sovai 0.2.72__tar.gz → 0.2.74__tar.gz

{sovai-0.2.72 → sovai-0.2.74}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: sovai
-Version: 0.2.72
+Version: 0.2.74
 Summary: python for asset management
 License: Proprietary License
 License-File: LICENSE

{sovai-0.2.72 → sovai-0.2.74}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "poetry.core.masonry.api"
 
 [project]
 name = "sovai"
-version = "0.2.72"
+version = "0.2.74"
 description = "python for asset management"
 authors = [
     {name = "Derek Snow", email = "d.snow@outlook.com"}

{sovai-0.2.72 → sovai-0.2.74}/sovai/extensions/signal_evaluation.py

@@ -666,8 +666,10 @@ def stress_plotting(portfolio_returns):
     event_avg_returns = {}
     for event, (start, end) in stress_events.items():
         returns = get_event_returns(portfolio_returns, start, end)
-        event_returns[event] = returns
-        event_avg_returns[event] = returns.iloc[-1] / len(returns)
+        # Only include events with data
+        if not returns.empty and len(returns) > 0:
+            event_returns[event] = returns
+            event_avg_returns[event] = returns.iloc[-1] / len(returns)
 
     # Create a color map for events
     color_map = px.colors.qualitative.Plotly
@@ -1194,6 +1196,13 @@ def draw_down_statistics(portfolio_returns):
     # Existing preprocessing code remains the same
     portfolio_returns.index = pd.to_datetime(portfolio_returns.index)
     portfolio_returns = portfolio_returns.sort_index()
+    
+    # Find the first valid index (non-NaN and non-zero)
+    # This filters out leading zeros/empty data that might exist in the structure
+    valid_mask = (portfolio_returns.notna()) & (portfolio_returns.abs() > 1e-10)
+    if valid_mask.any():
+        first_valid_idx = portfolio_returns.index[valid_mask.argmax()]
+        portfolio_returns = portfolio_returns.loc[first_valid_idx:]
 
     start_date = portfolio_returns.index[0]
     while start_date.weekday() != 4:
@@ -1460,13 +1469,14 @@ def calculate_turnover(df, mask):
 
 
 def turnover_plot(df_balance, rebalance_mask):
+    # Find the first valid index in the input data
+    first_valid_idx = _get_first_valid_index(df_balance)
+    if first_valid_idx is not None:
+        df_balance = df_balance.loc[first_valid_idx:]
+        rebalance_mask = rebalance_mask.loc[first_valid_idx:]
+    
     # Calculate turnover percentages
     turnover_df = calculate_turnover(df_balance, rebalance_mask)
-    
-    # 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(