quantlite 1.7.0__tar.gz → 1.7.1__tar.gz

{quantlite-1.7.0/src/quantlite.egg-info → quantlite-1.7.1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: quantlite
-Version: 1.7.0
+Version: 1.7.1
 Summary: A fat-tail-native quantitative finance toolkit: EVT, risk metrics, and honest modelling for markets that bite.
 Author-email: Prasant Sudhakaran <code@prasant.net>
 License: MIT License

{quantlite-1.7.0 → quantlite-1.7.1}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "quantlite"
-version = "1.7.0"
+version = "1.7.1"
 description = "A fat-tail-native quantitative finance toolkit: EVT, risk metrics, and honest modelling for markets that bite."
 requires-python = ">=3.9"
 license = { file = "LICENSE" }

quantlite-1.7.1/src/quantlite/__init__.py

@@ -0,0 +1,167 @@
+"""QuantLite: a fat-tail-native quantitative finance toolkit.
+
+Provides stochastic process generators, option and bond pricing,
+risk metrics, extreme value theory, fat-tailed distributions,
+portfolio optimisation, multi-asset backtesting, and
+Stephen Few-inspired visualisation.
+
+Submodules and public names are imported lazily (PEP 562): accessing
+``quantlite.run_backtest`` or ``quantlite.score`` imports the backing module
+on first use. This keeps light entry points light -- importing
+``quantlite.score`` does not pull in pandas or matplotlib -- while preserving
+the full ``from quantlite import X`` and ``quantlite.X`` public API.
+"""
+
+from __future__ import annotations
+
+import importlib
+from typing import Any
+
+__version__ = "1.7.1"
+
+# Public names mapped to the module that defines them, for lazy loading.
+_ATTR_SOURCES = {
+    # Data generation
+    "geometric_brownian_motion": "quantlite.data_generation",
+    "correlated_gbm": "quantlite.data_generation",
+    "ornstein_uhlenbeck": "quantlite.data_generation",
+    "merton_jump_diffusion": "quantlite.data_generation",
+    # Instruments
+    "black_scholes_call": "quantlite.instruments.option_pricing",
+    "black_scholes_put": "quantlite.instruments.option_pricing",
+    "black_scholes_greeks": "quantlite.instruments.option_pricing",
+    "bond_price": "quantlite.instruments.bond_pricing",
+    "bond_yield_to_maturity": "quantlite.instruments.bond_pricing",
+    # Metrics
+    "annualised_return": "quantlite.metrics",
+    "annualised_volatility": "quantlite.metrics",
+    "sharpe_ratio": "quantlite.metrics",
+    "max_drawdown": "quantlite.metrics",
+    # Backtesting
+    "run_backtest": "quantlite.backtesting",
+    "BacktestConfig": "quantlite.backtesting",
+    "BacktestContext": "quantlite.backtesting",
+    "BacktestResult": "quantlite.backtesting",
+    "RiskLimits": "quantlite.backtesting",
+    "SlippageModel": "quantlite.backtesting",
+    # Visualisation
+    "plot_time_series": "quantlite.visualisation",
+    # Dream API (pipeline)
+    "fetch": "quantlite.pipeline",
+    "detect_regimes": "quantlite.pipeline",
+    "construct_portfolio": "quantlite.pipeline",
+    "backtest": "quantlite.pipeline",
+    "tearsheet": "quantlite.pipeline",
+    # Streaming & alerts (v1.1)
+    "AlertManager": "quantlite.alerts",
+    "AlertRule": "quantlite.alerts",
+    "Alert": "quantlite.alerts",
+    "PriceStream": "quantlite.data.stream",
+    "PriceTick": "quantlite.data.stream",
+    "create_stream": "quantlite.data.stream",
+    "stream": "quantlite.data.stream",
+    "OnlineRegimeDetector": "quantlite.regimes.online",
+    "RegimeUpdate": "quantlite.regimes.online",
+}
+
+# Names whose attribute on the source module differs from the public name.
+_ALIASES = {"stream": "create_stream"}
+
+__all__ = [
+    # Data generation
+    "geometric_brownian_motion",
+    "correlated_gbm",
+    "ornstein_uhlenbeck",
+    "merton_jump_diffusion",
+    # Instruments
+    "black_scholes_call",
+    "black_scholes_put",
+    "black_scholes_greeks",
+    "bond_price",
+    "bond_yield_to_maturity",
+    # Metrics
+    "annualised_return",
+    "annualised_volatility",
+    "sharpe_ratio",
+    "max_drawdown",
+    # Backtesting
+    "run_backtest",
+    "BacktestConfig",
+    "BacktestContext",
+    "BacktestResult",
+    "RiskLimits",
+    "SlippageModel",
+    # Visualisation
+    "plot_time_series",
+    # Ergodicity economics
+    "ergodicity",
+    # Antifragility framework
+    "antifragile",
+    # Scenario engine
+    "scenarios",
+    # Strategy forensics
+    "forensics",
+    # Overfitting detection
+    "overfit",
+    # Resampled backtesting
+    "resample",
+    # Contagion metrics
+    "contagion",
+    # Network risk
+    "network",
+    # Diversification analysis
+    "diversification",
+    # Crypto-native risk
+    "crypto",
+    # Fat-tail Monte Carlo simulation
+    "simulation",
+    # Regime-aware integration
+    "regime_integration",
+    # Dream API (pipeline)
+    "fetch",
+    "detect_regimes",
+    "construct_portfolio",
+    "backtest",
+    "tearsheet",
+    # Streaming & alerts (v1.1)
+    "AlertManager",
+    "AlertRule",
+    "Alert",
+    "PriceStream",
+    "PriceTick",
+    "create_stream",
+    "stream",
+    "OnlineRegimeDetector",
+    "RegimeUpdate",
+    # Benchmarking (v1.5)
+    "benchmark",
+    # QuantLite Score (v1.6)
+    "score",
+]
+
+
+def __getattr__(name: str) -> Any:
+    """Lazily import a public name or submodule on first access (PEP 562).
+
+    Public names listed in ``__all__`` resolve to their defining module; any
+    other name is tried as a submodule, preserving the eager package's
+    behaviour of exposing ``quantlite.<submodule>`` without an explicit
+    import.
+    """
+    source = _ATTR_SOURCES.get(name)
+    if source is not None:
+        module = importlib.import_module(source)
+        value = getattr(module, _ALIASES.get(name, name))
+        globals()[name] = value
+        return value
+    try:
+        module = importlib.import_module(f"{__name__}.{name}")
+    except ModuleNotFoundError:
+        raise AttributeError(f"module {__name__!r} has no attribute {name!r}") from None
+    globals()[name] = module
+    return module
+
+
+def __dir__() -> list[str]:
+    """List the lazily exported names for tab completion and introspection."""
+    return sorted(__all__)

