├── .github
└── FUNDING.yml
├── LICENSE
├── README.md
├── Scribble and Tests
├── custom_objective_demo.ipynb
├── demo_dollar_neutral.ipynb
├── demo_factor_exposure.ipynb
├── demo_tracking error.ipynb
└── test_plots.ipynb
├── build
└── lib
│ └── pyPortfolioAnalysis
│ ├── __init__.py
│ ├── __version__.py
│ └── pyPortfolioAnalysis.py
├── dist
├── pyPortfolioAnalysis-0.0.900-py3.8.egg
├── pyPortfolioAnalysis-0.0.900.tar.gz
├── pyPortfolioAnalysis-1.0.0-py3.8.egg
└── pyPortfolioAnalysis-1.0.1.tar.gz
├── doc_pyPortfolioAnalysis.txt
├── docs
├── doc_pyPortfolioAnalysis.txt
└── pyPortfolioAnalysis.m.html
├── pyPortfolioAnalysis.egg-info
├── PKG-INFO
├── SOURCES.txt
├── dependency_links.txt
├── requires.txt
└── top_level.txt
├── pyPortfolioAnalysis
├── __init__.py
├── __init__.pyc
├── __pycache__
│ ├── __init__.cpython-38.pyc
│ ├── __version__.cpython-38.pyc
│ └── pyPortfolioAnalysis.cpython-38.pyc
├── __version__.py
├── pyPortfolioAnalysis.py
└── pyPortfolioAnalysis.pyc
├── requirements.txt
├── setup.py
└── sphinx
├── Makefile
├── _build
├── doctrees
│ ├── environment.pickle
│ ├── index.doctree
│ ├── modules.doctree
│ └── pyPortfolioAnalysis.doctree
└── html
│ ├── _sources
│ ├── index.rst.txt
│ ├── modules.rst.txt
│ └── pyPortfolioAnalysis.rst.txt
│ ├── _static
│ ├── alabaster.css
│ ├── basic.css
│ ├── css
│ │ ├── badge_only.css
│ │ ├── fonts
│ │ │ ├── Roboto-Slab-Bold.woff
│ │ │ ├── Roboto-Slab-Bold.woff2
│ │ │ ├── Roboto-Slab-Regular.woff
│ │ │ ├── Roboto-Slab-Regular.woff2
│ │ │ ├── fontawesome-webfont.eot
│ │ │ ├── fontawesome-webfont.svg
│ │ │ ├── fontawesome-webfont.ttf
│ │ │ ├── fontawesome-webfont.woff
│ │ │ ├── fontawesome-webfont.woff2
│ │ │ ├── lato-bold-italic.woff
│ │ │ ├── lato-bold-italic.woff2
│ │ │ ├── lato-bold.woff
│ │ │ ├── lato-bold.woff2
│ │ │ ├── lato-normal-italic.woff
│ │ │ ├── lato-normal-italic.woff2
│ │ │ ├── lato-normal.woff
│ │ │ └── lato-normal.woff2
│ │ └── theme.css
│ ├── custom.css
│ ├── doctools.js
│ ├── documentation_options.js
│ ├── file.png
│ ├── jquery-3.5.1.js
│ ├── jquery.js
│ ├── js
│ │ ├── badge_only.js
│ │ ├── html5shiv-printshiv.min.js
│ │ ├── html5shiv.min.js
│ │ └── theme.js
│ ├── language_data.js
│ ├── minus.png
│ ├── plus.png
│ ├── pygments.css
│ ├── searchtools.js
│ ├── underscore-1.3.1.js
│ └── underscore.js
│ ├── genindex.html
│ ├── index.html
│ ├── modules.html
│ ├── objects.inv
│ ├── py-modindex.html
│ ├── pyPortfolioAnalysis.html
│ ├── search.html
│ └── searchindex.js
├── conf.py
├── index.rst
├── make.bat
├── modules.rst
└── pyPortfolioAnalysis.rst
/.github/FUNDING.yml:
--------------------------------------------------------------------------------
1 | # These are supported funding model platforms
2 |
3 | github: # Replace with up to 4 GitHub Sponsors-enabled usernames e.g., [user1, user2]
4 | patreon: # Replace with a single Patreon username
5 | open_collective: # Replace with a single Open Collective username
6 | ko_fi: # Replace with a single Ko-fi username
7 | tidelift: # Replace with a single Tidelift platform-name/package-name e.g., npm/babel
8 | community_bridge: # Replace with a single Community Bridge project-name e.g., cloud-foundry
9 | liberapay: # Replace with a single Liberapay username
10 | issuehunt: # Replace with a single IssueHunt username
11 | otechie: # Replace with a single Otechie username
12 | custom: # Replace with up to 4 custom sponsorship URLs e.g., ['link1', 'link2']
13 |
--------------------------------------------------------------------------------
/README.md:
--------------------------------------------------------------------------------
1 | # pyPortfolioAnalysis
2 |
3 | pyPortfolioAnalysis is a Python library for numeric method for portfolio optimisation.
4 |
5 | ## Installation
6 |
7 | Use the package manager [pip](https://pip.pypa.io/en/stable/) to install [pyPortfolioAnalysis](https://pypi.org/project/pyPortfolioAnalysis/).
8 |
9 | Documentation is available as docstring, [HTML](https://pyportfolioanalysis.readthedocs.io/en/latest/index.html) or [Text](https://github.com/anuragagrawaal/pyPortfolioAnalysis/blob/main/docs/doc_pyPortfolioAnalysis.txt)
10 |
11 |
12 |
13 | ```bash
14 | pip install pyPortfolioAnalysis
15 | ```
16 |
17 | ## Usage
18 |
19 | ```python
20 | from pyPortfolioAnalysis import *
21 | import pandas as pd
22 | #Sample portfolio optimisation
23 | import pandas_datareader as pdr
24 | aapl = pdr.get_data_yahoo('AAPL')
25 | msft = pdr.get_data_yahoo('MSFT')
26 | tsla = pdr.get_data_yahoo('TSLA')
27 | uber = pdr.get_data_yahoo('UBER')
28 | amzn = pdr.get_data_yahoo('AMZN')
29 | port = pd.DataFrame({'aapl': pd.DataFrame.reset_index(aapl).iloc[:,6], 'msft':pd.DataFrame.reset_index(msft).iloc[:,6],
30 | 'tsla': pd.DataFrame.reset_index(tsla).iloc[:,6], 'uber': pd.DataFrame.reset_index(uber).iloc[:,6],
31 | 'amzn': pd.DataFrame.reset_index(amzn).iloc[:,6]})
32 | port_ret = port.pct_change().dropna()
33 | p1 = portfolio_spec(assets = ['AAPL', 'MSFT', 'TSLA', 'UBER', 'AMZN'])
34 | add_constraint(p1, 'long_only')
35 | add_constraint(p1, 'full_investment')
36 | add_objective(p1, kind='return', name = 'mean', target = 0.002)
37 | add_objective(p1, kind='risk', name = 'std', target = .018)
38 | p1.port_summary()
39 | constraints = get_constraints(p1)
40 | p1.port_summary()
41 |
42 | optimize_portfolio(port_ret, p1, optimize_method = 'DEoptim', disp = False)
43 | ```
44 |
45 | ## Contributing
46 | Pull requests are welcome. For major changes, please open an issue first to discuss what you would like to change.
47 |
48 | Please make sure to update tests as appropriate.
