quantmod 0.0.7__tar.gz → 0.0.9__tar.gz

{quantmod-0.0.7 → quantmod-0.0.9}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: quantmod
-Version: 0.0.7
+Version: 0.0.9
 Summary: Quantmod Python Package
 Home-page: https://kannansingaravelu.com/
 Author: Kannan Singaravelu
@@ -45,7 +45,7 @@ Dynamic: requires-python
 Dynamic: summary
 
 
-Quantmod Python package is inspired by the quantmod package for R. This new tool is designed to assist quantitative traders and data analysts with the development, testing, and rapid prototyping of trading strategies. quantmod features a straightforward and intuitive interface aimed at simplifying workflows and boosting productivity.
+The quantmod package is inspired by the popular R package of the same name but reimagined for the modern Python data stack. It’s designed to support data scientists, analysts, and AI researchers with tools for fast, flexible data exploration and visualization. Whether you're working with time series, building machine learning pipelines, or prototyping data-driven ideas, quantmod offers a clean, intuitive interface that helps you move quickly from data to insight.
 
 
 ## Installation
@@ -58,13 +58,14 @@ pip install quantmod
 
 ## Modules
 
+* [charts](https://kannansingaravelu.com/quantmod/charts/)
+* [datasets](https://kannansingaravelu.com/quantmod/datasets/)
+* [derivatives](https://kannansingaravelu.com/quantmod/derivatives/)
+* [indicators](https://kannansingaravelu.com/quantmod/indicators/)
 * [markets](https://kannansingaravelu.com/quantmod/markets/)
 * [models](https://kannansingaravelu.com/quantmod/models/)
 * [risk](https://kannansingaravelu.com/quantmod/risk/) 
 * [timeseries](https://kannansingaravelu.com/quantmod/timeseries/)
-* [indicators](https://kannansingaravelu.com/quantmod/indicators/)
-* [derivatives](https://kannansingaravelu.com/quantmod/derivatives/)
-* [datasets](https://kannansingaravelu.com/quantmod/datasets/)
 
 
 ## Quickstart
@@ -73,6 +74,9 @@ pip install quantmod
 # Retrieves market data & ticker object 
 from quantmod.markets import getData, getTicker
 
+# Charting module
+import quantmod.charts
+
 # Option price
 from quantmod.models import OptionInputs, BlackScholesOptionPricing, MonteCarloOptionPricing
 

{quantmod-0.0.7 → quantmod-0.0.9}/README.md

@@ -1,5 +1,5 @@
 
-Quantmod Python package is inspired by the quantmod package for R. This new tool is designed to assist quantitative traders and data analysts with the development, testing, and rapid prototyping of trading strategies. quantmod features a straightforward and intuitive interface aimed at simplifying workflows and boosting productivity.
+The quantmod package is inspired by the popular R package of the same name but reimagined for the modern Python data stack. It’s designed to support data scientists, analysts, and AI researchers with tools for fast, flexible data exploration and visualization. Whether you're working with time series, building machine learning pipelines, or prototyping data-driven ideas, quantmod offers a clean, intuitive interface that helps you move quickly from data to insight.
 
 
 ## Installation
@@ -12,13 +12,14 @@ pip install quantmod
 
 ## Modules
 
+* [charts](https://kannansingaravelu.com/quantmod/charts/)
+* [datasets](https://kannansingaravelu.com/quantmod/datasets/)
+* [derivatives](https://kannansingaravelu.com/quantmod/derivatives/)
+* [indicators](https://kannansingaravelu.com/quantmod/indicators/)
 * [markets](https://kannansingaravelu.com/quantmod/markets/)
 * [models](https://kannansingaravelu.com/quantmod/models/)
 * [risk](https://kannansingaravelu.com/quantmod/risk/) 
 * [timeseries](https://kannansingaravelu.com/quantmod/timeseries/)
-* [indicators](https://kannansingaravelu.com/quantmod/indicators/)
-* [derivatives](https://kannansingaravelu.com/quantmod/derivatives/)
-* [datasets](https://kannansingaravelu.com/quantmod/datasets/)
 