{quantlite-1.7.0 → quantlite-1.7.1}/src/quantlite/core/types.py

@@ -7,8 +7,10 @@ immutability, dot-access, and clear ``repr`` output.
 from __future__ import annotations
 
 from dataclasses import dataclass
+from typing import TYPE_CHECKING
 
-import pandas as pd
+if TYPE_CHECKING:
+    import pandas as pd
 
 __all__ = [
     "BacktestResult",
@@ -82,10 +84,7 @@ class DrawdownInfo:
     end_idx: int
 
     def __repr__(self) -> str:
-        return (
-            f"DrawdownInfo(max_dd={self.max_drawdown:.4f}, "
-            f"duration={self.duration} periods)"
-        )
+        return f"DrawdownInfo(max_dd={self.max_drawdown:.4f}, duration={self.duration} periods)"
 
 
 @dataclass(frozen=True)
@@ -114,10 +113,7 @@ class GEVFit:
     scale: float  # sigma
 
     def __repr__(self) -> str:
-        return (
-            f"GEVFit(shape={self.shape:.4f}, loc={self.loc:.4f}, "
-            f"scale={self.scale:.4f})"
-        )
+        return f"GEVFit(shape={self.shape:.4f}, loc={self.loc:.4f}, scale={self.scale:.4f})"
 
 
 @dataclass(frozen=True)

{quantlite-1.7.0 → quantlite-1.7.1}/src/quantlite/metrics.py

@@ -2,8 +2,12 @@
 
 from __future__ import annotations
 
+from typing import TYPE_CHECKING
+
 import numpy as np
-import pandas as pd
+
+if TYPE_CHECKING:
+    import pandas as pd
 
 __all__ = [
     "annualised_return",

{quantlite-1.7.0 → quantlite-1.7.1}/src/quantlite/risk/metrics.py

@@ -5,8 +5,12 @@ All functions accept NumPy arrays or pandas Series of simple returns.
 
 from __future__ import annotations
 
+from typing import TYPE_CHECKING
+
 import numpy as np
-import pandas as pd
+
+if TYPE_CHECKING:
+    import pandas as pd
 from scipy import stats
 
 from ..core.types import DrawdownInfo, ReturnMoments
@@ -63,20 +67,14 @@ def value_at_risk(
     if method == "cornish-fisher":
         s = float(stats.skew(arr))
         k = float(stats.kurtosis(arr))  # excess kurtosis
-        z_cf = (
-            z
-            + (z**2 - 1) * s / 6
-            + (z**3 - 3 * z) * k / 24
-            - (2 * z**3 - 5 * z) * s**2 / 36
-        )
+        z_cf = z + (z**2 - 1) * s / 6 + (z**3 - 3 * z) * k / 24 - (2 * z**3 - 5 * z) * s**2 / 36
         return float(mu + sigma * z_cf)
 
     if method == "evt":
         return _evt_gpd_var(arr, alpha)
 
     raise ValueError(
-        f"Unknown method: {method}. "
-        "Use 'historical', 'parametric', 'cornish-fisher', or 'evt'."
+        f"Unknown method: {method}. Use 'historical', 'parametric', 'cornish-fisher', or 'evt'."
     )
 
