squarequant 0.2.2__py3-none-any.whl → 0.4.0.dev1__py3-none-any.whl

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Files changed (23) hide show
  1. squarequant/__init__.py +60 -52
  2. squarequant/api.py +927 -554
  3. squarequant/constants.py +42 -35
  4. squarequant/core/__init__.py +6 -6
  5. squarequant/core/base.py +132 -166
  6. squarequant/core/metrics.py +1113 -1405
  7. squarequant/data/__init__.py +6 -6
  8. squarequant/data/data.py +245 -250
  9. squarequant/monte_carlo/__init__.py +6 -0
  10. squarequant/monte_carlo/montecarlo.py +489 -0
  11. squarequant/utils/__init__.py +6 -6
  12. squarequant/utils/helpers.py +91 -85
  13. squarequant/utils/validation.py +28 -0
  14. squarequant/var/__init__.py +6 -6
  15. squarequant/var/valueatrisk.py +183 -482
  16. squarequant-0.4.0.dev1.dist-info/METADATA +114 -0
  17. squarequant-0.4.0.dev1.dist-info/RECORD +20 -0
  18. {squarequant-0.2.2.dist-info → squarequant-0.4.0.dev1.dist-info}/WHEEL +1 -1
  19. {squarequant-0.2.2.dist-info → squarequant-0.4.0.dev1.dist-info}/licenses/LICENSE +20 -20
  20. squarequant/var/tetstvar.py +0 -241
  21. squarequant-0.2.2.dist-info/METADATA +0 -269
  22. squarequant-0.2.2.dist-info/RECORD +0 -18
  23. {squarequant-0.2.2.dist-info → squarequant-0.4.0.dev1.dist-info}/top_level.txt +0 -0
squarequant/__init__.py CHANGED
@@ -1,52 +1,60 @@
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- """
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- SquareQuant - A Python package for financial risk metrics and stock data analysis
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-
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- A comprehensive toolkit for quantitative finance, including risk metrics calculation
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- and data retrieval from multiple sources (YFinance and Theta Data).
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- """
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-
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- # Version information
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- __version__ = "0.2.2"
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- __author__ = "Gabriel Bosch"
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- __email__ = "contact@squarequant.org"
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-
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- # Import main functionality to make it available at the package level
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- from .data.data import download_tickers, DownloadConfig
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- from .api import (
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- sharpe,
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- sortino,
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- vol,
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- mdd,
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- calmar,
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- var,
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- cvar,
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- semidev,
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- avgdd,
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- ulcer,
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- mad,
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- erm,
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- evar,
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- cdar,
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- edar
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- )
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-
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- # Define what's available when using "from squarequant import *"
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- __all__ = [
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- 'download_tickers',
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- 'DownloadConfig',
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- 'sharpe',
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- 'sortino',
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- 'vol',
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- 'mdd',
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- 'calmar',
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- 'var',
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- 'cvar',
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- 'semidev',
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- 'avgdd',
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- 'ulcer',
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- 'mad',
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- 'erm',
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- 'evar',
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- 'cdar',
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- 'edar'
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- ]
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+ """
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+ SquareQuant - A Python package for financial risk metrics and stock data analysis
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+
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+ A comprehensive toolkit for quantitative finance, including risk metrics calculation
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+ and data retrieval from multiple sources (YFinance and Theta Data).
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+ """
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+
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+ # Version information
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+ __version__ = "0.4.0.dev1"
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+ __author__ = "Gabriel Bosch"
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+ __email__ = "contact@squarequant.org"
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+
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+ # Import main functionality to make it available at the package level
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+ from .data.data import download_tickers, DownloadConfig
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+ from .api import (
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+ sharpe,
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+ sortino,
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+ vol,
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+ mdd,
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+ calmar,
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+ var,
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+ cvar,
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+ semidev,
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+ avgdd,
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+ ulcer,
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+ mad,
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+ erm,
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+ evar,
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+ cdar,
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+ simplemc,
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+ brownian,
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+ correlated_brownian,
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+ gbm_paths,
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+ gbm_correlated_paths,
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+ )
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+
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+ # Define what's available when using "from squarequant import *"
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+ __all__ = [
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+ "download_tickers",
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+ "DownloadConfig",
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+ "sharpe",
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+ "sortino",
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+ "vol",
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+ "mdd",
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+ "calmar",
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+ "var",
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+ "cvar",
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+ "semidev",
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+ "avgdd",
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+ "ulcer",
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+ "mad",
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+ "erm",
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+ "evar",
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+ "cdar",
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+ "simplemc",
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+ "brownian",
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+ "correlated_brownian",
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+ "gbm_paths",
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+ "gbm_correlated_paths",
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+ ]