stpstone 0.1.0__tar.gz

stpstone-0.1.0/LICENSE

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+MIT License
+
+Copyright (c) 2025 Your Name
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies

stpstone-0.1.0/PKG-INFO

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+Metadata-Version: 2.3
+Name: stpstone
+Version: 0.1.0
+Summary: 
+Author: guilhermegor
+Author-email: guirodrigues.gor@gmail.com
+Requires-Python: >=3.9,<4.0
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
+Requires-Dist: asyncio (==3.4.3)
+Requires-Dist: basicauth (==0.4.1)
+Requires-Dist: bolsa (==2.0.0)
+Requires-Dist: boto3 (==1.35.68)
+Requires-Dist: bs4 (==0.0.1)
+Requires-Dist: businesstimedelta (==1.0.1)
+Requires-Dist: cvxopt (==1.3.0.1)
+Requires-Dist: fpdf (==1.7.2)
+Requires-Dist: ftfy (==6.1.3)
+Requires-Dist: investpy (==1.0.3)
+Requires-Dist: joblib (==1.4.2)
+Requires-Dist: keyring (==24.3.1)
+Requires-Dist: lxml (==4.9.3)
+Requires-Dist: metatrader5 (==5.0.36)
+Requires-Dist: mlxtend (==0.23.1)
+Requires-Dist: more-itertools (==9.1.0)
+Requires-Dist: nelson-siegel-svensson (==0.4.2)
+Requires-Dist: numpy (>=1.26.0,<2.0.0)
+Requires-Dist: numpy-financial (==1.0.0)
+Requires-Dist: pandas (==2.1.2)
+Requires-Dist: pathlib (==1.0.1)
+Requires-Dist: plotly (==5.14.1)
+Requires-Dist: pre-commit (>=4.0.1,<5.0.0)
+Requires-Dist: psycopg2 (==2.8.6)
+Requires-Dist: py7zr (==0.16.2)
+Requires-Dist: pycurl (==7.45.3)
+Requires-Dist: pymsteams (==0.1.14)
+Requires-Dist: pymysql (==1.1.1)
+Requires-Dist: pynubank (==2.17.0)
+Requires-Dist: pyodbc (==4.0.35)
+Requires-Dist: pypdf2 (==1.27.5)
+Requires-Dist: python-dateutil (==2.8.2)
+Requires-Dist: pytz (==2024.1)
+Requires-Dist: pywin32 (==300)
+Requires-Dist: pyyaml (==5.4.1)
+Requires-Dist: requests (==2.31.0)
+Requires-Dist: seaborn (==0.11.1)
+Requires-Dist: selenium (==3.141.0)
+Requires-Dist: sendgrid (==6.11.0)
+Requires-Dist: sklearn (==0.0)
+Requires-Dist: slack (==0.0.2)
+Requires-Dist: sqlalchemy (==1.4.52)
+Requires-Dist: statistics (==1.0.3.5)
+Requires-Dist: statsmodels (==0.14.1)
+Requires-Dist: sympy (==1.9)
+Requires-Dist: tabula (==1.0.5)
+Requires-Dist: typeform (==1.1.0)
+Requires-Dist: typing (==3.7.4.3)
+Requires-Dist: unidecode (==1.2.0)
+Requires-Dist: urllib3 (==1.26.3)
+Requires-Dist: validate-docbr (==1.10.0)
+Requires-Dist: wget (==3.2)
+Requires-Dist: workalendar (==15.0.1)
+Requires-Dist: xlwt (==1.3.0)
+Requires-Dist: yahooquery (==2.3.2)
+Requires-Dist: yfinance (==0.1.70)
+Description-Content-Type: text/markdown
+
+# Stpstone
+
+* Stylized name, shortened spelling of stepping stone;
+* A Python framework for ingesting and interpreting structured and unstructured financial data, designed to optimize quantitative methods in financial markets.
+
+## Key Features
+
+* Data Extraction: Retrieve market data from various sources such as B3, CVM, and BACEN (Olinda);
+* Quantitative Methods: Supports a range of quantitative techniques, including portfolio optimization, risk management, and financial modeling;
+* Derivatives Pricing: Implements both closed-form solutions (e.g., Black-Scholes model) and open-form, iterative methods (e.g., Binomial Tree model) for pricing derivatives;
+* Data Treatment: Tools for cleaning, structuring, and transforming raw financial data into usable formats for analysis;
+* Data Loading: Seamlessly integrates with databases such as PostgreSQL, MySQL, and SQLite.