49 |
50 | ## Authors
51 | Anurag Agrawal
52 |
53 | [](https://paypal.me/anuragagrawal1)
54 |
55 | ## License
56 | [GPL3](https://choosealicense.com/licenses/gpl-3.0/)
57 |
58 | ## References
59 | Brian G. Peterson and Peter Carl (2018). PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios. R package version 1.1.0. https://CRAN.R-project.org/package=PortfolioAnalytics
60 |
61 | Boudt, Kris and Lu, Wanbo and Peeters, Benedict, Higher Order Comoments of Multifactor Models and Asset Allocation (June 16, 2014). Available at SSRN: http://ssrn.com/abstract=2409603 or http://dx.doi.org/10.2139/ssrn.2409603
62 |
63 | Chriss, Neil A and Almgren, Robert, Portfolios from Sorts (April 27, 2005). Available at SSRN: http://ssrn.com/abstract=720041 or http://dx.doi.org/10.2139/ssrn.720041
64 |
65 | Meucci, Attilio, The Black-Litterman Approach: Original Model and Extensions (August 1, 2008). Shorter version in, THE ENCYCLOPEDIA OF QUANTITATIVE FINANCE, Wiley, 2010. Avail- able at SSRN: http://ssrn.com/abstract=1117574 or http://dx.doi.org/10.2139/ssrn.1117574
66 |
67 | Meucci, Attilio, Fully Flexible Views: Theory and Practice (August 8, 2008). Fully Flexible Views: Theory and Practice, Risk, Vol. 21, No. 10, pp. 97-102, October 2008. Available at SSRN: http://ssrn.com/abstract=1213325
68 |
69 | Scherer, Bernd and Martin, Doug, Modern Portfolio Optimization. Springer. 2005.
70 |
71 | Shaw, William Thornton, Portfolio Optimization for VAR, CVaR, Omega and Utility with General Return Distributions: A Monte Carlo Approach for Long-Only and Bounded Short Portfolios with Optional Robustness and a Simplified Approach to Covariance Matching (June 1, 2011). Available at SSRN: http://ssrn.com/abstract=1856476 or http://dx.doi.org/10.2139/ssrn.1856476
72 |
73 | [](https://pepy.tech/project/pyportfolioanalysis)
74 |
--------------------------------------------------------------------------------
/Scribble and Tests/custom_objective_demo.ipynb:
--------------------------------------------------------------------------------
1 | {
2 | "cells": [
3 | {
4 | "cell_type": "markdown",
5 | "metadata": {},
6 | "source": [
7 | "# Demo to add custom function as objective"
8 | ]
9 | },
10 | {
11 | "cell_type": "code",
12 | "execution_count": 3,
13 | "metadata": {},
14 | "outputs": [],
15 | "source": [
16 | "#Adding Custom Objective can be done by passing the name argument as a dict with {'name_obj':obj_func}\n",
17 | "#Below is the demo for sortino ratio function which takes tha\n",
18 | "#argument sortino_raio(w, R). User ca create thoer own function as \n",
19 | "#objectives under the name of return, risk, performance_metrics"
20 | ]
21 | },
22 | {
23 | "cell_type": "code",
24 | "execution_count": null,
25 | "metadata": {},
26 | "outputs": [],
27 | "source": [
28 | "import pandas_datareader as pdr\n",
29 | "aapl = pdr.get_data_yahoo('AAPL')\n",
30 | "msft = pdr.get_data_yahoo('MSFT')\n",
31 | "tsla = pdr.get_data_yahoo('TSLA')\n",
32 | "uber = pdr.get_data_yahoo('UBER')\n",
33 | "amzn = pdr.get_data_yahoo('AMZN')\n",
34 | "port = pd.DataFrame({'aapl': pd.DataFrame.reset_index(aapl).iloc[:,6], 'msft':pd.DataFrame.reset_index(msft).iloc[:,6],\n",
35 | " 'tsla': pd.DataFrame.reset_index(tsla).iloc[:,6], 'uber': pd.DataFrame.reset_index(uber).iloc[:,6],\n",
36 | " 'amzn': pd.DataFrame.reset_index(amzn).iloc[:,6]})\n",
37 | "port_ret = port.pct_change().dropna()\n",
38 | "R = port_ret\n",
39 | "#data downloaded as pd.DataFrame. \n",
40 | "\n",
41 | "from pyPortfolioAnalysis import *\n",
42 | "\n",
43 | "#calling the portfolio spec object with asset_names\n",
44 | "portfolio = portfolio_spec(assets = ['aapl', 'msft', 'tsla', 'uber', 'amzn'])\n",
45 | "\n",
46 | "add_constraint(portfolio, kind = 'box', minimum = -0.5, maximum = 0.6)\n",
47 | "add_constraint(portfolio, kind = 'dollar_neutral')\n",
48 | "add_objective(portfolio, kind = 'performance_metrics', name = {'sortino':sortino_ratio}\n",
49 | " , target = 0.12, arguments = {'w':w, 'R':R},enabled = True)\n",
50 | "optimize_portfolio(R,portfolio, optimize_method = 'DEoptim', disp = False)"
51 | ]
52 | }
53 | ],
54 | "metadata": {
55 | "kernelspec": {
56 | "display_name": "Python 3",
57 | "language": "python",
58 | "name": "python3"
59 | },
60 | "language_info": {
61 | "codemirror_mode": {
62 | "name": "ipython",
63 | "version": 3
64 | },
65 | "file_extension": ".py",
66 | "mimetype": "text/x-python",
67 | "name": "python",
68 | "nbconvert_exporter": "python",
69 | "pygments_lexer": "ipython3",
70 | "version": "3.8.5"
71 | }
72 | },
73 | "nbformat": 4,
74 | "nbformat_minor": 4
75 | }
76 |
--------------------------------------------------------------------------------
/Scribble and Tests/demo_tracking error.ipynb:
--------------------------------------------------------------------------------
1 | {
2 | "cells": [
3 | {
4 | "cell_type": "markdown",
5 | "metadata": {},
6 | "source": [
7 | "# Minimizing Tracking Error (Custom Function in pyPortfolioAnalysis)"
8 | ]
9 | },
10 | {
11 | "cell_type": "code",
12 | "execution_count": 1,
13 | "metadata": {},
14 | "outputs": [],
15 | "source": [
16 | "import pandas_datareader as pdr"
17 | ]
18 | },
19 | {
20 | "cell_type": "code",
21 | "execution_count": 2,
22 | "metadata": {},
23 | "outputs": [],
24 | "source": [
25 | "assets = ['DEVIX',\n",
26 | "'FSDPX',\n",
27 | "'MEIIX',\n",
28 | "'ODVIX',\n",
29 | "'OPPAX',\n",
30 | "'PDBAX',\n",
31 | "'PRGTX',\n",
32 | "'PRNHX',\n",
33 | "'AEPGX',\n",
34 | "'AGTHX',\n",
35 | "'PRDGX',\n",
36 | "'FBNRX',\n",
37 | "'VEVRX',\n",
38 | "'VIEIX',\n",
39 | "'VINIX',\n",
40 | "'VFAIX',\n",
41 | "'VGHCX',\n",
42 | "'VFTNX',\n",
43 | "'VGSNX',\n",
44 | "'RFDTX',\n",
45 | "'RFFTX',\n",
46 | "'RFHTX',\n",
47 | "'RFKTX']\n",
48 | "bench_name = ['FXAIX']"
49 | ]
50 | },
51 | {
52 | "cell_type": "code",
53 | "execution_count": 3,
54 | "metadata": {},
55 | "outputs": [],
56 | "source": [
57 | "port = [0]*len(assets)\n",
58 | "for i in range(0, len(assets)):\n",
59 | " port[i] = pdr.get_data_yahoo(assets[i]).iloc[:,5].pct_change().dropna()"
60 | ]
61 | },
62 | {
63 | "cell_type": "code",
64 | "execution_count": 4,
65 | "metadata": {},
66 | "outputs": [
67 | {
68 | "data": {
69 | "text/html": [
70 | "
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71 | "\n",
84 | "
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85 | " \n",
86 | " \n",
87 | " \n",
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93 | " PDBAX \n",
