sovai 0.2.70__tar.gz → 0.2.72__tar.gz

{sovai-0.2.70 → sovai-0.2.72}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: sovai
-Version: 0.2.70
+Version: 0.2.72
 Summary: python for asset management
 License: Proprietary License
 License-File: LICENSE

{sovai-0.2.70 → sovai-0.2.72}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "poetry.core.masonry.api"
 
 [project]
 name = "sovai"
-version = "0.2.70"
+version = "0.2.72"
 description = "python for asset management"
 authors = [
     {name = "Derek Snow", email = "d.snow@outlook.com"}

{sovai-0.2.70 → sovai-0.2.72}/sovai/extensions/change_point_generator copy.py

@@ -363,7 +363,7 @@ def run_cusum_dashboard(df_accounting, ticker=None, feature=None):
         return fig
 
     app_name = "cumsum-app"
-    return app.run_server(debug=False, port=get_unique_port(app_name))
+    return app.run(debug=False, port=get_unique_port(app_name))
 
 
 def perform_cusum_analysis(df_accounting, ticker=None, feature=None):

{sovai-0.2.70 → sovai-0.2.72}/sovai/extensions/change_point_generator.py

@@ -379,7 +379,7 @@ def run_cusum_dashboard(df_accounting, ticker=None, feature=None): # Modified fo
         try:
             print(f"Attempting to launch Dash app '{app_name}' on port {port} (Attempt {attempt + 1}/{max_retries})")
             # Using host='0.0.0.0' to make it accessible on the network
-            app.run_server(debug=False, port=port, host='0.0.0.0') 
+            app.run(debug=False, port=port, host='0.0.0.0') 
             print(f"Dash app '{app_name}' running on http://127.0.0.1:{port}/ or http://<your-ip>:{port}/")
             break # Success
         except socket.error as e:
@@ -401,7 +401,7 @@ def run_cusum_dashboard(df_accounting, ticker=None, feature=None): # Modified fo
                     # To match original behavior of returning the server object, this structure would need adjustment
                     # However, run_server is blocking, so returning it means the rest of the script doesn't run until server stops.
                     # This current structure runs the server and blocks, or prints failure and continues if it can't.
-                    # The original `return app.run_server(...)` would also block.
+                    # The original `return app.run(...)` would also block.
                     # If it fails to launch due to port, original would raise error immediately.
                     # This structure tries to recover or fails after retries.
                     # To make it fully equivalent on failure, we should re-raise here.

{sovai-0.2.70 → sovai-0.2.72}/sovai/extensions/clustering.py

@@ -521,7 +521,7 @@ def vizualisation_cluster(df_mega):
         return dash.no_update, dash.no_update, dash.no_update, dash.no_update
 
     app_name = "clustering-app"
-    return app.run_server(
+    return app.run(
         debug=False, port=get_unique_port(app_name)
     )  # Apply exponential moving average to smooth the data
 
@@ -739,7 +739,7 @@ def vizualisation_scatter(df_mega):
         return fig
 
     app_name = "scatter-app"
-    return app.run_server(
+    return app.run(
         debug=False, port=get_unique_port(app_name)
     )  # Apply exponential moving average to smooth the data
 
@@ -906,4 +906,4 @@ def vizualisation_animation(df_mega):
         return fig
 
     app_name = "animation-app"
-    return app.run_server(debug=False, port=get_unique_port(app_name))
+    return app.run(debug=False, port=get_unique_port(app_name))

{sovai-0.2.70 → sovai-0.2.72}/sovai/extensions/nowcasting.py

@@ -356,4 +356,4 @@ def nowcast_plot_source(df_signal, feature=None):
         return fig
 
     app_name = "nowcasting-app"
-    return app.run_server(debug=False, port=get_unique_port(app_name))
+    return app.run(debug=False, port=get_unique_port(app_name))

{sovai-0.2.70 → sovai-0.2.72}/sovai/extensions/regime_change.py

@@ -295,4 +295,4 @@ def run_regime_change_dashboard(df_accounting, ticker=None, feature=None):
         return fig
 
     app_name = "regime-change-app"
-    return app.run_server(debug=False, port=get_unique_port(app_name))
+    return app.run(debug=False, port=get_unique_port(app_name))

