Merge pull request #12 from mbk-dev/dev

Version 1.0.0: Portfolio is an asset and can be included in the AssetList

Author: chilango74

.travis.yml

@@ -8,8 +8,9 @@ install:
   - pip install -r requirements_test.txt
   - pip install pytest-cov
   - pip install coveralls
+  - pip install ipykernel
 # command to run tests
 script:
   - pytest tests --cov=okama/
 after_success:
-  - coveralls
+  - coveralls

README.md

@@ -4,7 +4,7 @@
         <img src="https://img.shields.io/badge/python-v3-brightgreen.svg"
             alt="python"></a> &nbsp;
     <a href="https://pypi.org/project/okama/">
-        <img src="https://img.shields.io/badge/pypi-v0.99-brightgreen.svg"
+        <img src="https://img.shields.io/badge/pypi-v1.0.0-brightgreen.svg"
             alt="pypi"></a> &nbsp;
     <a href='https://coveralls.io/github/mbk-dev/okama?branch=master'>
         <img src='https://coveralls.io/repos/github/mbk-dev/okama/badge.svg?branch=master' 
@@ -87,15 +87,16 @@ The latest development version can be installed directly from GitHub:
 
 ```python
 import okama as ok
+
 x = ok.AssetList(['SPY.US', 'BND.US', 'DBXD.XETR'], ccy='USD')
-print(x)
+x  # all examples are for Jupyter Notebook/iPython. For raw Python interpreter use 'print(x)' instead.
 
 ```
 ![](../images/images/readmi01.jpg?raw=true) 
 
 Get the main parameters for the set:
 ```python
-x.describe(tickers=False)
+x.describe()
 ```
 ![](../images/images/readmi02.jpg?raw=true) 
 
@@ -108,37 +109,39 @@ x.wealth_indexes.plot()
 ### 2. Create a dividend stocks portfolio with base currency EUR
 
 ```python
-import okama.portfolio
-
 weights = [0.3, 0.2, 0.2, 0.2, 0.1]
 assets = ['T.US', 'XOM.US', 'FRE.XETR', 'SNW.XETR', 'LKOH.MOEX']
-pf = okama.portfolio.Portfolio(assets, weights=weights, ccy='EUR')
-print(pf)
+pf = ok.Portfolio(assets, weights=weights, ccy='EUR')
+pf.table
 ```
 ![](../images/images/readmi04.jpg?raw=true) 
 
-Plot the dividend yield for each group of assets (based on stock currency).
+Plot the dividend yield of the portfolio (adjusted to the base currency).
+
 ```python
 pf.dividend_yield.plot()
 ```
-![](../images/images/readmi05.jpg?raw=true) 
+![](../images/images/readmi05.png?raw=true) 
 
-### 3. Draw an Efficient Frontier for 2 poular ETF: SPY and GLD
+### 3. Draw an Efficient Frontier for 2 popular ETF: SPY and GLD
 ```python
 ls = ['SPY.US', 'GLD.US']
 curr = 'USD'
-frontier = ok.EfficientFrontierReb(ls, last_date='2020-10', ccy=curr, reb_period='year')  # Rebalancing periods is one year (dafault value)
+last_date='2020-10'
+frontier = ok.EfficientFrontierReb(ls, last_date=last_date', ccy=curr, reb_period='year')  # Rebalancing periods is one year (dafault value)
 frontier.names
 ```
 ![](../images/images/readmi06.jpg?raw=true) 
 
