Manage configuration files
Project description
# Portfoilo Analyzer
The **Portfoilo Analyzer** is basic portfolio analyzing tool with **visualization** supporting both *cumulative return data* and *return data*
Supported Analysis
- CAGR
- Sharpe Ratio
- Sortino Ratio
- MDD
- Average Drawdown
Visualization
- Cumulative Return
- Log-scale Cumulative Return
- Drawdown
- Analysis data table
## Install
```Shell
pip install PortfolioAnalysis
```
or
```Shell
python setup.py install
```
## How to use
```Python
#import
from PortfolioAnalysis import PortfolioAnalysis
#read csv to get dataframe
returns = pd.read_csv(r'C:\Users\QRAFT1\Desktop\data\ks_etf\returns.csv', index_col=['Date'])
#Analyze data during initialization
analysis = PortfolioAnalysis(returns, cumulative=Tru, auto_drop=True, window='M')
#Visualization (http)
analysis.report()
```
The **Portfoilo Analyzer** is basic portfolio analyzing tool with **visualization** supporting both *cumulative return data* and *return data*
Supported Analysis
- CAGR
- Sharpe Ratio
- Sortino Ratio
- MDD
- Average Drawdown
Visualization
- Cumulative Return
- Log-scale Cumulative Return
- Drawdown
- Analysis data table
## Install
```Shell
pip install PortfolioAnalysis
```
or
```Shell
python setup.py install
```
## How to use
```Python
#import
from PortfolioAnalysis import PortfolioAnalysis
#read csv to get dataframe
returns = pd.read_csv(r'C:\Users\QRAFT1\Desktop\data\ks_etf\returns.csv', index_col=['Date'])
#Analyze data during initialization
analysis = PortfolioAnalysis(returns, cumulative=Tru, auto_drop=True, window='M')
#Visualization (http)
analysis.report()
```
Project details
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
PortfolioAnalysis-1.0.tar.gz
(3.4 kB
view details)
Built Distribution
Filter files by name, interpreter, ABI, and platform.
If you're not sure about the file name format, learn more about wheel file names.
Copy a direct link to the current filters
File details
Details for the file PortfolioAnalysis-1.0.tar.gz.
File metadata
- Download URL: PortfolioAnalysis-1.0.tar.gz
- Upload date:
- Size: 3.4 kB
- Tags: Source
- Uploaded using Trusted Publishing? No
- Uploaded via: twine/1.12.1 pkginfo/1.4.2 requests/2.18.4 setuptools/40.4.3 requests-toolbelt/0.8.0 tqdm/4.23.4 CPython/3.6.5
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 |
723b7420df2a9509519bd31076a4c15d22812f6e693927ba1cc7ac454ee2a34c
|
|
| MD5 |
83806ac000831b134c58b193e3345324
|
|
| BLAKE2b-256 |
2f08daf073b22eefd19815bc4b81950ab1bce16fa738ba511aa9bc3dadc08d58
|
File details
Details for the file PortfolioAnalysis-1.0-py3-none-any.whl.
File metadata
- Download URL: PortfolioAnalysis-1.0-py3-none-any.whl
- Upload date:
- Size: 3.9 kB
- Tags: Python 3
- Uploaded using Trusted Publishing? No
- Uploaded via: twine/1.12.1 pkginfo/1.4.2 requests/2.18.4 setuptools/40.4.3 requests-toolbelt/0.8.0 tqdm/4.23.4 CPython/3.6.5
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 |
c182f12a43caeed503cff0d8a8b10f16dfb784710f57c395c6c9357a5f745471
|
|
| MD5 |
3cfb6b1e2ef87da19802cc564679fafc
|
|
| BLAKE2b-256 |
7230cdf446b6e367ddd9fd2f1aa76f1b0e10fbbd9b76b721bf35067d6aa18a12
|