quantflow 0.2.8__tar.gz → 0.2.9__tar.gz

{quantflow-0.2.8 → quantflow-0.2.9}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: quantflow
-Version: 0.2.8
+Version: 0.2.9
 Summary: quantitative analysis
 License: BSD-3-Clause
 Author: Luca
@@ -11,15 +11,17 @@ Classifier: Programming Language :: Python :: 3
 Classifier: Programming Language :: Python :: 3.11
 Classifier: Programming Language :: Python :: 3.12
 Classifier: Programming Language :: Python :: 3.13
+Provides-Extra: cli
 Provides-Extra: data
 Requires-Dist: aio-fluid[http] (>=1.2.1,<2.0.0) ; extra == "data"
-Requires-Dist: asciichart (>=0.1,<0.2)
-Requires-Dist: asciichartpy (>=1.5.25,<2.0.0)
-Requires-Dist: ccy[cli] (==1.6.0)
+Requires-Dist: asciichartpy (>=1.5.25,<2.0.0) ; extra == "cli"
+Requires-Dist: ccy (==1.6.0)
+Requires-Dist: click (>=8.1.7,<9.0.0) ; extra == "cli"
 Requires-Dist: polars[pandas,pyarrow] (>=1.11.0,<2.0.0)
-Requires-Dist: prompt-toolkit (>=3.0.43,<4.0.0)
+Requires-Dist: prompt-toolkit (>=3.0.43,<4.0.0) ; extra == "cli"
 Requires-Dist: pydantic (>=2.0.2,<3.0.0)
 Requires-Dist: python-dotenv (>=1.0.1,<2.0.0)
+Requires-Dist: rich (>=13.9.4,<14.0.0) ; extra == "cli"
 Requires-Dist: scipy (>=1.14.1,<2.0.0)
 Project-URL: Documentation, https://quantmind.github.io/quantflow/
 Project-URL: Homepage, https://github.com/quantmind/quantflow
@@ -56,6 +58,11 @@ pip install quantflow
 
 ## Command line tools
 
-When installing with the extra `data` dependencies, it is possible to use the command line tool `qf`
+The command line tools are available when installing with the extra `cli` and `data` dependencies.
 
+```bash
+pip install quantflow[cli,data]
+```
+
+It is possible to use the command line tool `qf` to download data and run pricing and calibration scripts.
 

{quantflow-0.2.8 → quantflow-0.2.9}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "quantflow"
-version = "0.2.8"
+version = "0.2.9"
 description = "quantitative analysis"
 authors = ["Luca <luca@quantmind.com>"]
 license = "BSD-3-Clause"
@@ -15,13 +15,14 @@ Documentation = "https://quantmind.github.io/quantflow/"
 python = ">=3.11"
 scipy = "^1.14.1"
 pydantic = "^2.0.2"
-ccy = {version="1.6.0", extras=["cli"]}
-asciichart = "^0.1"
+ccy = {version="1.6.0"}
 python-dotenv = "^1.0.1"
-asciichartpy = "^1.5.25"
-prompt-toolkit = "^3.0.43"
 polars = {version = "^1.11.0", extras=["pandas", "pyarrow"]}
+asciichartpy = { version = "^1.5.25", optional = true }
+prompt-toolkit = { version = "^3.0.43", optional = true }
 aio-fluid = {version = "^1.2.1", extras=["http"], optional = true}
+rich = {version = "^13.9.4", optional = true}
+click = {version = "^8.1.7", optional = true}
 
 [tool.poetry.group.dev.dependencies]
 black = "^24.1.1"
@@ -29,11 +30,12 @@ pytest-cov = "^6.0.0"
 mypy = "^1.13.0"
 ghp-import = "^2.0.2"
 ruff = "^0.8.1"
-pytest-asyncio = "^0.24.0"
+pytest-asyncio = "^0.25.0"
 
 
 [tool.poetry.extras]
 data = ["aio-fluid"]
+cli = ["asciichartpy", "prompt-toolkit", "rich", "click"]
 
 [tool.poetry.group.book]
 optional = true
@@ -48,7 +50,7 @@ sympy = "^1.12"
 ipywidgets = "^8.0.7"
 
