quantmod 0.1.3__tar.gz → 0.1.5__tar.gz

quantmod-0.1.5/.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-0.1.5/.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-0.1.5/.gitignore

@@ -0,0 +1,66 @@
+# 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
+SOP-publish-and-deploy.md
+SOP-publish-and-deploy.pdf
+
+# Testing / coverage
+.pytest_cache/
+.coverage
+htmlcov/
+.tox/
+
+# Ruff / linting caches
+.ruff_cache/
+
+# Datasets submodule data (large CSVs tracked separately)
+# quantmod/datasets/data/

quantmod-0.1.5/PKG-INFO

@@ -0,0 +1,124 @@
+Metadata-Version: 2.4
+Name: quantmod
+Version: 0.1.5
+Summary: Quantitative finance toolkit for Python — markets, options, risk, and time series
+Project-URL: Homepage, https://docs.kannansingaravelu.com
+Project-URL: Repository, https://github.com/kannansingaravelu/quantmod
+Project-URL: Documentation, https://docs.kannansingaravelu.com
+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: Operating System :: OS Independent
+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 :: Python Modules
+Requires-Python: >=3.10
+Requires-Dist: joblib
+Requires-Dist: matplotlib
+Requires-Dist: nbformat>=5.10.4
+Requires-Dist: numpy>=2.0.2
+Requires-Dist: pandas>=2.2.2
+Requires-Dist: plotly>=6.1.2
+Requires-Dist: pydantic>=2.8.2
+Requires-Dist: scipy>=1.13.1
+Requires-Dist: sqlalchemy>=2.0.38
+Requires-Dist: supabase>=2.27.2
+Requires-Dist: tabulate>=0.9.0
+Requires-Dist: urllib3==1.26.15
+Requires-Dist: yfinance>=1.0
+Description-Content-Type: text/markdown
+
+quantmod is a Python library for market data access, quantitative analysis, and financial modeling. It provides a unified framework to move seamlessly from data ingestion to derivatives analytics, pricing, risk analysis, and visualization.
+
+## Installation
+
+Install quantmod using pip:
+
+```bash
+pip install quantmod
+```
+
+Or, using uv:
+
+```bash
+uv add quantmod
+```
+
+## Modules
+
+### Data & Markets
+
+- [datasets](https://docs.kannansingaravelu.com/datasets/)
+- [database](https://docs.kannansingaravelu.com/db/)
+- [markets](https://docs.kannansingaravelu.com/markets/)
+- [derivatives](https://docs.kannansingaravelu.com/derivatives/)
+
+### Quant & Analytics
+
+- [charts](https://docs.kannansingaravelu.com/charts/)
+- [models](https://docs.kannansingaravelu.com/models/)
+- [risk](https://docs.kannansingaravelu.com/risk/)
+- [indicators](https://docs.kannansingaravelu.com/indicators/)
+- [timeseries](https://docs.kannansingaravelu.com/timeseries/)
+
+## Quickstart
+
+```py
+# Market data
+from quantmod.markets import getData, getTicker
+
+# Visualization
+import quantmod.charts
+
+# Option pricing models
+from quantmod.models import (
+    OptionInputs,
+    Black76,
+    BlackScholes,
+    MonteCarloOptionPricing
+)
+
+# Risk measures
+from quantmod.risk import (
+    RiskInputs,
+    ValueAtRisk,
+    ConditionalVaR,
+    VarBacktester
+)
+
+# Time series utilities
+from quantmod.timeseries import *
+
+# Technical indicators
+from quantmod.indicators import ATR
+
+# Derivatives (option chain analytics)
+from quantmod.derivatives import maxpain
+
+# Datasets
+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](https://docs.kannansingaravelu.com/examples/) section for detailed use cases and workflows.
+
+## Changelog
+
+See the full list of changes [here](https://docs.kannansingaravelu.com/changelog/)
+
+## Legal
+
+`quantmod` is distributed under the **Apache Software License**.  
+See the [LICENSE](https://www.apache.org/licenses/LICENSE-2.0.txt) for details.

