quantmod 0.1.3__tar.gz → 0.1.4__tar.gz

quantmod-0.1.4/.github/workflows/ci.yml

@@ -0,0 +1,27 @@
+name: CI
+
+on:
+  push:
+    branches: [main]
+  pull_request:
+    branches: [main]
+
+jobs:
+  test:
+    name: Run tests
+    runs-on: ubuntu-latest
+
+    steps:
+      - uses: actions/checkout@v4
+
+      - name: Set up uv
+        uses: astral-sh/setup-uv@v3
+
+      - name: Install dependencies
+        run: uv sync
+
+      - name: Install pytest
+        run: uv pip install pytest
+
+      - name: Run tests
+        run: uv run pytest tests/ -v

quantmod-0.1.4/.github/workflows/publish.yml

@@ -0,0 +1,25 @@
+name: Publish to PyPI
+
+on:
+  push:
+    tags:
+      - "v*"
+
+jobs:
+  publish:
+    name: Build and publish
+    runs-on: ubuntu-latest
+
+    steps:
+      - uses: actions/checkout@v4
+
+      - name: Set up uv
+        uses: astral-sh/setup-uv@v3
+
+      - name: Build package
+        run: uv build
+
+      - name: Publish to PyPI
+        run: uv publish
+        env:
+          UV_PUBLISH_TOKEN: ${{ secrets.PYPI_TOKEN }}

quantmod-0.1.4/.gitignore

@@ -0,0 +1,64 @@
+# Python
+__pycache__/
+*.py[cod]
+*.pyo
+*.pyd
+*.so
+
+# Distribution / packaging
+dist/
+build/
+*.egg-info/
+*.egg
+MANIFEST
+
+# Virtual environments
+.venv/
+venv/
+env/
+
+# uv
+.python-version
+
+# MkDocs build output
+site/
+quantmod/site/
+
+# Environment variables / secrets
+.env
+.env.*
+*.env
+
+# macOS
+.DS_Store
+.AppleDouble
+.LSOverride
+
+# Claude Code
+.claude/
+
+# Editors
+.vscode/
+.idea/
+*.swp
+*.swo
+*~
+
+# Jupyter
+.ipynb_checkpoints/
+*.ipynb
+
+# Local scratch / examples
+myexamples.py
+
+# Testing / coverage
+.pytest_cache/
+.coverage
+htmlcov/
+.tox/
+
+# Ruff / linting caches
+.ruff_cache/
+
+# Datasets submodule data (large CSVs tracked separately)
+# quantmod/datasets/data/

{quantmod-0.1.3 → quantmod-0.1.4}/PKG-INFO

@@ -1,24 +1,26 @@
-Metadata-Version: 2.2
+Metadata-Version: 2.4
 Name: quantmod
-Version: 0.1.3
-Summary: Quantmod Python Package
-Home-page: https://kannansingaravelu.com/
-Author: Kannan Singaravelu
-Author-email: inquant@outlook.com
-License: Apache License 2.0
-Keywords: python,quant,quantmod,quantmod-python
-Platform: any
+Version: 0.1.4
+Summary: Quantitative finance toolkit for Python — markets, options, risk, and time series
+Project-URL: Homepage, https://kannansingaravelu.com/quantmod/
+Project-URL: Repository, https://github.com/kannansingaravelu/quantmod
+Project-URL: Documentation, https://kannansingaravelu.com/quantmod/
+Author-email: Kannan Singaravelu <inquant@outlook.com>
+License: Apache-2.0
+License-File: LICENSE.txt
+Keywords: finance,options,quant,quantmod,risk,timeseries
+Classifier: Intended Audience :: Developers
+Classifier: Intended Audience :: Financial and Insurance Industry
 Classifier: License :: OSI Approved :: Apache Software License
-Classifier: Programming Language :: Python :: 3.10
 Classifier: Operating System :: OS Independent
-Classifier: Intended Audience :: Developers
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
 Classifier: Topic :: Office/Business :: Financial
 Classifier: Topic :: Office/Business :: Financial :: Investment
-Classifier: Topic :: Software Development :: Libraries
 Classifier: Topic :: Software Development :: Libraries :: Python Modules
 Requires-Python: >=3.10
-Description-Content-Type: text/markdown
-License-File: LICENSE.txt
 Requires-Dist: joblib
 Requires-Dist: matplotlib
 Requires-Dist: nbformat>=5.10.4
@@ -32,18 +34,7 @@ Requires-Dist: supabase>=2.27.2
 Requires-Dist: tabulate>=0.9.0
 Requires-Dist: urllib3==1.26.15
 Requires-Dist: yfinance>=1.0
-Dynamic: author
-Dynamic: author-email
-Dynamic: classifier
-Dynamic: description
-Dynamic: description-content-type
-Dynamic: home-page
-Dynamic: keywords
-Dynamic: license
-Dynamic: platform
-Dynamic: requires-dist
-Dynamic: requires-python
-Dynamic: summary
+Description-Content-Type: text/markdown
 