{sovai-0.2.70 → sovai-0.2.72}/sovai/extensions/regime_change_pca.py

@@ -257,7 +257,7 @@ def run_pca_regime_change_dashboard(df_accounting, ticker=None):
         return fig
 
     app_name = "pca-regime-change-app"
-    return app.run_server(debug=False, port=get_unique_port(app_name))
+    return app.run(debug=False, port=get_unique_port(app_name))
 
 
 # Example usage

{sovai-0.2.70 → sovai-0.2.72}/sovai/extensions/signal_evaluation.py

@@ -423,6 +423,32 @@ from plotly.subplots import make_subplots
 import numpy as np
 
 
+def _get_first_valid_index(data):
+    """
+    Find the first index where any series has valid (non-NaN) data.
+    
+    Parameters:
+    -----------
+    data : pd.Series or pd.DataFrame
+        Time series data to check
+        
+    Returns:
+    --------
+    First valid index position, or None if all data is NaN
+    """
+    if isinstance(data, pd.DataFrame):
+        # For DataFrames, find first row where at least one column is not NaN
+        valid_mask = data.notna().any(axis=1)
+        if valid_mask.any():
+            return data.index[valid_mask.argmax()]
+    elif isinstance(data, pd.Series):
+        # For Series, find first non-NaN value
+        valid_mask = data.notna()
+        if valid_mask.any():
+            return data.index[valid_mask.argmax()]
+    return None
+
+
 def calculate_rolling_sharpe_ratio(returns, window=52, risk_free_rate=0):
     excess_returns = returns - risk_free_rate
     rolling_mean = excess_returns.rolling(window=window).mean()
@@ -438,6 +464,14 @@ def plot_cumulative_performance_with_sharpe_and_random(
     # Calculate rolling Sharpe ratio
     rolling_sharpe = calculate_rolling_sharpe_ratio(portfolio_returns)
     average_sharpe = rolling_sharpe.mean()
+    
+    # Find the first valid index across all series
+    first_valid_idx = _get_first_valid_index(cumulative_returns)
+    if first_valid_idx is not None:
+        cumulative_returns = cumulative_returns.loc[first_valid_idx:]
+        rolling_sharpe = rolling_sharpe.loc[rolling_sharpe.index >= first_valid_idx]
+        lower_5_strategy = lower_5_strategy.loc[lower_5_strategy.index >= first_valid_idx]
+        upper_95_strategy = upper_95_strategy.loc[upper_95_strategy.index >= first_valid_idx]
 
     # Create the plot
     fig = make_subplots(specs=[[{"secondary_y": True}]])
@@ -589,6 +623,11 @@ def get_event_returns(returns, start_date, end_date):
 
 
 def stress_plotting(portfolio_returns):
+    # Find the first valid index
+    first_valid_idx = _get_first_valid_index(portfolio_returns)
+    if first_valid_idx is not None:
+        portfolio_returns = portfolio_returns.loc[first_valid_idx:]
+    
     # Define stress event dates
     stress_events = {
         "Dotcom": ("2000-03-01", "2002-10-01"),
@@ -837,6 +876,11 @@ from plotly.subplots import make_subplots
 
 
 def drawdown_plot(portfolio_returns):
+    # Find the first valid index
+    first_valid_idx = _get_first_valid_index(portfolio_returns)
+    if first_valid_idx is not None:
+        portfolio_returns = portfolio_returns.loc[first_valid_idx:]
+    
     # Calculate cumulative returns
     cumulative_returns = (1 + portfolio_returns).cumprod()
 
@@ -1298,6 +1342,11 @@ import numpy as np
 def create_weekly_returns_heatmap(portfolio_returns):
     # Ensure the index is datetime
     portfolio_returns.index = pd.to_datetime(portfolio_returns.index)
+    
+    # Find the first valid index
+    first_valid_idx = _get_first_valid_index(portfolio_returns)
+    if first_valid_idx is not None:
+        portfolio_returns = portfolio_returns.loc[first_valid_idx:]
 
