wbportfolio 1.46.4__py2.py3-none-any.whl → 1.46.5__py2.py3-none-any.whl
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- wbportfolio/pms/analytics/portfolio.py +14 -1
- {wbportfolio-1.46.4.dist-info → wbportfolio-1.46.5.dist-info}/METADATA +1 -1
- {wbportfolio-1.46.4.dist-info → wbportfolio-1.46.5.dist-info}/RECORD +5 -5
- {wbportfolio-1.46.4.dist-info → wbportfolio-1.46.5.dist-info}/WHEEL +0 -0
- {wbportfolio-1.46.4.dist-info → wbportfolio-1.46.5.dist-info}/licenses/LICENSE +0 -0
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@@ -1,8 +1,21 @@
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import numpy as np
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import pandas as pd
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from skfolio import Portfolio as BasePortfolio
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class Portfolio(BasePortfolio):
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@property
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def all_weights_per_observation(self) -> pd.DataFrame:
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"""DataFrame of the Portfolio weights containing even near zero weight per observation."""
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weights = self.weights
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assets = self.assets
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df = pd.DataFrame(
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np.ones((len(self.observations), len(assets))) * weights,
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index=self.observations,
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columns=assets,
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)
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return df
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def get_next_weights(self, returns: pd.Series) -> dict[int, float]:
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"""
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Given the next returns, compute the next weights of this portfolio
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@@ -13,7 +26,7 @@ class Portfolio(BasePortfolio):
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Returns:
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A dictionary of weights (instrument ids as keys and weights as values)
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"""
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weights = self.
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weights = self.all_weights_per_observation.iloc[-1, :].T
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if weights.sum() != 0:
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weights /= weights.sum()
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contribution = weights * (returns + 1.0)
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@@ -279,7 +279,7 @@ wbportfolio/models/transactions/transactions.py,sha256=4THsE4xqdigZAwWKYfTNRLPJl
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wbportfolio/pms/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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wbportfolio/pms/typing.py,sha256=lRWh9alcstZzwA04hFSPZfOFbCjaVPWtUpWnurnsh8c,6014
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wbportfolio/pms/analytics/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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wbportfolio/pms/analytics/portfolio.py,sha256=
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wbportfolio/pms/analytics/portfolio.py,sha256=93hcHEuBOPi534El2HVCIyjs9MBQMX7dIZ97JIpNV1c,1535
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wbportfolio/pms/statistics/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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wbportfolio/pms/trading/__init__.py,sha256=R_yLKc54sCak8A1cW0O1Aszrcv5KV8mC_3h17Hr20e4,36
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wbportfolio/pms/trading/handler.py,sha256=Xpgo719S0jE1wUTTyGFpYccPEIg9GXghWEAdYawJbrk,7165
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@@ -517,7 +517,7 @@ wbportfolio/viewsets/transactions/rebalancing.py,sha256=6rIrdK0rtKL1afJ-tYfAGdQV
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wbportfolio/viewsets/transactions/trade_proposals.py,sha256=fYTvvRk7k5xsBzbIgJvU4I4OrllF0VkhlrekD4GVgDk,4296
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wbportfolio/viewsets/transactions/trades.py,sha256=wdtEWN1V5wsmesR3mRxPmTJUIAmDmqaNsfIhOB57kqY,16330
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wbportfolio/viewsets/transactions/transactions.py,sha256=ixDp-nsNA8t_A06rBCT19hOMJHy0iRmdz1XKdV1OwAs,4450
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wbportfolio-1.46.
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wbportfolio-1.46.
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wbportfolio-1.46.
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wbportfolio-1.46.
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wbportfolio-1.46.5.dist-info/METADATA,sha256=uhGKIh1jRNfdf699MnvWNcKT4X5XUDkk8e3NWtmf91o,734
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wbportfolio-1.46.5.dist-info/WHEEL,sha256=tkmg4JIqwd9H8mL30xA7crRmoStyCtGp0VWshokd1Jc,105
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wbportfolio-1.46.5.dist-info/licenses/LICENSE,sha256=jvfVH0SY8_YMHlsJHKe_OajiscQDz4lpTlqT6x24sVw,172
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wbportfolio-1.46.5.dist-info/RECORD,,
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File without changes
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File without changes
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