pwb-toolbox 0.1.1__py3-none-any.whl → 0.1.3__py3-none-any.whl

pwb_toolbox/datasets/__init__.py

@@ -1,4 +1,5 @@
 from collections import defaultdict
+from datetime import date
 import os
 import re
 
@@ -852,6 +853,45 @@ 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(),
+    extend=False,
+):
+    """
+    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, extend=extend),
+            load_dataset("ETFs-Daily-Price", symbol_list, extend=extend),
+            load_dataset("Cryptocurrencies-Daily-Price", symbol_list, extend=extend),
+            load_dataset("Bonds-Daily-Price", symbol_list, extend=extend),
+            load_dataset("Commodities-Daily-Price", symbol_list, extend=extend),
+        ]
+    )
+    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-0.1.1.dist-info → pwb_toolbox-0.1.3.dist-info}/METADATA

@@ -1,6 +1,6 @@
-Metadata-Version: 2.1
+Metadata-Version: 2.4
 Name: pwb-toolbox
-Version: 0.1.1
+Version: 0.1.3
 Summary: A toolbox library for quant traders
 Home-page: https://github.com/paperswithbacktest/pwb-toolbox
 Author: Your Name
@@ -14,6 +14,7 @@ Description-Content-Type: text/markdown
 License-File: LICENSE.txt
 Requires-Dist: datasets
 Requires-Dist: pandas
+Dynamic: license-file
 
 <div align="center">
   <img src="static/images/systematic-trading.jpeg" height=200 alt=""/>
@@ -46,13 +47,15 @@ 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 +133,7 @@ To build the package, run:
 
 ```bash
 python -m pip install --upgrade build
+rm -r dist
 python -m build
 ```
 

pwb_toolbox-0.1.3.dist-info/RECORD

@@ -0,0 +1,7 @@
+pwb_toolbox/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+pwb_toolbox/datasets/__init__.py,sha256=n-Ir_9y6b9GqvLq050dmrdxunlObcVMmWxuIujNJ-s8,19906
+pwb_toolbox-0.1.3.dist-info/licenses/LICENSE.txt,sha256=_Wjz7o7St3iVSPBRzE0keS8XSqSJ03A3NZ6cMlTaSK8,1079
+pwb_toolbox-0.1.3.dist-info/METADATA,sha256=AF5Kr9xx34_kEjdhuQCkgncQSCTN1zT5K7nlJMHC6KI,4617
+pwb_toolbox-0.1.3.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
+pwb_toolbox-0.1.3.dist-info/top_level.txt,sha256=TZcXcF2AMkKkibZOuq6AYsHjajPgddHAGjQUT64OYGY,12
+pwb_toolbox-0.1.3.dist-info/RECORD,,

{pwb_toolbox-0.1.1.dist-info → pwb_toolbox-0.1.3.dist-info}/WHEEL

@@ -1,5 +1,5 @@
 Wheel-Version: 1.0
-Generator: setuptools (75.1.0)
+Generator: setuptools (80.9.0)
 Root-Is-Purelib: true
 Tag: py3-none-any
 

pwb_toolbox-0.1.1.dist-info/RECORD

@@ -1,7 +0,0 @@
-pwb_toolbox/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-pwb_toolbox/datasets/__init__.py,sha256=YGupxmXGcM_Q6QjFEvaQO_RwLSFrN46WhBfVDa-uF7c,18501
-pwb_toolbox-0.1.1.dist-info/LICENSE.txt,sha256=_Wjz7o7St3iVSPBRzE0keS8XSqSJ03A3NZ6cMlTaSK8,1079
-pwb_toolbox-0.1.1.dist-info/METADATA,sha256=Jl53c7wl36Cog8UQANNBHJsrAMemcyJjVwauIbU5D3w,4504
-pwb_toolbox-0.1.1.dist-info/WHEEL,sha256=GV9aMThwP_4oNCtvEC2ec3qUYutgWeAzklro_0m4WJQ,91
-pwb_toolbox-0.1.1.dist-info/top_level.txt,sha256=TZcXcF2AMkKkibZOuq6AYsHjajPgddHAGjQUT64OYGY,12
-pwb_toolbox-0.1.1.dist-info/RECORD,,