 
 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.

quantmod-0.1.4/pyproject.toml

@@ -0,0 +1,56 @@
+[build-system]
+requires = ["hatchling"]
+build-backend = "hatchling.build"
+
+[project]
+name = "quantmod"
+version = "0.1.4"
+description = "Quantitative finance toolkit for Python — markets, options, risk, and time series"
+readme = "README.md"
+license = { text = "Apache-2.0" }
+authors = [{ name = "Kannan Singaravelu", email = "inquant@outlook.com" }]
+requires-python = ">=3.10"
+keywords = ["quant", "quantmod", "finance", "options", "risk", "timeseries"]
+classifiers = [
+    "License :: OSI Approved :: Apache Software License",
+    "Programming Language :: Python :: 3.10",
+    "Programming Language :: Python :: 3.11",
+    "Programming Language :: Python :: 3.12",
+    "Programming Language :: Python :: 3.13",
+    "Operating System :: OS Independent",
+    "Intended Audience :: Developers",
+    "Intended Audience :: Financial and Insurance Industry",
+    "Topic :: Office/Business :: Financial",
+    "Topic :: Office/Business :: Financial :: Investment",
+    "Topic :: Software Development :: Libraries :: Python Modules",
+]
+dependencies = [
+    "joblib",
+    "matplotlib",
+    "nbformat>=5.10.4",
+    "numpy>=2.0.2",
+    "pandas>=2.2.2",
+    "plotly>=6.1.2",
+    "pydantic>=2.8.2",
+    "scipy>=1.13.1",
+    "sqlalchemy>=2.0.38",
+    "supabase>=2.27.2",
+    "tabulate>=0.9.0",
+    "urllib3==1.26.15",
+    "yfinance>=1.0",
+]
+
+[project.urls]
+Homepage = "https://kannansingaravelu.com/quantmod/"
+Repository = "https://github.com/kannansingaravelu/quantmod"
+Documentation = "https://kannansingaravelu.com/quantmod/"
+
+[project.scripts]
+inquant = "quantmod:hello"
+
+[tool.hatch.build.targets.wheel]
+packages = ["quantmod"]
+
+
+[tool.hatch.build.targets.sdist]
+exclude = ["tests/", ".venv/", "site/", "quantmod/site/", ".ruff_cache/"]

{quantmod-0.1.3 → quantmod-0.1.4}/quantmod/__init__.py

@@ -15,16 +15,17 @@
 # See the License for the specific language governing permissions and
 # limitations under the License.
 
-# updated by Kannan Singaravelu on 2024-08-26
-
-# from . import _version
-# __version__ = _version.get_versions()['version']
-
-from . import version
+from importlib.metadata import PackageNotFoundError, version
 from .main import hello
 
 from quantmod import derivatives, indicators, markets, models, timeseries, datasets
 
+try:
+    __version__ = version("quantmod")
+except PackageNotFoundError:
+    __version__ = "unknown"
+
+__author__ = "Kannan Singaravelu"
 
 __all__ = [
     "hello",
@@ -36,6 +37,3 @@ __all__ = [
     "timeseries",
     "datasets",
 ]
-
-__version__ = version.version
-__author__ = "Kannan Singaravelu"

