rangekeeper 0.7.0__tar.gz → 0.7.2__tar.gz

{rangekeeper-0.7.0 → rangekeeper-0.7.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: Rangekeeper
-Version: 0.7.0
+Version: 0.7.2
 Summary: A Python library assisting financial modelling in real estate asset & development planning, decision-making, cashflow forecasting, and scenario analysis.
 License: MPL-2.0
 Author: Daniel Fink
@@ -22,7 +22,7 @@ Requires-Dist: pandas (>=2.2,<3.0)
 Requires-Dist: pint (>=0.24,<0.25)
 Requires-Dist: plotly (>=5.22,<6.0)
 Requires-Dist: py-moneyed (>=3.0,<4.0)
-Requires-Dist: pyarrow (>=17.0,<18.0)
+Requires-Dist: pyarrow (>=18.1,<19.0)
 Requires-Dist: pyvis (>=0.3,<0.4)
 Requires-Dist: pyxirr (>=0.10,<0.11)
 Requires-Dist: pyyaml (>=6.0,<7.0)

{rangekeeper-0.7.0 → rangekeeper-0.7.2}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "Rangekeeper"
-version = "0.7.0"
+version = "0.7.2"
 description = "A Python library assisting financial modelling in real estate asset & development planning, decision-making, cashflow forecasting, and scenario analysis."
 authors = ["Daniel Fink <danfink@mit.edu>"]
 license = "MPL-2.0"
@@ -24,7 +24,7 @@ seaborn = "^0.13"
 pyvis = "^0.3"
 plotly = "^5.22"
 mpld3 = "^0.5"
-pyarrow = "^17.0"
+pyarrow = "^18.1"
 aenum = "^3.1"
 numpy-financial = "^1.0"
 

{rangekeeper-0.7.0 → rangekeeper-0.7.2}/rangekeeper/duration.py

@@ -213,6 +213,15 @@ class Period:
 
 
 class Sequence:
+    @staticmethod
+    def from_datestamps(
+            datestamps: pd.DatetimeIndex,
+            frequency: Type) -> pd.PeriodIndex:
+        """
+        Returns a pd.PeriodIndex from a pd.DatetimeIndex with Datetimes being Dates
+        """
+        return datestamps.to_period(freq=Type.period(frequency))
+
     @staticmethod
     def from_bounds(
             include_start: pd.Timestamp,

{rangekeeper-0.7.0 → rangekeeper-0.7.2}/rangekeeper/flux.py

@@ -458,6 +458,9 @@ class Stream:
             flows=flows,
             frequency=self.frequency)
 
+    def is_homogeneous(self) -> bool:
+        return len(list(set(list(self.units.values())))) == 1
+
     def duplicate(self) -> Stream:
         return self.__class__(
             name=self.name,
@@ -670,6 +673,38 @@ class Stream:
             data=self.frame.prod(axis=1).to_list(),
             units=reduced_units)
 
+    def min(
+            self,
+            name):
+        """
+        Returns a Flow whose movements are the minimum of the Stream's flows by period
+        """
+        if not self.is_homogeneous():
+            raise ValueError("Error: minimum requires all flows' units to be the same. Units: {0}".format(
+                json.dumps(
+                    {flow.name: flow.units.__str__() for flow in self.flows}, indent=4)))
+        else:
+            return Flow(
+                movements=self.frame.min(axis=1),
+                units=next(iter(self.units.values())),
+                name=name)
+
+    def max(
+            self,
+            name):
+        """
+        Returns a Flow whose movements are the maximum of the Stream's flows by period
+        """
+        if not self.is_homogeneous():
+            raise ValueError("Error: maximum requires all flows' units to be the same. Units: {0}".format(
+                json.dumps(
+                    {flow.name: flow.units.__str__() for flow in self.flows}, indent=4)))
+        else:
+            return Flow(
+                movements=self.frame.max(axis=1),
+                units=next(iter(self.units.values())),
+                name=name)
+
     def collapse(self) -> Stream:
         """
         Returns an Stream with Flows' movements collapsed (summed) to the Stream's final period

