squarequant 0.2.0__tar.gz → 0.2.2__tar.gz

{squarequant-0.2.0/squarequant.egg-info → squarequant-0.2.2}/PKG-INFO

@@ -1,13 +1,13 @@
 Metadata-Version: 2.4
 Name: squarequant
-Version: 0.2.0
+Version: 0.2.2
 Summary: A Python package for financial risk metrics and stock data analysis
 Home-page: https://github.com/SquareQuant/squarequant-package
 Author: Gabriel Bosch
 Author-email: contact@squarequant.org
 Project-URL: Documentation, https://www.squarequant.org
 Project-URL: Bug Tracker, https://github.com/SquareQuant/squarequant-package/issues
-Keywords: finance,risk,portfolio,investment,stocks,analysis,visualization,drawdown,var,cvar,entropic,ulcer index
+Keywords: finance,risk,portfolio,investment,stocks,analysis,visualization,drawdown,var,cvar,entropic,ulcer index,theta data
 Classifier: Programming Language :: Python :: 3
 Classifier: Programming Language :: Python :: 3.7
 Classifier: Programming Language :: Python :: 3.8
@@ -31,6 +31,7 @@ Requires-Dist: scipy>=1.5.0
 Requires-Dist: scikit-learn>=1.5.0
 Requires-Dist: matplotlib>=3.3.0
 Requires-Dist: statsmodels>=0.12.0
+Requires-Dist: requests>=2.25.0
 Provides-Extra: optimization
 Requires-Dist: cvxpy>=1.0.0; extra == "optimization"
 Provides-Extra: dev

squarequant-0.2.0/squarequant/__init__.py → squarequant-0.2.2/setup.py

@@ -5,7 +5,7 @@ with open("README.md", "r", encoding="utf-8") as fh:
 
 setup(
     name="squarequant",
-    version="0.2.0",  # Updated version
+    version="0.2.2",
     author="Gabriel Bosch",
     author_email="contact@squarequant.org",
     description="A Python package for financial risk metrics and stock data analysis",
@@ -39,8 +39,9 @@ setup(
         "yfinance>=0.1.63",
         "scipy>=1.5.0",
         "scikit-learn>=1.5.0",
-        "requests>=2.25.0",  # Added for Theta data provider
+        "matplotlib>=3.3.0",
         "statsmodels>=0.12.0",
+        "requests>=2.25.0",  # Added for Theta data provider
     ],
     extras_require={
         "optimization": ["cvxpy>=1.0.0"],
@@ -55,5 +56,5 @@ setup(
             "pytest-cov>=2.12.0",
         ],
     },
-    keywords="finance, risk, portfolio, investment, stocks, analysis, var, cvar, entropic, ulcer index, drawdown, theta data",
+    keywords="finance, risk, portfolio, investment, stocks, analysis, visualization, drawdown, var, cvar, entropic, ulcer index, theta data",
 )

squarequant-0.2.2/squarequant/__init__.py

@@ -0,0 +1,52 @@
+"""
+SquareQuant - A Python package for financial risk metrics and stock data analysis
+
+A comprehensive toolkit for quantitative finance, including risk metrics calculation
+and data retrieval from multiple sources (YFinance and Theta Data).
+"""
+
+# Version information
+__version__ = "0.2.2"
+__author__ = "Gabriel Bosch"
+__email__ = "contact@squarequant.org"
+
+# Import main functionality to make it available at the package level
+from .data.data import download_tickers, DownloadConfig
+from .api import (
+    sharpe,
+    sortino,
+    vol,
+    mdd,
+    calmar,
+    var,
+    cvar,
+    semidev,
+    avgdd,
+    ulcer,
+    mad,
+    erm,
+    evar,
+    cdar,
+    edar
+)
+
+# Define what's available when using "from squarequant import *"
+__all__ = [
+    'download_tickers',
+    'DownloadConfig',
+    'sharpe',
+    'sortino',
+    'vol',
+    'mdd',
+    'calmar',
+    'var',
+    'cvar',
+    'semidev',
+    'avgdd',
+    'ulcer',
+    'mad',
+    'erm',
+    'evar',
+    'cdar',
+    'edar'
+]

