portfolioAnalytics | Python library for generating analytic tests

by open-risk Python Version: v0.4.0-alpha License: GPL-2.0

X-Ray Key Features Code Snippets Community Discussions(6)Vulnerabilities Install Support

kandi X-RAY | portfolioAnalytics Summary

portfolioAnalytics is a Python library. portfolioAnalytics has no bugs, it has no vulnerabilities, it has build file available, it has a Strong Copyleft License and it has low support. You can install using 'pip install portfolioAnalytics' or download it from GitHub, PyPI.

A python library that provides semi-analytical functions useful for testing the accuracy of credit portfolio simulation models. The basic formulas are reasonably simple and well known: They underpin the calculation of RWA (risk weighted assets), and in turn required capital, thus ensuring stability for the entire banking systems worldwide. The library provides support for the Monte Carlo testing framework.

Support

Quality

Security

License

Reuse

Support

portfolioAnalytics has a low active ecosystem.

It has 15 star(s) with 7 fork(s). There are 3 watchers for this library.

It had no major release in the last 12 months.

There are 3 open issues and 0 have been closed. On average issues are closed in 208 days. There are no pull requests.

It has a neutral sentiment in the developer community.

The latest version of portfolioAnalytics is v0.4.0-alpha

Quality

portfolioAnalytics has 0 bugs and 0 code smells.

Security

portfolioAnalytics has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.

portfolioAnalytics code analysis shows 0 unresolved vulnerabilities.

There are 0 security hotspots that need review.

License

portfolioAnalytics is licensed under the GPL-2.0 License. This license is Strong Copyleft.

Strong Copyleft licenses enforce sharing, and you can use them when creating open source projects.

Reuse

portfolioAnalytics releases are available to install and integrate.

Deployable package is available in PyPI.

Build file is available. You can build the component from source.

It has 1024 lines of code, 42 functions and 31 files.

It has high code complexity. Code complexity directly impacts maintainability of the code.

Top functions reviewed by kandi - BETA

kandi has reviewed portfolioAnalytics and discovered the below as its top functions. This is intended to give you an instant insight into portfolioAnalytics implemented functionality, and help decide if they suit your requirements.

Fit the grid model
Calculate the integral function of the function f
Integrate the f - f function f
Calculate the credit metric
Calculate the variance of a portfolio
Calculate the loss distribution using the given method
Preprocess the portfolio
Compute the variance of a portfolio
Inverse statistic function
Plot the density of the grid
Base function for vasicek
Print the matrix A
Load the exposure from a json file
Serialize to JSON
Pretty print matrix
Validate the model
Compute the survival likelihood
Pretty print the estimation results

Get all kandi verified functions for this library.

portfolioAnalytics Key Features

No Key Features are available at this moment for portfolioAnalytics.

portfolioAnalytics Examples and Code Snippets

No Code Snippets are available at this moment for portfolioAnalytics.

Community Discussions

Trending Discussions on portfolioAnalytics

Legends on time series plots in R

Looping through text inputs in R

Error in gmv_opt with PortfolioAnalytics package in r

Adding text label on a ggplotly figure

Combining specific column of elements in an environment with a for loop

Returning Multiple Objects in Shiny

QUESTION

Legends on time series plots in R

Asked 2022-Jan-24 at 15:03

How do I add legends to my plot below?

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ANSWER

Answered 2021-Dec-17 at 02:53

If you convert portfolioPrices to a dataframe then add each line separately you can add a legend.

The following code doesn't create the best looking plot/legend but you could improve it by playing about with the legend/plot arguments.

Also, the lines could be added using a loop rather than being hard-coded.

Source https://stackoverflow.com/questions/70387245

QUESTION

Looping through text inputs in R

Asked 2021-Dec-16 at 12:29

All the brilliant people on this incredibly useful platform. I have spent over 12 hours trying to get this to work (yes, I am not smart). Please help me.

I want to loop over the 'text input' values (users can input as many tickers as they want) and pass them to my getSymbols.yahoo() to be able to calculate my portfolio returns. I also want the date in the 'from' argument in getSymbols.yahoo() to be input dynamically. Please someone help me.

Here is my code:

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ANSWER

Answered 2021-Dec-16 at 12:29

You can loop through the comma-separated text input in R using strsplit function as foloows:

Source https://stackoverflow.com/questions/70373363

QUESTION

Error in gmv_opt with PortfolioAnalytics package in r

Asked 2020-Sep-27 at 07:53

I have a returns xts object like

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ANSWER

Answered 2020-Sep-27 at 07:53

You very likely miss (i.e. need to install) a package, such as ROI or one of its plugins. But without a more complete example, it is hard to tell.

Response to the update: It's still not a reproducible example. You don't show the data, and you don't load/attach the required packages. Here is a reproducible example, and it works on my system. "It works" here means that it runs without an error; I did not inspect the results.
As data, I use a dataset from Kenneth French's website. Try to debug your code and find out what value plugin has; it should be the name of the missing package.

Source https://stackoverflow.com/questions/64003356

QUESTION

Adding text label on a ggplotly figure

Asked 2020-Jun-12 at 07:45

I have compiled the following code in R using ggplot and plotly. Everything with my graph is fine, however I would like to add a text label in the top right corner which will display my R Squared for the model I've specified. When I try to use the stat_poly_eq function it works for my standard ggplot, however it disappears in ggplotly

Is there a way for me to add the R squared automatically in ggplotly or by manually adding the label "R^2 = 0.6"?

Here is my code

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ANSWER

Answered 2020-Jun-12 at 07:45

The issue is that stat_poly_eq is yet not implemented in ggplotly. ggplotly should give you a warning about this. But you can add a text annotation to your plot like so, where I used TeX to get the super- and subscripts:

Source https://stackoverflow.com/questions/62336661

QUESTION

Combining specific column of elements in an environment with a for loop

Asked 2020-May-24 at 13:35

I have downloaded stock data for the health care stocks of the S&P500 into a separate environment, now I would like to grab the Adjusted close column from each element of the environment and combine them into one data frame. I have written the following but I get an error:

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ANSWER

Answered 2020-May-24 at 13:35

Please note you have the start counter inside the for loop resetting the counter to 1. Code worked after fixing that.

Source https://stackoverflow.com/questions/61984068

QUESTION

Returning Multiple Objects in Shiny

Asked 2020-Apr-26 at 05:06

Hello fellow R users I am relatively new to shiny , I am trying to develop a basic app that takes 4 stocks and print the optimal portfolio weights and plots the chart those weights . However my app is only printing the optimal portfolio weights and not the plot of the charted weights . Here is my code :

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ANSWER

Answered 2020-Apr-26 at 05:06

The problem is that you are returning two different objects in a list within the dsf reactive object, but you are specifying to render both text and a plot out of that list, which doesn't make a sense.

The best route is to break up your reactive objects into separate reactive objects. Try the following. Here I've set it up so that dsf() houses the data, and two separate reactive objects, ws for the print and silf for the plot:

Source https://stackoverflow.com/questions/61434318

Community Discussions, Code Snippets contain sources that include Stack Exchange Network

Vulnerabilities

No vulnerabilities reported

Install portfolioAnalytics

You can install using 'pip install portfolioAnalytics' or download it from GitHub, PyPI.
You can use portfolioAnalytics like any standard Python library. You will need to make sure that you have a development environment consisting of a Python distribution including header files, a compiler, pip, and git installed. Make sure that your pip, setuptools, and wheel are up to date. When using pip it is generally recommended to install packages in a virtual environment to avoid changes to the system.