markowizard 0.1.0__tar.gz → 0.2.0__tar.gz

{markowizard-0.1.0 → markowizard-0.2.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: markowizard
-Version: 0.1.0
+Version: 0.2.0
 Summary: Markowitz portfolio optimization and analysis library
 Author-email: GusFurtado <gustavofurtado2@gmail.com>
 License: MIT
@@ -28,12 +28,19 @@ Requires-Dist: yfinance>=0.1.63
 Requires-Dist: plotly>=5.10
 Dynamic: license-file
 
-# MarkoWizard
+<p align="center">
+  <img src="https://raw.githubusercontent.com/OutliersAnalytics/MarkoWizard/main/assets/banner.png" alt="MarkoWizard" width="640">
+</p>
 
-A modern Python library for Markowitz portfolio optimization and analysis.
+<p align="center">
+  <b>A modern Python library for Markowitz portfolio optimization and analysis.</b>
+</p>
 
-[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
-[![Python 3.10+](https://img.shields.io/badge/python-3.10+-blue.svg)](https://www.python.org/downloads/)
+<p align="center">
+  <a href="https://pypi.org/project/markowizard/"><img src="https://img.shields.io/pypi/v/markowizard" alt="PyPI"></a>
+  <a href="https://www.python.org/downloads/"><img src="https://img.shields.io/badge/python-3.10+-blue.svg" alt="Python 3.10+"></a>
+  <a href="https://opensource.org/licenses/MIT"><img src="https://img.shields.io/badge/License-MIT-yellow.svg" alt="License: MIT"></a>
+</p>
 
 > **Previously known as _Diversificador_.** The original portfolio-analysis web app
 > built with [Dash](https://dash.plotly.com/) is no longer maintained, but it is
@@ -44,7 +51,7 @@ A modern Python library for Markowitz portfolio optimization and analysis.
 - **Markowitz Mean-Variance Optimization** — Compute the efficient frontier using `scipy.optimize`
 - **Capital Allocation Line** — Mix risky portfolios with risk-free assets
 - **Visualization** — Plotly-based charts for efficient frontier, allocation pie, CAL, correlation heatmaps, and price timelines
-- **Data Fetching** — Optional convenience functions for downloading market data via yfinance
+- **Data Fetching** — Built-in helpers for downloading market data via yfinance
 - **Web Application** — FastAPI backend with a dark-themed interactive frontend
 
 ## Installation

{markowizard-0.1.0 → markowizard-0.2.0}/README.md

@@ -1,9 +1,16 @@
-# MarkoWizard
+<p align="center">
+  <img src="https://raw.githubusercontent.com/OutliersAnalytics/MarkoWizard/main/assets/banner.png" alt="MarkoWizard" width="640">
+</p>
 
-A modern Python library for Markowitz portfolio optimization and analysis.
+<p align="center">
+  <b>A modern Python library for Markowitz portfolio optimization and analysis.</b>
+</p>
 
-[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
-[![Python 3.10+](https://img.shields.io/badge/python-3.10+-blue.svg)](https://www.python.org/downloads/)
+<p align="center">
+  <a href="https://pypi.org/project/markowizard/"><img src="https://img.shields.io/pypi/v/markowizard" alt="PyPI"></a>
+  <a href="https://www.python.org/downloads/"><img src="https://img.shields.io/badge/python-3.10+-blue.svg" alt="Python 3.10+"></a>
+  <a href="https://opensource.org/licenses/MIT"><img src="https://img.shields.io/badge/License-MIT-yellow.svg" alt="License: MIT"></a>
+</p>
 
 > **Previously known as _Diversificador_.** The original portfolio-analysis web app
 > built with [Dash](https://dash.plotly.com/) is no longer maintained, but it is
@@ -14,7 +21,7 @@ A modern Python library for Markowitz portfolio optimization and analysis.
 - **Markowitz Mean-Variance Optimization** — Compute the efficient frontier using `scipy.optimize`
 - **Capital Allocation Line** — Mix risky portfolios with risk-free assets
 - **Visualization** — Plotly-based charts for efficient frontier, allocation pie, CAL, correlation heatmaps, and price timelines
-- **Data Fetching** — Optional convenience functions for downloading market data via yfinance
+- **Data Fetching** — Built-in helpers for downloading market data via yfinance
 - **Web Application** — FastAPI backend with a dark-themed interactive frontend
 
 ## Installation

{markowizard-0.1.0 → markowizard-0.2.0}/markowizard/__init__.py

@@ -2,7 +2,7 @@
 markowizard: Markowitz portfolio optimization and analysis library.
 
