finance-dag 0.1.0.dev7

Directed Acyclic Graph (DAG) management specifically for financial data workflows.

finance-dag: a finance focused DAG library for Python

Introduction

finance-dag is a Python library for managing Directed Acyclic Graphs (DAGs) specifically built for financial data workflows, such as portfolio rebalancing and risk calculations.

Installing

Requires Python 3.12+. Download and install the latest release:

pip install finance-dag

Quick Start

Define your financial logic using the ReactiveMixin and decorate your nodes with @node. Dependencies are resolved automatically.

from fdag import ReactiveMixin, node


class Portfolio(ReactiveMixin):
    @node
    def node_total_value(self) -> float:
        return self.node_cash() + self.node_equity()

    @node
    def node_cash(self) -> float:
        return 1000.0

    @node
    def node_equity(self) -> float:
        return 5000.0


if __name__ == "__main__":
    portfolio = Portfolio()

    # Calculates cash, equity, and total_value automatically
    print("Total Value:", portfolio.node_total_value())  # 6000.0

    # Cached access (instantaneous)
    print("Cached Value:", portfolio.node_total_value())

    # Changing value invalidates a base node; cascades to dependent nodes
    portfolio.node_equity = 3000

    # Recalculates total_value on next access
    print("Recalculated Value:", portfolio.node_total_value())  # 4000.0

Documentation

• Changelog

Features

• Application Modeling: model relationships between entities in a straight-forward way
• Dependency Tracking: automatically infers and tracks dependencies between nodes
• Caching and Recalculation: caches computed values, invalidates only affected dependent nodes, and recomputes them when needed
• Graph Evaluation: eagerly evaluates static parts of the graph while lazily computing reactive nodes on demand

License

This project is licensed under the Apache License, Version 2.0. See LICENSE.txt for the full text.