quantmod-0.1.5/README.md

@@ -0,0 +1,86 @@
+quantmod is a Python library for market data access, quantitative analysis, and financial modeling. It provides a unified framework to move seamlessly from data ingestion to derivatives analytics, pricing, risk analysis, and visualization.
+
+## Installation
+
+Install quantmod using pip:
+
+```bash
+pip install quantmod
+```
+
+Or, using uv:
+
+```bash
+uv add quantmod
+```
+
+## Modules
+
+### Data & Markets
+
+- [datasets](https://docs.kannansingaravelu.com/datasets/)
+- [database](https://docs.kannansingaravelu.com/db/)
+- [markets](https://docs.kannansingaravelu.com/markets/)
+- [derivatives](https://docs.kannansingaravelu.com/derivatives/)
+
+### Quant & Analytics
+
+- [charts](https://docs.kannansingaravelu.com/charts/)
+- [models](https://docs.kannansingaravelu.com/models/)
+- [risk](https://docs.kannansingaravelu.com/risk/)
+- [indicators](https://docs.kannansingaravelu.com/indicators/)
+- [timeseries](https://docs.kannansingaravelu.com/timeseries/)
+
+## Quickstart
+
+```py
+# Market data
+from quantmod.markets import getData, getTicker
+
+# Visualization
+import quantmod.charts
+
+# Option pricing models
+from quantmod.models import (
+    OptionInputs,
+    Black76,
+    BlackScholes,
+    MonteCarloOptionPricing
+)
+
+# Risk measures
+from quantmod.risk import (
+    RiskInputs,
+    ValueAtRisk,
+    ConditionalVaR,
+    VarBacktester
+)
+
+# Time series utilities
+from quantmod.timeseries import *
+
+# Technical indicators
+from quantmod.indicators import ATR
+
+# Derivatives (option chain analytics)
+from quantmod.derivatives import maxpain
+
+# Datasets
+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](https://docs.kannansingaravelu.com/examples/) section for detailed use cases and workflows.
+
+## Changelog
+
+See the full list of changes [here](https://docs.kannansingaravelu.com/changelog/)
+
+## Legal
+
+`quantmod` is distributed under the **Apache Software License**.  
+See the [LICENSE](https://www.apache.org/licenses/LICENSE-2.0.txt) for details.

quantmod-0.1.5/pyproject.toml

@@ -0,0 +1,56 @@
+[build-system]
+requires = ["hatchling"]
+build-backend = "hatchling.build"
+
+[project]
+name = "quantmod"
+version = "0.1.5"
+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://docs.kannansingaravelu.com"
+Repository = "https://github.com/kannansingaravelu/quantmod"
+Documentation = "https://docs.kannansingaravelu.com"
+
+[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-0.1.5}/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-0.1.5}/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-0.1.5/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-0.1.5/quantmod/docs/changelog.md

@@ -0,0 +1,119 @@
+# Change Log
+
+## 0.1.5
+
+- fixed Monte Carlo drift to honour cost of carry (`drift = r − q`)
+  - `MonteCarloOptionPricing` now applies `dividend_yield` (continuous yield or FX rate differential); previously hard-coded `drift = r`, which over-priced options on dividend-paying underlyings
+  - `dividend_yield` defaults to `0`, preserving prior behaviour for non-dividend cases
+- refreshed README and documentation
+  - reorganized modules into "Data & Markets" and "Quant & Analytics" sections
+  - updated quickstart imports (`Black76`, `BlackScholes`) and added `uv` install instructions
+  - regrouped navigation and updated docs site URL
+
+## 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-0.1.5/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-0.1.5/quantmod/docs/datasets.md

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

quantmod-0.1.5/quantmod/docs/db.md

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

quantmod-0.1.5/quantmod/docs/derivatives.md

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

quantmod-0.1.5/quantmod/docs/index.md

@@ -0,0 +1,73 @@
+# 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)
+
+## 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-0.1.5/quantmod/docs/indicators.md

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

quantmod-0.1.5/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-0.1.5/quantmod/docs/markets.md

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

quantmod-0.1.5/quantmod/docs/models.md

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

quantmod-0.1.5/quantmod/docs/risk.md

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

quantmod-0.1.5/quantmod/docs/timeseries.md

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