qablet-contracts 0.1.0__tar.gz

qablet_contracts-0.1.0/Containerfile

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+FROM python:3.7-slim
+COPY . /app
+WORKDIR /app
+RUN pip install .
+CMD ["qablet_contracts"]

qablet_contracts-0.1.0/HISTORY.md

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+Changelog
+=========
+
+0.1.0 (2021-08-14)
+------------------
+- A place holder.

qablet_contracts-0.1.0/LICENSE

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+MIT License
+
+Copyright (c) 2023 qablet
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

qablet_contracts-0.1.0/MANIFEST.in

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+include LICENSE
+include HISTORY.md
+include Containerfile
+graft tests
+graft qablet_contracts

qablet_contracts-0.1.0/PKG-INFO

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+Metadata-Version: 2.1
+Name: qablet_contracts
+Version: 0.1.0
+Summary: Awesome qablet_contracts created by qablet
+Home-page: https://github.com/qablet/qablet-contracts/
+Author: qablet
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: pyarrow
+Requires-Dist: pandas
+Requires-Dist: numpy
+Provides-Extra: test
+Requires-Dist: pytest; extra == "test"
+Requires-Dist: coverage; extra == "test"
+Requires-Dist: flake8; extra == "test"
+Requires-Dist: black; extra == "test"
+Requires-Dist: isort; extra == "test"
+Requires-Dist: pytest-cov; extra == "test"
+Requires-Dist: mypy; extra == "test"
+Requires-Dist: gitchangelog; extra == "test"
+Requires-Dist: mkdocs; extra == "test"
+Requires-Dist: mkdocstrings; extra == "test"
+Requires-Dist: pyarrow; extra == "test"
+Requires-Dist: pandas; extra == "test"
+Requires-Dist: numpy; extra == "test"
+Requires-Dist: ruff; extra == "test"
+
+# qablet_contracts
+
+This is a work in progress.
+
+[![codecov](https://codecov.io/gh/qablet/qablet-contracts/branch/main/graph/badge.svg?token=qablet-contracts_token_here)](https://codecov.io/gh/qablet/qablet-contracts)
+[![CI](https://github.com/qablet/qablet-contracts/actions/workflows/main.yml/badge.svg)](https://github.com/qablet/qablet-contracts/actions/workflows/main.yml)
+
+Awesome qablet_contracts created by qablet
+
+## Install it from PyPI
+
+```bash
+pip install qablet_contracts
+```
+
+## What is qablet
+TBD
+
+## How to use qablet-contracts
+TBD
+
+## What is in this repo?
+TBD
+
+## Provide feedback
+
+## Usage
+
+```py
+from qablet_contracts import BaseClass
+from qablet_contracts import base_function
+
+BaseClass().base_method()
+base_function()
+```
+
+```bash
+$ python -m qablet_contracts
+#or
+$ qablet_contracts
+```
+
+## Development
+
+TBD.

qablet_contracts-0.1.0/README.md

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+# qablet_contracts
+
+This is a work in progress.
+
+[![codecov](https://codecov.io/gh/qablet/qablet-contracts/branch/main/graph/badge.svg?token=qablet-contracts_token_here)](https://codecov.io/gh/qablet/qablet-contracts)
+[![CI](https://github.com/qablet/qablet-contracts/actions/workflows/main.yml/badge.svg)](https://github.com/qablet/qablet-contracts/actions/workflows/main.yml)
+
+Awesome qablet_contracts created by qablet
+
+## Install it from PyPI
+
+```bash
+pip install qablet_contracts
+```
+
+## What is qablet
+TBD
+
+## How to use qablet-contracts
+TBD
+
+## What is in this repo?
+TBD
+
+## Provide feedback
+
+## Usage
+
+```py
+from qablet_contracts import BaseClass
+from qablet_contracts import base_function
+
+BaseClass().base_method()
+base_function()
+```
+
+```bash
+$ python -m qablet_contracts
+#or
+$ qablet_contracts
+```
+
+## Development
+
+TBD.

qablet_contracts-0.1.0/qablet_contracts/VERSION

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+0.1.0

qablet_contracts-0.1.0/qablet_contracts/base.py

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+"""
+qablet_contracts base module.
+
+This is the principal module of the qablet_contracts project.
+here you put your main classes and objects.
+
+Be creative! do whatever you want!
+
+If you want to replace this with a Flask application run:
+
+    $ make init
+
+and then choose `flask` as template.
+"""
+
+# example constant variable
+NAME = "qablet_contracts"

