fina-algo-lib 0.2.0

Advanced finance algorithm registry and implementation library for FinBench

fina-algo-lib

Advanced financial algorithm library for FinBench.

Package Metadata

• Package: fina-algo-lib
• Import: fina_algo_lib
• Version: 0.2.0
• Author: Potheesh Vignesh K
• Parent Project: FinBench

What It Provides

• Retrieval: BM25, RRF, cosine similarity, overlap rerank scoring
• ML helpers: kmeans, weighted ensemble, model contribution scoring
• Statistics: regression, Newton solver, IRR, CAGR, z-score
• Valuation: NPV, DCF, WACC, scenario/sensitivity analysis
• Fixed income: bond pricing, YTM, duration, convexity
• Risk: rolling/EWMA vol, Sharpe, Sortino, VaR/CVaR, drawdown
• Time-series: smoothing, trend, outliers, anomaly detection, corr/cov
• Optimization: projected gradient step, mean-variance score, risk parity
• Central domain registry for algorithm lookup

Install (Development)

python -m venv .venv
.venv\\Scripts\\python -m pip install --upgrade pip
.venv\\Scripts\\pip install -r requirements-dev.txt
.venv\\Scripts\\pip install -e .

Install (Standard)

python -m venv .venv
.venv\\Scripts\\python -m pip install --upgrade pip
.venv\\Scripts\\pip install .

Install (Wheel)

python -m build
python -m venv .venv
.venv\\Scripts\\python -m pip install --upgrade pip
.venv\\Scripts\\pip install dist\\fina_algo_lib-0.2.0-py3-none-any.whl

Usage

from fina_algo_lib.registry import get_algorithm

wacc = get_algorithm("wacc")
print(wacc(60, 40, 0.12, 0.08, 0.25))

CLI

fina-algo
fina-algo --format json
python -m fina_algo_lib --format json

Release Artifacts

python -m build

This generates:

• dist/fina_algo_lib-0.2.0.tar.gz
• dist/fina_algo_lib-0.2.0-py3-none-any.whl

Quality Gates

.venv\\Scripts\\ruff check src tests
.venv\\Scripts\\mypy src
.venv\\Scripts\\pytest tests/ -v

Benchmark

.venv\\Scripts\\python benchmarks\\benchmark_registry.py