{rangekeeper-0.7.0 → rangekeeper-0.7.2}/rangekeeper/formula.py

@@ -1,5 +1,5 @@
 from typing import Callable, Optional
-
+import enum
 import numpy as np
 from numba import jit
 import numba
@@ -11,12 +11,19 @@ import rangekeeper as rk
 
 class Financial:
 
+    class Instrument(enum.Enum):
+        INTEREST_ONLY = 'interest_only'
+        COMPOUND = 'compound'
+        CAPITALIZED = 'capitalized'
+
+
     @staticmethod
     def interest(
-            rate: float,
+            rate: float | rk.flux.Flow,
             transactions: rk.flux.Flow,
             frequency: rk.duration.Type,
-            capitalized: bool = False) -> (rk.flux.Stream, rk.flux.Flow):
+            # capitalized: bool = False)\
+            instrument: Instrument = Instrument.COMPOUND) -> (rk.flux.Stream, rk.flux.Flow):
         """
         Calculate interest expense on a loan or other interest-bearing liability,
         described by a series of transactions.
@@ -27,10 +34,23 @@ class Financial:
 
         transactions = transactions.resample(frequency=frequency)
 
+        if isinstance(rate, float):
+            rate = rk.flux.Flow.from_projection(
+                name='Interest Rates',
+                value=rate,
+                proj=rk.projection.Extrapolation(
+                    form=rk.extrapolation.Recurring(),
+                    sequence=rk.duration.Sequence.from_datestamps(
+                        datestamps=transactions.movements.index,
+                        frequency=frequency)))
+
+        if len(transactions.movements) != len(rate.movements):
+            raise ValueError('The number of transactions must match the number of rates.')
+
         startings, endings, interests = rk.formula.Financial._calc_interest(
             transactions=numba.typed.List(transactions.movements.to_list()),
-            rate=np.float64(rate),
-            capitalized=capitalized)
+            rates=numba.typed.List(rate.movements.to_list()),
+            instrument=instrument.value)
 
         balance = rk.flux.Stream(
             name='Balance',
@@ -58,8 +78,8 @@ class Financial:
     @numba.jit
     def _calc_interest(
             transactions: numba.typed.List,
-            rate: np.float64,
-            capitalized: bool = False) -> (numba.typed.List, numba.typed.List, numba.typed.List):
+            rates: numba.typed.List,
+            instrument: str) -> (numba.typed.List, numba.typed.List, numba.typed.List):
 
         startings = numba.typed.List.empty_list(numba.float64)
         endings = numba.typed.List.empty_list(numba.float64)
@@ -70,13 +90,24 @@ class Financial:
                 startings.append(0)
             else:
                 startings.append(endings[-1])
+
             principal = startings[i] + transactions[i]
-            if capitalized:
-                interest = (principal * rate) / (1 - rate) if principal > 0 else 0 # Since we are capitalizing interest, the interest amount (draw) must include interest to pay on the principal. Derived from i = r * (P + i)
+            if instrument == 'interest_only':
+                interest = principal * rates[i] if principal > 0 else 0
+                endings.append(principal)
+
+            elif instrument == 'compound':
+                interest = principal * rates[i] if principal > 0 else 0
                 endings.append(principal + interest)
-            else:
-                interest = principal * rate if principal > 0 else 0
+
+            elif instrument == 'capitalized':
+                interest = (principal * rates[i]) / (1 - rates[i]) if principal > 0 else 0 # Since we are capitalizing
+                # interest, the interest amount (draw) must include interest to pay on the principal. Derived from i = r * (P + i)
                 endings.append(principal + interest)
+
+            else:
+                raise ValueError(f'Invalid instrument: {instrument}')
+
             interests.append(interest)
 
         return (startings, endings, interests)
@@ -87,7 +118,7 @@ class Financial:
             starting: float,
             transactions: rk.flux.Flow,
             frequency: rk.duration.Type,
-            name: str = None) -> rk.flux.Stream:#, rk.flux.Flow):
+            name: str = None) -> rk.flux.Stream:
         """
         Calculate the balance of a financial account given a starting balance and a series of transactions.
         """