{quantmod-0.1.3 → quantmod-0.1.4}/quantmod/db/database.py

@@ -36,7 +36,7 @@ class QuantmodDB:
             raise ValueError("Supabase URL or Key missing")
 
         self.supabase: Client = create_client(supabase_url, supabase_key)
-        self._instrument_cache: Dict[str, int] = {}
+        self._instrument_cache: Dict[str, int] = {}       
 
     # ------------------------------------------------------------------
     # Instrument Registration

quantmod-0.1.4/quantmod/docs/about.md

@@ -0,0 +1,3 @@
+# About
+
+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.

quantmod-0.1.4/quantmod/docs/changelog.md

@@ -0,0 +1,109 @@
+# Change Log
+
+## 0.1.4
+
+- replaced `BlackScholesOptionPricing` with Generalized Black-Scholes (GBS) framework
+  - added `BlackScholes`, `Merton`, `Black76`, `GarmanKohlhagen` models
+  - added `price_option()` convenience factory
+  - added `OptionGreeks` dataclass with all prices and first-order Greeks
+  - `BlackScholesOptionPricing` retained as a deprecated backward-compatible shim
+- upgraded Monte Carlo engine (`MonteCarloOptionPricing`)
+  - added Sobol quasi-random sampler (`sampler='sobol'`) for faster convergence
+  - added antithetic variates variance reduction for pseudo-random mode
+  - added all four barrier types: up-and-out, up-and-in, down-and-out, down-and-in
+  - added American option pricing via Longstaff-Schwartz regression
+  - added `MonteCarloResult` dataclass (price, std error, 95% CI, metadata)
+  - parameters renamed: `nsims` → `n_simulations`, `timestep` → `n_steps`
+
+  0.1.3
+
+---
+
+- added db module
+- updated timeseries module for pandas 2.x
+
+  0.1.2
+
+---
+
+- updated derivatives module
+
+  0.1.1
+
+---
+
+- updated derivatives module
+- updated chart module
+
+  0.1.0
+
+---
+
+- updated risk module
+- updated derivatives module
+
+  0.0.9
+
+---
+
+- updated pie plots
+- added surface plots
+
+  0.0.8
+
+---
+
+- updated README
+
+  0.0.7
+
+---
+
+- added interactive charting module
+- added indicator examples
+- bug fixes
+
+  0.0.6
+
+---
+
+- updated Monte Carlo methods
+- updated NSE option data module
+
+  0.0.5
+
+---
+
+- added option chain analysis for India
+- added binomial option pricing model
+- updated VaR calculation and backtester
+- bug fixes
+
+  0.0.4
+
+---
+
+- updated multi level index for data download
+- updated column positioning for data download
+
+  0.0.3
+
+---
+
+- package data included
+- bug fixes
+
+  0.0.2
+
+---
+
+- added technical indicators
+- bug fixes and refactoring
+
+  0.0.1
+
+---
+
+- migration from quantmod-python to quantmod
+- added historical data loader
+- support for SPX & NIFTY in dataloader

quantmod-0.1.4/quantmod/docs/charts.md

@@ -0,0 +1,32 @@
+# Charting with quantmod
+
+The charting module is a lightweight wrapper that combines the power of Plotly with the flexibility of Pandas, making it easy to create clean, interactive plots with minimal code.
+
+## Usage
+
+```python
+import pandas as pd
+from quantmod import charts
+
+df = pd.DataFrame({...})
+df.iplot(kind="line")
+```
+
+## Available Chart Types
+
+- line
+- scatter
+- ohlc
+- candlestick
+- subplots
+- histogram
+- bar
+- heatmap
+- box
+- pie
+- treemap
+- overlay
+- normalized
+- surface
+
+> **Note:** Importing `quantmod.charts` automatically adds `iplot()` to all pandas DataFrames and Series. 

