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https://github.com/OpenBB-finance/OpenBB.git
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aed683f440
* add attribution toolkit * add attrib to test script for portfolio * removes yahooquery dependency and early rounding * Update _index.md * update feature to include raw and type flags, graph always shows, table output optional, one type of output at a time * Linting * Update index * Update index 2 * Update tests * changes argument descriptions * Small fix * Formatting Black Co-authored-by: S3908818 <S3908818@student.rmit.edu.au> Co-authored-by: Louise Platts (S3908818) <88080425+s3908818@users.noreply.github.com> Co-authored-by: Jeroen Bouma <jer.bouma@gmail.com> Co-authored-by: James Maslek <jmaslek11@gmail.com> Co-authored-by: Louise Amy <74476622+louiseamy4@users.noreply.github.com> Co-authored-by: Jeroen Bouma <jeroenbouma@Jeroens-MacBook-Pro.local>
113 lines
1.7 KiB
Plaintext
Vendored
113 lines
1.7 KiB
Plaintext
Vendored
portfolio
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load -f Public_Equity_Orderbook.xlsx
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show
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bench SPDR S&P 500 ETF Trust (SPY)
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alloc assets -t -l 4
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alloc sectors -t -l 4
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alloc countries -t -l 4
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alloc regions -t -l 4
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attrib
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attrib --raw
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attrib --type absolute
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summary -p mtd -r 0.5
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summary -p qtd -r 0.5
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summary -p ytd -r 0.5
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summary -p 3m -r 0.5
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summary -p 6m -r 0.5
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summary -p 1y -r 0.5
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summary -p 5y -r 0.5
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summary -p 10y -r 0.5
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summary -p all -r 0.5
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metric volatility
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metric sharpe -r 0.5
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metric sortino -r 0.5
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metric maxdrawdown
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metric rsquare
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metric skew
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metric kurtosis
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metric gaintopain
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metric trackerr
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metric information
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metric tail
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metric commonsense
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metric jensens
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metric calmar
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metric kelly
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metric payoff
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metric profitfactor
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perf
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perf -t
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holdv
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holdv --unstack --raw -l 4
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holdp
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holdp --unstack --raw -l 4
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yret
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yret -p 3y
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yret -p 5y
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yret -p 10y
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yret -p all --raw
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mret
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mret -p 3y -s
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mret -p 5y -s
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mret -p 10y -s
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mret -p all -s
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mret -p all -s --raw
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dret
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dret -p 3y
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dret -p 5y
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dret -p 10y
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dret -p all --raw -l 5
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distr -p mtd
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distr -p qtd
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distr -p ytd
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distr -p 3m
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distr -p 6m
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distr -p 1y
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distr -p 5y
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distr -p 10y
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distr -p all
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maxdd
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rvol -p mtd
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rvol -p qtd
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rvol -p ytd
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rvol -p 3m
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rvol -p 6m
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rvol -p 1y
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rvol -p 5y
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rvol -p 10y
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rvol -p all
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rsharpe -p mtd -r 0.5
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rsharpe -p qtd -r 0.5
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rsharpe -p ytd -r 0.5
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rsharpe -p 3m -r 0.5
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rsharpe -p 6m -r 0.5
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rsharpe -p 1y -r 0.5
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rsharpe -p 5y -r 0.5
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rsharpe -p 10y -r 0.5
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rsharpe -p all -r 0.5
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rsort -p mtd -r 0.5
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rsort -p qtd -r 0.5
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rsort -p ytd -r 0.5
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rsort -p 3m -r 0.5
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rsort -p 6m -r 0.5
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rsort -p 1y -r 0.5
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rsort -p 5y -r 0.5
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rsort -p 10y -r 0.5
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rsort -p all -r 0.5
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rbeta -p mtd
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rbeta -p qtd
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rbeta -p ytd
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rbeta -p 3m
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rbeta -p 6m
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rbeta -p 1y
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rbeta -p 5y
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rbeta -p 10y
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rbeta -p all
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var
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var -p 80
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es
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es -p 50
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om
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om --start 0.05 --end 0.2
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q
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exit |