fundedness 0.2.2__tar.gz → 0.2.3__tar.gz

fundedness-0.2.3/.streamlit/config.toml

@@ -0,0 +1,11 @@
+[theme]
+primaryColor = "#3498db"
+backgroundColor = "#ffffff"
+secondaryBackgroundColor = "#f8f9fa"
+textColor = "#2c3e50"
+font = "sans serif"
+
+[server]
+headless = true
+enableCORS = false
+enableXsrfProtection = true

{fundedness-0.2.2 → fundedness-0.2.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: fundedness
-Version: 0.2.2
+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/
@@ -57,6 +57,7 @@ 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/)
 [![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)
 

{fundedness-0.2.2 → fundedness-0.2.3}/README.md

@@ -3,6 +3,7 @@
 [![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/)
 [![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)
 

{fundedness-0.2.2 → fundedness-0.2.3}/docs/guide/utility-optimization.md

@@ -18,34 +18,34 @@ Utility optimization provides a rigorous framework for finding the **optimal** s
 
 The Merton formula gives the optimal fraction to invest in risky assets:
 
-\[
+$$
 k^* = \frac{\mu - r}{\gamma \cdot \sigma^2}
-\]
+$$
 
 Where:
 
-- \(\mu\) = expected stock return
-- \(r\) = bond/risk-free return
-- \(\gamma\) = risk aversion coefficient
-- \(\sigma\) = stock volatility
+- $\mu$ = expected stock return
+- $r$ = bond/risk-free return
+- $\gamma$ = risk aversion coefficient
+- $\sigma$ = stock volatility
 
 ### Certainty Equivalent Return
 
 The guaranteed return that provides the same utility as the risky portfolio:
 
-\[
+$$
 r_{CE} = r + k^*(\mu - r) - \frac{\gamma \cdot (k^*)^2 \cdot \sigma^2}{2}
-\]
+$$
 
 ### Optimal Spending Rate
 
 For an infinite horizon:
 
-\[
+$$
 c^* = r_{CE} - \frac{r_{CE} - \rho}{\gamma}
-\]
+$$
 
-Where \(\rho\) is your time preference (discount rate).
+Where $\rho$ is your time preference (discount rate).
 
 ## Quick Start
 
@@ -88,11 +88,11 @@ print(f"Year 1 spending: ${1_000_000 * result.optimal_spending_rate:,.0f}")
 
 Near the subsistence floor, you can't afford to take risk. The wealth-adjusted allocation accounts for this:
 
-\[
+$$
 k_{adj} = k^* \cdot \frac{W - F}{W}
-\]
+$$
 
-Where \(W\) is wealth and \(F\) is the subsistence floor.
+Where $W$ is wealth and $F$ is the subsistence floor.
 
 As wealth approaches the floor, allocation approaches zero. As wealth rises far above the floor, allocation approaches the unconstrained optimal.
 

{fundedness-0.2.2 → fundedness-0.2.3}/docs/javascripts/mathjax.js

@@ -10,10 +10,3 @@ window.MathJax = {
     processHtmlClass: "arithmatex"
   }
 };
-
-document$.subscribe(() => {
-  MathJax.startup.output.clearCache()
-  MathJax.typesetClear()
-  MathJax.texReset()
-  MathJax.typesetPromise()
-})

{fundedness-0.2.2 → fundedness-0.2.3}/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-0.2.2 → fundedness-0.2.3}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "hatchling.build"
 
 [project]
 name = "fundedness"
-version = "0.2.2"
+version = "0.2.3"
 description = "A Python financial planning toolkit with CEFR calculations, Monte Carlo simulations, and beautiful visualizations"
 readme = "README.md"
 license = "MIT"

{fundedness-0.2.2 → fundedness-0.2.3}/streamlit_app/app.py

@@ -10,6 +10,12 @@ st.set_page_config(
     initial_sidebar_state="expanded",
 )
 
+import sys
+from pathlib import Path
+
+# Add parent directory to path for imports when running on Streamlit Cloud
+sys.path.insert(0, str(Path(__file__).parent.parent))
+
 from streamlit_app.utils.session_state import initialize_session_state
 
 # Initialize session state

{fundedness-0.2.2 → fundedness-0.2.3}/streamlit_app/pages/0_Inputs.py

@@ -1,5 +1,9 @@
 """Inputs page for asset, liability, and assumption entry."""
 
+import sys
+from pathlib import Path
+sys.path.insert(0, str(Path(__file__).parent.parent.parent))
+
 import streamlit as st
 
 from fundedness.models.household import Household, Person

{fundedness-0.2.2 → fundedness-0.2.3}/streamlit_app/pages/1_CEFR_Dashboard.py

@@ -1,5 +1,9 @@
 """CEFR Dashboard page."""
 
+import sys
+from pathlib import Path
+sys.path.insert(0, str(Path(__file__).parent.parent.parent))
+
 import streamlit as st
 
 from fundedness.cefr import compute_cefr

{fundedness-0.2.2 → fundedness-0.2.3}/streamlit_app/pages/2_Time_Runway.py

@@ -1,5 +1,9 @@
 """Time Runway page with Monte Carlo projections."""
 
+import sys
+from pathlib import Path
+sys.path.insert(0, str(Path(__file__).parent.parent.parent))
+
 import numpy as np
 import streamlit as st
 

{fundedness-0.2.2 → fundedness-0.2.3}/streamlit_app/pages/3_Withdrawal_Lab.py

@@ -1,5 +1,9 @@
 """Withdrawal Strategy Lab page."""
 
+import sys
+from pathlib import Path
+sys.path.insert(0, str(Path(__file__).parent.parent.parent))
+
 import numpy as np
 import streamlit as st
 

{fundedness-0.2.2 → fundedness-0.2.3}/streamlit_app/pages/4_Sensitivity.py

@@ -1,5 +1,9 @@
 """Sensitivity Analysis page."""
 
+import sys
+from pathlib import Path
+sys.path.insert(0, str(Path(__file__).parent.parent.parent))
+
 import streamlit as st
 
 from fundedness.cefr import compute_cefr

{fundedness-0.2.2 → fundedness-0.2.3}/streamlit_app/pages/5_Utility_Optimization.py

@@ -1,5 +1,9 @@
 """Utility Optimization page - Merton optimal spending and allocation."""
 
+import sys
+from pathlib import Path
+sys.path.insert(0, str(Path(__file__).parent.parent.parent))
+
 import numpy as np
 import streamlit as st