 
 ## Quickstart
@@ -27,6 +28,9 @@ pip install quantmod
 # Retrieves market data & ticker object 
 from quantmod.markets import getData, getTicker
 
+# Charting module
+import quantmod.charts
+
 # Option price
 from quantmod.models import OptionInputs, BlackScholesOptionPricing, MonteCarloOptionPricing
 

{quantmod-0.0.7 → quantmod-0.0.9}/quantmod/charts/plotting.py

@@ -29,6 +29,7 @@ Available Chart Types:
 - "treemap": Treemap chart
 - "overlay": Overlay multiple series with secondary y-axis
 - "normalized": Normalized line chart (base=100)
+- "surface": Surface Plot
 
 """
 
@@ -62,6 +63,8 @@ def _iplot(self, kind="line", **kwargs):
         return _plot_normalized(self, **kwargs)
     if kind == "overlay":
         return _plot_overlay(self, **kwargs)
+    if kind == "surface":
+        return _plot_surface(self, **kwargs)
     if isinstance(self, pd.Series):
         df = self.to_frame()
     else:
@@ -92,6 +95,8 @@ def _iplot(self, kind="line", **kwargs):
         fig = _plot_pie(df, **kwargs)
     elif kind == "treemap":
         fig = _plot_treemap(df, **kwargs)
+    elif kind == "surface":
+        fig = _plot_surface(df, **kwargs)
     else:
         raise ValueError(f"Plot type '{kind}' not supported.")
 
@@ -126,10 +131,8 @@ def _plot_line(df, x=None, y=None, **kwargs):
     x_data = df.index if x is None else df[x]
     y_data = df[y] if isinstance(y, str) else df.iloc[:, 0]
 
-    fig = go.Figure(
-        go.Scatter(x=x_data, y=y_data, mode="lines", name="", **trace_kwargs)
-    )
-    _update_layout(fig, kwargs, default_title="Stock Prices", yaxis_title="")
+    fig = go.Figure(go.Scatter(x=x_data, y=y_data, mode="lines", **trace_kwargs))
+    _update_layout(fig, kwargs, default_title="Line Charts", yaxis_title="")
     return fig
 
 
@@ -153,9 +156,7 @@ def _plot_scatter(df, x=None, y=None, **kwargs):
     x_data = df.index if x is None else df[x]
     y_data = df[y] if isinstance(y, str) else df.iloc[:, 0]
 
-    fig = go.Figure(
-        go.Scatter(x=x_data, y=y_data, mode="markers", name="", **trace_kwargs)
-    )
+    fig = go.Figure(go.Scatter(x=x_data, y=y_data, mode="markers", **trace_kwargs))
     _update_layout(fig, kwargs, default_title="Scatter Plot", yaxis_title="")
     return fig
 
@@ -344,18 +345,58 @@ def _plot_box(df, columns=None, **kwargs):
 
 
 def _plot_pie(df, names=None, values=None, **kwargs):
+    """
+    Plot a pie chart with options to filter only positive values, show only top N slices, and aggregate small values as 'Others'.
+
+    Parameters:
+    - top_n: int or None. If set, only the top N values are shown, the rest are aggregated as 'Others'.
+    - threshold: float or None. If set, all values below this fraction (e.g., 0.01 for 1%) of the total are aggregated as 'Others'.
+    """
     theme_name = kwargs.get("theme", DEFAULT_THEME)
     colors = _get_colors(theme_name)
 