94 | " PRGTX \n",
95 | " PRNHX \n",
96 | " AEPGX \n",
97 | " AGTHX \n",
98 | " ... \n",
99 | " VIEIX \n",
100 | " VINIX \n",
101 | " VFAIX \n",
102 | " VGHCX \n",
103 | " VFTNX \n",
104 | " VGSNX \n",
105 | " RFDTX \n",
106 | " RFFTX \n",
107 | " RFHTX \n",
108 | " RFKTX \n",
109 | " \n",
110 | " \n",
111 | " Date \n",
112 | " \n",
113 | " \n",
114 | " \n",
115 | " \n",
116 | " \n",
117 | " \n",
118 | " \n",
119 | " \n",
120 | " \n",
121 | " \n",
122 | " \n",
123 | " \n",
124 | " \n",
125 | " \n",
126 | " \n",
127 | " \n",
128 | " \n",
129 | " \n",
130 | " \n",
131 | " \n",
132 | " \n",
133 | " \n",
134 | " \n",
135 | " \n",
136 | " \n",
137 | " 2016-01-22 \n",
138 | " 0.021381 \n",
139 | " 0.022500 \n",
140 | " 0.016871 \n",
141 | " 0.027872 \n",
142 | " 0.026900 \n",
143 | " 0.000000 \n",
144 | " 0.026029 \n",
145 | " 0.021682 \n",
146 | " 0.029998 \n",
147 | " 0.020452 \n",
148 | " ... \n",
149 | " 0.024884 \n",
150 | " 0.020315 \n",
151 | " 0.020141 \n",
152 | " 0.021063 \n",
153 | " 0.020851 \n",
154 | " 0.027590 \n",
155 | " 0.013736 \n",
156 | " 0.018800 \n",
157 | " 0.019264 \n",
158 | " 0.019481 \n",
159 | " \n",
160 | " \n",
161 | " 2016-01-25 \n",
162 | " -0.025075 \n",
163 | " -0.044173 \n",
164 | " -0.013663 \n",
165 | " -0.006596 \n",
166 | " -0.015600 \n",
167 | " 0.000711 \n",
168 | " -0.013093 \n",
169 | " -0.016563 \n",
170 | " -0.009549 \n",
171 | " -0.015032 \n",
172 | " ... \n",
173 | " -0.021135 \n",
174 | " -0.015665 \n",
175 | " -0.022498 \n",
176 | " -0.009704 \n",
177 | " -0.015523 \n",
178 | " -0.006563 \n",
179 | " -0.008130 \n",
180 | " -0.010545 \n",
181 | " -0.011168 \n",
182 | " -0.011323 \n",
183 | " \n",
184 | " \n",
185 | " 2016-01-26 \n",
186 | " 0.027135 \n",
187 | " 0.012790 \n",
188 | " 0.017480 \n",
189 | " 0.007008 \n",
190 | " 0.012558 \n",
191 | " 0.000710 \n",
192 | " 0.006633 \n",
193 | " 0.009474 \n",
194 | " 0.011569 \n",
195 | " 0.010977 \n",
196 | " ... \n",
197 | " 0.020342 \n",
198 | " 0.014165 \n",
199 | " 0.019728 \n",
200 | " 0.004777 \n",
201 | " 0.013278 \n",
202 | " 0.021622 \n",
203 | " 0.009107 \n",
204 | " 0.010657 \n",
205 | " 0.011295 \n",
206 | " 0.011453 \n",
207 | " \n",
208 | " \n",
209 | " 2016-01-27 \n",
210 | " -0.005743 \n",
211 | " -0.011955 \n",
212 | " -0.002593 \n",
213 | " -0.003663 \n",
214 | " -0.009892 \n",
215 | " 0.000710 \n",
216 | " -0.022241 \n",
217 | " -0.013816 \n",
218 | " -0.004765 \n",
219 | " -0.012447 \n",
220 | " ... \n",
221 | " -0.013466 \n",
222 | " -0.010806 \n",
223 | " -0.005067 \n",
224 | " -0.014458 \n",
225 | " -0.011466 \n",
226 | " -0.019401 \n",
227 | " -0.003610 \n",
228 | " -0.006151 \n",
229 | " -0.006873 \n",
230 | " -0.007077 \n",
231 | " \n",
232 | " \n",
233 | " 2016-01-28 \n",
234 | " 0.003697 \n",
235 | " 0.001193 \n",
236 | " 0.001950 \n",
237 | " 0.006985 \n",
238 | " -0.004772 \n",
239 | " 0.000000 \n",
240 | " 0.005055 \n",
241 | " -0.007930 \n",
242 | " -0.003112 \n",
243 | " 0.006436 \n",
244 | " ... \n",
245 | " -0.002482 \n",
246 | " 0.005578 \n",
247 | " 0.001389 \n",
248 | " -0.022378 \n",
249 | " 0.001657 \n",
250 | " -0.007194 \n",
251 | " 0.003623 \n",
252 | " 0.003537 \n",
253 | " 0.003460 \n",
254 | " 0.003564 \n",
255 | " \n",
256 | " \n",
257 | "
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258 | "
5 rows × 23 columns
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259 | "
"
260 | ],
261 | "text/plain": [
262 | " DEVIX FSDPX MEIIX ODVIX OPPAX PDBAX \\\n",
263 | "Date \n",
264 | "2016-01-22 0.021381 0.022500 0.016871 0.027872 0.026900 0.000000 \n",
265 | "2016-01-25 -0.025075 -0.044173 -0.013663 -0.006596 -0.015600 0.000711 \n",
266 | "2016-01-26 0.027135 0.012790 0.017480 0.007008 0.012558 0.000710 \n",
267 | "2016-01-27 -0.005743 -0.011955 -0.002593 -0.003663 -0.009892 0.000710 \n",
268 | "2016-01-28 0.003697 0.001193 0.001950 0.006985 -0.004772 0.000000 \n",
269 | "\n",
270 | " PRGTX PRNHX AEPGX AGTHX ... VIEIX VINIX \\\n",
271 | "Date ... \n",
272 | "2016-01-22 0.026029 0.021682 0.029998 0.020452 ... 0.024884 0.020315 \n",
273 | "2016-01-25 -0.013093 -0.016563 -0.009549 -0.015032 ... -0.021135 -0.015665 \n",
274 | "2016-01-26 0.006633 0.009474 0.011569 0.010977 ... 0.020342 0.014165 \n",
275 | "2016-01-27 -0.022241 -0.013816 -0.004765 -0.012447 ... -0.013466 -0.010806 \n",
276 | "2016-01-28 0.005055 -0.007930 -0.003112 0.006436 ... -0.002482 0.005578 \n",
277 | "\n",
278 | " VFAIX VGHCX VFTNX VGSNX RFDTX RFFTX \\\n",
279 | "Date \n",
280 | "2016-01-22 0.020141 0.021063 0.020851 0.027590 0.013736 0.018800 \n",
281 | "2016-01-25 -0.022498 -0.009704 -0.015523 -0.006563 -0.008130 -0.010545 \n",
282 | "2016-01-26 0.019728 0.004777 0.013278 0.021622 0.009107 0.010657 \n",
283 | "2016-01-27 -0.005067 -0.014458 -0.011466 -0.019401 -0.003610 -0.006151 \n",
284 | "2016-01-28 0.001389 -0.022378 0.001657 -0.007194 0.003623 0.003537 \n",
285 | "\n",
286 | " RFHTX RFKTX \n",
287 | "Date \n",
288 | "2016-01-22 0.019264 0.019481 \n",
289 | "2016-01-25 -0.011168 -0.011323 \n",
290 | "2016-01-26 0.011295 0.011453 \n",
291 | "2016-01-27 -0.006873 -0.007077 \n",
292 | "2016-01-28 0.003460 0.003564 \n",
293 | "\n",
294 | "[5 rows x 23 columns]"
295 | ]
296 | },
297 | "execution_count": 4,
298 | "metadata": {},
299 | "output_type": "execute_result"
300 | }
301 | ],
302 | "source": [
303 | "import pandas as pd\n",
304 | "port_ret = pd.concat(port, axis = 1)\n",
305 | "port_ret.columns = assets\n",
306 | "port_ret.head()"
307 | ]
308 | },
309 | {
310 | "cell_type": "code",
311 | "execution_count": 5,
312 | "metadata": {},
313 | "outputs": [],
314 | "source": [
315 | "bench = pdr.get_data_yahoo(bench_name).iloc[:,4].pct_change().dropna()"
316 | ]
317 | },
318 | {
319 | "cell_type": "code",
320 | "execution_count": 6,
321 | "metadata": {},
322 | "outputs": [],
323 | "source": [
324 | "import numpy as np\n",
325 | "def tracking_error(w, R, Rb):\n",
326 | " ret_p = list(np.matrix(w).dot(np.matrix(R).T))\n",
327 | " alpha = list(Rb) - ret_p[0]\n",
328 | " te = np.sqrt(np.var(alpha))\n",
329 | " return(te)"
330 | ]
331 | },
332 | {
333 | "cell_type": "code",
334 | "execution_count": 32,
335 | "metadata": {},
336 | "outputs": [
337 | {
338 | "data": {
339 | "text/plain": [
340 | ""
341 | ]
342 | },
343 | "execution_count": 32,
344 | "metadata": {},
345 | "output_type": "execute_result"
346 | }
347 | ],
348 | "source": [
349 | "from pyPortfolioAnalysis import *\n",