+
+## Project Structure
+
+    stpstone
+    ├── airflow
+    │   └── plugins.py
+    ├── cals
+    │   ├── br_bzdays.py
+    │   ├── handling_dates.py
+    │   └── usa_bzdays.py
+    ├── charts
+    │   ├── general_funcs.py
+    │   ├── prob_and_stats.py
+    │   ├── risk_management.py
+    │   ├── stock_market.py
+    │   └── tsir.py
+    ├── cloud_clients
+    │   └── aws_s3.py
+    ├── document_numbers
+    │   └── br.py
+    ├── dsa
+    │   └── trees
+    │       └── b_tree.py
+    ├── equity_consolidation
+    │   └── banks.py
+    ├── finance
+    │   ├── anbima
+    │   │   ├── abimadata_api.py
+    │   │   ├── anbima_mtm.py
+    │   │   ├── anbima_stats.py
+    │   │   └── anbimadev.py
+    │   ├── auditing
+    │   │   └── earnings_manipulation.py
+    │   ├── b3
+    │   │   ├── cei.py
+    │   │   ├── core.py
+    │   │   ├── inoa.py
+    │   │   ├── line.py
+    │   │   ├── margin_simulator.py
+    │   │   ├── market_data.py
+    │   │   ├── search_by_trading.py
+    │   │   └── up2data_web.py
+    │   ├── comdinheiro
+    │   │   └── api_request.py
+    │   ├── cvm
+    │   │   ├── cvm_data.py
+    │   │   └── cvm_web.py
+    │   ├── dadosdemercado_site
+    │   │   └── api_request.py
+    │   ├── debentures
+    │   │   └── pricing.py
+    │   ├── derivatives
+    │   │   ├── forward.py
+    │   │   ├── futures.py
+    │   │   └── options
+    │   │       ├── american.py
+    │   │       └── european.py
+    │   ├── financial_risk
+    │   │   ├── capital_risk.py
+    │   │   ├── liquidity_risk.py
+    │   │   ├── market_risk.py
+    │   │   └── yield_risk.py
+    │   ├── macroeconomics
+    │   │   ├── br_macro.py
+    │   │   ├── global_rates.py
+    │   │   ├── usa_macro.py
+    │   │   └── world_gov_bonds.py
+    │   ├── performance_apprraisal
+    │   │   ├── company_return.py
+    │   │   └── financial_math.py
+    │   ├── reuters
+    │   │   └── api_request.py
+    │   ├── spot
+    │   │   └── stocks.py
+    │   └── tesouro_direto
+    │       ├── calculadora.py
+    │       └── consulta_dados.py
+    ├── geography
+    │   └── br.py
+    ├── handling_data
+    │   ├── dicts.py
+    │   ├── folders.py
+    │   ├── html.py
+    │   ├── img.py
+    │   ├── json.py
+    │   ├── lists.py
+    │   ├── lxml.py
+    │   ├── numbers.py
+    │   ├── object.py
+    │   ├── pd.py
+    │   ├── pdf.py
+    │   ├── pickle.py
+    │   ├── str.py
+    │   ├── tgz.py
+    │   ├── txt.py
+    │   └── xml.py
+    ├── llms
+    │   └── gpt.py
+    ├── loggs
+    │   ├── create_logs.py
+    │   └── db_logs.py
+    ├── meta
+    │   └── validate_pm.py
+    ├── microsoft_apps
+    │   ├── cmd.py
+    │   ├── excel.py
+    │   ├── onedrive.py
+    │   ├── outlook.py
+    │   └── windows_os.py
+    ├── multithreading
+    │   └── mp_helper.py
+    ├── opening_config
+    │   └── setup.py
+    ├── pool_conn
+    │   ├── dabricksCLI.py
+    │   ├── databricks.py
+    │   ├── generic.py
+    │   ├── mongodb.py
+    │   ├── mysql.py
+    │   ├── postgresql.py
+    │   ├── redis.py
+    │   ├── session.py
+    │   ├── sqlite.py
+    │   └── sqlserver.py
+    ├── quantitative_methods
+    │   ├── calculus.py
+    │   ├── classification.py
+    │   ├── data_cleaning.py
+    │   ├── eda.py
+    │   ├── features_selecting.py
+    │   ├── fit_assessment.py
+    │   ├── interpolation.py
+    │   ├── linear_algebra.py
+    │   ├── prob_distributions.py
+    │   ├── regression.py
+    │   ├── root.py
+    │   ├── sequences.py