-    names_data = df.index if names is None else df[names]
-    values_data = df.iloc[:, 0] if values is None else df[values]
+    # Extract top_n and threshold from kwargs
+    top_n = kwargs.pop("top_n", None)
+    threshold = kwargs.pop("threshold", None)
+
+    # For single-column DataFrame, use index and first column
+    names_data = df.index.to_list()
+    values_data = df.iloc[:, 0].to_list()
+
+    # Filter out non-positive values (negative and zero)
+    filtered = [(n, v) for n, v in zip(names_data, values_data) if v > 0]
+    if not filtered:
+        raise ValueError("No positive values to plot in pie chart.")
+    names_data, values_data = zip(*filtered)
+
+    # Convert to Series for easier manipulation
+    pie_series = pd.Series(values_data, index=names_data)
+    pie_series = pie_series.sort_values(ascending=False)
+
+    # Apply threshold: aggregate values below threshold as 'Others'
+    if threshold is not None:
+        total = pie_series.sum()
+        mask = pie_series / total < threshold
+        if mask.any():
+            others = pie_series[mask].sum()
+            pie_series = pie_series[~mask]
+            pie_series["Others"] = others
+
+    # Apply top_n: keep only top N, aggregate the rest as 'Others'
+    if top_n is not None and len(pie_series) > top_n:
+        top = pie_series.iloc[:top_n]
+        others = pie_series.iloc[top_n:].sum()
+        top["Others"] = others
+        pie_series = top
 
     fig = go.Figure(
         data=[
             go.Pie(
-                labels=names_data,
-                values=values_data,
-                marker_colors=colors[: len(names_data)],
+                labels=pie_series.index,
+                values=pie_series.values,
+                marker_colors=colors[: len(pie_series)],
+                hole=0.4,
+                textinfo="label+percent",
             )
         ]
     )
@@ -441,6 +482,48 @@ def _plot_treemap(df, path=None, values=None, labels=None, parents=None, **kwarg
     return fig
 
 
+def _plot_surface(df, x=None, y=None, z=None, **kwargs):
+    """
+    Plot a 3D surface plot using Plotly.
+    - x: Optional, column name or array for x-axis. If None, use df.columns.
+    - y: Optional, column name or array for y-axis. If None, use df.index.
+    - z: Optional, 2D array or DataFrame for z values. If None, use df.values.
+    - xaxis_title: Optional, string for x-axis title. Defaults to 'X'.
+    - yaxis_title: Optional, string for y-axis title. Defaults to 'Y'.
+    - zaxis_title: Optional, string for z-axis title. Defaults to 'Z'.
+    - title: Optional, string for plot title. Defaults to 'Surface Plot'.
+    """
+    theme_name = kwargs.get("theme", DEFAULT_THEME)
+    colorscale = kwargs.pop("colorscale", "Viridis")
+    xaxis_title = kwargs.pop("xaxis_title", "X")
+    yaxis_title = kwargs.pop("yaxis_title", "Y")
+    zaxis_title = kwargs.pop("zaxis_title", "Z")
+    # Don't pop title, just let it flow to _update_layout
+
+    # Prepare data
+    x_data = x if x is not None else df.columns
+    y_data = y if y is not None else df.index
+    z_data = z if z is not None else df.values
+
+    fig = go.Figure(
+        data=[
+            go.Surface(z=z_data, x=x_data, y=y_data, colorscale=colorscale)
+        ]
+    )
+    # For 3D plots, axis titles must be set via update_scenes
+    fig.update_scenes(
+        xaxis_title_text=xaxis_title,
+        yaxis_title_text=yaxis_title,
+        zaxis_title_text=zaxis_title
+    )
+    _update_layout(
+        fig,
+        kwargs,  # Now kwargs no longer contains axis titles
+        default_title="Surface Plot"
+    )
+    return fig
+
+
 def _update_layout(fig, user_kwargs, default_title="", xaxis_title="", yaxis_title=""):
     theme_name = user_kwargs.pop("theme", DEFAULT_THEME)
     theme_layout = THEMES.get(theme_name, {}).get("layout", {})

{quantmod-0.0.7 → quantmod-0.0.9}/quantmod/models/__init__.py

@@ -18,7 +18,7 @@
 
 from .optioninputs import OptionInputs
 from .blackscholes import BlackScholesOptionPricing
-from .montecarlo import MonteCarloOptionPricing
+from .montecarlo import BarrierType, MonteCarloOptionPricing
 from .binomial import OptionType, ExerciseStyle, BinomialOptionPricing
 
 
@@ -26,6 +26,7 @@ __all__ = [
     "OptionInputs",
     "OptionType",
     "ExerciseStyle",
+    "BarrierType",
     "BlackScholesOptionPricing",
     "MonteCarloOptionPricing",
     "BinomialOptionPricing",