 
@@ -120,9 +118,7 @@ def _evt_gpd_var(
     shape, _, gpd_scale = stats.genpareto.fit(exceedances, floc=0)
     n = len(losses)
     n_exceed = len(exceedances)
-    var_loss = threshold + (gpd_scale / shape) * (
-        (n / n_exceed * alpha) ** (-shape) - 1
-    )
+    var_loss = threshold + (gpd_scale / shape) * ((n / n_exceed * alpha) ** (-shape) - 1)
     return float(-var_loss)
 
 

{quantlite-1.7.0 → quantlite-1.7.1/src/quantlite.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: quantlite
-Version: 1.7.0
+Version: 1.7.1
 Summary: A fat-tail-native quantitative finance toolkit: EVT, risk metrics, and honest modelling for markets that bite.
 Author-email: Prasant Sudhakaran <code@prasant.net>
 License: MIT License

quantlite-1.7.0/src/quantlite/__init__.py

@@ -1,137 +0,0 @@
-"""QuantLite: a fat-tail-native quantitative finance toolkit.
-
-Provides stochastic process generators, option and bond pricing,
-risk metrics, extreme value theory, fat-tailed distributions,
-portfolio optimisation, multi-asset backtesting, and
-Stephen Few-inspired visualisation.
-"""
-
-__version__ = "1.6.0"
-
-from .backtesting import (
-    BacktestConfig,
-    BacktestContext,
-    BacktestResult,
-    RiskLimits,
-    SlippageModel,
-    run_backtest,
-)
-from .data_generation import (
-    correlated_gbm,
-    geometric_brownian_motion,
-    merton_jump_diffusion,
-    ornstein_uhlenbeck,
-)
-from .instruments.bond_pricing import bond_price, bond_yield_to_maturity
-from .instruments.option_pricing import (
-    black_scholes_call,
-    black_scholes_greeks,
-    black_scholes_put,
-)
-from .metrics import annualised_return, annualised_volatility, max_drawdown, sharpe_ratio
-from .visualisation import plot_time_series
-
-__all__ = [
-    # Data generation
-    "geometric_brownian_motion",
-    "correlated_gbm",
-    "ornstein_uhlenbeck",
-    "merton_jump_diffusion",
-    # Instruments
-    "black_scholes_call",
-    "black_scholes_put",
-    "black_scholes_greeks",
-    "bond_price",
-    "bond_yield_to_maturity",
-    # Metrics
-    "annualised_return",
-    "annualised_volatility",
-    "sharpe_ratio",
-    "max_drawdown",
-    # Backtesting
-    "run_backtest",
-    "BacktestConfig",
-    "BacktestContext",
-    "BacktestResult",
-    "RiskLimits",
-    "SlippageModel",
-    # Visualisation
-    "plot_time_series",
-    # Ergodicity economics
-    "ergodicity",
-    # Antifragility framework
-    "antifragile",
-    # Scenario engine
-    "scenarios",
-    # Strategy forensics
-    "forensics",
-    # Overfitting detection
-    "overfit",
-    # Resampled backtesting
-    "resample",
-    # Contagion metrics
-    "contagion",
-    # Network risk
-    "network",
-    # Diversification analysis
-    "diversification",
-    # Crypto-native risk
-    "crypto",
-    # Fat-tail Monte Carlo simulation
-    "simulation",
-    # Regime-aware integration
-    "regime_integration",
-    # Dream API (pipeline)
-    "fetch",
-    "detect_regimes",
-    "construct_portfolio",
-    "backtest",
-    "tearsheet",
-    # Streaming & alerts (v1.1)
-    "AlertManager",
-    "AlertRule",
-    "Alert",
-    "PriceStream",
-    "PriceTick",
-    "create_stream",
-    "OnlineRegimeDetector",
-    "RegimeUpdate",
-    # Benchmarking (v1.5)
-    "benchmark",
-    # QuantLite Score (v1.6)
-    "score",
-]
-
-from . import (  # noqa: E402
-    antifragile,
-    contagion,
-    crypto,
-    diversification,
-    ergodicity,
-    forensics,
-    network,
-    overfit,
-    regime_integration,
-    resample,
-    scenarios,
-    simulation,
-)
-
-# v1.1: Streaming, online regimes, alerts
-from .alerts import Alert, AlertManager, AlertRule  # noqa: E402
-from .data.stream import PriceStream, PriceTick, create_stream  # noqa: E402
-from .pipeline import (  # noqa: E402
-    backtest,
-    construct_portfolio,
-    detect_regimes,
-    tearsheet,
-)
-from .pipeline import fetch as fetch  # noqa: E402
-from .regimes.online import OnlineRegimeDetector, RegimeUpdate  # noqa: E402
-
-# Convenience alias
-stream = create_stream
-
-# v1.5: Benchmarking suite
-# v1.6: QuantLite Score (open scoring spec for track records)
-from . import benchmark, score  # noqa: E402