+    │   ├── statistical_description.py
+    │   └── statistical_inference.py
+    ├── sendgrid
+    │   └── handling_sendgrid.py
+    ├── settings
+    │   ├── _global_slots.py
+    │   ├── anbima.yaml
+    │   ├── b3.yaml
+    │   ├── br_macro.yaml
+    │   ├── br_treasury.yaml
+    │   ├── comdinheiro.yaml
+    │   ├── generic.yaml
+    │   ├── global_rates.yaml
+    │   ├── inoa.yaml
+    │   ├── llms.yaml
+    │   ├── microsoft_apps.yaml
+    │   ├── session.yaml
+    │   ├── usa_macro.yaml
+    │   └── world_gov_bonds.yaml
+    ├── trading_platforms
+    │   └── mt5.py
+    ├── typeform_sdk_master
+    │   ├── CHANGELOG.md
+    │   ├── CONTRIBUTING.md
+    │   ├── LICENSE
+    │   ├── MANIFEST.in
+    │   ├── README.md
+    │   ├── requirements-dev.txt
+    │   ├── setup.cfg
+    │   ├── setup.py
+    │   └── typeform
+    │       ├── __init__.py
+    │       ├── client.py
+    │       ├── constants.py
+    │       ├── dealing_tf.py
+    │       ├── forms.py
+    │       ├── responses.py
+    │       ├── test
+    │       │   ├── __init__.py
+    │       │   ├── fixtures.py
+    │       │   ├── suite.py
+    │       │   ├── test_client.py
+    │       │   ├── test_forms.py
+    │       │   └── test_responses.py
+    │       └── utils.py
+    └── webhooks
+        ├── slack.py
+        └── teams.py
+
+
+
+
+## Getting Started
+
+These instructions will get you a copy of the project running on your local machine for development and testing purposes.
+
+### Prerequisites
+
+* Python ^3.9.13
+
+### Installing
+
+* Pyenv for Python ^3.9.13 local installation:
+
+```powershell
+(PowerShell)
+
+Invoke-WebRequest -UseBasicParsing -Uri "https://raw.githubusercontent.com/pyenv-win/pyenv-win/master/pyenv-win/install-pyenv-win.ps1" -OutFile "./install-pyenv-win.ps1"; &"./install-pyenv-win.ps1"
+```
+
+```bash
+(bash)
+
+echo installing local version of python within project
+cd "complete/path/to/project"
+pyenv install 3.9.13
+pyenv versions
+pyenv global 3.9.13
+pyenv local 3.9.13
+```
+
+* Activate poetry .venv
+```bash
+(bash)
+
+echo defining local pyenv version
+pyenv local 3.9.13
+pyenv which python
+poetry env use "COMPLETE_PATH_PY_3.9.13"
+echo check python version running locally
+poetry run py --version
+
+echo installing poetry .venv
+poetry init
+poery install --no-root
+
+echo running current .venv
+poetry shell
+poetry add <package name, optionally version>
+poetry run <module.py>
+```
+
+## Running the Tests
+
+* EDA - Exploratory Data Analysis:
+```(bash)
+
+(bash)
+
+cd "complete/path/to/project"
+poetry run python stpstone.tests.eda.py
+
+```
+
+* European / American Options:
+```(bash)
+
+(bash)
+
+cd "complete/path/to/project"
+poetry run python tests.european-american-options.py
+
+```
+
+* Markowitz Portfolios:
+```(bash)
+
+(bash)
+
+cd "complete/path/to/project"
+poetry run python tests.markowitz-portfolios.py
+
+```
+
+
+## Authors
+
+**Guilherme Rodrigues** 
+* [GitHub](https://github.com/guilhermegor)
+* [LinkedIn](https://www.linkedin.com/in/guilhermegor/)
+
+## License
+
+
+## Acknowledgments
+
+* Hat tip to anyone whose code was used
+* Inspiration
+* etc
+
+## Inspirations
+
+* [Gist](https://gist.github.com/PurpleBooth/109311bb0361f32d87a2)

stpstone-0.1.0/README.md

@@ -0,0 +1,302 @@
+# Stpstone
+
+* Stylized name, shortened spelling of stepping stone;
+* A Python framework for ingesting and interpreting structured and unstructured financial data, designed to optimize quantitative methods in financial markets.