qablet_contracts-0.1.0/qablet_contracts/bond/zero.py

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+"""
+Create timetables for Zero Coupon Bond and related contracts.
+"""
+
+from qablet_contracts.timetable import timetable_from_dicts
+
+
+def zcb_timetable(ccy: str, maturity: float) -> dict:
+    """Create timetable for a zero coupon bond.
+
+    Args:
+        ccy: the currency of the bond.
+        maturity: the maturity of the bond in years.
+
+    """
+
+    events = [
+        {
+            "track": "",
+            "time": maturity,
+            "op": "+",
+            "quantity": 1,
+            "unit": ccy,
+        }  # get bond notional at bond expiration
+    ]
+    return timetable_from_dicts(events)
+
+
+def zbp_timetable(
+    ccy: str, opt_maturity: float, bond_maturity: float, strike: float
+) -> dict:
+    """Create timetable for a zero coupon bond put.
+
+    Args:
+        ccy: the currency of the bond.
+        opt_maturity: the maturity of the option in years.
+        bond_maturity: the maturity of the option in years.
+        strike: the option strike.
+    """
+
+    events = [
+        {
+            "track": "",
+            "time": opt_maturity,
+            "op": ">",
+            "quantity": 0,
+            "unit": ccy,
+        },  # Choose greater of nothing or continue to remaining events
+        {
+            "track": "",
+            "time": opt_maturity,
+            "op": "+",
+            "quantity": strike,
+            "unit": ccy,
+        },  # get strike at expiration
+        {
+            "track": "",
+            "time": bond_maturity,
+            "op": "+",
+            "quantity": -1,
+            "unit": ccy,
+        },  # pay bond notional at bond expiration
+    ]
+    return timetable_from_dicts(events)
+
+
+if __name__ == "__main__":
+    # Create a zero coupon bond timetable
+    timetable = zcb_timetable("USD", 1)
+    print("zcb:\n", timetable["events"].to_pandas())
+
+    timetable = zbp_timetable("USD", 0.5, 1.0, 0.95)
+    print("zbp:\n", timetable["events"].to_pandas())

qablet_contracts-0.1.0/qablet_contracts/cli.py

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+"""CLI interface for qablet_contracts project.
+
+Be creative! do whatever you want!
+
+- Install click or typer and create a CLI app
+- Use builtin argparse
+- Start a web application
+- Import things from your .base module
+"""
+
+
+def main():  # pragma: no cover
+    """
+    The main function executes on commands:
+    `python -m qablet_contracts` and `$ qablet_contracts `.
+
+    This is your program's entry point.
+
+    You can change this function to do whatever you want.
+    Examples:
+        * Run a test suite
+        * Run a server
+        * Do some other stuff
+        * Run a command line application (Click, Typer, ArgParse)
+        * List all available tasks
+        * Run an application (Flask, FastAPI, Django, etc.)
+    """
+    print("This will do something")

qablet_contracts-0.1.0/qablet_contracts/timetable.py

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+# Define the timetable struct
+
+import pyarrow as pa
+
+DICT_TYPE = pa.dictionary(pa.int64(), pa.string())
+EVENT_SCHEMA = pa.schema(
+    [
+        pa.field("track", DICT_TYPE),
+        pa.field("time", pa.float64()),
+        pa.field("op", DICT_TYPE),
+        pa.field("quantity", pa.float64()),
+        pa.field("unit", DICT_TYPE),
+    ]
+)
+
+
+def timetable_from_dicts(events: list[dict]) -> dict:
+    """Create timetable from a list of dicts.
+
+    Args:
+        events: a list of dicts with the following fields:
+
+            - track: string
+            - time: float
+            - op: string
+            - quantity: float
+            - unit: string
+
+    Returns:
+        a timetable dictionary with the following fields:
+
+            - events: a pyarrow record batch
+            - expressions: a dict for expressions, batches, and snappers
+
+    """
+    return {
+        "events": pa.RecordBatch.from_pylist(events, schema=EVENT_SCHEMA),
+        "expressions": {},
+    }

qablet_contracts-0.1.0/qablet_contracts.egg-info/PKG-INFO

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+Metadata-Version: 2.1
+Name: qablet_contracts
+Version: 0.1.0
+Summary: Awesome qablet_contracts created by qablet
+Home-page: https://github.com/qablet/qablet-contracts/
+Author: qablet
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: pyarrow
+Requires-Dist: pandas
+Requires-Dist: numpy
+Provides-Extra: test
+Requires-Dist: pytest; extra == "test"
+Requires-Dist: coverage; extra == "test"
+Requires-Dist: flake8; extra == "test"
+Requires-Dist: black; extra == "test"
+Requires-Dist: isort; extra == "test"
+Requires-Dist: pytest-cov; extra == "test"
+Requires-Dist: mypy; extra == "test"
+Requires-Dist: gitchangelog; extra == "test"
+Requires-Dist: mkdocs; extra == "test"
+Requires-Dist: mkdocstrings; extra == "test"
+Requires-Dist: pyarrow; extra == "test"
+Requires-Dist: pandas; extra == "test"
+Requires-Dist: numpy; extra == "test"
+Requires-Dist: ruff; extra == "test"
+
+# qablet_contracts
+
+This is a work in progress.
+
+[![codecov](https://codecov.io/gh/qablet/qablet-contracts/branch/main/graph/badge.svg?token=qablet-contracts_token_here)](https://codecov.io/gh/qablet/qablet-contracts)
+[![CI](https://github.com/qablet/qablet-contracts/actions/workflows/main.yml/badge.svg)](https://github.com/qablet/qablet-contracts/actions/workflows/main.yml)
+
+Awesome qablet_contracts created by qablet
+
+## Install it from PyPI
+
+```bash
+pip install qablet_contracts
+```
+
+## What is qablet
+TBD
+
+## How to use qablet-contracts
+TBD
+
+## What is in this repo?
+TBD
+
+## Provide feedback
+
+## Usage
+
+```py
+from qablet_contracts import BaseClass
+from qablet_contracts import base_function
+
+BaseClass().base_method()
+base_function()
+```
+
+```bash
+$ python -m qablet_contracts
+#or
+$ qablet_contracts
+```
+
+## Development
+
+TBD.

