Time Series Performance Calculator
A Python package for calculating and analyzing time series performance metrics for financial data.
Features
- Calculate annualized returns (CAGR method and days-based method)
- Generate monthly returns tables
- Create monthly cumulative returns tables
- Calculate relative performance against benchmarks
- Compute maximum drawdown metrics
- Calculate annualized volatility
- Generate performance tables with customizable formatting options
Installation
pip install timeseries-performance-calculator
Or install from source:
git clone https://github.com/nailen1/timeseries-performance-calculator.git
cd timeseries-performance-calculator
pip install -e .
Usage
# Code examples will be updated in future releases.
# Detailed usage examples and documentation will be provided in upcoming versions.
Note: This package is currently under development. More detailed usage examples and documentation will be provided in future updates.
Dependencies
- fund_insight_engine
- universal_timeseries_transformer
- string_date_controller
- canonical_transformer
License
MIT
Author
June Young Park (juneyoungpaak@gmail.com)
1 maintainer
Metadata
1 maintainer
Release files for timeseries-performance-calculator 0.3.11
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| timeseries_performance_calculator-0.3.11.tar.gz | 19.2 kB | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| timeseries_performance_calculator-0.3.11-py3-none-any.whl | Python 3 | none | any | Details |
Total release size: 58.8 kB
Release files / timeseries_performance_calculator-0.3.11.tar.gz
| Download URL | timeseries_performance_calculator-0.3.11.tar.gz |
|---|---|
| Size | 19.2 kB |
| Tags | Source |
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SHA-256 checksum How to use checksums |
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Release files / timeseries_performance_calculator-0.3.11-py3-none-any.whl
| Download URL | timeseries_performance_calculator-0.3.11-py3-none-any.whl |
|---|---|
| Size | 39.6 kB |
| Tags | Python 3 |
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