pwb-toolbox 0.1.0__tar.gz → 0.1.2__tar.gz

{pwb_toolbox-0.1.0 → pwb_toolbox-0.1.2}/PKG-INFO

@@ -1,6 +1,6 @@
-Metadata-Version: 2.1
+Metadata-Version: 2.2
 Name: pwb-toolbox
-Version: 0.1.0
+Version: 0.1.2
 Summary: A toolbox library for quant traders
 Home-page: https://github.com/paperswithbacktest/pwb-toolbox
 Author: Your Name
@@ -46,13 +46,15 @@ The `pwb-toolbox` package offers a range of functionalities for systematic tradi
 ```python
 import pwb_toolbox.datasets as pwb_ds
 
-df = ds.load_dataset("Bonds-Daily-Price")
-df = ds.load_dataset("Commodities-Daily-Price")
-df = ds.load_dataset("Cryptocurrencies-Daily-Price")
-df = ds.load_dataset("ETFs-Daily-Price")
-df = ds.load_dataset("Forex-Daily-Price")
-df = ds.load_dataset("Indices-Daily-Price")
-df = ds.load_dataset("Stocks-Daily-Price")
+df = pwb_ds.get_pricing(["AAPL", "MSFT", "GOOGL"])
+df = pwb_ds.load_dataset("Bonds-Daily-Price")
+df = pwb_ds.load_dataset("Commodities-Daily-Price")
+df = pwb_ds.load_dataset("Cryptocurrencies-Daily-Price")
+df = pwb_ds.load_dataset("ETFs-Daily-Price")
+df = pwb_ds.load_dataset("Forex-Daily-Price")
+df = pwb_ds.load_dataset("Indices-Daily-Price")
+df = pwb_ds.load_dataset("Stocks-Daily-Price")
+
 ```
 
 - Load daily stock price data for specific symbols using the load_dataset function. The first call retrieves data for Apple and Microsoft. The second call retrieves the same stocks but without price adjustments (`adjust=False`). The third call loads daily price data for the S&P 500 index:
@@ -130,6 +132,7 @@ To build the package, run:
 
 ```bash
 python -m pip install --upgrade build
+rm -r dist
 python -m build
 ```
 

{pwb_toolbox-0.1.0 → pwb_toolbox-0.1.2}/README.md

@@ -29,13 +29,15 @@ The `pwb-toolbox` package offers a range of functionalities for systematic tradi
 ```python
 import pwb_toolbox.datasets as pwb_ds
 
-df = ds.load_dataset("Bonds-Daily-Price")
-df = ds.load_dataset("Commodities-Daily-Price")
-df = ds.load_dataset("Cryptocurrencies-Daily-Price")
-df = ds.load_dataset("ETFs-Daily-Price")
-df = ds.load_dataset("Forex-Daily-Price")
-df = ds.load_dataset("Indices-Daily-Price")
-df = ds.load_dataset("Stocks-Daily-Price")
+df = pwb_ds.get_pricing(["AAPL", "MSFT", "GOOGL"])
+df = pwb_ds.load_dataset("Bonds-Daily-Price")
+df = pwb_ds.load_dataset("Commodities-Daily-Price")
+df = pwb_ds.load_dataset("Cryptocurrencies-Daily-Price")
+df = pwb_ds.load_dataset("ETFs-Daily-Price")
+df = pwb_ds.load_dataset("Forex-Daily-Price")
+df = pwb_ds.load_dataset("Indices-Daily-Price")
+df = pwb_ds.load_dataset("Stocks-Daily-Price")
+
 ```
 
 - Load daily stock price data for specific symbols using the load_dataset function. The first call retrieves data for Apple and Microsoft. The second call retrieves the same stocks but without price adjustments (`adjust=False`). The third call loads daily price data for the S&P 500 index:
@@ -113,6 +115,7 @@ To build the package, run:
 
 ```bash
 python -m pip install --upgrade build
+rm -r dist
 python -m build
 ```
 

{pwb_toolbox-0.1.0 → pwb_toolbox-0.1.2}/pwb_toolbox/datasets/__init__.py

@@ -1,4 +1,5 @@
 from collections import defaultdict
+from datetime import date
 import os
 import re
 
