Docstring missing for
_mtd
26import inspect
27
28
29def _mtd(df): 30 return df[df.index >= _dt.datetime.now().strftime("%Y-%m-01")]
31
32
Docstring missing for
_qtd
30 return df[df.index >= _dt.datetime.now().strftime("%Y-%m-01")]
31
32
33def _qtd(df): 34 date = _dt.datetime.now()
35 for q in [1, 4, 7, 10]:
36 if date.month <= q:
Docstring missing for
_ytd
38 return df[df.index >= date.strftime("%Y-%m-01")]
39
40
41def _ytd(df): 42 return df[df.index >= _dt.datetime.now().strftime("%Y-01-01")]
43
44
Docstring missing for
_pandas_date
42 return df[df.index >= _dt.datetime.now().strftime("%Y-01-01")]
43
44
45def _pandas_date(df, dates): 46 if not isinstance(dates, list):
47 dates = [dates]
48 return df[df.index.isin(dates)]
Docstring missing for
_pandas_current_month
48 return df[df.index.isin(dates)]
49
50
51def _pandas_current_month(df): 52 n = _dt.datetime.now()
53 daterange = _pd.date_range(_dt.date(n.year, n.month, 1), n)
54 return df[df.index.isin(daterange)]
Docstring missing for
download_returns
230 return data
231
232
233def download_returns(ticker, period="max", proxy=None):234 params = {
235 "tickers": ticker,
236 "proxy": proxy,
Docstring missing for
_count
312def _count_consecutive(data):
313 """Counts consecutive data (like cumsum() with reset on zeroes)"""
314
315 def _count(data):316 return data * (data.groupby((data != data.shift(1)).cumsum()).cumcount() + 1)
317
318 if isinstance(data, _pd.DataFrame):
Docstring missing for
distribution
46 return returns.add(1).prod() - 1
47
48
49def distribution(returns, compounded=True, prepare_returns=True): 50 def get_outliers(data):
51 # https://datascience.stackexchange.com/a/57199
52 Q1 = data.quantile(0.25)
Docstring missing for
get_outliers
47
48
49def distribution(returns, compounded=True, prepare_returns=True):
50 def get_outliers(data): 51 # https://datascience.stackexchange.com/a/57199
52 Q1 = data.quantile(0.25)
53 Q3 = data.quantile(0.75)
Docstring missing for
_exposure
154 if prepare_returns:
155 returns = _utils._prepare_returns(returns)
156
157 def _exposure(ret): 158 ex = len(ret[(~_np.isnan(ret)) & (ret != 0)]) / len(ret)
159 return _ceil(ex * 100) / 100
160
Docstring missing for
_win_rate
169def win_rate(returns, aggregate=None, compounded=True, prepare_returns=True):
170 """Calculates the win ratio for a period"""
171
172 def _win_rate(series): 173 try:
174 return len(series[series > 0]) / len(series[series != 0])
175 except Exception:
Docstring missing for
rolling_volatility
234 return std
235
236
237def rolling_volatility( 238 returns, rolling_period=126, periods_per_year=252, prepare_returns=True
239):
240 if prepare_returns:
Docstring missing for
smart_sharpe
299 return res
300
301
302def smart_sharpe(returns, rf=0.0, periods=252, annualize=True): 303 return sharpe(returns, rf, periods, annualize, True)
304
305
Docstring missing for
rolling_sharpe
303 return sharpe(returns, rf, periods, annualize, True)
304
305
306def rolling_sharpe( 307 returns,
308 rf=0.0,
309 rolling_period=126,
Docstring missing for
smart_sortino
354 return res
355
356
357def smart_sortino(returns, rf=0, periods=252, annualize=True): 358 return sortino(returns, rf, periods, annualize, True)
359
360
Docstring missing for
rolling_sortino
358 return sortino(returns, rf, periods, annualize, True)
359
360
361def rolling_sortino( 362 returns, rf=0, rolling_period=126, annualize=True, periods_per_year=252, **kwargs
363):
364 if rf != 0 and rolling_period is None:
Docstring missing for
probabilistic_ratio
390 return data / _sqrt(2)
391
392
393def probabilistic_ratio( 394 series, rf=0.0, base="sharpe", periods=252, annualize=False, smart=False
395):
396
Docstring missing for
probabilistic_sharpe_ratio
427 return psr
428
429
430def probabilistic_sharpe_ratio( 431 series, rf=0.0, periods=252, annualize=False, smart=False
432):
433 return probabilistic_ratio(
Docstring missing for
probabilistic_sortino_ratio
435 )
436
437
438def probabilistic_sortino_ratio( 439 series, rf=0.0, periods=252, annualize=False, smart=False
440):
441 return probabilistic_ratio(
Docstring missing for
probabilistic_adjusted_sortino_ratio
443 )
444
445
446def probabilistic_adjusted_sortino_ratio( 447 series, rf=0.0, periods=252, annualize=False, smart=False
448):
449 return probabilistic_ratio(
Docstring missing for
_drawdown_details
786 for every drawdown period
787 """
788
789 def _drawdown_details(drawdown): 790 # mark no drawdown
791 no_dd = drawdown == 0
792
Docstring missing for
_embed_figure
1603 iDisplay(iHTML(jscode))
1604
1605
1606def _embed_figure(figfiles, figfmt):1607 if isinstance(figfiles, list):
1608 embed_string = "\n"
1609 for figfile in figfiles:
Docstring missing for
_open_html
1588 iDisplay(iHTML(jscode.replace("{{filename}}", filename)))
1589
1590
1591def _open_html(html):1592 jscode = _regex.sub(
1593 " +",
1594 " ",
Docstring missing for
_download_html
1568 return obj
1569
1570
1571def _download_html(html, filename="quantstats-tearsheet.html"):1572 jscode = _regex.sub(
1573 " +",
1574 " ",
Docstring missing for
_html_table
1554 return dd_stats.T
1555
1556
1557def _html_table(obj, showindex="default"):1558 obj = _tabulate(
1559 obj, headers="keys", tablefmt="html", floatfmt=".2f", showindex=showindex
1560 )
Description
The module/function docstring is missing.
If you want to ignore this, you can configure this in the .deepsource.toml
file. Please refer to docs for available options.