quantmod-0.1.4/quantmod/docs/datasets.md

@@ -0,0 +1,2 @@
+
+::: datasets

quantmod-0.1.4/quantmod/docs/db.md

@@ -0,0 +1,2 @@
+
+::: db

quantmod-0.1.4/quantmod/docs/derivatives.md

@@ -0,0 +1 @@
+::: derivatives

quantmod-0.1.4/quantmod/docs/index.md

@@ -0,0 +1,76 @@
+# Welcome!
+
+quantmod is inspired by the popular R package of the same name, reimagined for the modern Python data stack.
+
+It provides a lightweight, structured toolkit for financial time-series ingestion, storage, and analysis, designed for data scientists, analysts, and AI practitioners.
+
+quantmod emphasizes ease of use, reproducibility, and rapid experimentation, making it well-suited for exploratory research, machine-learning pipelines, and data-driven prototyping. Its clean, Pythonic interface helps users move quickly from raw market data to structured analysis and insight.
+
+
+[![PyPI Downloads](https://static.pepy.tech/badge/quantmod)](https://pepy.tech/projects/quantmod)
+
+## User installation
+The easiest way to install quantmod is using pip:
+
+```bash
+pip install quantmod
+```
+
+## Modules
+
+* [charts](charts.md)
+* [database](db.md)
+* [datasets](datasets.md)
+* [derivatives](derivatives.md)
+* [indicators](indicators.md)
+* [markets](markets.md)
+* [models](models.md) 
+* [risk](risk.md)
+* [timeseries](timeseries.md)  
+
+## Quickstart
+
+```py
+# Retrieves market data & ticker object
+from quantmod.markets import getData, getTicker
+
+# Database module
+from quantmod.db import QuantmodDB
+
+# Charting module
+import quantmod.charts
+
+# Option pricing — GBS models (Black-Scholes, Merton, Black-76, Garman-Kohlhagen)
+from quantmod.models import OptionInputs, BlackScholes, price_option
+
+# Monte Carlo pricing (European, Asian, Barrier, American)
+from quantmod.models import MonteCarloOptionPricing, OptionType, ExerciseStyle, BarrierType
+
+# Calculates price return of different time periods
+from quantmod.timeseries import *
+
+# Technical indicators
+from quantmod.indicators import ATR
+
+# Derivatives functions
+from quantmod.derivatives import maxpain
+
+# Datasets functions
+from quantmod.datasets import fetch_historical_data
+```
+<br>
+Note: quantmod is currently under active development, and anticipate ongoing enhancements and additions. The aim is to continually improve the package and expand its capabilities to meet the evolving needs of the community.
+
+## Examples
+Refer to the [examples](user-guide/examples/optionpricing.md) section for more details.
+
+## Changelog
+The list of changes to quantmod between each release can be found [here](changelog.md)
+
+## Community
+[Join the quantmod server](https://discord.com/invite/DXQyezbJ) to share feature requests, report bugs, and discuss the package.
+
+## Legal 
+`quatmod` is distributed under the **Apache Software License**. See the [LICENSE.txt](https://www.apache.org/licenses/LICENSE-2.0.txt) file in the release for details. 
+
+The package is developed and maintained by [Kannan Singaravelu](https://kannansingaravelu.com).

quantmod-0.1.4/quantmod/docs/indicators.md

@@ -0,0 +1,2 @@
+
+::: indicators

quantmod-0.1.4/quantmod/docs/license.md

@@ -0,0 +1,3 @@
+# Legal 
+
+`quatmod-python` is distributed under the **Apache Software License**. See the [LICENSE.txt](https://www.apache.org/licenses/LICENSE-2.0.txt) file in the release for details.

