_weight, np.zeros_like(stock_weight)])
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+ # cov @ weights.T has shape (4, n_samples)
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+ # We want sum of weights[i] * (cov @ weights[i]) for each i
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+ # This is equivalent to diag(weights @ cov @ weights.T)
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+ portfolio_variance = np.einsum('ij,jk,ik->i', weights, cov, weights)
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+ return np.sqrt(portfolio_variance)
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+ else:
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+ weights = np.array([stock_weight, bond_weight, cash_weight, 0])
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+ portfolio_variance = weights @ cov @ weights
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+ return np.sqrt(portfolio_variance)
{fundedness-0.2.2.dist-info → fundedness-0.2.3.dist-info}/METADATA RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.4
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  Name: fundedness
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- Version: 0.2.2
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+ Version: 0.2.3
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  Summary: A Python financial planning toolkit with CEFR calculations, Monte Carlo simulations, and beautiful visualizations
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  Project-URL: Homepage, https://github.com/engineerinvestor/financial-health-calculator
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  Project-URL: Documentation, https://engineerinvestor.github.io/financial-health-calculator/
@@ -57,6 +57,7 @@ Description-Content-Type: text/markdown
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  [![PyPI version](https://img.shields.io/pypi/v/fundedness.svg)](https://pypi.org/project/fundedness/)
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  [![Python versions](https://img.shields.io/pypi/pyversions/fundedness.svg)](https://pypi.org/project/fundedness/)
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  [![Documentation](https://img.shields.io/badge/docs-mkdocs-blue.svg)](https://engineerinvestor.github.io/financial-health-calculator/)
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+ [![Streamlit App](https://static.streamlit.io/badges/streamlit_badge_black_white.svg)](https://financial-health-calculator.streamlit.app/)
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  [![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
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  [![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)
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{fundedness-0.2.2.dist-info → fundedness-0.2.3.dist-info}/RECORD RENAMED
@@ -16,7 +16,7 @@ fundedness/models/__init__.py,sha256=EyW6tGUI9T6QMbIfzsG3igqg5--DtZHSTAuMX6foOiA
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  fundedness/models/assets.py,sha256=ZKgxl4YaqdRVfDErL9weRhh4St_azo8ruN4g15T3IsQ,5013
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  fundedness/models/household.py,sha256=t64FjvO0uQJemddLtCPpK3NNYdZCXU6KjA1VZshaqEk,4671
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  fundedness/models/liabilities.py,sha256=iqGl5RU841k1clGOwnFParUvxzCJclq2JzNJoNPywuo,3416
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- fundedness/models/market.py,sha256=c3jskREsB7m_mjzuBwJ7oo6hlvLmR423t0JT8_a50eg,5551
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+ fundedness/models/market.py,sha256=JAUt-MM__yM_v-FsgKwJj7rXC0yh6oFUv5JLoob58OE,6388
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  fundedness/models/simulation.py,sha256=0jtIJWISDL-TlKVjr6KxcRfAj5Mrbp-VNyA4Bu7IUfU,2224
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  fundedness/models/tax.py,sha256=0XhoBNZqfRqF1_acakrkYgMS5L6Pknq-TloQQBrFw1U,3859
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  fundedness/models/utility.py,sha256=0AoJdccTb2hKBrTz5LExm8SrSsaWhhBf7y2NNaUzWQ0,4678
@@ -37,7 +37,7 @@ fundedness/withdrawals/guardrails.py,sha256=rZKVojKbl9LLJLi9LlK1I2JXb537MN_AbZfn
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  fundedness/withdrawals/merton_optimal.py,sha256=mSxRAKGx8sr_YdlhQMtIvnojqfuG0MiYtBp18xboLHs,9269
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  fundedness/withdrawals/rmd_style.py,sha256=E5FfrUYxFJwULKxzxbtZFLoLspLzUUomTQRUWLGLDpg,6373
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  fundedness/withdrawals/vpw.py,sha256=aajHLAkHfsxh33uGRgzv0ozVuZREG-EmARJgWOU6mis,4389
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- fundedness-0.2.2.dist-info/METADATA,sha256=Ed_jtXtLDw3oezja6dsiajlQEcG1UjJodESowZcr0Qk,10878
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- fundedness-0.2.2.dist-info/WHEEL,sha256=WLgqFyCfm_KASv4WHyYy0P3pM_m7J5L9k2skdKLirC8,87
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- fundedness-0.2.2.dist-info/entry_points.txt,sha256=Oh-Hg08i044YHuSHViCdfoD8CenIGcKrVuUVysvN9sY,51
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- fundedness-0.2.2.dist-info/RECORD,,
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+ fundedness-0.2.3.dist-info/METADATA,sha256=Ipd2Dp503muIicXo4VF4zTqpWwuUM_2OTyuAwIbuJ78,11017
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+ fundedness-0.2.3.dist-info/WHEEL,sha256=WLgqFyCfm_KASv4WHyYy0P3pM_m7J5L9k2skdKLirC8,87
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+ fundedness-0.2.3.dist-info/entry_points.txt,sha256=Oh-Hg08i044YHuSHViCdfoD8CenIGcKrVuUVysvN9sY,51
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+ fundedness-0.2.3.dist-info/RECORD,,