pwb-toolbox 0.1.7__py3-none-any.whl → 0.1.9__py3-none-any.whl

pwb_toolbox/backtest/universe_models/__init__.py

@@ -1,183 +0,0 @@
-from __future__ import annotations
-
-from abc import ABC, abstractmethod
-from datetime import date
-from typing import Callable, Dict, Iterable, List, Sequence
-
-import pandas as pd
-
-from ...datasets import load_dataset
-
-
-class UniverseSelectionModel(ABC):
-    """Base class for universe selection models."""
-
-    @abstractmethod
-    def symbols(self, as_of: date | str | None = None) -> List[str]:
-        """Return the active list of symbols."""
-        raise NotImplementedError
-
-
-class ManualUniverseSelectionModel(UniverseSelectionModel):
-    """Universe defined by a static list of tickers."""
-
-    def __init__(self, symbols: Sequence[str]):
-        self._symbols = list(symbols)
-
-    def symbols(self, as_of: date | str | None = None) -> List[str]:
-        return list(self._symbols)
-
-
-class ScheduledUniverseSelectionModel(UniverseSelectionModel):
-    """Switch universe based on a schedule of dates."""
-
-    def __init__(self, schedule: Dict[date | str, Sequence[str]]):
-        self.schedule = {
-            (pd.Timestamp(k).date() if not isinstance(k, date) else k): list(v)
-            for k, v in schedule.items()
-        }
-
-    def symbols(self, as_of: date | str | None = None) -> List[str]:
-        if not self.schedule:
-            return []
-        dt = pd.Timestamp(as_of or date.today()).date()
-        valid = [d for d in self.schedule if d <= dt]
-        if not valid:
-            return []
-        last = max(valid)
-        return self.schedule[last]
-
-
-class CoarseFundamentalUniverseSelectionModel(UniverseSelectionModel):
-    """Universe filtered using coarse fundamental data."""
-
-    def __init__(
-        self,
-        selector: Callable[[pd.DataFrame], Iterable[str]],
-        dataset: str = "Stocks-Quarterly-BalanceSheet",
-    ):
-        self.selector = selector
-        self.dataset = dataset
-
-    def symbols(self, as_of: date | str | None = None) -> List[str]:
-        df = load_dataset(self.dataset)
-        return list(self.selector(df))
-
-
-class FineFundamentalUniverseSelectionModel(UniverseSelectionModel):
-    """Universe filtered using fine fundamental data."""
-
-    def __init__(
-        self,
-        selector: Callable[[pd.DataFrame], Iterable[str]],
-        dataset: str = "Stocks-Quarterly-Earnings",
-    ):
-        self.selector = selector
-        self.dataset = dataset
-
-    def symbols(self, as_of: date | str | None = None) -> List[str]:
-        df = load_dataset(self.dataset)
-        return list(self.selector(df))
-
-
-class ETFConstituentsUniverseSelectionModel(UniverseSelectionModel):
-    """Universe containing constituents of a given ETF."""
-
-    def __init__(self, etf: str):
-        self.etf = etf
-
-    def symbols(self, as_of: date | str | None = None) -> List[str]:
-        df = load_dataset("ETF-Constituents")
-        if "etf" in df.columns:
-            col = "etf"
-        else:
-            col = df.columns[0] if df.columns else "etf"
-        if df.empty:
-            return []
-        return list(df[df[col] == self.etf]["symbol"].unique())
-
-
-class IndexConstituentsUniverseSelectionModel(UniverseSelectionModel):
-    """Universe of constituents for a specified index."""
-
-    def __init__(self, index: str):
-        self.index = index
-
-    def symbols(self, as_of: date | str | None = None) -> List[str]:
-        df = load_dataset("Index-Constituents")
-        if df.empty:
-            return []
-        col = "index" if "index" in df.columns else df.columns[0]
-        return list(df[df[col] == self.index]["symbol"].unique())
-
-
-class OptionUniverseSelectionModel(UniverseSelectionModel):
-    """Universe consisting of options for the given underlyings."""
-
-    def __init__(self, underlying_symbols: Sequence[str]):
-        self.underlyings = list(underlying_symbols)
-
-    def symbols(self, as_of: date | str | None = None) -> List[str]:
-        return list(self.underlyings)
-
-
-class ADRUniverseSelectionModel(UniverseSelectionModel):
-    """Universe of American Depositary Receipts."""
-
-    def __init__(self, dataset: str = "ADR-Listings"):
-        self.dataset = dataset
-
-    def symbols(self, as_of: date | str | None = None) -> List[str]:
-        df = load_dataset(self.dataset)
-        if df.empty:
-            return []
-        return list(df["symbol"].unique())
-
-
-class CryptoUniverseSelectionModel(UniverseSelectionModel):
-    """Universe built from cryptocurrency tickers."""
-
-    def __init__(self, top_n: int | None = None):
-        self.top_n = top_n
-
-    def symbols(self, as_of: date | str | None = None) -> List[str]:
-        df = load_dataset("Cryptocurrencies-Daily-Price")
-        syms = list(dict.fromkeys(df["symbol"]))
-        if self.top_n is not None:
-            syms = syms[: self.top_n]
-        return syms
-
-
-class UniverseSelectionModelChain(UniverseSelectionModel):
-    """Combine multiple universe selection models."""
-
-    def __init__(self, models: Iterable[UniverseSelectionModel]):
-        self.models = list(models)
-
-    def symbols(self, as_of: date | str | None = None) -> List[str]:
-        all_syms: List[str] = []
-        for m in self.models:
-            all_syms.extend(m.symbols(as_of))
-        seen = set()
-        uniq = []
-        for s in all_syms:
-            if s not in seen:
-                seen.add(s)
-                uniq.append(s)
-        return uniq
-
-
-__all__ = [
-    "UniverseSelectionModel",
-    "ManualUniverseSelectionModel",
-    "ScheduledUniverseSelectionModel",
-    "CoarseFundamentalUniverseSelectionModel",
-    "FineFundamentalUniverseSelectionModel",
-    "ETFConstituentsUniverseSelectionModel",
-    "IndexConstituentsUniverseSelectionModel",
-    "OptionUniverseSelectionModel",
-    "ADRUniverseSelectionModel",
-    "CryptoUniverseSelectionModel",
-    "UniverseSelectionModelChain",
-]
-