@@ -770,13 +771,34 @@ def __extend_etfs(df_etfs):
     mapping = {
         "AGG": ["Bonds-Daily-Price", "US10Y"],
         "EPP": ["Indices-Daily-Price", "HSI"],
+        "EWA": ["Indices-Daily-Price", "AS30"],  # Australia
+        "EWO": ["Indices-Daily-Price", "ATX"],  # Austria
+        "EWK": ["Indices-Daily-Price", "BEL20"],  # Belgium
+        "EWZ": ["Indices-Daily-Price", "IBOV"],  # Brazil
+        "EWC": ["Indices-Daily-Price", "SPTSX"],  # Canada
+        "FXI": ["Indices-Daily-Price", "SSE50"],  # China
+        "EWQ": ["Indices-Daily-Price", "CAC"],  # France
+        "EWG": ["Indices-Daily-Price", "DAX"],  # Germany
+        "EWH": ["Indices-Daily-Price", "HSI"],  # Hong Kong
+        "EWI": ["Indices-Daily-Price", "FTSEMIB"],  # Italy
         "EWJ": ["Indices-Daily-Price", "NKY"],
+        "EWM": ["Indices-Daily-Price", "FBMKLCI"],  # Malaysia
+        "EWW": ["Indices-Daily-Price", "MEXBOL"],  # Mexico
+        "EWN": ["Indices-Daily-Price", "AEX"],  # Netherlands
+        "EWS": ["Indices-Daily-Price", "FSSTI"],  # Singapore
+        "EZA": ["Indices-Daily-Price", "TOP40"],  # South Africa
+        "EWP": ["Indices-Daily-Price", "IBEX"],  # Spain
+        "EWD": ["Indices-Daily-Price", "OMX"],  # Sweden
+        "EWL": ["Indices-Daily-Price", "SMI"],  # Switzerland
+        "EWT": ["Indices-Daily-Price", "TWSE"],  # Taiwan
+        "EWU": ["Indices-Daily-Price", "UKX"],  # United Kingdom
         "GLD": ["Commodities-Daily-Price", "GC1"],
         "IEF": ["Bonds-Daily-Price", "US10Y"],
         "IEV": ["Indices-Daily-Price", "SX5E"],
         "IWB": ["Indices-Daily-Price", "SPX"],
         "SHY": ["Bonds-Daily-Price", "US1Y"],
         "SPY": ["Indices-Daily-Price", "SPX"],
+        "THD": ["Indices-Daily-Price", "SET50"],  # Thailand
     }
     symbols = df_etfs.symbol.unique()
     mapping = {k: v for k, v in mapping.items() if k in symbols}
@@ -831,6 +853,44 @@ def __extend_etfs(df_etfs):
         combined_data = pd.concat([index_data_before_common, etf_data])
         frames.append(combined_data)
 
+    symbols_not_in_mapping = set(symbols) - set(mapping.keys())
+    frames.append(df_etfs[df_etfs["symbol"].isin(symbols_not_in_mapping)])
+
     # Concatenate all frames to form the final dataframe
     df = pd.concat(frames).sort_values(by=["date", "symbol"]).reset_index(drop=True)
     return df
+
+
+def get_pricing(
+    symbol_list,
+    fields=["close"],
+    start_date="1980-01-01",
+    end_date=date.today().isoformat(),
+):
+    """
+    Get pricing data for a list of symbols
+    """
+    if isinstance(symbol_list, str):
+        symbol_list = [symbol_list]
+    if len(fields) != 1:
+        raise ValueError("Only one field is allowed")
+    if fields[0] not in ["open", "high", "low", "close"]:
+        raise ValueError("Invalid field")
+    df = pd.concat(
+        [
+            load_dataset("Stocks-Daily-Price", symbol_list),
+            load_dataset("ETFs-Daily-Price", symbol_list),
+            load_dataset("Cryptocurrencies-Daily-Price", symbol_list),
+            load_dataset("Bonds-Daily-Price", symbol_list),
+            load_dataset("Commodities-Daily-Price", symbol_list),
+        ]
+    )
+    df["date"] = pd.to_datetime(df["date"])
+    df.set_index("date", inplace=True)
+    df.sort_index(inplace=True)
+    df_filtered = df.loc[start_date:end_date]
+    prices_df = df_filtered.pivot_table(
+        values="close", index=df_filtered.index, columns="symbol"
+    )
+    prices_df.columns = list(prices_df.columns)
+    return prices_df

{pwb_toolbox-0.1.0 → pwb_toolbox-0.1.2}/pwb_toolbox.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
-Metadata-Version: 2.1
+Metadata-Version: 2.2
 Name: pwb-toolbox
-Version: 0.1.0
+Version: 0.1.2
 Summary: A toolbox library for quant traders
 Home-page: https://github.com/paperswithbacktest/pwb-toolbox
 Author: Your Name
@@ -46,13 +46,15 @@ The `pwb-toolbox` package offers a range of functionalities for systematic tradi
 ```python
 import pwb_toolbox.datasets as pwb_ds
 
-df = ds.load_dataset("Bonds-Daily-Price")
-df = ds.load_dataset("Commodities-Daily-Price")
-df = ds.load_dataset("Cryptocurrencies-Daily-Price")
-df = ds.load_dataset("ETFs-Daily-Price")
-df = ds.load_dataset("Forex-Daily-Price")
-df = ds.load_dataset("Indices-Daily-Price")
-df = ds.load_dataset("Stocks-Daily-Price")
+df = pwb_ds.get_pricing(["AAPL", "MSFT", "GOOGL"])
+df = pwb_ds.load_dataset("Bonds-Daily-Price")
+df = pwb_ds.load_dataset("Commodities-Daily-Price")
+df = pwb_ds.load_dataset("Cryptocurrencies-Daily-Price")
+df = pwb_ds.load_dataset("ETFs-Daily-Price")
+df = pwb_ds.load_dataset("Forex-Daily-Price")
+df = pwb_ds.load_dataset("Indices-Daily-Price")
+df = pwb_ds.load_dataset("Stocks-Daily-Price")
+
 ```
 
 - Load daily stock price data for specific symbols using the load_dataset function. The first call retrieves data for Apple and Microsoft. The second call retrieves the same stocks but without price adjustments (`adjust=False`). The third call loads daily price data for the S&P 500 index:
@@ -130,6 +132,7 @@ To build the package, run:
 
 ```bash
 python -m pip install --upgrade build
+rm -r dist
 python -m build
 ```
 

{pwb_toolbox-0.1.0 → pwb_toolbox-0.1.2}/setup.cfg

@@ -1,6 +1,6 @@
 [metadata]
 name = pwb-toolbox
-version = 0.1.0
+version = 0.1.2
 author = Your Name
 author_email = hello@paperswithbacktest.com
 description = A toolbox library for quant traders