 [tool.poetry.scripts]
-qf = "quantflow.cli:main"
+qf = "quantflow.cli.script:main"
 
 [build-system]
 requires = ["poetry-core>=1.0.0"]
@@ -68,7 +70,6 @@ profile = "black"
 
 [tool.ruff]
 lint.select = ["E", "F"]
-extend-exclude = ["fluid_apps/db/migrations"]
 line-length = 88
 
 [tool.hatch.version]

{quantflow-0.2.8 → quantflow-0.2.9}/quantflow/__init__.py

@@ -1,3 +1,3 @@
 """Quantitative analysis and pricing"""
 
-__version__ = "0.2.8"
+__version__ = "0.2.9"

quantflow-0.2.8/quantflow/cli/__init__.py → quantflow-0.2.9/quantflow/cli/app.py

@@ -1,25 +1,15 @@
-import asyncio
 import os
 from dataclasses import dataclass, field
 from typing import Any
 
 import click
-import dotenv
-import pandas as pd
-from asciichartpy import plot
-from ccy.cli.console import df_to_rich
 from prompt_toolkit import PromptSession
 from prompt_toolkit.history import FileHistory
 from rich.console import Console
 from rich.text import Text
 
-from quantflow.data.fmp import FMP
 
-from . import settings
-
-dotenv.load_dotenv()
-
-FREQUENCIES = tuple(FMP().historical_frequencies())
+from . import settings, commands
 
 
 @click.group()
@@ -27,60 +17,14 @@ def qf() -> None:
     pass
 
 
-@qf.command()
-@click.argument("symbol")
-def profile(symbol: str) -> None:
-    """Company profile"""
-    data = asyncio.run(get_profile(symbol))[0]
-    main.print(data.pop("description"))
-    df = pd.DataFrame(data.items(), columns=["Key", "Value"])
-    main.print(df_to_rich(df))
-
-
-@qf.command()
-@click.argument("symbol")
-@click.option(
-    "-h",
-    "--height",
-    type=int,
-    default=20,
-    show_default=True,
-    help="Chart height",
-)
-@click.option(
-    "-l",
-    "--length",
-    type=int,
-    default=100,
-    show_default=True,
-    help="Number of data points",
-)
-@click.option(
-    "-f",
-    "--frequency",
-    type=click.Choice(FREQUENCIES),
-    default="",
-    help="Number of data points",
-)
-def chart(symbol: str, height: int, length: int, frequency: str) -> None:
-    """Symbol chart"""
-    df = asyncio.run(get_prices(symbol, frequency))
-    data = list(reversed(df["close"].tolist()[:length]))
-    print(plot(data, {"height": height}))
-
-
-async def get_prices(symbol: str, frequency: str) -> pd.DataFrame:
-    async with FMP() as cli:
-        return await cli.prices(symbol, frequency)
-
-
-async def get_profile(symbol: str) -> list[dict]:
-    async with FMP() as cli:
-        return await cli.profile(symbol)
+qf.add_command(commands.exit)
+qf.add_command(commands.profile)
+qf.add_command(commands.search)
+qf.add_command(commands.chart)
 
 
 @dataclass
-class App:
+class QfApp:
     console: Console = field(default_factory=Console)
 
     def __call__(self) -> None:
@@ -116,16 +60,13 @@ class App:
         if not text:
             return
         elif text == "help":
-            return qf.main(["--help"], standalone_mode=False)
-        elif text == "exit":
-            raise click.Abort()
+            return qf.main(["--help"], standalone_mode=False, obj=self)
 
         try:
-            qf.main(text.split(), standalone_mode=False)
+            qf.main(text.split(), standalone_mode=False, obj=self)
         except click.exceptions.MissingParameter as e:
             self.error(e)
         except click.exceptions.NoSuchOption as e:
             self.error(e)
-
-
-main = App()
+        except click.exceptions.UsageError as e:
+            self.error(e)