350 | "port1 = portfolio_spec(assets = assets)\n",
351 | "add_constraint(port1, kind = 'long_only')\n",
352 | "add_constraint(port1, kind = 'full_investment')\n",
353 | "add_objective(port1, kind = 'return',name = 'mean' ,target = 0.0005)\n",
354 | "add_objective(port1, kind = 'performance_metrics', name = {'te':tracking_error}, arguments = {'Rb':bench},\n",
355 | " target = 0.0)"
356 | ]
357 | },
358 | {
359 | "cell_type": "code",
360 | "execution_count": 36,
361 | "metadata": {},
362 | "outputs": [
363 | {
364 | "data": {
365 | "text/plain": [
366 | "[{'weights': {'DEVIX': 0.0014899679597321523,\n",
367 | " 'FSDPX': 0.08156312349002337,\n",
368 | " 'MEIIX': 0.013694131659061779,\n",
369 | " 'ODVIX': 0.04133695793923222,\n",
370 | " 'OPPAX': 0.059064554512264784,\n",
371 | " 'PDBAX': 0.051906213551857545,\n",
372 | " 'PRGTX': 0.005046677420578913,\n",
373 | " 'PRNHX': 0.0450530373803542,\n",
374 | " 'AEPGX': 0.10199258142208832,\n",
375 | " 'AGTHX': 0.06416221186704164,\n",
376 | " 'PRDGX': 0.01764525337163289,\n",
377 | " 'FBNRX': 0.0009565196655483635,\n",
378 | " 'VEVRX': 0.006551510625773701,\n",
379 | " 'VIEIX': 0.022857752430427366,\n",
380 | " 'VINIX': 0.09390623358835798,\n",
381 | " 'VFAIX': 0.051100238328960344,\n",
382 | " 'VGHCX': 0.05906960129544654,\n",
383 | " 'VFTNX': 0.03138439579355551,\n",
384 | " 'VGSNX': 0.039467071270922104,\n",
385 | " 'RFDTX': 0.10101353478215498,\n",
386 | " 'RFFTX': 0.0120400478343418,\n",
387 | " 'RFHTX': 0.021397660225566755,\n",
388 | " 'RFKTX': 0.07730071957910101}},\n",
389 | " {'objective_measures': [['return', array(0.00051895)],\n",
390 | " ['performance_metrics', array(0.)]]},\n",
391 | " {'best': 1.81004174265616}]"
392 | ]
393 | },
394 | "execution_count": 36,
395 | "metadata": {},
396 | "output_type": "execute_result"
397 | }
398 | ],
399 | "source": [
400 | "optimize_portfolio(port_ret, port1, optimize_method = 'dual_annealing', itersize = 250)"
401 | ]
402 | },
403 | {
404 | "cell_type": "code",
405 | "execution_count": 37,
406 | "metadata": {},
407 | "outputs": [],
408 | "source": [
409 | "opt_weights = extract_weights(port1)\n",
410 | "opt_port_ret = np.matrix(opt_weights).dot(port_ret.T).tolist()"
411 | ]
412 | },
413 | {
414 | "cell_type": "code",
415 | "execution_count": 38,
416 | "metadata": {},
417 | "outputs": [],
418 | "source": [
419 | "alpha = bench-opt_port_ret[0]"
420 | ]
421 | },
422 | {
423 | "cell_type": "code",
424 | "execution_count": 39,
425 | "metadata": {
426 | "scrolled": true
427 | },
428 | "outputs": [
429 | {
430 | "data": {
431 | "text/plain": [
432 | "0.003039780407780884"
433 | ]
434 | },
435 | "execution_count": 39,
436 | "metadata": {},
437 | "output_type": "execute_result"
438 | }
439 | ],
440 | "source": [
441 | "np.sqrt(np.var(alpha))"
442 | ]
443 | }
444 | ],
445 | "metadata": {
446 | "kernelspec": {
447 | "display_name": "Python 3",
448 | "language": "python",
449 | "name": "python3"
450 | },
451 | "language_info": {
452 | "codemirror_mode": {
453 | "name": "ipython",
454 | "version": 3
455 | },
456 | "file_extension": ".py",
457 | "mimetype": "text/x-python",
458 | "name": "python",
459 | "nbconvert_exporter": "python",
460 | "pygments_lexer": "ipython3",
461 | "version": "3.8.5"
462 | }
463 | },
464 | "nbformat": 4,
465 | "nbformat_minor": 4
466 | }
467 |
--------------------------------------------------------------------------------
/build/lib/pyPortfolioAnalysis/__init__.py:
--------------------------------------------------------------------------------
1 | """
2 |
3 | pyPortfolioAnalysis: Methods to optimize portfolio
4 | ==================================================
5 |
6 | Documentation is available as docstring or as HTML on https://github.com/anuragagrawaal/pyPortfolioAnalysis
7 |
8 | Fucntions and Classes
9 |
10 |
11 |
12 | Optimization Methods
13 | ====================
14 |
15 | 'HHI'
16 | 'VaR'
17 | 'VaR_portfolio'
18 | 'add_constraint'
19 | 'add_objective'
20 | 'black_litterman'
21 | 'box_constraint'
22 | 'cVaR_portfolio'
23 | 'constrained_objective'
24 | 'diversification'
25 | 'diversification_constraint'
26 | 'equal_weight'
27 | 'extract_groups'
28 | 'extract_objective_measure'
29 | 'extract_weights'
30 | 'factor_exposure_constraint'
31 | 'fn_map'
32 | 'generate_sequence'
33 | 'get_constraints'
34 | 'group_constraint'
35 | 'group_fail'
36 | 'inverse_volatility_weights'
37 | 'leverage_exposure_constraint'
38 | 'leverage_fail'
39 | 'max_sum_fail'
40 | 'min_sum_fail'
41 | 'minmax_objective'
42 | 'normalize_weights'
43 | 'optimize_portfolio'
44 | 'performance_metrics_objective
45 | 'port_mean'
46 | 'portfolio_risk_objective'
47 | 'portfolio_spec'
48 | 'pos_limit_fail'
49 | 'position_limit_constraint'
50 | 'return_constraint'
51 | 'return_objective'
52 | 'risk_budget_objective'
53 | 'rp_decrease'
54 | 'rp_decrease_leverage'
55 | 'rp_increase'
56 | 'rp_position_limit'
57 | 'rp_transform'
58 | 'transaction_cost_constraint'
59 | 'turnover'
60 | 'turnover_constraint'
61 | 'turnover_objective'
62 | 'var_portfolio'
63 | 'weight_concentration_objective'
64 | 'weight_sum_constraint'
65 |
66 |
67 | Plots
68 | =====
69 | 'chart_efficient_frontier'
70 | 'chart_group_weights'
71 | 'chart_weights'
72 |
73 |
74 |
75 |
76 | References
77 | ----------
78 | Brian G. Peterson and Peter Carl (2018). PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios. R package version 1.1.0. https://CRAN.R-project.org/package=PortfolioAnalytics
79 |
80 | Boudt, Kris and Lu, Wanbo and Peeters, Benedict, Higher Order Comoments of Multifactor Models and Asset Allocation (June 16, 2014). Available at SSRN: http://ssrn.com/abstract=2409603 or http://dx.doi.org/10.2139/ssrn.2409603
81 |
82 | Chriss, Neil A and Almgren, Robert, Portfolios from Sorts (April 27, 2005). Available at SSRN: http://ssrn.com/abstract=720041 or http://dx.doi.org/10.2139/ssrn.720041
83 |
84 | Meucci, Attilio, The Black-Litterman Approach: Original Model and Extensions (August 1, 2008). Shorter version in, THE ENCYCLOPEDIA OF QUANTITATIVE FINANCE, Wiley, 2010. Avail- able at SSRN: http://ssrn.com/abstract=1117574 or http://dx.doi.org/10.2139/ssrn.1117574
85 |
86 | Meucci, Attilio, Fully Flexible Views: Theory and Practice (August 8, 2008). Fully Flexible Views: Theory and Practice, Risk, Vol. 21, No. 10, pp. 97-102, October 2008. Available at SSRN: http://ssrn.com/abstract=1213325
87 |
88 | Scherer, Bernd and Martin, Doug, Modern Portfolio Optimization. Springer. 2005.