 Provides tools for mean-variance optimization, capital allocation,
-visualization, and optional market data fetching.
+visualization, and market data fetching.
 """
 
 from importlib.metadata import PackageNotFoundError, version
@@ -13,7 +13,7 @@ from markowizard.core import MarkowitzOptimizer
 try:
     __version__ = version("markowizard")
 except PackageNotFoundError:
-    __version__ = "0.1.0"
+    __version__ = "0.2.0"
 
 __all__ = [
     "CapitalAllocator",

{markowizard-0.1.0 → markowizard-0.2.0}/markowizard.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: markowizard
-Version: 0.1.0
+Version: 0.2.0
 Summary: Markowitz portfolio optimization and analysis library
 Author-email: GusFurtado <gustavofurtado2@gmail.com>
 License: MIT
@@ -28,12 +28,19 @@ Requires-Dist: yfinance>=0.1.63
 Requires-Dist: plotly>=5.10
 Dynamic: license-file
 
-# MarkoWizard
+<p align="center">
+  <img src="https://raw.githubusercontent.com/OutliersAnalytics/MarkoWizard/main/assets/banner.png" alt="MarkoWizard" width="640">
+</p>
 
-A modern Python library for Markowitz portfolio optimization and analysis.
+<p align="center">
+  <b>A modern Python library for Markowitz portfolio optimization and analysis.</b>
+</p>
 
-[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
-[![Python 3.10+](https://img.shields.io/badge/python-3.10+-blue.svg)](https://www.python.org/downloads/)
+<p align="center">
+  <a href="https://pypi.org/project/markowizard/"><img src="https://img.shields.io/pypi/v/markowizard" alt="PyPI"></a>
+  <a href="https://www.python.org/downloads/"><img src="https://img.shields.io/badge/python-3.10+-blue.svg" alt="Python 3.10+"></a>
+  <a href="https://opensource.org/licenses/MIT"><img src="https://img.shields.io/badge/License-MIT-yellow.svg" alt="License: MIT"></a>
+</p>
 
 > **Previously known as _Diversificador_.** The original portfolio-analysis web app
 > built with [Dash](https://dash.plotly.com/) is no longer maintained, but it is
@@ -44,7 +51,7 @@ A modern Python library for Markowitz portfolio optimization and analysis.
 - **Markowitz Mean-Variance Optimization** — Compute the efficient frontier using `scipy.optimize`
 - **Capital Allocation Line** — Mix risky portfolios with risk-free assets
 - **Visualization** — Plotly-based charts for efficient frontier, allocation pie, CAL, correlation heatmaps, and price timelines
-- **Data Fetching** — Optional convenience functions for downloading market data via yfinance
+- **Data Fetching** — Built-in helpers for downloading market data via yfinance
 - **Web Application** — FastAPI backend with a dark-themed interactive frontend
 
 ## Installation

{markowizard-0.1.0 → markowizard-0.2.0}/markowizard.egg-info/SOURCES.txt

@@ -11,4 +11,5 @@ markowizard.egg-info/SOURCES.txt
 markowizard.egg-info/dependency_links.txt
 markowizard.egg-info/requires.txt
 markowizard.egg-info/top_level.txt
+tests/test_api.py
 tests/test_package.py

{markowizard-0.1.0 → markowizard-0.2.0}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "markowizard"
-version = "0.1.0"
+version = "0.2.0"
 description = "Markowitz portfolio optimization and analysis library"
 readme = "README.md"
 license = {text = "MIT"}
@@ -37,6 +37,9 @@ dev = [
     "pytest>=9.1.1",
     "pytest-cov>=7.1.0",
     "ruff>=0.15.20",
+    # For exercising the web service (backend/) in the test suite.
+    "fastapi>=0.110.0",
+    "httpx>=0.27.0",
 ]
 
 [project.urls]
@@ -52,6 +55,7 @@ include = ["markowizard*"]
 testpaths = ["tests"]
 python_files = ["test_*.py"]
 addopts = "-v --tb=short"
+pythonpath = ["."]  # so tests can `import backend` (the web app is not installed)
 