+
+## Key Features
+
+* Data Extraction: Retrieve market data from various sources such as B3, CVM, and BACEN (Olinda);
+* Quantitative Methods: Supports a range of quantitative techniques, including portfolio optimization, risk management, and financial modeling;
+* Derivatives Pricing: Implements both closed-form solutions (e.g., Black-Scholes model) and open-form, iterative methods (e.g., Binomial Tree model) for pricing derivatives;
+* Data Treatment: Tools for cleaning, structuring, and transforming raw financial data into usable formats for analysis;
+* Data Loading: Seamlessly integrates with databases such as PostgreSQL, MySQL, and SQLite.
+
+## Project Structure
+
+    stpstone
+    ├── airflow
+    │   └── plugins.py
+    ├── cals
+    │   ├── br_bzdays.py
+    │   ├── handling_dates.py
+    │   └── usa_bzdays.py
+    ├── charts
+    │   ├── general_funcs.py
+    │   ├── prob_and_stats.py
+    │   ├── risk_management.py
+    │   ├── stock_market.py
+    │   └── tsir.py
+    ├── cloud_clients
+    │   └── aws_s3.py
+    ├── document_numbers
+    │   └── br.py
+    ├── dsa
+    │   └── trees
+    │       └── b_tree.py
+    ├── equity_consolidation
+    │   └── banks.py
+    ├── finance
+    │   ├── anbima
+    │   │   ├── abimadata_api.py
+    │   │   ├── anbima_mtm.py
+    │   │   ├── anbima_stats.py
+    │   │   └── anbimadev.py
+    │   ├── auditing
+    │   │   └── earnings_manipulation.py
+    │   ├── b3
+    │   │   ├── cei.py
+    │   │   ├── core.py
+    │   │   ├── inoa.py
+    │   │   ├── line.py
+    │   │   ├── margin_simulator.py
+    │   │   ├── market_data.py
+    │   │   ├── search_by_trading.py
+    │   │   └── up2data_web.py
+    │   ├── comdinheiro
+    │   │   └── api_request.py
+    │   ├── cvm
+    │   │   ├── cvm_data.py
+    │   │   └── cvm_web.py
+    │   ├── dadosdemercado_site
+    │   │   └── api_request.py
+    │   ├── debentures
+    │   │   └── pricing.py
+    │   ├── derivatives
+    │   │   ├── forward.py
+    │   │   ├── futures.py
+    │   │   └── options
+    │   │       ├── american.py
+    │   │       └── european.py
+    │   ├── financial_risk
+    │   │   ├── capital_risk.py
+    │   │   ├── liquidity_risk.py
+    │   │   ├── market_risk.py
+    │   │   └── yield_risk.py
+    │   ├── macroeconomics
+    │   │   ├── br_macro.py
+    │   │   ├── global_rates.py
+    │   │   ├── usa_macro.py
+    │   │   └── world_gov_bonds.py
+    │   ├── performance_apprraisal
+    │   │   ├── company_return.py
+    │   │   └── financial_math.py
+    │   ├── reuters
+    │   │   └── api_request.py
+    │   ├── spot
+    │   │   └── stocks.py
+    │   └── tesouro_direto
+    │       ├── calculadora.py
+    │       └── consulta_dados.py
+    ├── geography
+    │   └── br.py
+    ├── handling_data
+    │   ├── dicts.py
+    │   ├── folders.py
+    │   ├── html.py
+    │   ├── img.py
+    │   ├── json.py
+    │   ├── lists.py
+    │   ├── lxml.py
+    │   ├── numbers.py
+    │   ├── object.py
+    │   ├── pd.py
+    │   ├── pdf.py
+    │   ├── pickle.py
+    │   ├── str.py
+    │   ├── tgz.py
+    │   ├── txt.py
+    │   └── xml.py
+    ├── llms
+    │   └── gpt.py
+    ├── loggs
+    │   ├── create_logs.py
+    │   └── db_logs.py
+    ├── meta
+    │   └── validate_pm.py
+    ├── microsoft_apps
+    │   ├── cmd.py
+    │   ├── excel.py
+    │   ├── onedrive.py
+    │   ├── outlook.py
+    │   └── windows_os.py
+    ├── multithreading
+    │   └── mp_helper.py
+    ├── opening_config
+    │   └── setup.py
+    ├── pool_conn
+    │   ├── dabricksCLI.py
+    │   ├── databricks.py
+    │   ├── generic.py
+    │   ├── mongodb.py
+    │   ├── mysql.py
+    │   ├── postgresql.py
+    │   ├── redis.py
