* improve portfolio controller
* improve menu ux with disabling command when port or bench are not loaded
* allow custom reset with benchmark and portfolio loaded
* bench needs portfolio loaded to use start date, reflect that
* fix tests
* allow to see sum of a portfolio holdings
* add r-square to portfolio
* add skewness of data
* add kurtosis
* add stats
* allow perf command to select a period
* add yearly returns to cumulative return plot
* add individual rolling volatility
* add individual rolling sharpe
* add individual rolling sortino
* add individual rolling beta
* add period to cumulative returns
* clean up on aisle 5
* minor fix
* add volatility, sharpe ratio, sortino ratio and maximum drawdown ratio
* remove duplicated metrics
* check for portfolio and benchmark more modular
* fix tests
* remove sqrt(N) and N from sharpe and sortino calculations
* allow hold to export raw data from tail
* automatically add space before and after table
* add portfolio holdings in percentage
* fix relative dates to be more accurate
* refactor metric command to allow to select a metric of interest and check different periods
* fix cumulative return and implement new yearly return command
* add daily returns graph
* add distribution of daily returns command
* add monthly returns command
* add summary command with multiple metrics for a specific period
* calculate yearly (out)performance
* fix show
* rbeta with benchmark of 1
* improve mret style
* improve title of distribution
* improve volatility
* minor improvement in doc
* improve mret and yret
* tests
* update portfolio content on hugo docs
* fix ycrv hugo docs
* Update _index.md
* Update _index.md
* Update _index.md
* Update _index.md
* Update _index.md
* Update _index.md
* Update _index.md
* Update _index.md
* Update _index.md
* Update _index.md
* Update _index.md
* Update _index.md
* Update _index.md
* Update _index.md
* fix issue
Co-authored-by: Jeroen Bouma <jer.bouma@gmail.com>
* Adds yield curves
* Adds yield curves for several countries
* Adds yield curves for several countries
* Adds yield curves for several countries
* Adds yield curves for several countries
* Adds yield curves for several countries
* ycrv plots by default
* Limits source choices and renames raw columns
* Fix test
* Fix test
* lint
Co-authored-by: Jeroen Bouma <jer.bouma@gmail.com>
Co-authored-by: jose-donato <43375532+jose-donato@users.noreply.github.com>
Co-authored-by: didierlopes.eth <dro.lopes@campus.fct.unl.pt>
Co-authored-by: James Maslek <jmaslek11@gmail.com>
* Add in Portfolio Holdings for Attribution functionality
* Update a whole bunch
* Small bugfix and linting
* Remove print statements
* Update Excel to match Yahoo Finance categorization
* Make sure portfolio and benchmark are aligned
* Add in benchmarks, robustness and bugfixing
* Improve the spreadsheet
* Add in allocation model and improve portfolio features
* Bugfixing and more equities in the template
* Bugfix
* Bugfixing
* Add tests and website stuff
* WORK
* Clean up the code
* Add back in terminal changes
* Missing an enter imo
* Documentation fix
* Small fix
* Change code because tests cant handle formatting
Co-authored-by: James Maslek <jmaslek11@gmail.com>
* change view_vwap to specify date range
* test code change due to last commit
* check end for calling end.date()
Co-authored-by: Theodore Aptekarev <aptekarev@gmail.com>
* Add polygon to fundamentals
* Update fa menu text
* Update fa menu text
* tests for _model
* wording/lint
* _view tests
Co-authored-by: didierlopes.eth <dro.lopes@campus.fct.unl.pt>
* Fix defi lending and borrowing (test_crypto_defi.openbb)
* Update Defi test data
* Remove cnn feargreed command from economy menu
* Fix stocks/ba integration tests
* Fix whale alert redirects blocking the keys menu
* Add failed request handling to whale alert command
* Remove feargreed from hugo
* Remove feargreed from bot
* Warn that portfolio optimization can take a long time
* Remove feargreed from project deps
* Update welcome message
* Update requirements txt
* Fix welcome message test
Co-authored-by: piiq <piiq@tinag.ru>
* Added openbb_terminal/logger tests
* Added tests for path_tracking
* Just in case lol
* Finished test_directories
* Added more tests
* Fixed flake8 error
* Fixed flake8 error
* Coverage for test_expired_files
* Added handling for no boto3
* Added test mock
* Added test mock
* Added fix
* Test fix
* Fix for windows
* Added int
* More tests
* Added fixes
* Fixed black issues
* Tests : update fixture examples
* Tests : core/log/generation
* Core : log/generation
* replaced conftest delete with temp_path
* Fixed mocks
* refactored get settings to use tmp_path
* reverted codespell
* Making random faillign test linux only
* Swapped to fixture
* Fixed conftest
* Logs collection : add docstring + clean lines
* Tests : fix windows specific issue
* Tests : skip unsound tests which changes logger state
* Black
* Linting
Co-authored-by: Chavithra PARANA <chavithra@gmail.com>
Co-authored-by: didierlopes.eth <dro.lopes@campus.fct.unl.pt>
* Add export to call_hcorr
* Add export_data to display_correlation
* Fix linting
* Fix test for yahoo_finance_view.display_correlation
Co-authored-by: Alex Ferrari <a.ferrari88@gmail.com>
Co-authored-by: didierlopes.eth <dro.lopes@campus.fct.unl.pt>
* Add in polygon stock load
* Add in tests for polygon stock load
* Add in a `codes` command to get IDs from polygon
* Add controller + website content
* update test
* didier - you still a pain
* oops
* this is what happens with your import request
Co-authored-by: Jeroen Bouma <jer.bouma@gmail.com>
* fix darkpool api
* fix typo
* add default params on RSI ta
* fix ta models for stocks api
* fix ta models for stocks api
* improve API
* improve API
* test_finbrain updated
* fix finbrain model api
* ba controller
* improve API
* minor improvs to API
* a newly fantastic equity report
* fixed image issue
* add help to tier in finra command
* make export to default to False for API use
* remove ipynb_checkpoints
* remove extra file
Co-authored-by: jose-donato <zmcdonato@gmail.com>
Co-authored-by: Theodore Aptekarev <aptekarev@gmail.com>
* New-Portfolio-Optimization-Menu
* New-Portfolio-Optimization-Menu
* New-Portfolio-Optimization-Menu
* Update _index.md
* New-Portfolio-Optimization-Menu
* New-Portfolio-Optimization-Menu
* configure portfolio optimization parameters ini
* minor improvement
* Revert "New-Portfolio-Optimization-Menu"
This reverts commit b4b7169cfb.
