quantra 0.0.0__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- quantra/__init__.py +17 -0
- quantra-0.0.0.dist-info/METADATA +49 -0
- quantra-0.0.0.dist-info/RECORD +4 -0
- quantra-0.0.0.dist-info/WHEEL +4 -0
quantra/__init__.py
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"""
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quantra — An open-source Python library for quantitative finance.
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Covers time value of money, credit lifecycle, risk analytics,
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derivatives pricing, and portfolio optimization.
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"""
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from importlib.metadata import version, PackageNotFoundError
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try:
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__version__ = version("quantra")
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except PackageNotFoundError:
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__version__ = "0.0.0"
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__author__ = "Prashant Singh"
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__email__ = "box_prashant@outlook.com"
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__license__ = "MIT"
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Metadata-Version: 2.4
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Name: quantra
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Version: 0.0.0
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Summary: An open-source Python library for quantitative finance — covering time value of money, credit lifecycle, risk analytics, derivatives pricing, and portfolio optimization.
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Project-URL: Homepage, https://github.com/prashant-fintech/quantra
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Project-URL: Documentation, https://quantra.readthedocs.io
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Project-URL: Repository, https://github.com/prashant-fintech/quantra
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Project-URL: Bug Tracker, https://github.com/prashant-fintech/quantra/issues
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Author-email: Prashant Singh <box_prashant@outlook.com>
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License: MIT
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Keywords: derivatives,finance,fixed-income,pricing,quantitative,risk
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Classifier: Development Status :: 2 - Pre-Alpha
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Classifier: Intended Audience :: Developers
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Classifier: Intended Audience :: Financial and Insurance Industry
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Classifier: License :: OSI Approved :: MIT License
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Classifier: Programming Language :: Python :: 3.13
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Classifier: Topic :: Office/Business :: Financial
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Classifier: Topic :: Scientific/Engineering :: Mathematics
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Classifier: Typing :: Typed
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Requires-Python: >=3.13
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Requires-Dist: anyio>=4.4
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Requires-Dist: cvxpy>=1.5
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Requires-Dist: exchange-calendars>=4.5
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Requires-Dist: httpx>=0.27
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Requires-Dist: numpy>=2.0
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Requires-Dist: pandas>=2.2
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Requires-Dist: pydantic>=2.7
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Requires-Dist: python-dateutil>=2.9
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Requires-Dist: scipy>=1.13
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Provides-Extra: data
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Requires-Dist: pandas-datareader>=0.10; extra == 'data'
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Requires-Dist: yfinance>=0.2; extra == 'data'
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Provides-Extra: dev
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Requires-Dist: hypothesis>=6.100; extra == 'dev'
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Requires-Dist: mypy>=1.10; extra == 'dev'
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Requires-Dist: pytest-asyncio>=0.23; extra == 'dev'
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Requires-Dist: pytest-benchmark>=4.0; extra == 'dev'
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Requires-Dist: pytest-cov>=5.0; extra == 'dev'
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Requires-Dist: pytest>=8.2; extra == 'dev'
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Requires-Dist: ruff>=0.5; extra == 'dev'
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Provides-Extra: docs
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Requires-Dist: furo>=2024.1.29; extra == 'docs'
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Requires-Dist: myst-parser>=3.0; extra == 'docs'
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Requires-Dist: sphinx-autodoc-typehints>=2.2; extra == 'docs'
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Requires-Dist: sphinx>=7.4; extra == 'docs'
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Provides-Extra: reporting
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Requires-Dist: openpyxl>=3.1; extra == 'reporting'
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Requires-Dist: plotly>=5.22; extra == 'reporting'
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Requires-Dist: weasyprint>=62.0; extra == 'reporting'
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@@ -0,0 +1,4 @@
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quantra/__init__.py,sha256=ooTURv8fwCs2duXiiME8VbE9r4I2hUZgWJA6ustkRHg,438
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quantra-0.0.0.dist-info/METADATA,sha256=buLnNilY2P0vDog9AkPhvI21QNhDX-hxzE0u6OwAQVU,2201
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quantra-0.0.0.dist-info/WHEEL,sha256=mffPy8wBnZQn2VnJUU5jE99KsxaSfiyMHV9Yt0aLVxs,87
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quantra-0.0.0.dist-info/RECORD,,
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