pwb_toolbox-0.1.7.dist-info/RECORD

@@ -1,14 +0,0 @@
-pwb_toolbox/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-pwb_toolbox/backtest/__init__.py,sha256=PnyGN0ZF2Apc1yPxQPHEAE7OtEvMza63zZqJPJTyIAg,1868
-pwb_toolbox/backtest/base_strategy.py,sha256=PQTO9vytnxeDplmaDUC8ORYwo9dTUbwhNrrmHlpDAAU,994
-pwb_toolbox/backtest/insight.py,sha256=NPrNr7ToNUpqHvgOjgtsP1g8p1Pn8yXuD6YSO-zYePg,394
-pwb_toolbox/backtest/execution_models/__init__.py,sha256=kMa-C7DPeCwB81pyOp3gjIUSYpI3EuCn1uO9vLTJK4Q,5996
-pwb_toolbox/backtest/portfolio_models/__init__.py,sha256=VDDDOUhu4kPxYJsOb9dH-qHTfM-Hj8O7hmzLXGuSxs8,9353
-pwb_toolbox/backtest/risk_models/__init__.py,sha256=Sbd4CeGGhxRFQfdsiMoL7ws-1NJq6IkhxQhXAnGacpY,6319
-pwb_toolbox/backtest/universe_models/__init__.py,sha256=-NXd_dhPKHgfBpynWjKJ4YxHLvagNhNPfU_JUreK7fc,5715
-pwb_toolbox/datasets/__init__.py,sha256=3TnI0mcjJywvkKbUdQ-dahD0Py7fjna7lG9cv07vGMg,22259
-pwb_toolbox-0.1.7.dist-info/licenses/LICENSE.txt,sha256=_Wjz7o7St3iVSPBRzE0keS8XSqSJ03A3NZ6cMlTaSK8,1079
-pwb_toolbox-0.1.7.dist-info/METADATA,sha256=wgpnREqh2IhIP7TOmAfkzznrXj-TNs-tzyPV-i1Xwoo,5237
-pwb_toolbox-0.1.7.dist-info/WHEEL,sha256=_zCd3N1l69ArxyTb8rzEoP9TpbYXkqRFSNOD5OuxnTs,91
-pwb_toolbox-0.1.7.dist-info/top_level.txt,sha256=TZcXcF2AMkKkibZOuq6AYsHjajPgddHAGjQUT64OYGY,12
-pwb_toolbox-0.1.7.dist-info/RECORD,,