quantmod 0.0.8__tar.gz → 0.0.9__tar.gz

{quantmod-0.0.8 → quantmod-0.0.9}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: quantmod
-Version: 0.0.8
+Version: 0.0.9
 Summary: Quantmod Python Package
 Home-page: https://kannansingaravelu.com/
 Author: Kannan Singaravelu

{quantmod-0.0.8 → 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-0.0.8 → 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-0.0.8 → 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-0.0.8 → quantmod-0.0.9}/quantmod.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: quantmod
-Version: 0.0.8
+Version: 0.0.9
 Summary: Quantmod Python Package
 Home-page: https://kannansingaravelu.com/
 Author: Kannan Singaravelu

quantmod-0.0.8/quantmod/version.py

@@ -1 +0,0 @@
-version = "0.0.8"