pyfi-finance 0.1.1

A simple Python package for financial calculations

PyFi Finance

A lightweight Python package for financial calculations.

Installation

pip install pyfi-finance

Features

• Core financial functions (compound interest, present value, NPV, IRR)
• Loan calculations (monthly payments, amortization schedules)
• Portfolio analysis (returns, volatility, Sharpe ratio, optimization)
• Stock technical indicators (moving averages, RSI, Bollinger Bands, MACD)
• Option pricing (Black-Scholes model)
• Command-line tools for quick financial calculations

Usage Examples

Basic Financial Calculations

from pyfi_finance.core import compound_interest, present_value

# Calculate compound interest
final_amount = compound_interest(principal=1000, rate=0.05, time=5, periods_per_year=1)
print(f"Final amount after 5 years: ${final_amount:.2f}")

# Calculate present value
pv = present_value(future_value=1000, rate=0.05, time=5)
print(f"Present value: ${pv:.2f}")

Portfolio Analysis

import numpy as np
from pyfi_finance.portfolio import portfolio_return, portfolio_volatility, sharpe_ratio

# Define portfolio parameters
returns = [0.05, 0.1, 0.15]  # Expected returns
weights = [0.4, 0.3, 0.3]    # Portfolio weights
cov_matrix = np.array([
    [0.04, 0.02, 0.01],
    [0.02, 0.09, 0.03],
    [0.01, 0.03, 0.16]
])  # Covariance matrix

# Calculate portfolio metrics
expected_return = portfolio_return(returns, weights)
volatility = portfolio_volatility(returns, weights, cov_matrix)
sr = sharpe_ratio(expected_return, volatility, risk_free_rate=0.01)

print(f"Expected Return: {expected_return:.2%}")
print(f"Volatility: {volatility:.2%}")
print(f"Sharpe Ratio: {sr:.2f}")

Option Pricing

from pyfi_finance.options import black_scholes, option_delta

# Calculate option price using Black-Scholes
price = black_scholes(
    stock_price=100,
    strike_price=95,
    time_to_expiry=0.5,
    risk_free_rate=0.02,
    volatility=0.25,
    option_type='call'
)
print(f"Call option price: ${price:.2f}")

# Calculate option delta
delta = option_delta(
    stock_price=100,
    strike_price=95,
    time_to_expiry=0.5,
    risk_free_rate=0.02,
    volatility=0.25,
    option_type='call'
)
print(f"Call option delta: {delta:.4f}")

Command-Line Tools

PyFi Finance provides the following command-line tools:

Compound Interest Calculator

compound-interest --principal 1000 --rate 0.05 --time 5 --periods 1

Option Price Calculator

option-price --stock-price 100 --strike-price 95 --time 0.5 --rate 0.02 --volatility 0.25 --type call --show-delta

Portfolio Optimizer

portfolio-optimize --returns 0.05 0.1 0.15 --cov-matrix 0.04 0.02 0.01 0.02 0.09 0.03 0.01 0.03 0.16 --risk-free-rate 0.01

Troubleshooting Command-Line Tools

If you encounter a "'command' is not recognized" error when trying to use the command-line tools:

1. Make sure the package is installed correctly:

   pip install pyfi-finance
   

2. Verify Python's Scripts directory is in your PATH:

   • On Windows, this is typically: C:\Users\<username>\AppData\Local\Programs\Python\Python3xx\Scripts\
   • On Unix/Linux/Mac: /usr/local/bin/ or ~/.local/bin/

3. Open a new command prompt/terminal after installation to refresh the PATH

4. Use the full path to the command if necessary:

   # Windows
   C:\Users\<username>\AppData\Local\Programs\Python\Python3xx\Scripts\compound-interest.exe --principal 1000 --rate 0.05 --time 5
   
   # Unix/Linux/Mac
   /usr/local/bin/compound-interest --principal 1000 --rate 0.05 --time 5
   

5. Verify the scripts were installed by checking the Scripts directory:

   # Windows
   dir C:\Users\<username>\AppData\Local\Programs\Python\Python3xx\Scripts\compound-interest*
   
   # Unix/Linux/Mac
   ls -la /usr/local/bin/compound-interest*
   

License

MIT License