{squarequant-0.2.0 → squarequant-0.2.2/squarequant.egg-info}/PKG-INFO

@@ -1,13 +1,13 @@
 Metadata-Version: 2.4
 Name: squarequant
-Version: 0.2.0
+Version: 0.2.2
 Summary: A Python package for financial risk metrics and stock data analysis
 Home-page: https://github.com/SquareQuant/squarequant-package
 Author: Gabriel Bosch
 Author-email: contact@squarequant.org
 Project-URL: Documentation, https://www.squarequant.org
 Project-URL: Bug Tracker, https://github.com/SquareQuant/squarequant-package/issues
-Keywords: finance,risk,portfolio,investment,stocks,analysis,visualization,drawdown,var,cvar,entropic,ulcer index
+Keywords: finance,risk,portfolio,investment,stocks,analysis,visualization,drawdown,var,cvar,entropic,ulcer index,theta data
 Classifier: Programming Language :: Python :: 3
 Classifier: Programming Language :: Python :: 3.7
 Classifier: Programming Language :: Python :: 3.8
@@ -31,6 +31,7 @@ Requires-Dist: scipy>=1.5.0
 Requires-Dist: scikit-learn>=1.5.0
 Requires-Dist: matplotlib>=3.3.0
 Requires-Dist: statsmodels>=0.12.0
+Requires-Dist: requests>=2.25.0
 Provides-Extra: optimization
 Requires-Dist: cvxpy>=1.0.0; extra == "optimization"
 Provides-Extra: dev

{squarequant-0.2.0 → squarequant-0.2.2}/squarequant.egg-info/requires.txt

@@ -5,6 +5,7 @@ scipy>=1.5.0
 scikit-learn>=1.5.0
 matplotlib>=3.3.0
 statsmodels>=0.12.0
+requests>=2.25.0
 
 [dev]
 pytest>=6.0.0

squarequant-0.2.0/setup.py

@@ -1,59 +0,0 @@
-from setuptools import setup, find_packages
-
-with open("README.md", "r", encoding="utf-8") as fh:
-    long_description = fh.read()
-
-setup(
-    name="squarequant",
-    version="0.2.0",
-    author="Gabriel Bosch",
-    author_email="contact@squarequant.org",
-    description="A Python package for financial risk metrics and stock data analysis",
-    long_description=long_description,
-    long_description_content_type="text/markdown",
-    url="https://github.com/SquareQuant/squarequant-package",
-    project_urls={
-        "Documentation": "https://www.squarequant.org",
-        "Bug Tracker": "https://github.com/SquareQuant/squarequant-package/issues",
-    },
-    packages=find_packages(),
-    classifiers=[
-        "Programming Language :: Python :: 3",
-        "Programming Language :: Python :: 3.7",
-        "Programming Language :: Python :: 3.8",
-        "Programming Language :: Python :: 3.9",
-        "Programming Language :: Python :: 3.10",
-        "Programming Language :: Python :: 3.11",
-        "License :: OSI Approved :: MIT License",
-        "Operating System :: OS Independent",
-        "Topic :: Office/Business :: Financial :: Investment",
-        "Topic :: Scientific/Engineering :: Information Analysis",
-        "Intended Audience :: Financial and Insurance Industry",
-        "Intended Audience :: Science/Research",
-        "Development Status :: 4 - Beta",
-    ],
-    python_requires=">=3.7",
-    install_requires=[
-        "pandas>=1.0.0",
-        "numpy>=1.18.0",
-        "yfinance>=0.1.63",
-        "scipy>=1.5.0",
-        "scikit-learn>=1.5.0",
-        "matplotlib>=3.3.0",
-        "statsmodels>=0.12.0",
-    ],
-    extras_require={
-        "optimization": ["cvxpy>=1.0.0"],
-        "dev": [
-            "pytest>=6.0.0",
-            "black>=21.5b2",
-            "flake8>=3.9.0",
-            "sphinx>=4.0.0",
-            "sphinx-rtd-theme>=0.5.0",
-            "sphinx-autodoc-typehints>=1.22.0",
-            "myst-parser>=1.0.0",
-            "pytest-cov>=2.12.0",
-        ],
-    },
-    keywords="finance, risk, portfolio, investment, stocks, analysis, visualization, drawdown, var, cvar, entropic, ulcer index",
-)