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investos

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investos - pypi Package Compare versions

Comparing version
0.6.3
to
0.6.4
+1
-1
investos/__init__.py
import investos.portfolio
__version__ = "0.6.3"
__version__ = "0.6.4"

@@ -5,0 +5,0 @@ import os

@@ -72,2 +72,3 @@ import requests

self.save_chart_rolling_sharpe()
self.save_chart_two_way_turnover()

@@ -273,2 +274,25 @@ def save_chart_historical_value(self):

def save_chart_two_way_turnover(self, periods_in_year=252):
s = self.u.drop(columns="cash").abs().sum(axis=1).rolling(
window=periods_in_year
).sum() / (self.v * 2 * self.leverage)
json_body = {
"chart": {
"title": "Turnover (rolling year, % of non-cash exposure)",
"chartable_type": "Backtest",
"chartable_id": self.backtest_id,
"chart_traces": [
{
"x_name": "Dates",
"y_name": "Turnover (Two-Way)",
"x_values": [str(el) for el in s.index],
"y_values": list(s.fillna(method="bfill").values),
},
],
}
}
self._save_chart(json_body)
def _save_chart(self, json_body):

@@ -275,0 +299,0 @@ response = requests.post(

Metadata-Version: 2.1
Name: investos
Version: 0.6.3
Version: 0.6.4
Summary: Reliable backtesting and portfolio optimization for investors who want to focus on generating alpha

@@ -5,0 +5,0 @@ Home-page: https://investos.io/

[tool.poetry]
name = "investos"
version = "0.6.3"
version = "0.6.4"
description = "Reliable backtesting and portfolio optimization for investors who want to focus on generating alpha"

@@ -5,0 +5,0 @@ authors = ["Charlie Reese", "ForecastOS"]