89 |
90 | Shaw, William Thornton, Portfolio Optimization for VAR, CVaR, Omega and Utility with General Return Distributions: A Monte Carlo Approach for Long-Only and Bounded Short Portfolios with Optional Robustness and a Simplified Approach to Covariance Matching (June 1, 2011). Available at SSRN: http://ssrn.com/abstract=1856476 or http://dx.doi.org/10.2139/ssrn.1856476
91 |
92 | """
93 |
94 |
95 | from .pyPortfolioAnalysis import *
96 | import numpy as np
97 | import random
98 | import pandas as pd
99 | import matplotlib.pyplot as plt
100 | import scipy
101 | import scipy.optimize
102 | from pyswarms.single.global_best import GlobalBestPSO
103 | from .__version__ import __version__
104 |
--------------------------------------------------------------------------------
/build/lib/pyPortfolioAnalysis/__version__.py:
--------------------------------------------------------------------------------
1 |
2 | VERSION = (1, 0, 1)
3 |
4 | __version__ = '.'.join(map(str, VERSION))
5 |
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/pyPortfolioAnalysis.egg-info/PKG-INFO:
--------------------------------------------------------------------------------
1 | Metadata-Version: 2.1
2 | Name: pyPortfolioAnalysis
3 | Version: 1.0.1
4 | Summary: Portfolio Analysis, methods for portfolio optimization
5 | Home-page: https://github.com/anuragagrawaal/pyPortfolioAnalysis
6 | Author: Anurag Agrawal
7 | Author-email: agrawalanurag1999@gmail.com
8 | License: GPL3
9 | Description:
10 | # pyPortfolioAnalysis
11 |
12 | pyPortfolioAnalysis is a Python library for numeric method for portfolio optimisation.
13 |
14 | ## Installation
15 |
16 | Use the package manager [pip](https://pip.pypa.io/en/stable/) to install foobar.
17 |
18 | ```bash
19 | pip install pyPortfolioAnalysis
20 | ```
21 |
22 | ## Usage
23 |
24 | ```python
25 | import pyPortfolioAnalysis
26 | #Sample portfolio optimisation
27 | import pandas_datareader as pdr
28 | aapl = pdr.get_data_yahoo('AAPL')
29 | msft = pdr.get_data_yahoo('MSFT')
30 | tsla = pdr.get_data_yahoo('TSLA')
31 | uber = pdr.get_data_yahoo('UBER')
32 | amzn = pdr.get_data_yahoo('AMZN')
33 | port = pd.DataFrame({'aapl': pd.DataFrame.reset_index(aapl).iloc[:,6], 'msft':pd.DataFrame.reset_index(msft).iloc[:,6],
34 | 'tsla': pd.DataFrame.reset_index(tsla).iloc[:,6], 'uber': pd.DataFrame.reset_index(uber).iloc[:,6],
35 | 'amzn': pd.DataFrame.reset_index(amzn).iloc[:,6]})
36 | p1 = portfolio_spec(assets = ['AAPL', 'MSFT', 'TSLA', 'UBER', 'AMZN'])
37 | add_constraint(p1, 'long_only')
38 | add_constraint(p1, 'full_investment')
39 | add_objective(p1, kind='return', name = 'mean', target = 0.002)
40 | add_objective(p1, kind='risk', name = 'std', target = .018)
41 | p1.port_summary()
42 | constraints = get_constraints(p1)
43 | p1.port_summary()
44 |
45 | optimize_portfolio(R, p1, optimize_method = 'DEoptim', disp = False)
46 | ```
47 |
48 | ## Contributing
49 | Pull requests are welcome. For major changes, please open an issue first to discuss what you would like to change.
50 |
51 | Please make sure to update tests as appropriate.
52 |
53 |
54 |
55 | ## Authors
56 | Anurag Agrawal
57 |
58 | ## Contributors
59 | Saloni Mangla
60 |
61 | ## License
62 | [GPL3](https://choosealicense.com/licenses/gpl-3.0/)
63 |
64 | Platform: UNKNOWN
65 | Requires-Python: >=3.6.0
66 | Description-Content-Type: text/markdown
67 |
--------------------------------------------------------------------------------
/pyPortfolioAnalysis.egg-info/SOURCES.txt:
--------------------------------------------------------------------------------
1 | README.md
2 | setup.py
3 | pyPortfolioAnalysis/__init__.py
4 | pyPortfolioAnalysis/__version__.py
5 | pyPortfolioAnalysis/pyPortfolioAnalysis.py
6 | pyPortfolioAnalysis.egg-info/PKG-INFO
7 | pyPortfolioAnalysis.egg-info/SOURCES.txt
8 | pyPortfolioAnalysis.egg-info/dependency_links.txt
9 | pyPortfolioAnalysis.egg-info/requires.txt
10 | pyPortfolioAnalysis.egg-info/top_level.txt
--------------------------------------------------------------------------------
/pyPortfolioAnalysis.egg-info/dependency_links.txt:
--------------------------------------------------------------------------------
1 |
2 |
--------------------------------------------------------------------------------
/pyPortfolioAnalysis.egg-info/requires.txt:
--------------------------------------------------------------------------------
1 | numpy
2 | pandas
3 | scipy
4 | pyswarms
5 | matplotlib
6 | pyyaml
7 |
--------------------------------------------------------------------------------
/pyPortfolioAnalysis.egg-info/top_level.txt:
--------------------------------------------------------------------------------
1 | pyPortfolioAnalysis
2 |
--------------------------------------------------------------------------------
/pyPortfolioAnalysis/__init__.py:
--------------------------------------------------------------------------------
1 | """
2 |
3 | pyPortfolioAnalysis: Methods to optimize portfolio
4 | ==================================================
5 |
6 | Documentation is available as docstring or as HTML on https://github.com/anuragagrawaal/pyPortfolioAnalysis
7 |
8 | Functions and Classes
9 |
10 |
11 |
12 | Optimization Methods
13 | ====================
14 |
15 | 'HHI'
16 | 'VaR'
17 | 'VaR_portfolio'
18 | 'add_constraint'
19 | 'add_objective'
20 | 'black_litterman'
21 | 'box_constraint'
22 | 'cVaR_portfolio'
23 | 'constrained_objective'
24 | 'diversification'
25 | 'diversification_constraint'
26 | 'equal_weight'
27 | 'extract_groups'
28 | 'extract_objective_measure'
29 | 'extract_weights'
30 | 'factor_exposure_constraint'
31 | 'fn_map'
32 | 'generate_sequence'
33 | 'get_constraints'
34 | 'group_constraint'
35 | 'group_fail'
36 | 'inverse_volatility_weights'
37 | 'leverage_exposure_constraint'
38 | 'leverage_fail'
39 | 'max_sum_fail'
40 | 'min_sum_fail'
41 | 'minmax_objective'
42 | 'normalize_weights'
43 | 'optimize_portfolio'
44 | 'performance_metrics_objective
45 | 'port_mean'
46 | 'portfolio_risk_objective'
47 | 'portfolio_spec'
48 | 'pos_limit_fail'
49 | 'position_limit_constraint'
50 | 'return_constraint'
51 | 'return_objective'
52 | 'risk_budget_objective'
53 | 'rp_decrease'
