investos - pypi Package Compare versions

Comparing version 0.6.2 to 0.6.3

investos/utils/__init__.py

+from investos.utils.hydrate import *

investos/utils/hydrate.py

+import os
+import pickle
+
+import investos as inv
+
+
+class HydrateMixin:
+    _excluded_attrs = {"strategy", "benchmark", "risk_free"}
+
+    def _implied_attributes(self):
+        props = {
+            name
+            for name in dir(type(self))
+            if isinstance(getattr(type(self), name), property)
+        }
+        return self._excluded_attrs.union(props)
+
+    def __getstate__(self):
+        clean_state = {}
+        self.__version__ = inv.__version__
+        skip_keys = self._implied_attributes()
+
+        for k, v in self.__dict__.items():
+            if k in skip_keys:
+                continue
+            try:
+                pickle.dumps(v)
+                clean_state[k] = v
+            except Exception as e:
+                print(f"⚠️ Skipping non-pickleable attribute: {k} ({type(v)}): {e}")
+
+        return clean_state
+
+    def __setstate__(self, state):
+        self.__dict__.update(state)
+
+    def dehydrate_to_disk(self, path: str, obj_name: str = "object.pkl"):
+        os.makedirs(path, exist_ok=True)
+        with open(os.path.join(path, obj_name), "wb") as f:
+            pickle.dump(self, f)
+
+    @classmethod
+    def rehydrate_from_disk(cls, path: str, obj_name: str = "object.pkl"):
+        with open(os.path.join(path, obj_name), "rb") as f:
+            return pickle.load(f)

investos/__init__.py

 import investos.portfolio
 
-__version__ = "0.6.2"
+__version__ = "0.6.3"
 
@@ -5,0 +5,0 @@ import os

investos/portfolio/result/base_result.py

@@ -9,5 +9,6 @@ import collections
 from investos.util import clip_for_dates
+from investos.utils import HydrateMixin
 
 
-class BaseResult(SaveResult):
+class BaseResult(SaveResult, HydrateMixin):
     """The `Result` class captures portfolio data and performance for each asset and period over time.
@@ -146,2 +147,43 @@
     @property
+    def returns_by_year(self) -> pd.Series:
+        """Returns a pandas Series of the cumulative returns, grouped by year."""
+        grouped_returns = (
+            (1 + self.returns)
+            .groupby([self.returns.index.year])
+            .apply(lambda x: x.prod() - 1)
+        )
+
+        # Create a proper DatetimeIndex
+        grouped_returns.index = pd.to_datetime(grouped_returns.index, format="%Y")
+        return grouped_returns
+
+    @property
+    def returns_by_quarter(self) -> pd.Series:
+        """Returns a pandas Series of the cumulative returns, grouped by quarter."""
+        grouped_returns = (
+            (1 + self.returns)
+            .groupby(self.returns.index.to_period("Q"))
+            .apply(lambda x: x.prod() - 1)
+        )
+
+        # Create a proper DatetimeIndex
+        grouped_returns.index = grouped_returns.index.to_timestamp(how="start")
+        return grouped_returns
+
+    @property
+    def returns_by_month(self) -> pd.Series:
+        """Returns a pandas Series of the cumulative returns, grouped by month."""
+        grouped_returns = (
+            (1 + self.returns)
+            .groupby([self.returns.index.year, self.returns.index.month])
+            .apply(lambda x: x.prod() - 1)
+        )
+
+        # Convert MultiIndex (year, month) to DatetimeIndex
+        grouped_returns.index = pd.to_datetime(
+            [f"{year}-{month:02d}" for year, month in grouped_returns.index]
+        )
+        return grouped_returns
+
+    @property
     def portfolio_hit_rate(self):
@@ -148,0 +190,0 @@ return (self.returns > 0).mean()

investos/portfolio/result/save_result.py

@@ -68,5 +68,6 @@ import requests
         self.save_chart_historical_value()
+        self.save_chart_grouped_return()
+        self.save_chart_historical_leverage()
         self.save_cumulative_returns()
         self.save_chart_rolling_sharpe()
-        self.save_chart_historical_leverage()
 
@@ -98,2 +99,31 @@ def save_chart_historical_value(self):
 
+    def save_chart_grouped_return(self):
+        json_body = {
+            "chart": {
+                "title": "Returns by period",
+                "type": "bar",
+                "chartable_type": "Backtest",
+                "chartable_id": self.backtest_id,
+                "chart_traces": [
+                    {
+                        "x_name": "Dates",
+                        "y_name": "Month",
+                        "x_values": [str(el) for el in self.returns_by_month.index],
+                        "y_values": list(self.returns_by_month.values),
+                        "config": {
+                            "type": "bar",
+                        },
+                    },
+                    {
+                        "x_name": "Dates",
+                        "y_name": "Year",
+                        "x_values": [str(el) for el in self.returns_by_year.index],
+                        "y_values": list(self.returns_by_year.values),
+                    },
+                ],
+            }
+        }
+
+        self._save_chart(json_body)
+
     def save_chart_rolling_sharpe(self):
@@ -100,0 +130,0 @@ num_periods = self.v.shape[0] - 1

PKG-INFO

 Metadata-Version: 2.1
 Name: investos
-Version: 0.6.2
+Version: 0.6.3
 Summary: Reliable backtesting and portfolio optimization for investors who want to focus on generating alpha
@@ -5,0 +5,0 @@ Home-page: https://investos.io/

pyproject.toml

 [tool.poetry]
 name = "investos"
-version = "0.6.2"
+version = "0.6.3"
 description = "Reliable backtesting and portfolio optimization for investors who want to focus on generating alpha"
@@ -5,0 +5,0 @@ authors = ["Charlie Reese", "ForecastOS"]

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Improved metrics

Total package byte prevSize

142273

2.87%

Number of package files

37

5.71%

Lines of code

2915

3.55%