qis 2.1.41__tar.gz → 2.1.42__tar.gz

{qis-2.1.41 → qis-2.1.42}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: qis
-Version: 2.1.41
+Version: 2.1.42
 Summary: Implementation of visualisation and reporting analytics for Quantitative Investment Strategies
 License: LICENSE.txt
 Keywords: quantitative,investing,portfolio optimization,systematic strategies,volatility

{qis-2.1.41 → qis-2.1.42}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "qis"
-version = "2.1.41"
+version = "2.1.42"
 description = "Implementation of visualisation and reporting analytics for Quantitative Investment Strategies"
 license = "LICENSE.txt"
 authors = ["Artur Sepp <artursepp@gmail.com>"]

{qis-2.1.41 → qis-2.1.42}/qis/examples/bond_futures_portfolio.py

@@ -4,21 +4,21 @@ import matplotlib.pyplot as plt
 from enum import Enum
 import qis as qis
 
-import quant_strats.local_path as lp
+import futures_strats.local_path as lp
 
 output_path = lp.OUTPUT_PATH
 local_path = lp.LOCAL_PATH
-# quant_strats
-from quant_strats import (compute_strategy_portfolio_data_with_costs,
-                          compute_multi_strategy_data_from_blocks,
-                          compute_marginal_perfs_for_strategy)
-from quant_strats.data.universes.futures.bbg_futures import Universes
-from quant_strats.data.set.assets_bbg import AssetsBBG
-from quant_strats.research_strategies.futures.cross_trend.csft_strategies import (CSTF_RB_TRACKER,
-                                                                                  CSTF_EXACT_TRACKER,
-                                                                                  CSTF_RB_AC_TRACKER)
-from quant_strats.research_strategies.futures.trackers.run_trackers_backtest import (CSTF_GOLDMAN_TRACKER_AC,
-                                                                                     GOLDMAN_UNIVERSE)
+# futures_strats
+from futures_strats import (compute_strategy_portfolio_data_with_costs,
+                            compute_multi_strategy_data_from_blocks,
+                            compute_marginal_perfs_for_strategy)
+from futures_strats.data.universes.futures.bbg_futures import Universes
+from futures_strats.data.providers.bloomberg.assets_bbg import AssetsBBG
+from futures_strats.research.cross_trend import (CSTF_RB_TRACKER,
+                                                 CSTF_EXACT_TRACKER,
+                                                 CSTF_RB_AC_TRACKER)
+from futures_strats.research.trackers import (CSTF_GOLDMAN_TRACKER_AC,
+                                              GOLDMAN_UNIVERSE)
 
 strategy_universe = Universes.BBG_FUTURES_INVESTABLE.load_universe_data(local_path=local_path)
 prices = strategy_universe.get_prices(freq='B')[['UXY1 Comdty', 'US1 Comdty', 'WN1 Comdty']].ffill().dropna()

{qis-2.1.41 → qis-2.1.42}/qis/plots/reports/econ_data_single.py

@@ -170,7 +170,7 @@ class UnitTests(Enum):
 def run_unit_test(unit_test: UnitTests):
 
     import matplotlib.pyplot as plt
-    import quant_strats.local_path as lp
+    import futures_strats.local_path as lp
     local_path = lp.get_resource_path()
 
     if unit_test == UnitTests.UPDATE_DATA:

qis-2.1.42/qis/settings.yaml

@@ -0,0 +1,19 @@
+# set pc/developer local paths
+# add to gitignore afterwards
+# remove from git tracking:
+# git rm -r --cached setting.yaml
+
+RESOURCE_PATH:
+  "..\\"
+
+LOCAL_RESOURCE_PATH:
+  "..\\"
+
+UNIVERSE_PATH:
+  "..\\"
+
+OUTPUT_PATH:
+  "..\\"
+
+AWS_POSTGRES:
+  ""

qis-2.1.41/qis/settings.yaml

@@ -1,19 +0,0 @@
-# set pc/developer local paths
-# add to gitignore afterwards
-# remove from git tracking:
-# git rm -r --cached setting.yaml
-
-RESOURCE_PATH:
-  "C:\\Users\\artur\\OneDrive\\analytics\\resources\\"
-
-LOCAL_RESOURCE_PATH:
-  "C:\\Users\\artur\\OneDrive\\analytics\\resources\\"
-
-UNIVERSE_PATH:
-  "C:\\Users\\artur\\OneDrive\\analytics\\resources\\"
-
-OUTPUT_PATH:
-  "C:\\Users\\artur\\OneDrive\\analytics\\outputs\\"
-
-AWS_POSTGRES:
-  "postgresql://postgres:sigmastrats@db-1.ck9y4lzytxeu.us-east-1.rds.amazonaws.com:5432"