54 | 'rp_decrease_leverage'
55 | 'rp_increase'
56 | 'rp_position_limit'
57 | 'rp_transform'
58 | 'transaction_cost_constraint'
59 | 'turnover'
60 | 'turnover_constraint'
61 | 'turnover_objective'
62 | 'var_portfolio'
63 | 'weight_concentration_objective'
64 | 'weight_sum_constraint'
65 |
66 |
67 | Plots
68 | =====
69 | 'chart_efficient_frontier'
70 | 'chart_group_weights'
71 | 'chart_weights'
72 |
73 |
74 |
75 |
76 | References
77 | ----------
78 | Brian G. Peterson and Peter Carl (2018). PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios. R package version 1.1.0. https://CRAN.R-project.org/package=PortfolioAnalytics
79 |
80 | Boudt, Kris and Lu, Wanbo and Peeters, Benedict, Higher Order Comoments of Multifactor Models and Asset Allocation (June 16, 2014). Available at SSRN: http://ssrn.com/abstract=2409603 or http://dx.doi.org/10.2139/ssrn.2409603
81 |
82 | Chriss, Neil A and Almgren, Robert, Portfolios from Sorts (April 27, 2005). Available at SSRN: http://ssrn.com/abstract=720041 or http://dx.doi.org/10.2139/ssrn.720041
83 |
84 | Meucci, Attilio, The Black-Litterman Approach: Original Model and Extensions (August 1, 2008). Shorter version in, THE ENCYCLOPEDIA OF QUANTITATIVE FINANCE, Wiley, 2010. Avail- able at SSRN: http://ssrn.com/abstract=1117574 or http://dx.doi.org/10.2139/ssrn.1117574
85 |
86 | Meucci, Attilio, Fully Flexible Views: Theory and Practice (August 8, 2008). Fully Flexible Views: Theory and Practice, Risk, Vol. 21, No. 10, pp. 97-102, October 2008. Available at SSRN: http://ssrn.com/abstract=1213325
87 |
88 | Scherer, Bernd and Martin, Doug, Modern Portfolio Optimization. Springer. 2005.
89 |
90 | Shaw, William Thornton, Portfolio Optimization for VAR, CVaR, Omega and Utility with General Return Distributions: A Monte Carlo Approach for Long-Only and Bounded Short Portfolios with Optional Robustness and a Simplified Approach to Covariance Matching (June 1, 2011). Available at SSRN: http://ssrn.com/abstract=1856476 or http://dx.doi.org/10.2139/ssrn.1856476
91 |
92 | """
93 |
94 |
95 | from .pyPortfolioAnalysis import *
96 | import numpy as np
97 | import random
98 | import pandas as pd
99 | import matplotlib.pyplot as plt
100 | import scipy
101 | import scipy.optimize
102 | from pyswarms.single.global_best import GlobalBestPSO
103 | from .__version__ import __version__
104 |
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/pyPortfolioAnalysis/__version__.py:
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1 |
2 | VERSION = (1, 0, 1)
3 |
4 | __version__ = '.'.join(map(str, VERSION))
5 |
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/requirements.txt:
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1 | matplotlib==3.3.1
2 | numpy==1.19.2
3 | pandas==1.1.2
4 | scipy==1.5.2
5 | pyswarms==1.2.0
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/setup.py:
--------------------------------------------------------------------------------
1 | #!/usr/bin/env python
2 | # coding: utf-8
3 |
4 | # In[14]:
5 |
6 |
7 | import io
8 | import os
9 | import sys
10 | from shutil import rmtree
11 |
12 | from setuptools import find_packages, setup, Command
13 |
14 | # Package meta-data.
15 | NAME = 'pyPortfolioAnalysis'
16 | DESCRIPTION = 'Portfolio Analysis, methods for portfolio optimization'
17 | URL = 'https://github.com/anuragagrawaal/pyPortfolioAnalysis'
18 | EMAIL = 'agrawalanurag1999@gmail.com'
19 | AUTHOR = 'Anurag Agrawal'
20 | REQUIRES_PYTHON = '>=3.6.0'
21 | VERSION = '1.0.2'
22 |
23 | # What packages are required for this module to be executed?
24 | REQUIRED = ['numpy', 'pandas', 'scipy', 'pyswarms', 'matplotlib', 'pyyaml']
25 |
26 |
27 | here = os.path.abspath(os.path.dirname(__file__))
28 |
29 | # Import the README and use it as the long-description.
30 | # Note: this will only work if 'README.md' is present in your MANIFEST.in file!
31 | try:
32 | with io.open(os.path.join(here, 'README.md'), encoding='utf-8') as f:
33 | long_description = '\n' + f.read()
34 | except:
35 | long_description = DESCRIPTION
36 |
37 | # Load the package's __version__.py module as a dictionary.
38 | about = {}
39 | if not VERSION:
40 | project_slug = NAME.lower().replace("-", "_").replace(" ", "_")
41 | with open(os.path.join(here, project_slug, '__version__.py')) as f:
42 | exec(f.read(), about)
43 | else:
44 | about['__version__'] = VERSION
45 |
46 |
47 | class UploadCommand(Command):
48 | """Support setup.py upload."""
49 |
50 | description = 'Portfolio Analysis, methods for portfolio optimization'
51 | user_options = []
52 |
53 | @staticmethod
54 | def status(s):
55 | """Prints things in bold."""
56 | print('\033[1m{0}\033[0m'.format(s))
57 |
58 | def initialize_options(self):
59 | pass
60 |
61 | def finalize_options(self):
62 | pass
63 |
64 | def run(self):
65 | try:
66 | self.status('Removing previous builds…')
67 | rmtree(os.path.join(here, 'dist'))
68 | except OSError:
69 | pass
70 |
71 | self.status('Building Source and Wheel (universal) distribution…')
72 | os.system('{0} setup.py sdist bdist_wheel --universal'.format(sys.executable))
73 |
74 | self.status('Uploading the package to PyPI via Twine…')
75 | os.system('twine upload dist/*')
76 |
77 | self.status('Pushing git tags…')
78 | os.system('git tag v{0}'.format(about['__version__']))
79 | os.system('git push --tags')
80 |
81 | sys.exit()
82 |
83 |
84 | # Where the magic happens:
85 | setup(
86 | name=NAME,
87 | version=about['__version__'],
88 | description=DESCRIPTION,
89 | long_description=long_description,
90 | long_description_content_type='text/markdown',
91 | author=AUTHOR,
92 | author_email=EMAIL,
93 | python_requires=REQUIRES_PYTHON,
94 | url=URL,
95 | packages=find_packages(exclude=["tests", "*.tests", "*.tests.*", "tests.*"]),
96 | install_requires=REQUIRED,
97 | include_package_data=True,
98 | license='GPL3',
99 | cmdclass={
100 | 'upload': UploadCommand,
101 | },
102 | )
103 |
104 |
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/sphinx/Makefile:
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1 | # Minimal makefile for Sphinx documentation
2 | #
3 |
4 | # You can set these variables from the command line, and also
5 | # from the environment for the first two.