     # Get all unique years from the index
     all_years = sorted(portfolio_returns.index.year.unique())
@@ -1413,7 +1462,11 @@ def calculate_turnover(df, mask):
 def turnover_plot(df_balance, rebalance_mask):
     # Calculate turnover percentages
     turnover_df = calculate_turnover(df_balance, rebalance_mask)
-    turnover_df = turnover_df.query("index >= '1999-01-01'")
+    
+    # Find the first valid index instead of using hardcoded date
+    first_valid_idx = _get_first_valid_index(turnover_df)
+    if first_valid_idx is not None:
+        turnover_df = turnover_df.loc[first_valid_idx:]
 
     # Find the max and min values
     y_max = max(
@@ -1524,7 +1577,12 @@ def fast_rolling_autocorrelation(df, window):
 def signal_correlation(df_signal):
     window_size = 12
     autocorrelation = fast_rolling_autocorrelation(df_signal, window_size)
-    autocorrelation_single = autocorrelation.query("date >='1999-01-01'").mean(axis=1)
+    autocorrelation_single = autocorrelation.mean(axis=1)
+    
+    # Find the first valid index instead of using hardcoded date
+    first_valid_idx = _get_first_valid_index(autocorrelation_single)
+    if first_valid_idx is not None:
+        autocorrelation_single = autocorrelation_single.loc[first_valid_idx:]
 
     mean_autocorrelation = np.mean(autocorrelation_single)
 
@@ -1615,6 +1673,12 @@ def decile_plots(df_signal, df_prices):
     # Convert results to dictionaries
     decile_returns = {decile: returns for decile, returns, _ in results}
     decile_sharpes = {decile: sharpe for decile, _, sharpe in results}
+    
+    # Find the first valid index across all decile returns
+    all_returns = pd.DataFrame(decile_returns)
+    first_valid_idx = _get_first_valid_index(all_returns)
+    if first_valid_idx is not None:
+        decile_returns = {decile: returns.loc[first_valid_idx:] for decile, returns in decile_returns.items()}
 
     # Create the plot with secondary y-axis
     fig = make_subplots(specs=[[{"secondary_y": True}]])

{sovai-0.2.70 → sovai-0.2.72}/sovai/extensions/time_decomposition.py

@@ -327,7 +327,7 @@ def run_comprehensive_analysis_dashboard(df_accounting, ticker=None, feature=Non
         )
 
     app_name = "comprehensive-analysis-app"
-    return app.run_server(debug=False, port=get_unique_port(app_name))
+    return app.run(debug=False, port=get_unique_port(app_name))
 
 
 # Example usage

{sovai-0.2.70 → sovai-0.2.72}/sovai/plots/accounting/accounting_plots.py

@@ -391,7 +391,7 @@ def plot_cash_flows(df_accounting):
     # Example usage
     app_name = "cummulative_cash"
 
-    return app.run_server(
+    return app.run(
         debug=False, port=get_unique_port(app_name)
     )  # Use a different port for each app
 
@@ -486,4 +486,4 @@ def plot_assets(df_accounting):
         return graphs
 
     app_name = "assets"
-    return app.run_server(debug=True, port=get_unique_port(app_name))
+    return app.run(debug=True, port=get_unique_port(app_name))

{sovai-0.2.70 → sovai-0.2.72}/sovai/plots/breakout/breakout_plots.py

@@ -596,7 +596,7 @@ def interactive_plot_display_breakout_accuracy(df=None):
     # Assuming you have your DataFrame 'df' ready
     app = create_dash_app(df)
 
-    return app.run_server(debug=False)
+    return app.run(debug=False)
 
 
 # def interactive_plot_display_breakout_accuracy(df=None):

{sovai-0.2.70 → sovai-0.2.72}/sovai/plots/corp_risk/corp_risk_plots.py

@@ -227,4 +227,4 @@ def plotting_corp_risk_line(df):
         return fig
 
     app_name = "corporate_risk"
-    return app.run_server(debug=False, port=get_unique_port(app_name))
+    return app.run(debug=False, port=get_unique_port(app_name))

{sovai-0.2.70 → sovai-0.2.72}/sovai/plots/earnings_surprise/earnings_surprise_plots.py