+    │   ├── session.py
+    │   ├── sqlite.py
+    │   └── sqlserver.py
+    ├── quantitative_methods
+    │   ├── calculus.py
+    │   ├── classification.py
+    │   ├── data_cleaning.py
+    │   ├── eda.py
+    │   ├── features_selecting.py
+    │   ├── fit_assessment.py
+    │   ├── interpolation.py
+    │   ├── linear_algebra.py
+    │   ├── prob_distributions.py
+    │   ├── regression.py
+    │   ├── root.py
+    │   ├── sequences.py
+    │   ├── statistical_description.py
+    │   └── statistical_inference.py
+    ├── sendgrid
+    │   └── handling_sendgrid.py
+    ├── settings
+    │   ├── _global_slots.py
+    │   ├── anbima.yaml
+    │   ├── b3.yaml
+    │   ├── br_macro.yaml
+    │   ├── br_treasury.yaml
+    │   ├── comdinheiro.yaml
+    │   ├── generic.yaml
+    │   ├── global_rates.yaml
+    │   ├── inoa.yaml
+    │   ├── llms.yaml
+    │   ├── microsoft_apps.yaml
+    │   ├── session.yaml
+    │   ├── usa_macro.yaml
+    │   └── world_gov_bonds.yaml
+    ├── trading_platforms
+    │   └── mt5.py
+    ├── typeform_sdk_master
+    │   ├── CHANGELOG.md
+    │   ├── CONTRIBUTING.md
+    │   ├── LICENSE
+    │   ├── MANIFEST.in
+    │   ├── README.md
+    │   ├── requirements-dev.txt
+    │   ├── setup.cfg
+    │   ├── setup.py
+    │   └── typeform
+    │       ├── __init__.py
+    │       ├── client.py
+    │       ├── constants.py
+    │       ├── dealing_tf.py
+    │       ├── forms.py
+    │       ├── responses.py
+    │       ├── test
+    │       │   ├── __init__.py
+    │       │   ├── fixtures.py
+    │       │   ├── suite.py
+    │       │   ├── test_client.py
+    │       │   ├── test_forms.py
+    │       │   └── test_responses.py
+    │       └── utils.py
+    └── webhooks
+        ├── slack.py
+        └── teams.py
+
+
+
+
+## Getting Started
+
+These instructions will get you a copy of the project running on your local machine for development and testing purposes.
+
+### Prerequisites
+
+* Python ^3.9.13
+
+### Installing
+
+* Pyenv for Python ^3.9.13 local installation:
+
+```powershell
+(PowerShell)
+
+Invoke-WebRequest -UseBasicParsing -Uri "https://raw.githubusercontent.com/pyenv-win/pyenv-win/master/pyenv-win/install-pyenv-win.ps1" -OutFile "./install-pyenv-win.ps1"; &"./install-pyenv-win.ps1"
+```
+
+```bash
+(bash)
+
+echo installing local version of python within project
+cd "complete/path/to/project"
+pyenv install 3.9.13
+pyenv versions
+pyenv global 3.9.13
+pyenv local 3.9.13
+```
+
+* Activate poetry .venv
+```bash
+(bash)
+
+echo defining local pyenv version
+pyenv local 3.9.13
+pyenv which python
+poetry env use "COMPLETE_PATH_PY_3.9.13"
+echo check python version running locally
+poetry run py --version
+
+echo installing poetry .venv
+poetry init
+poery install --no-root
+
+echo running current .venv
+poetry shell
+poetry add <package name, optionally version>
+poetry run <module.py>
+```
+
+## Running the Tests
+
+* EDA - Exploratory Data Analysis:
+```(bash)
+
+(bash)
+
+cd "complete/path/to/project"
+poetry run python stpstone.tests.eda.py
+
+```
+
+* European / American Options:
+```(bash)
+
+(bash)
+
+cd "complete/path/to/project"
+poetry run python tests.european-american-options.py
+
+```
+
+* Markowitz Portfolios:
+```(bash)
+
+(bash)
+
+cd "complete/path/to/project"
+poetry run python tests.markowitz-portfolios.py
+
+```
+
+
+## Authors
+
+**Guilherme Rodrigues** 
+* [GitHub](https://github.com/guilhermegor)
+* [LinkedIn](https://www.linkedin.com/in/guilhermegor/)
+
+## License
+
+
+## Acknowledgments
+
+* Hat tip to anyone whose code was used
+* Inspiration
+* etc
+
+## Inspirations
+
+* [Gist](https://gist.github.com/PurpleBooth/109311bb0361f32d87a2)