 Get the Efficient Frontier points for rebalanced portfolios and plot the chart with the assets risk/CAGR points:
 ```python
+import matplotlib.pyplot as plt
+
 points = frontier.ef_points
 
 fig = plt.figure(figsize=(12,6))
 fig.subplots_adjust(bottom=0.2, top=1.5)
-ok.Plots(ls, ccy=curr).plot_assets(kind='cagr')  # plots the assets points on the chart
+ok.Plots(ls, ccy=curr, last_date=last_date).plot_assets(kind='cagr')  # plots the assets points on the chart
 ax = plt.gca()
 ax.plot(points.Risk, points.CAGR) 
 ```
@@ -152,7 +155,7 @@ map = ok.Plots(ls, ccy='USD').plot_transition_map(cagr=False)
 ```
 ![](../images/images/readmi08.jpg?v23-11-2020,raw=true "Transition map")  
 
-More examples are available in [Jupyter Notebooks](https://github.com/mbk-dev/okama/tree/master/notebooks).
+More examples are available in form of [Jupyter Notebooks](https://github.com/mbk-dev/okama/tree/master/examples).
 
 ## RoadMap
 

docs/.coverage

@@ -0,0 +1,20 @@
+# Minimal makefile for Sphinx documentation
+#
+
+# You can set these variables from the command line, and also
+# from the environment for the first two.
+SPHINXOPTS    ?=
+SPHINXBUILD   ?= sphinx-build
+SOURCEDIR     = .
+BUILDDIR      = _build
+
+# Put it first so that "make" without argument is like "make help".
+help:
+	@$(SPHINXBUILD) -M help "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)
+
+.PHONY: help Makefile
+
+# Catch-all target: route all unknown targets to Sphinx using the new
+# "make mode" option.  $(O) is meant as a shortcut for $(SPHINXOPTS).
+%: Makefile
+	@$(SPHINXBUILD) -M $@ "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)

docs/Makefile

@@ -0,0 +1,4 @@
+# Sphinx build info version 1
+# This file hashes the configuration used when building these files. When it is not found, a full rebuild will be done.
+config: d6e24f80ae1ad92ce334ec7911b4f28f
+tags: 645f666f9bcd5a90fca523b33c5a78b7

docs/_build/doctrees/environment.pickle

@@ -0,0 +1,53 @@
+====================
+okama documentation
+====================
+This is documentation.
+
+Installation
+------------
+
+::
+
+    pip install okama
+
+-or- ::
+
+    pip install git+https://github.com/mbk-dev/okama
+
+Class Overview
+--------------
+
+
+.. autosummary::
+    :toctree: stubs
+
+    okama.Asset
+    okama.AssetList
+    okama.Portfolio
+
+
+Indices and tables
+==================
+
+* :ref:`genindex`
+* :ref:`modindex`
+* :ref:`search`
+
+.. toctree::
+    :maxdepth: 2
+    :caption: Content
+
+    source/test
+
+
+
+
+
+
+
+
+
+
+
+
+

docs/_build/doctrees/index.doctree

@@ -0,0 +1,7 @@
+okama
+=====
+
+.. toctree::
+   :maxdepth: 4
+
+   okama

docs/_build/doctrees/source/modules.doctree

@@ -0,0 +1,46 @@
+okama.api package
+=================
+
+Submodules
+----------
+
+okama.api.api\_methods module
+-----------------------------
+
+.. automodule:: okama.api.api_methods
+   :members:
+   :undoc-members:
+   :show-inheritance:
+
+okama.api.data\_queries module
+------------------------------
+
+.. automodule:: okama.api.data_queries
+   :members:
+   :undoc-members:
+   :show-inheritance:
+
+okama.api.namespaces module
+---------------------------
+
+.. automodule:: okama.api.namespaces
+   :members:
+   :undoc-members:
+   :show-inheritance:
+
+okama.api.search module
+-----------------------
+
+.. automodule:: okama.api.search
+   :members:
+   :undoc-members:
+   :show-inheritance:
+
+
+Module contents
+---------------
+
+.. automodule:: okama.api
+   :members:
+   :undoc-members:
+   :show-inheritance:

docs/_build/doctrees/source/okama.api.doctree

@@ -0,0 +1,22 @@
+okama.common package
+====================
+
+Submodules
+----------
+
+okama.common.helpers module
+---------------------------
+
+.. automodule:: okama.common.helpers
+   :members:
+   :undoc-members:
+   :show-inheritance:
+
+
+Module contents
+---------------
+
+.. automodule:: okama.common
+   :members:
+   :undoc-members:
+   :show-inheritance:

docs/_build/doctrees/source/okama.common.doctree

@@ -0,0 +1,30 @@
+okama.frontier package
+======================
+
+Submodules
+----------
+
+okama.frontier.multi\_period module
+-----------------------------------
+
+.. automodule:: okama.frontier.multi_period
+   :members:
+   :undoc-members:
+   :show-inheritance:
+
+okama.frontier.single\_period module
+------------------------------------
+
+.. automodule:: okama.frontier.single_period
+   :members:
+   :undoc-members:
+   :show-inheritance:
+
+
+Module contents
+---------------
+
+.. automodule:: okama.frontier
+   :members:
+   :undoc-members:
+   :show-inheritance:

docs/_build/doctrees/source/okama.doctree

@@ -0,0 +1,63 @@
+okama package
+=============
+
+Subpackages
+-----------
+
+.. toctree::
+
+   okama.api
+   okama.common
+   okama.frontier
+
+Submodules
+----------
+
+okama.assets module
+-------------------
+
+.. automodule:: okama.assets
+   :members:
+   :undoc-members:
+   :show-inheritance:
+
+okama.macro module
+------------------
+
+.. automodule:: okama.macro
+   :members:
+   :undoc-members:
+   :show-inheritance:
+
+okama.plots module
+------------------
+
+.. automodule:: okama.plots
+   :members:
+   :undoc-members:
+   :show-inheritance:
+
+okama.portfolio module
+----------------------
+
+.. automodule:: okama.portfolio
+   :members:
+   :undoc-members:
+   :show-inheritance:
+
+okama.settings module
+---------------------
+
+.. automodule:: okama.settings
+   :members:
+   :undoc-members:
+   :show-inheritance:
+
+
+Module contents
+---------------
+
+.. automodule:: okama
+   :members:
+   :undoc-members:
+   :show-inheritance:

docs/_build/doctrees/source/okama.frontier.doctree

@@ -0,0 +1,4 @@
+Test File
+==========
+
+This is a test.rst file.

docs/_build/doctrees/source/test.doctree

@@ -0,0 +1,31 @@
+okama.Asset
+===========
+
+.. currentmodule:: okama
+
+.. autoclass:: Asset
+
+   
+   .. automethod:: __init__
+
+   
+   .. rubric:: Methods
+
+   .. autosummary::
+   
+      ~Asset.__init__
+   
+   
+
+   
+   
+   .. rubric:: Attributes
+
+   .. autosummary::
+   
+      ~Asset.dividends
+      ~Asset.nav_ts
+      ~Asset.price
+      ~Asset.symbol
+   
+