 [tool.ruff]
 target-version = "py310"

markowizard-0.2.0/tests/test_api.py

@@ -0,0 +1,101 @@
+"""Tests for the FastAPI web service (`backend/`).
+
+The market-data fetch is mocked, so these run offline; everything downstream
+of the fetch (returns, optimization, CAL, serialization) exercises the real code.
+"""
+
+from unittest.mock import patch
+
+import numpy as np
+import pandas as pd
+import pytest
+from fastapi.testclient import TestClient
+
+from backend.main import app
+from markowizard.data import compute_monthly_returns
+
+TICKERS = ["AAA", "BBB", "CCC"]
+
+
+@pytest.fixture
+def client() -> TestClient:
+    return TestClient(app)
+
+
+@pytest.fixture
+def fake_prices() -> pd.DataFrame:
+    """~3 years of synthetic daily close prices for three tickers."""
+    rng = np.random.default_rng(0)
+    dates = pd.date_range("2021-01-01", periods=780, freq="B")
+    steps = rng.normal(loc=0.0004, scale=0.012, size=(len(dates), len(TICKERS)))
+    prices = 100 * np.exp(np.cumsum(steps, axis=0))
+    return pd.DataFrame(prices, index=dates, columns=TICKERS)
+
+
+def test_health(client: TestClient) -> None:
+    resp = client.get("/api/health")
+    assert resp.status_code == 200
+    assert resp.json() == {"status": "ok"}
+
+
+def test_root_serves_frontend(client: TestClient) -> None:
+    resp = client.get("/")
+    assert resp.status_code == 200
+    assert "text/html" in resp.headers["content-type"]
+
+
+def test_analyze_happy_path(client: TestClient, fake_prices: pd.DataFrame) -> None:
+    with patch("backend.router.fetch_prices", return_value=fake_prices) as fetch:
+        resp = client.post(
+            "/api/analyze",
+            json={"tickers": TICKERS, "period": "3y", "risk_free_rate": 0.004},
+        )
+
+    fetch.assert_called_once()
+    assert resp.status_code == 200
+    body = resp.json()
+
+    assert body["tickers"] == TICKERS
+    assert len(body["efficient_frontier"]) == 100
+    assert set(body["max_sharpe_portfolio"]["weights"]) == set(TICKERS)
+    assert body["max_sharpe_portfolio"]["sharpe"] is not None
+    assert len(body["capital_allocation_line"]) == 21
+    assert np.allclose(np.array(body["correlation_matrix"]).shape, (3, 3))
+
+    # Minimum-variance portfolio is the lowest-risk point on the frontier.
+    min_var = body["min_variance_portfolio"]
+    assert set(min_var["weights"]) == set(TICKERS)
+    assert min_var["risk"] == min(p["risk"] for p in body["efficient_frontier"])
+    assert min_var == body["efficient_frontier"][0]
+
+    # Per-asset standalone statistics, independent of any portfolio weighting,
+    # should match mean/std of the same monthly returns the optimizer used.
+    monthly_returns = compute_monthly_returns(fake_prices)
+    stats_by_ticker = {s["ticker"]: s for s in body["asset_statistics"]}
+    assert set(stats_by_ticker) == set(TICKERS)
+    for ticker in TICKERS:
+        stats = stats_by_ticker[ticker]
+        assert stats["expected_return"] == pytest.approx(monthly_returns[ticker].mean())
+        assert stats["volatility"] == pytest.approx(monthly_returns[ticker].std())
+
+
+def test_analyze_reports_missing_tickers(client: TestClient, fake_prices: pd.DataFrame) -> None:
+    partial = fake_prices.drop(columns=["CCC"])
+    with patch("backend.router.fetch_prices", return_value=partial):
+        resp = client.post("/api/analyze", json={"tickers": TICKERS})
+
+    assert resp.status_code == 400
+    assert "CCC" in resp.json()["detail"]
+
+
+def test_analyze_rejects_empty_tickers(client: TestClient) -> None:
+    resp = client.post("/api/analyze", json={"tickers": []})
+    assert resp.status_code == 422
+
+
+def test_analyze_wraps_fetch_errors(client: TestClient) -> None:
+    with patch("backend.router.fetch_prices", side_effect=RuntimeError("yfinance down")):
+        resp = client.post("/api/analyze", json={"tickers": TICKERS})
+
+    assert resp.status_code == 500
+    assert "yfinance down" in resp.json()["detail"]