* Add in Excel functionality and improve the capabilities
* Add Excel load function
* Tidying up the functions
* New-Portfolio-Optimization-Menu
* New-Portfolio-Optimization-Menu
* New-Portfolio-Optimization-Menu
* Re-add my code
* Some spacing and details
* Add folder structure for portfolio
* Update terminal file loading
* New-Portfolio-Optimization-Menu
* Make it possible to move from params to po with loaded file
* New-Portfolio-Optimization-Menu
* New-Portfolio-Optimization-Menu
* Making the connection between the parameters file and the functions
* Add in allocation and new params files
* Improve params default settings
* New-Portfolio-Optimization-Menu
* Update Portfolios and Params sheets
* Update sheets
* Update command to load in correct sheet
* Adjust function to only read specific columns
* Update portfolio
* Small correction
* New-Portfolio-Optimization-Menu
* New-Portfolio-Optimization-Menu
* New-Portfolio-Optimization-Menu
* Patched up show error
* Add Equity portfolio
* Make functions more robust
* New-Portfolio-Optimization-Menu
* New-Portfolio-Optimization-Menu
* Add in Params documentation
* Fixing Linting
* Add in Requirements and Poetry Updates
* Update website
* linting
* Update tests
* Minor fix
* remove unneccesary READMEs
* Remove expected variable type
* Improve documentation
* Clean up the code
* Refractoring
* Adjust names to make it OS friendly
Co-authored-by: Jeroen Bouma <jer.bouma@gmail.com>
Co-authored-by: jmaslek <jmaslek11@gmail.com>
Co-authored-by: Colin Delahunty <72827203+colin99d@users.noreply.github.com>
Co-authored-by: DidierRLopes <dro.lopes@campus.fct.unl.pt>
* adding stock price comparison via -c flag
* updated as per comments
* trying to fix tests
Co-authored-by: didierlopes.eth <dro.lopes@campus.fct.unl.pt>
* Add API for Reddit sentiment command.
* Add helper functions for Reddit sentiment command.
* Add implementation of Reddit sentiment command.
* Update BA tests to include reddit_sent.
* Add documentation for reddit_sent.
* Add link to reddit_sent from main.yml.
* Refactor get_sentiment in order to avoid globals and make empirical scaling more obvious.
* Add default arguments to Reddit sentiment functions.
* Add option to display raw sentiment values in reddit_sent command.
* Add external axis to reddit_sent command.
Co-authored-by: Theodore Aptekarev <aptekarev@gmail.com>
* Decouple export path composition into a separate function
* Fix typos, linting and text formatting
* Improve cross platform compatibility of user home path handling
* Fix export path for pir and dcf
* Remove excessive iteration from fa integration test
* Add investpy data to fix funds menu
* Clean up logs dir before build on macOS
* De-quarantine terminal package on launch on macOS
* Add docstring
* Update dcf test data
* Remove recording new data every time pycoingecko tests run
* Skip pycoingecko tests
* Update deps to fix CI tests on main
* Bump Pygments version to fix the CI
Co-authored-by: piiq <piiq@tinag.ru>
Co-authored-by: didierlopes.eth <dro.lopes@campus.fct.unl.pt>
* add ctb to dps
* add test for ctb
* reformat using black
* fix tests for ctb
Co-authored-by: didierlopes.eth <dro.lopes@campus.fct.unl.pt>
Co-authored-by: jmaslek <jmaslek11@gmail.com>
* added qa and pred to forex
* updated test help
* Add forex/qa notebooks api wrapper
* Add forex/qa tests
* Add all menu commands to the integration test script
Co-authored-by: Theodore Aptekarev <aptekarev@gmail.com>
* Updating dependencies and putting kaleido into a shibajail
* Downgrading jinja2 to accomodate papermill
Co-authored-by: Theodore Aptekarev <aptekarev@gmail.com>