6 | SPHINXOPTS ?=
7 | SPHINXBUILD ?= sphinx-build
8 | SOURCEDIR = .
9 | BUILDDIR = _build
10 |
11 | # Put it first so that "make" without argument is like "make help".
12 | help:
13 | @$(SPHINXBUILD) -M help "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O)
14 |
15 | .PHONY: help Makefile
16 |
17 | # Catch-all target: route all unknown targets to Sphinx using the new
18 | # "make mode" option. $(O) is meant as a shortcut for $(SPHINXOPTS).
19 | %: Makefile
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1 | .. pyPortfolioAnalysis documentation master file, created by
2 | sphinx-quickstart on Mon Jan 25 18:11:03 2021.
3 | You can adapt this file completely to your liking, but it should at least
4 | contain the root `toctree` directive.
5 |
6 | Welcome to pyPortfolioAnalysis's documentation!
7 | ===============================================
8 |
9 | .. toctree::
10 | :maxdepth: 2
11 | :caption: Contents:
12 |
13 | modules
14 |
15 | Indices and tables
16 | ==================
17 |
18 | * :ref:`genindex`
19 | * :ref:`modindex`
20 | * :ref:`search`
21 |
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/sphinx/_build/html/_sources/modules.rst.txt:
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1 | pyPortfolioAnalysis
2 | ===================
3 |
4 | .. toctree::
5 | :maxdepth: 4
6 |
7 | pyPortfolioAnalysis
8 |
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/sphinx/_build/html/_sources/pyPortfolioAnalysis.rst.txt:
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1 | pyPortfolioAnalysis package
2 | ===========================
3 |
4 | Submodules
5 | ----------
6 |
7 | pyPortfolioAnalysis.pyPortfolioAnalysis module
8 | ----------------------------------------------
9 |
10 | .. automodule:: pyPortfolioAnalysis.pyPortfolioAnalysis
11 | :members:
12 | :undoc-members:
13 | :show-inheritance:
14 |
15 | Module contents
16 | ---------------
17 |
18 | .. automodule:: pyPortfolioAnalysis
19 | :members:
20 | :undoc-members:
21 | :show-inheritance:
22 |
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670 | .related.bottom {
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3 | * ~~~~~~~~~
4 | *
5 | * Sphinx stylesheet -- basic theme.
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8 | * :license: BSD, see LICENSE for details.
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17 |
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21 | clear: left;
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25 |
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28 | font-size: 90%;
29 | }
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34 |
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121 |
122 | ul.search li {
123 | padding: 5px 0 5px 20px;
124 | background-image: url(file.png);
125 | background-repeat: no-repeat;
126 | background-position: 0 7px;
127 | }
128 |
129 | ul.search li a {
130 | font-weight: bold;
131 | }
132 |
133 | ul.search li div.context {
134 | color: #888;
135 | margin: 2px 0 0 30px;
136 | text-align: left;
137 | }
138 |
139 | ul.keywordmatches li.goodmatch a {
140 | font-weight: bold;
141 | }
142 |
143 | /* -- index page ------------------------------------------------------------ */
144 |
145 | table.contentstable {
146 | width: 90%;
147 | margin-left: auto;
148 | margin-right: auto;
149 | }
150 |
151 | table.contentstable p.biglink {
152 | line-height: 150%;
153 | }
154 |
155 | a.biglink {
156 | font-size: 1.3em;
157 | }
158 |
159 | span.linkdescr {
160 | font-style: italic;
161 | padding-top: 5px;
162 | font-size: 90%;
163 | }
164 |
165 | /* -- general index --------------------------------------------------------- */
166 |
167 | table.indextable {
168 | width: 100%;
169 | }
170 |
171 | table.indextable td {
172 | text-align: left;
173 | vertical-align: top;
174 | }
175 |
176 | table.indextable ul {
177 | margin-top: 0;
178 | margin-bottom: 0;
179 | list-style-type: none;
180 | }
181 |
182 | table.indextable > tbody > tr > td > ul {
183 | padding-left: 0em;
184 | }
185 |
186 | table.indextable tr.pcap {
187 | height: 10px;
188 | }
189 |
190 | table.indextable tr.cap {
191 | margin-top: 10px;
192 | background-color: #f2f2f2;
193 | }
194 |
195 | img.toggler {
196 | margin-right: 3px;
197 | margin-top: 3px;
198 | cursor: pointer;
199 | }
200 |
201 | div.modindex-jumpbox {
202 | border-top: 1px solid #ddd;
203 | border-bottom: 1px solid #ddd;
204 | margin: 1em 0 1em 0;
205 | padding: 0.4em;
206 | }
207 |
208 | div.genindex-jumpbox {
209 | border-top: 1px solid #ddd;
210 | border-bottom: 1px solid #ddd;
211 | margin: 1em 0 1em 0;
212 | padding: 0.4em;
213 | }
214 |
215 | /* -- domain module index --------------------------------------------------- */
216 |
217 | table.modindextable td {
218 | padding: 2px;
219 | border-collapse: collapse;
220 | }
221 |
222 | /* -- general body styles --------------------------------------------------- */
223 |
224 | div.body {
225 | min-width: 450px;
226 | max-width: 800px;
227 | }
228 |
229 | div.body p, div.body dd, div.body li, div.body blockquote {
230 | -moz-hyphens: auto;
231 | -ms-hyphens: auto;
232 | -webkit-hyphens: auto;
233 | hyphens: auto;
234 | }
235 |
236 | a.headerlink {
237 | visibility: hidden;
238 | }
239 |
240 | a.brackets:before,
241 | span.brackets > a:before{
242 | content: "[";
243 | }
244 |
245 | a.brackets:after,
246 | span.brackets > a:after {
247 | content: "]";
248 | }
249 |
250 | h1:hover > a.headerlink,
251 | h2:hover > a.headerlink,
252 | h3:hover > a.headerlink,
253 | h4:hover > a.headerlink,
254 | h5:hover > a.headerlink,
255 | h6:hover > a.headerlink,
256 | dt:hover > a.headerlink,
257 | caption:hover > a.headerlink,
258 | p.caption:hover > a.headerlink,
259 | div.code-block-caption:hover > a.headerlink {
260 | visibility: visible;
261 | }
262 |
263 | div.body p.caption {
264 | text-align: inherit;
265 | }
266 |
267 | div.body td {
268 | text-align: left;
269 | }
270 |
271 | .first {
272 | margin-top: 0 !important;
273 | }
274 |
275 | p.rubric {
276 | margin-top: 30px;
277 | font-weight: bold;
278 | }
279 |
280 | img.align-left, .figure.align-left, object.align-left {
281 | clear: left;
282 | float: left;
283 | margin-right: 1em;
284 | }
285 |
286 | img.align-right, .figure.align-right, object.align-right {
287 | clear: right;
288 | float: right;
289 | margin-left: 1em;
290 | }
291 |
292 | img.align-center, .figure.align-center, object.align-center {
293 | display: block;
294 | margin-left: auto;
295 | margin-right: auto;
296 | }
297 |
298 | img.align-default, .figure.align-default {
299 | display: block;
300 | margin-left: auto;
301 | margin-right: auto;
302 | }
303 |
304 | .align-left {
305 | text-align: left;
306 | }
307 |
308 | .align-center {
309 | text-align: center;
310 | }
311 |
312 | .align-default {
313 | text-align: center;
314 | }
315 |
316 | .align-right {
317 | text-align: right;
318 | }
319 |
320 | /* -- sidebars -------------------------------------------------------------- */
