getfactormodels 0.0.1__py3-none-any.whl → 0.0.2__py3-none-any.whl

getfactormodels/__init__.py

@@ -20,7 +20,7 @@
 # LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
 # OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
 # SOFTWARE.
-__version__ = "0.0.1"
+__version__ = "0.0.2"
 
 from .__main__ import FactorExtractor, get_factors
 from .models import models  # noqa: F401

getfactormodels/models/models.py

@@ -321,6 +321,7 @@ def _create_cache():
     cache_dir = os.path.expanduser('~/.cache/getfactormodels')
     if not os.path.exists(cache_dir):
         os.makedirs(cache_dir)
+    return cache_dir
 
 
 def hml_devil_factors(frequency='M',

{getfactormodels-0.0.1.dist-info → getfactormodels-0.0.2.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: getfactormodels
-Version: 0.0.1
+Version: 0.0.2
 Summary: Retreive data for various multifactor asset pricing models.
 Keywords: finance,pricing models,financial analysis,econometrics,asset pricing,multifactor models
 Author-email: "S. Martin" <x512@pm.me>
@@ -36,7 +36,7 @@ Provides-Extra: dev
 
 # getfactormodels
 
-![Python 3.11](https://img.shields.io/badge/Python-3.7+-306998.svg?logo=python&logoColor=ffde57&style=flat-square)
+![Python 3.11](https://img.shields.io/badge/Python-3.7+-306998.svg?logo=python&logoColor=ffde57&style=flat-square) ![PyPI - Version](https://img.shields.io/pypi/v/getfactormodels?style=flat-square&label=PyPI)
 
 
 Reliably retrieve data for various multi-factor asset pricing models.
@@ -55,8 +55,7 @@ Reliably retrieve data for various multi-factor asset pricing models.
 - The 6-factor model of Barillas and Shanken<sup>[[12]](#12)</sup>
 
 
-_Thanks to: Kenneth French, Robert Stambaugh, Lin Sun, Zhiguo He, AQR Capital Management (AQR.com) and Hou, Xue and Zhang (global-q.org), for their research and for the datasets they publically provide._
-
+_Thanks to: Kenneth French, Robert Stambaugh, Lin Sun, Zhiguo He, AQR Capital Management (AQR.com) and Hou, Xue and Zhang (global-q.org), for their research and for the datasets they provide._
 
 ## Installation
 
@@ -64,7 +63,7 @@ _Thanks to: Kenneth French, Robert Stambaugh, Lin Sun, Zhiguo He, AQR Capital Ma
 
 * Install with pip:
   ```shell
-  $ pip install getfactormodels   
+    pip install getfactormodels   
   ```
 
 ## Usage
@@ -75,9 +74,9 @@ After installing, import ``getfactormodels`` and call ``get_factors()`` with the
 * For example, to retrieve the daily q-factor model data:
 
     ```py
-    import getfactormodels as getfactormodels
+      import getfactormodels
     
-    df = getfactormodels.get_factors(model='q', frequency='d')
+      getfactormodels.get_factors(model='q', frequency='d')
     ```
     > _Trimmed output:_
     ```txt
@@ -117,10 +116,9 @@ After installing, import ``getfactormodels`` and call ``get_factors()`` with the
     ```
      >The output parameter accepts a filename, path or directory, and can be one of csv, md, txt, xlsx, pkl.
 
+* You can also import just the models that you need.:
 
-You can also import just the models that you need. 
-
-* For example, to import only the *ICR* and *q*-factor models: 
+  * For example, to import only the *ICR* and *q*-factor models: 
 
     ```py
       from getfactormodels import icr_factors, q_factors
@@ -132,7 +130,7 @@ You can also import just the models that you need.
       df = q_factors(frequency="W", start_date="1992-01-01)
     ```
 
-* If using ``ff_factors()``, then an additional ``model`` parameter should be specified:
+  * If using ``ff_factors()``, then an additional ``model`` parameter should be specified:
 
     ```py
     from getfactormodels import ff_factors
@@ -149,7 +147,9 @@ You can also import just the models that you need.
 * or import all the models:
 
   ```py
-    from getfactormodels import models
+    from getfactormodels.models import models
+  
+    df = models.barillas_shanken_factors('m')
   ```
 
 * There's also the `FactorExtractor` class that the CLI uses (it doesn't really do a whole lot yet):

{getfactormodels-0.0.1.dist-info → getfactormodels-0.0.2.dist-info}/RECORD

@@ -1,13 +1,13 @@
-getfactormodels/__init__.py,sha256=OBR7bzlxouVp0fnnNiTPEu2Dg5WT7jY-Ss4AXhpPaQ0,1882
+getfactormodels/__init__.py,sha256=kEyQDvcs6ssEAoec_13BcuWr9RSb8teDxAi7RR1CQeo,1882
 getfactormodels/__main__.py,sha256=wog0NDpyKmUmFWJ0brIJIPoKN_m0HGXtLiXEuO3PrRs,5565
 getfactormodels/models/__init__.py,sha256=TuTNVPCEwd9xxlAHzoEk4sYDenYQcBdCiMbiulOT-Y0,1237
 getfactormodels/models/ff_models.py,sha256=8ek3Q40acyOuILcbiAJvYfPnyPisY4oPapeRf4w9FzI,4492
-getfactormodels/models/models.py,sha256=VdRWssoqKZKojJyzRj0KstXbLex7WfPU5bgN9NblQoE,17884
+getfactormodels/models/models.py,sha256=Ga5AYEG-mrAFweBuBGRU19lLw0IOIcbLuCBBlTA8olY,17905
 getfactormodels/utils/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 getfactormodels/utils/cli.py,sha256=Gtyuph2HCYgnx-qy6Aq4QRgDJzzxQ_bPX5iG463uJkE,1455
 getfactormodels/utils/utils.py,sha256=G-LcqJLWP-VGt3QlLsmQDwd7fbFK4itlNwpeADZRE_s,5559
-getfactormodels-0.0.1.dist-info/entry_points.txt,sha256=BeSOuEFV8LlnhTxpKpbeJLQfl_kS-bVif0k4Z1ghOnY,65
-getfactormodels-0.0.1.dist-info/LICENSE,sha256=3AA29XMl8p-SVQzn1hMvq478uj3FHVjEUknv6YaGeYk,1066
-getfactormodels-0.0.1.dist-info/WHEEL,sha256=EZbGkh7Ie4PoZfRQ8I0ZuP9VklN_TvcZ6DSE5Uar4z4,81
-getfactormodels-0.0.1.dist-info/METADATA,sha256=KKWEMEIvtRE--mXWonwR8Mwj05zxrKryyRtIwfmzbVg,11895
-getfactormodels-0.0.1.dist-info/RECORD,,
+getfactormodels-0.0.2.dist-info/entry_points.txt,sha256=BeSOuEFV8LlnhTxpKpbeJLQfl_kS-bVif0k4Z1ghOnY,65
+getfactormodels-0.0.2.dist-info/LICENSE,sha256=3AA29XMl8p-SVQzn1hMvq478uj3FHVjEUknv6YaGeYk,1066
+getfactormodels-0.0.2.dist-info/WHEEL,sha256=EZbGkh7Ie4PoZfRQ8I0ZuP9VklN_TvcZ6DSE5Uar4z4,81
+getfactormodels-0.0.2.dist-info/METADATA,sha256=TKe4WbZq5FzQeqVpo63HepAGpEwp5s_aPL2l7iXQhS0,12018
+getfactormodels-0.0.2.dist-info/RECORD,,