quantflow-0.2.9/quantflow/cli/commands.py

@@ -0,0 +1,102 @@
+from __future__ import annotations
+
+import click
+import asyncio
+import pandas as pd
+from typing import TYPE_CHECKING
+from asciichartpy import plot
+from ccy.cli.console import df_to_rich
+from quantflow.data.fmp import FMP
+
+FREQUENCIES = tuple(FMP().historical_frequencies())
+
+if TYPE_CHECKING:
+    from quantflow.cli.app import QfApp
+
+
+def from_context(ctx: click.Context) -> QfApp:
+    return ctx.obj  # type: ignore
+
+
+@click.command()
+def exit() -> None:
+    """Exit the program"""
+    raise click.Abort()
+
+
+@click.command()
+@click.argument("symbol")
+@click.pass_context
+def profile(ctx: click.Context, symbol: str) -> None:
+    """Company profile"""
+    app = from_context(ctx)
+    data = asyncio.run(get_profile(symbol))
+    if not data:
+        raise click.UsageError(f"Company {symbol} not found - try searching")
+    else:
+        d = data[0]
+        app.print(d.pop("description") or "")
+        df = pd.DataFrame(d.items(), columns=["Key", "Value"])
+        app.print(df_to_rich(df))
+
+
+@click.command()
+@click.argument("text")
+@click.pass_context
+def search(ctx: click.Context, text: str) -> None:
+    """Search companies"""
+    app = from_context(ctx)
+    data = asyncio.run(search_company(text))
+    df = pd.DataFrame(data, columns=["symbol", "name", "currency", "stockExchange"])
+    app.print(df_to_rich(df))
+
+
+@click.command()
+@click.argument("symbol")
+@click.option(
+    "-h",
+    "--height",
+    type=int,
+    default=20,
+    show_default=True,
+    help="Chart height",
+)
+@click.option(
+    "-l",
+    "--length",
+    type=int,
+    default=100,
+    show_default=True,
+    help="Number of data points",
+)
+@click.option(
+    "-f",
+    "--frequency",
+    type=click.Choice(FREQUENCIES),
+    default="",
+    help="Frequency of data - if not provided it is daily",
+)
+def chart(symbol: str, height: int, length: int, frequency: str) -> None:
+    """Symbol chart"""
+    df = asyncio.run(get_prices(symbol, frequency))
+    if df.empty:
+        raise click.UsageError(
+            f"No data for {symbol} - are you sure the symbol exists?"
+        )
+    data = list(reversed(df["close"].tolist()[:length]))
+    print(plot(data, {"height": height}))
+
+
+async def get_prices(symbol: str, frequency: str) -> pd.DataFrame:
+    async with FMP() as cli:
+        return await cli.prices(symbol, frequency)
+
+
+async def get_profile(symbol: str) -> list[dict]:
+    async with FMP() as cli:
+        return await cli.profile(symbol)
+
+
+async def search_company(text: str) -> list[dict]:
+    async with FMP() as cli:
+        return await cli.search(text)

quantflow-0.2.9/quantflow/cli/script.py

@@ -0,0 +1,14 @@
+import dotenv
+
+dotenv.load_dotenv()
+
+try:
+    from .app import QfApp
+except ImportError:
+    raise ImportError(
+        "Cannot run qf command line, "
+        "quantflow needs to be installed with cli & data extras, "
+        "pip install quantflow[cli, data]"
+    ) from None
+
+main = QfApp()

{quantflow-0.2.8 → quantflow-0.2.9}/quantflow/options/pricer.py

@@ -1,7 +1,7 @@
 from __future__ import annotations
 
 from dataclasses import dataclass, field
-from typing import Any, Generic, NamedTuple, TypeVar
+from typing import Any, Generic, NamedTuple, TypeVar, cast
 
 import numpy as np
 import pandas as pd
@@ -156,7 +156,7 @@ class OptionPricer(Generic[M]):
         moneyness_ttm = np.linspace(-max_moneyness_ttm, max_moneyness_ttm, support)
         implied = np.zeros((len(ttm), len(moneyness_ttm)))
         for i, t in enumerate(ttm):
-            maturity = self.maturity(t)
+            maturity = self.maturity(cast(float, t))
             implied[i, :] = maturity.interp(moneyness_ttm * np.sqrt(t)).implied_vols
         properties: dict = dict(
             xaxis_title="moneyness_ttm",

