Skip to main content

Tools to manage portfolio risk analysis

Project description

invest-tools

PyPI version codecov License: MIT Code style: black

Tools to manage portfolio risk analysis

Installation

As a python package this should be installable through:

pip install invest-tools

Or:

poetry add invest-tools

Dependencies

The dependencies of this project can be seen in the pyproject.toml file. However for completeness there is a dependcy on pandas, statsmodels and matplotlib as the basics.

Data Inputs

There are three data inputs which should be present for the package to work as expected.

The path strings to the csvs can be passed in.

  1. Portfolio price data as a CSV
TIDM Date Open High Low Close Volume Adjustment
EG 01/01/2023 1 1 1 1 1 1
EG2 01/01/2023 1 1 1 1 1 1
  1. Currency data as a CSV
Date Open High Low Close Adj Close Volume
01/01/2023 1 1 1 1 1 1

Example

Build a portfolio of two securities called EG and EG2 with the weighting split 50:50 between the two. One is denominated in GBP and one in USD.

This will output the mean returns of such a portfolio.

import numpy as np
from invest_tools import portfolio

portfolio_definition = {
    "EG": {
        "weight": 0.5,
        "currency": "gbp"
    },
    "EG2": {
        "weight": 0.5,
        "currency": "usd"
    }
}

port = portfolio.Portfolio(portfolio_definition, portfolio.Currency.GBP)
port.get_usd_converter("path/to/csv")
port.get_prices("path/to/csv")
port.build()
port.analyse()
print(port.analysis)
port.plot_correlation_heatmap()
port.plot_returns_data()

License

MIT

Contact

Just open an issue I guess?

Project details


Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Source Distribution

invest_tools-0.3.0.tar.gz (8.0 kB view details)

Uploaded Source

Built Distribution

invest_tools-0.3.0-py3-none-any.whl (8.6 kB view details)

Uploaded Python 3

File details

Details for the file invest_tools-0.3.0.tar.gz.

File metadata

  • Download URL: invest_tools-0.3.0.tar.gz
  • Upload date:
  • Size: 8.0 kB
  • Tags: Source
  • Uploaded using Trusted Publishing? No
  • Uploaded via: poetry/1.3.2 CPython/3.11.4 Linux/5.15.0-1040-azure

File hashes

Hashes for invest_tools-0.3.0.tar.gz
Algorithm Hash digest
SHA256 c05c441cd3af9847af34e5e4a95e1c881f24291ce7de4b4aeb5cc783c0abbdab
MD5 5fee6e1020e475e0de8332f55466261d
BLAKE2b-256 6c36db888531c044466a7cd34fb7357194c9bf1986cc67dbd6d7144bcb3ffd60

See more details on using hashes here.

File details

Details for the file invest_tools-0.3.0-py3-none-any.whl.

File metadata

  • Download URL: invest_tools-0.3.0-py3-none-any.whl
  • Upload date:
  • Size: 8.6 kB
  • Tags: Python 3
  • Uploaded using Trusted Publishing? No
  • Uploaded via: poetry/1.3.2 CPython/3.11.4 Linux/5.15.0-1040-azure

File hashes

Hashes for invest_tools-0.3.0-py3-none-any.whl
Algorithm Hash digest
SHA256 501855e1ad6c31bd6a3348cc1633d8235f8087e617a9fbc1de22a28cde8bb838
MD5 6b85e3c7d60ffd48291836b8f24939a1
BLAKE2b-256 1e4cfe0bfa4200777608e306d5a19f76f2d736d92e96967e97df482232cfe8f4

See more details on using hashes here.

Supported by

AWS AWS Cloud computing and Security Sponsor Datadog Datadog Monitoring Fastly Fastly CDN Google Google Download Analytics Microsoft Microsoft PSF Sponsor Pingdom Pingdom Monitoring Sentry Sentry Error logging StatusPage StatusPage Status page