lambda-risk 0.0.0.4__tar.gz → 0.0.0.5__tar.gz

{lambda_risk-0.0.0.4 → lambda_risk-0.0.0.5}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: lambda_risk
-Version: 0.0.0.4
+Version: 0.0.0.5
 Description-Content-Type: text/markdown
 Requires-Dist: pandas>=2.2.3
 Requires-Dist: requests>=2.32.3

{lambda_risk-0.0.0.4 → lambda_risk-0.0.0.5}/lambda_risk/client.py

@@ -1,5 +1,6 @@
 from __future__ import annotations
 
+import mimetypes
 import os
 import tempfile
 import time
@@ -12,8 +13,8 @@ import requests
 
 @dataclass
 class Config:
-    base_url: str
-    token: str
+    base_url: str = os.getenv("LAMBDA_API_URL")
+    token: str = os.getenv("LAMBDA_API_TOKEN")
     timeout: int = 120
     poll_seconds: int = 3
     max_polls: int = 120
@@ -354,9 +355,9 @@ class FrameworkRiesgo(Config):
 
 
 class StorageFiles(Config):
-    def get_file_url(self, bucket: str, path: str, log: bool = False) -> dict[str, Any]:
+    def get_file_url(self, bucket: str, path: str, *, admin_password: str, log: bool = False) -> dict[str, Any]:
         started_at = time.perf_counter()
-        data = self._post("files/signed-url", {"bucket": bucket, "path": path})
+        data = self._post("files/signed-url", {"bucket": bucket, "path": path, "admin_password": admin_password})
         elapsed = self._format_elapsed(time.perf_counter() - started_at)
         self._print(
             f"file_signed_url={elapsed} | bucket={bucket} | path={path} | size_bytes={data['size_bytes']}",
@@ -364,14 +365,40 @@ class StorageFiles(Config):
         )
         return data
 
+    def get_upload_url(
+        self,
+        bucket: str,
+        path: str,
+        *,
+        admin_password: str,
+        content_type: Optional[str] = None,
+        log: bool = False,
+    ) -> dict[str, Any]:
+        started_at = time.perf_counter()
+        payload = {
+            "bucket": bucket,
+            "path": path,
+            "admin_password": admin_password,
+            "content_type": content_type or "application/octet-stream",
+        }
+        data = self._post("files/upload-url", payload)
+        elapsed = self._format_elapsed(time.perf_counter() - started_at)
+        self._print(
+            f"file_upload_url={elapsed} | bucket={bucket} | path={path} | content_type={data['content_type']}",
+            log,
+        )
+        return data
+
     def download_file(
         self,
         bucket: str,
         path: str,
+        *,
+        admin_password: str,
         destination: str | os.PathLike = ".",
         log: bool = False,
     ) -> Path:
-        file_info = self.get_file_url(bucket, path, log=log)
+        file_info = self.get_file_url(bucket, path, admin_password=admin_password, log=log)
         destination_path = Path(destination)
         if destination_path.suffix:
             output_path = destination_path
@@ -394,3 +421,40 @@ class StorageFiles(Config):
             log,
         )
         return output_path
+
+    def upload_file(
+        self,
+        source: str | os.PathLike,
+        bucket: str,
+        path: str,
+        *,
+        admin_password: str,
+        content_type: Optional[str] = None,
+        log: bool = False,
+    ) -> dict[str, Any]:
+        source_path = Path(source)
+        detected_content_type = content_type or mimetypes.guess_type(source_path.name)[0] or "application/octet-stream"
+        file_info = self.get_upload_url(
+            bucket,
+            path,
+            admin_password=admin_password,
+            content_type=detected_content_type,
+            log=log,
+        )
+
+        started_at = time.perf_counter()
+        with source_path.open("rb") as file_obj:
+            response = requests.put(
+                file_info["signed_url"],
+                data=file_obj,
+                headers=file_info["headers"],
+                timeout=600,
+            )
+            response.raise_for_status()
+
+        elapsed = self._format_elapsed(time.perf_counter() - started_at)
+        self._print(
+            f"file_upload={elapsed} | gs_uri={file_info['gs_uri']} | mb={source_path.stat().st_size / (1024 * 1024):.2f}",
+            log,
+        )
+        return file_info

lambda_risk-0.0.0.5/lambda_risk/risk.py

@@ -0,0 +1,43 @@
+import pandas as pd
+import numpy as np
+from scipy.stats import norm
+from datetime import datetime, timedelta
+from dataclasses import dataclass, field
+from typing import List, Dict, Optional
+from .client import Datamart, FrameworkRiesgo
+
+@dataclass
+class ExpostRisk:
+
+    def ewma_varianza(self,returns:pd.DataFrame,factor:float) -> float:
+        pass
+
+    def decay_varianza(self,returns:pd.DataFrame,factor:float) -> float:
+        pass
+    
+    def volatilidad(self,returns:pd.DataFrame,ewma:bool=False, decay:bool=False) -> float:
+        pass
+
+    def value_at_risk(self, confidence_level:float, sigma:float, mu:float=0.0) -> float:
+        pass
+
+    def tracking_error(self, ret_target:pd.DataFrame, ret_bmk:pd.DataFrame, ewma:bool=False, decay:bool=False) -> float:
+        pass
+
+
+@dataclass
+class Retornos:
+    data : pd.DataFrame
+    agf_target : str 
+    year : str
+    bmk_categ : str 
+    dtd : bool = False
+    wtw : bool = False
+    rolling_window : Optional[dict] = None
+    drop_weekends : bool = True
+    len_data : str = '1Y'
+    result : Dict[str, pd.DataFrame] = None
+
+    def runs_target(self):
+        ...
+

{lambda_risk-0.0.0.4 → lambda_risk-0.0.0.5}/lambda_risk.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: lambda_risk
-Version: 0.0.0.4
+Version: 0.0.0.5
 Description-Content-Type: text/markdown
 Requires-Dist: pandas>=2.2.3
 Requires-Dist: requests>=2.32.3

{lambda_risk-0.0.0.4 → lambda_risk-0.0.0.5}/lambda_risk.egg-info/SOURCES.txt

@@ -2,6 +2,7 @@ README.md
 setup.py
 lambda_risk/__init__.py
 lambda_risk/client.py
+lambda_risk/risk.py
 lambda_risk.egg-info/PKG-INFO
 lambda_risk.egg-info/SOURCES.txt
 lambda_risk.egg-info/dependency_links.txt

{lambda_risk-0.0.0.4 → lambda_risk-0.0.0.5}/setup.py

@@ -6,7 +6,7 @@ with open("README.md", "r") as f:
 
 setup(
     name='lambda_risk',
-    version='0.0.0.4',
+    version='0.0.0.5',
     packages=find_packages(),
     include_package_data=True,
     install_requires=[