{quantflow-0.2.8 → quantflow-0.2.9}/quantflow/sp/ou.py

@@ -9,7 +9,7 @@ from scipy.stats import gamma, norm
 
 from ..utils.distributions import Exponential
 from ..utils.paths import Paths
-from ..utils.types import FloatArrayLike, Vector
+from ..utils.types import FloatArrayLike, Vector, Float
 from .base import Im, IntensityProcess
 from .poisson import CompoundPoissonProcess, D
 from .weiner import WeinerProcess
@@ -139,7 +139,12 @@ class GammaOU(NGOU[Exponential]):
         return Paths(t=time_horizon, data=paths)
 
     def _advance(
-        self, i: int, pp: np.ndarray, dt: float, arrival: float = 0, jump: float = 0
+        self,
+        i: int,
+        pp: np.ndarray,
+        dt: Float,
+        arrival: Float = 0,
+        jump: Float = 0,
     ) -> int:
         x = pp[i - 1]
         kappa = self.kappa

{quantflow-0.2.8 → quantflow-0.2.9}/quantflow/utils/bins.py

@@ -1,4 +1,4 @@
-from typing import Dict, Sequence
+from typing import Sequence, cast, Any
 
 import numpy as np
 from pandas import DataFrame
@@ -13,9 +13,9 @@ def pdf(
     symmetric: float | None = None,
     precision: int = 6,
 ) -> DataFrame:
-    max_value = np.max(data)
-    min_value = np.min(data)
-    domain = max(abs(data)) if symmetric is not None else max_value - min_value
+    max_value = cast(float, np.max(data))
+    min_value = cast(float, np.min(data))
+    domain: float = max(abs(data)) if symmetric is not None else max_value - min_value  # type: ignore
     if num_bins is None:
         if not delta:
             num_bins = 50
@@ -39,7 +39,9 @@ def pdf(
     return DataFrame(dict(pdf=pdf), index=x[1:-1])
 
 
-def event_density(df: DataFrame, columns: Sequence, num: int = 10) -> Dict:
+def event_density(
+    df: DataFrame, columns: Sequence[str], num: int = 10
+) -> dict[str, Any]:
     """Calculate the probability density of the number of events
     in the dataframe columns
     """
@@ -48,5 +50,5 @@ def event_density(df: DataFrame, columns: Sequence, num: int = 10) -> Dict:
     for col in columns:
         counts, _ = np.histogram(df[col], bins=bins)
         counts = counts / np.sum(counts)
-        data[col] = counts[:num]
+        data[col] = counts[:num]  # type: ignore
     return data

{quantflow-0.2.8 → quantflow-0.2.9}/quantflow/utils/paths.py

@@ -51,7 +51,7 @@ class Paths(BaseModel, arbitrary_types_allowed=True):
     @property
     def ys(self) -> list[list[float]]:
         """Paths as list of list (for visualization tools)"""
-        return self.data.transpose().tolist()
+        return self.data.transpose().tolist()  # type: ignore
 
     def mean(self) -> FloatArray:
         """Mean of paths"""

{quantflow-0.2.8 → quantflow-0.2.9}/quantflow/utils/types.py

@@ -1,16 +1,17 @@
 from decimal import Decimal
-from typing import Optional, Union
+from typing import Optional, Union, Any
 
 import pandas as pd
 import numpy as np
 import numpy.typing as npt
 
 Number = Decimal
-Numbers = Union[int, float, np.number]
+Float = float | np.floating[Any]
+Numbers = Union[int, Float, np.number]
 NumberType = Union[float, int, str, Number]
 Vector = Union[int, float, complex, np.ndarray, pd.Series]
-FloatArray = npt.NDArray[np.float64]
-IntArray = npt.NDArray[np.int_]
+FloatArray = npt.NDArray[np.floating[Any]]
+IntArray = npt.NDArray[np.signedinteger[Any]]
 FloatArrayLike = FloatArray | float
 
 

{quantflow-0.2.8 → quantflow-0.2.9}/readme.md

@@ -28,5 +28,10 @@ pip install quantflow
 
 ## Command line tools
 
-When installing with the extra `data` dependencies, it is possible to use the command line tool `qf`
+The command line tools are available when installing with the extra `cli` and `data` dependencies.
 
+```bash
+pip install quantflow[cli,data]
+```
+
+It is possible to use the command line tool `qf` to download data and run pricing and calibration scripts.