{quantmod-0.0.7 → quantmod-0.0.9}/quantmod/risk/var.py

@@ -45,12 +45,7 @@ class VaRMetrics:
         self.returns = inputs.portfolio_returns
         self.is_single_stock = inputs.is_single_stock
 
-        # attributes
-        self.parametric_var = self._parametric_var()
-        self.historical_var = self._historical_var()
-        self.monte_carlo_var = self._monte_carlo_var()
-        self.expected_shortfall = self._expected_shortfall()
-
+        # Set weights before risk metric calculations
         if self.is_single_stock:
             self.weights = np.array([1.0])  # Single stock, full weight
         else:
@@ -59,9 +54,16 @@ class VaRMetrics:
                     "Portfolio weights must be provided for portfolio VaR calculation"
                 )
             self.weights = np.array(inputs.portfolio_weights)
+            # Only check shape for portfolio (2D returns)
             if len(self.weights) != self.returns.shape[1]:
                 raise ValueError("Portfolio weights must match the number of assets")
 
+        # attributes
+        self.parametric_var = self._parametric_var()
+        self.historical_var = self._historical_var()
+        self.monte_carlo_var = self._monte_carlo_var()
+        self.expected_shortfall = self._expected_shortfall()
+
     def _parametric_var(self) -> float:
         mean_returns = np.mean(self.returns, axis=0)
         std = np.std(self.returns, axis=0)

quantmod-0.0.9/quantmod/version.py

@@ -0,0 +1 @@
+version = "0.0.9"

{quantmod-0.0.7 → quantmod-0.0.9}/quantmod.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: quantmod
-Version: 0.0.7
+Version: 0.0.9
 Summary: Quantmod Python Package
 Home-page: https://kannansingaravelu.com/
 Author: Kannan Singaravelu
@@ -45,7 +45,7 @@ Dynamic: requires-python
 Dynamic: summary
 
 
-Quantmod Python package is inspired by the quantmod package for R. This new tool is designed to assist quantitative traders and data analysts with the development, testing, and rapid prototyping of trading strategies. quantmod features a straightforward and intuitive interface aimed at simplifying workflows and boosting productivity.
+The quantmod package is inspired by the popular R package of the same name but reimagined for the modern Python data stack. It’s designed to support data scientists, analysts, and AI researchers with tools for fast, flexible data exploration and visualization. Whether you're working with time series, building machine learning pipelines, or prototyping data-driven ideas, quantmod offers a clean, intuitive interface that helps you move quickly from data to insight.
 
 
 ## Installation
@@ -58,13 +58,14 @@ pip install quantmod
 
 ## Modules
 
+* [charts](https://kannansingaravelu.com/quantmod/charts/)
+* [datasets](https://kannansingaravelu.com/quantmod/datasets/)
+* [derivatives](https://kannansingaravelu.com/quantmod/derivatives/)
+* [indicators](https://kannansingaravelu.com/quantmod/indicators/)
 * [markets](https://kannansingaravelu.com/quantmod/markets/)
 * [models](https://kannansingaravelu.com/quantmod/models/)
 * [risk](https://kannansingaravelu.com/quantmod/risk/) 
 * [timeseries](https://kannansingaravelu.com/quantmod/timeseries/)
-* [indicators](https://kannansingaravelu.com/quantmod/indicators/)
-* [derivatives](https://kannansingaravelu.com/quantmod/derivatives/)
-* [datasets](https://kannansingaravelu.com/quantmod/datasets/)
 
 
 ## Quickstart
@@ -73,6 +74,9 @@ pip install quantmod
 # Retrieves market data & ticker object 
 from quantmod.markets import getData, getTicker
 
+# Charting module
+import quantmod.charts
+
 # Option price
 from quantmod.models import OptionInputs, BlackScholesOptionPricing, MonteCarloOptionPricing
 

quantmod-0.0.7/quantmod/version.py

@@ -1 +0,0 @@
-version = "0.0.7"