qablet_contracts-0.1.0/qablet_contracts.egg-info/SOURCES.txt

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+Containerfile
+HISTORY.md
+LICENSE
+MANIFEST.in
+README.md
+setup.cfg
+setup.py
+docs/__init__.py
+docs/examples/__init__.py
+docs/specifications/__init__.py
+qablet_contracts/VERSION
+qablet_contracts/__init__.py
+qablet_contracts/base.py
+qablet_contracts/cli.py
+qablet_contracts/timetable.py
+qablet_contracts.egg-info/PKG-INFO
+qablet_contracts.egg-info/SOURCES.txt
+qablet_contracts.egg-info/dependency_links.txt
+qablet_contracts.egg-info/entry_points.txt
+qablet_contracts.egg-info/requires.txt
+qablet_contracts.egg-info/top_level.txt
+qablet_contracts/bond/__init__.py
+qablet_contracts/bond/zero.py
+tests/__init__.py
+tests/conftest.py
+tests/test_base.py

qablet_contracts-0.1.0/qablet_contracts.egg-info/dependency_links.txt

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+

qablet_contracts-0.1.0/qablet_contracts.egg-info/entry_points.txt

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+[console_scripts]
+qablet_contracts = qablet_contracts.__main__:main

qablet_contracts-0.1.0/qablet_contracts.egg-info/requires.txt

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+pyarrow
+pandas
+numpy
+
+[test]
+pytest
+coverage
+flake8
+black
+isort
+pytest-cov
+mypy
+gitchangelog
+mkdocs
+mkdocstrings
+pyarrow
+pandas
+numpy
+ruff

qablet_contracts-0.1.0/qablet_contracts.egg-info/top_level.txt

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+docs
+qablet_contracts

qablet_contracts-0.1.0/setup.cfg

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+[flake8]
+max-line-length = 119
+
+[egg_info]
+tag_build = 
+tag_date = 0
+

qablet_contracts-0.1.0/setup.py

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+"""Python setup.py for qablet_contracts package"""
+import io
+import os
+from setuptools import find_packages, setup
+
+
+def read(*paths, **kwargs):
+    """Read the contents of a text file safely.
+    >>> read("qablet_contracts", "VERSION")
+    '0.1.0'
+    >>> read("README.md")
+    ...
+    """
+
+    content = ""
+    with io.open(
+        os.path.join(os.path.dirname(__file__), *paths),
+        encoding=kwargs.get("encoding", "utf8"),
+    ) as open_file:
+        content = open_file.read().strip()
+    return content
+
+
+def read_requirements(path):
+    return [
+        line.strip()
+        for line in read(path).split("\n")
+        if not line.startswith(('"', "#", "-", "git+"))
+    ]
+
+
+setup(
+    name="qablet_contracts",
+    version=read("qablet_contracts", "VERSION"),
+    description="Awesome qablet_contracts created by qablet",
+    url="https://github.com/qablet/qablet-contracts/",
+    long_description=read("README.md"),
+    long_description_content_type="text/markdown",
+    author="qablet",
+    packages=find_packages(exclude=["tests", ".github"]),
+    install_requires=read_requirements("requirements.txt"),
+    entry_points={
+        "console_scripts": ["qablet_contracts = qablet_contracts.__main__:main"]
+    },
+    extras_require={"test": read_requirements("requirements-test.txt")},
+)

qablet_contracts-0.1.0/tests/conftest.py

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+import sys
+import pytest
+
+
+# each test runs on cwd to its temp dir
+@pytest.fixture(autouse=True)
+def go_to_tmpdir(request):
+    # Get the fixture dynamically by its name.
+    tmpdir = request.getfixturevalue("tmpdir")
+    # ensure local test created packages can be imported
+    sys.path.insert(0, str(tmpdir))
+    # Chdir only for the duration of the test.
+    with tmpdir.as_cwd():
+        yield

qablet_contracts-0.1.0/tests/test_base.py

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+from qablet_contracts.base import NAME
+
+
+def test_base():
+    assert NAME == "qablet_contracts"