@@ -111,7 +111,7 @@ def create_earnings_surprise_plot():
 
 
     app_name = "earning_surprise_plot"
-    return app.run_server(
+    return app.run(
         debug=False, port=get_unique_port(app_name)
     )  # Apply exponential moving average to smooth the data
 

{sovai-0.2.70 → sovai-0.2.72}/sovai/plots/insider/insider_plots.py

@@ -479,7 +479,7 @@ def insider_flows_plot():
     #     insider_factors_for_plot("pressure")
 
     app_name = "insider_flows"
-    return app.run_server(
+    return app.run(
         debug=False, port=get_unique_port(app_name)
     )  # Apply exponential moving average to smooth the data
 
@@ -659,6 +659,6 @@ def insider_flow_predictions_plot():
     sys.stderr = open(os.devnull, "w")
 
     app_name = "insider_predictions"
-    return app.run_server(
+    return app.run(
         debug=False, port=get_unique_port(app_name)
     )  # Apply exponential moving average to smooth the data

{sovai-0.2.70 → sovai-0.2.72}/sovai/plots/institutional/institutional_plots.py

@@ -363,7 +363,7 @@ def institutional_flows_plot():
     # def run_long_task(start):
     #     factors_for_plot("pressure")
 
-    return app.run_server(
+    return app.run(
         debug=False, port=get_unique_port( "institutional_flows")
     )  # Apply exponential moving average to smooth the data
 
@@ -540,6 +540,6 @@ def institutional_flow_predictions_plot():
     stderr = sys.stderr
     sys.stderr = open(os.devnull, "w")
 
-    return app.run_server(
+    return app.run(
         debug=False, port=get_unique_port("institutional_predictions")
     )  # Apply exponential moving average to smooth the data

{sovai-0.2.70 → sovai-0.2.72}/sovai/plots/news/news_plots.py

@@ -556,7 +556,7 @@ def plot_news_daily(ticker='NVDA'):
             return fig, explanation, long_ma, short_ma, threshold, future_days
 
     # Run the app
-    app.run_server(debug=False, port=get_unique_port("news_daily_sentiment"), jupyter_mode="inline", jupyter_height=1100)
+    app.run(debug=False, port=get_unique_port("news_daily_sentiment"), jupyter_mode="inline", jupyter_height=1100)
 
 # Usage example:
 # plot_news_daily(ticker='AAPL')
@@ -785,5 +785,5 @@ def run_dash_news_ts():
     df_topic = data("news/topic_probability", full_history=True).reset_index()
 
     app = dash_news_ts_analysis(df_sentiment, df_polarity, df_topic)
-    app.run_server(debug=False, port=get_unique_port("news_topic_valuest"), jupyter_mode="inline", jupyter_height=1300)
+    app.run(debug=False, port=get_unique_port("news_topic_valuest"), jupyter_mode="inline", jupyter_height=1300)
     

{sovai-0.2.70 → sovai-0.2.72}/sovai/plots/ratios/ratios_plots.py

@@ -576,7 +576,7 @@ def plot_ratios_benchmark():
 
     # Example usage
     app_name = "ratio_benchmark"
-    return app.run_server(
+    return app.run(
         debug=False, port=get_unique_port(app_name)
     )  # Use a different port for each app
 
@@ -930,6 +930,6 @@ def plot_ratios_triple(ticker="TSLA"):
         return None
 
     app_name = "ratios"
-    return app.run_server(
+    return app.run(
         debug=False, port=get_unique_port(app_name)
     )  # Use a different port for each app

{sovai-0.2.70 → sovai-0.2.72}/sovai/studies/nowcasting.py

@@ -373,4 +373,4 @@ class nowcast:
 
             return fig
 
-        app.run_server(debug=True)
+        app.run(debug=True)

{sovai-0.2.70 → sovai-0.2.72}/sovai/tools/sec/sec_10_k_8_k_filings.py

@@ -191,7 +191,7 @@ def large_filing_module(ticker=None, form=None, date_input=None, verbose=False):
 
             return fig1, fig2
 
-        return app.run_server(debug=False)
+        return app.run(debug=False)
 
 
     @property