quantmod-0.1.4/quantmod/docs/markets.md

@@ -0,0 +1,2 @@
+
+::: markets

quantmod-0.1.4/quantmod/docs/models.md

@@ -0,0 +1,2 @@
+
+::: models

quantmod-0.1.4/quantmod/docs/risk.md

@@ -0,0 +1,2 @@
+
+::: risk

quantmod-0.1.4/quantmod/docs/timeseries.md

@@ -0,0 +1,2 @@
+
+::: timeseries

quantmod-0.1.4/quantmod/docs/user-guide/examples/database.md

@@ -0,0 +1,96 @@
+Register, load and retrieve data from database using quantmod
+
+After table creation, you can use the following code to register instruments with metadata and load historical data.
+```py
+import os
+from quantmod.db import QuantmodDB
+
+# 1. Initialise — load credentials from environment variables
+# Set these in your shell or a .env file (never hardcode in source)
+#   export SUPABASE_URL="https://your-project.supabase.co"
+#   export SUPABASE_KEY="your-service-role-key"
+qm = QuantmodDB(
+    supabase_url=os.environ["SUPABASE_URL"],
+    supabase_key=os.environ["SUPABASE_KEY"],
+)
+
+# 2. Register instruments with metadata
+qm.register([
+    {"symbol": "ITC.NS", "name": "ITC", "exchange": "NSE", "asset_class": "equity", "instrument_type": "stock"},
+    {"symbol": "MSFT", "name": "Microsoft", "exchange": "NASDAQ"}
+])
+
+# 3. Get instrument details
+instruments = qm.get_instrument_id( "MSFT")
+print(instruments)
+
+# 4. List all registered instruments
+instruments = qm.list_instruments(["AAPL"]) 
+instruments = qm.list_instruments(exchange="NASDAQ")
+instruments = qm.list_instruments(["AAPL", "MSFT"])
+print(instruments)
+
+# Step 5: Load historical data
+results = qm.load_history(["AAPL", "MSFT"], "2026-01-01", "2026-01-19")
+print(results)
+
+# Step 6: Retrieve data
+prices = qm.get_prices(["AAPL", "MSFT"], start_date="2026-01-01")
+print(prices.tail())
+
+# Step 7: Get asset prices
+prices = qm.get_asset_prices()
+print(prices.tail())
+
+# Step 8: Get latest prices
+prices = qm.get_latest_prices()
+print(prices.tail())
+```
+
+Create below two tables with schema as shown below at supabase end before running the above code.
+```sql
+-- 1. Instruments table (metadata for symbols/tickers)
+CREATE TABLE IF NOT EXISTS instruments (
+    id          BIGSERIAL PRIMARY KEY,
+    symbol      TEXT NOT NULL UNIQUE,
+    name        TEXT,
+    exchange    TEXT,
+    asset_class TEXT,                    -- e.g. 'stock', 'crypto', 'forex', 'etf', 'index'
+    instrument_type TEXT,                -- optional: 'equity', 'future', 'option', 'spot', etc.
+    
+    created_at  TIMESTAMPTZ DEFAULT NOW(),
+    updated_at  TIMESTAMPTZ DEFAULT NOW()
+);
+
+-- Optional: add some useful indexes
+CREATE INDEX IF NOT EXISTS idx_instruments_asset_class ON instruments(asset_class);
+
+
+-- 2. Prices table (OHLCV data)
+CREATE TABLE IF NOT EXISTS prices (
+    instrument_id BIGINT NOT NULL 
+        REFERENCES instruments(id)
+        ON DELETE CASCADE,                -- when instrument is deleted → delete its prices too
+    
+    date          DATE NOT NULL,
+    
+    open          DOUBLE PRECISION,
+    high          DOUBLE PRECISION,
+    low           DOUBLE PRECISION,
+    close         DOUBLE PRECISION,
+    volume        BIGINT,
+    
+    -- Composite primary key (prevents duplicates)
+    PRIMARY KEY (instrument_id, date),
+    
+    created_at    TIMESTAMPTZ DEFAULT NOW(),
+    updated_at    TIMESTAMPTZ DEFAULT NOW()
+);
+
+-- Recommended indexes for performance
+CREATE INDEX idx_prices_instrument_date
+    ON prices(instrument_id, date DESC);   -- useful for recent prices queries
+
+CREATE INDEX idx_prices_date 
+    ON prices(date);
+```

quantmod-0.1.4/quantmod/docs/user-guide/examples/datasets.md

@@ -0,0 +1,13 @@
+Fetches historical data from quantmod
+
+```py
+import pandas as pd
+from quantmod.datasets import fetch_historical_data
+
+# Fetches historical data
+df = fetch_historical_data(symbol='SPX')
+
+# Prints the first 5 rows of the DataFrame
+print(df.head())
+
+```