321 |
322 | div.sidebar {
323 | margin: 0 0 0.5em 1em;
324 | border: 1px solid #ddb;
325 | padding: 7px;
326 | background-color: #ffe;
327 | width: 40%;
328 | float: right;
329 | clear: right;
330 | overflow-x: auto;
331 | }
332 |
333 | p.sidebar-title {
334 | font-weight: bold;
335 | }
336 |
337 | div.admonition, div.topic, blockquote {
338 | clear: left;
339 | }
340 |
341 | /* -- topics ---------------------------------------------------------------- */
342 |
343 | div.topic {
344 | border: 1px solid #ccc;
345 | padding: 7px;
346 | margin: 10px 0 10px 0;
347 | }
348 |
349 | p.topic-title {
350 | font-size: 1.1em;
351 | font-weight: bold;
352 | margin-top: 10px;
353 | }
354 |
355 | /* -- admonitions ----------------------------------------------------------- */
356 |
357 | div.admonition {
358 | margin-top: 10px;
359 | margin-bottom: 10px;
360 | padding: 7px;
361 | }
362 |
363 | div.admonition dt {
364 | font-weight: bold;
365 | }
366 |
367 | p.admonition-title {
368 | margin: 0px 10px 5px 0px;
369 | font-weight: bold;
370 | }
371 |
372 | div.body p.centered {
373 | text-align: center;
374 | margin-top: 25px;
375 | }
376 |
377 | /* -- content of sidebars/topics/admonitions -------------------------------- */
378 |
379 | div.sidebar > :last-child,
380 | div.topic > :last-child,
381 | div.admonition > :last-child {
382 | margin-bottom: 0;
383 | }
384 |
385 | div.sidebar::after,
386 | div.topic::after,
387 | div.admonition::after,
388 | blockquote::after {
389 | display: block;
390 | content: '';
391 | clear: both;
392 | }
393 |
394 | /* -- tables ---------------------------------------------------------------- */
395 |
396 | table.docutils {
397 | margin-top: 10px;
398 | margin-bottom: 10px;
399 | border: 0;
400 | border-collapse: collapse;
401 | }
402 |
403 | table.align-center {
404 | margin-left: auto;
405 | margin-right: auto;
406 | }
407 |
408 | table.align-default {
409 | margin-left: auto;
410 | margin-right: auto;
411 | }
412 |
413 | table caption span.caption-number {
414 | font-style: italic;
415 | }
416 |
417 | table caption span.caption-text {
418 | }
419 |
420 | table.docutils td, table.docutils th {
421 | padding: 1px 8px 1px 5px;
422 | border-top: 0;
423 | border-left: 0;
424 | border-right: 0;
425 | border-bottom: 1px solid #aaa;
426 | }
427 |
428 | table.footnote td, table.footnote th {
429 | border: 0 !important;
430 | }
431 |
432 | th {
433 | text-align: left;
434 | padding-right: 5px;
435 | }
436 |
437 | table.citation {
438 | border-left: solid 1px gray;
439 | margin-left: 1px;
440 | }
441 |
442 | table.citation td {
443 | border-bottom: none;
444 | }
445 |
446 | th > :first-child,
447 | td > :first-child {
448 | margin-top: 0px;
449 | }
450 |
451 | th > :last-child,
452 | td > :last-child {
453 | margin-bottom: 0px;
454 | }
455 |
456 | /* -- figures --------------------------------------------------------------- */
457 |
458 | div.figure {
459 | margin: 0.5em;
460 | padding: 0.5em;
461 | }
462 |
463 | div.figure p.caption {
464 | padding: 0.3em;
465 | }
466 |
467 | div.figure p.caption span.caption-number {
468 | font-style: italic;
469 | }
470 |
471 | div.figure p.caption span.caption-text {
472 | }
473 |
474 | /* -- field list styles ----------------------------------------------------- */
475 |
476 | table.field-list td, table.field-list th {
477 | border: 0 !important;
478 | }
479 |
480 | .field-list ul {
481 | margin: 0;
482 | padding-left: 1em;
483 | }
484 |
485 | .field-list p {
486 | margin: 0;
487 | }
488 |
489 | .field-name {
490 | -moz-hyphens: manual;
491 | -ms-hyphens: manual;
492 | -webkit-hyphens: manual;
493 | hyphens: manual;
494 | }
495 |
496 | /* -- hlist styles ---------------------------------------------------------- */
497 |
498 | table.hlist {
499 | margin: 1em 0;
500 | }
501 |
502 | table.hlist td {
503 | vertical-align: top;
504 | }
505 |
506 |
507 | /* -- other body styles ----------------------------------------------------- */
508 |
509 | ol.arabic {
510 | list-style: decimal;
511 | }
512 |
513 | ol.loweralpha {
514 | list-style: lower-alpha;
515 | }
516 |
517 | ol.upperalpha {
518 | list-style: upper-alpha;
519 | }
520 |
521 | ol.lowerroman {
522 | list-style: lower-roman;
523 | }
524 |
525 | ol.upperroman {
526 | list-style: upper-roman;
527 | }
528 |
529 | :not(li) > ol > li:first-child > :first-child,
530 | :not(li) > ul > li:first-child > :first-child {
531 | margin-top: 0px;
532 | }
533 |
534 | :not(li) > ol > li:last-child > :last-child,
535 | :not(li) > ul > li:last-child > :last-child {
536 | margin-bottom: 0px;
537 | }
538 |
539 | ol.simple ol p,
540 | ol.simple ul p,
541 | ul.simple ol p,
542 | ul.simple ul p {
543 | margin-top: 0;
544 | }
545 |
546 | ol.simple > li:not(:first-child) > p,
547 | ul.simple > li:not(:first-child) > p {
548 | margin-top: 0;
549 | }
550 |
551 | ol.simple p,
552 | ul.simple p {
553 | margin-bottom: 0;
554 | }
555 |
556 | dl.footnote > dt,
557 | dl.citation > dt {
558 | float: left;
559 | margin-right: 0.5em;
560 | }
561 |
562 | dl.footnote > dd,
563 | dl.citation > dd {
564 | margin-bottom: 0em;
565 | }
566 |
567 | dl.footnote > dd:after,
568 | dl.citation > dd:after {
569 | content: "";
570 | clear: both;
571 | }
572 |
573 | dl.field-list {
574 | display: grid;
575 | grid-template-columns: fit-content(30%) auto;
576 | }
577 |
578 | dl.field-list > dt {
579 | font-weight: bold;
580 | word-break: break-word;
581 | padding-left: 0.5em;
582 | padding-right: 5px;
583 | }
584 |
585 | dl.field-list > dt:after {
586 | content: ":";
587 | }
588 |
589 | dl.field-list > dd {
590 | padding-left: 0.5em;
591 | margin-top: 0em;
592 | margin-left: 0em;
593 | margin-bottom: 0em;
594 | }
595 |
596 | dl {
597 | margin-bottom: 15px;
598 | }
599 |
600 | dd > :first-child {
601 | margin-top: 0px;
602 | }
603 |
604 | dd ul, dd table {
605 | margin-bottom: 10px;
606 | }
607 |
608 | dd {
609 | margin-top: 3px;
610 | margin-bottom: 10px;
611 | margin-left: 30px;
612 | }
613 |
614 | dl > dd:last-child,
615 | dl > dd:last-child > :last-child {
616 | margin-bottom: 0;
617 | }
618 |
619 | dt:target, span.highlighted {
620 | background-color: #fbe54e;
621 | }
622 |
623 | rect.highlighted {
624 | fill: #fbe54e;
625 | }
626 |
627 | dl.glossary dt {
628 | font-weight: bold;
629 | font-size: 1.1em;
630 | }
631 |
632 | .optional {
633 | font-size: 1.3em;
634 | }
635 |
636 | .sig-paren {
637 | font-size: larger;
638 | }
639 |
640 | .versionmodified {
641 | font-style: italic;
642 | }
643 |
644 | .system-message {
645 | background-color: #fda;
646 | padding: 5px;
647 | border: 3px solid red;
648 | }
649 |
650 | .footnote:target {
651 | background-color: #ffa;
652 | }
653 |
654 | .line-block {
655 | display: block;
656 | margin-top: 1em;
657 | margin-bottom: 1em;
658 | }
659 |
660 | .line-block .line-block {
661 | margin-top: 0;
662 | margin-bottom: 0;
663 | margin-left: 1.5em;
664 | }
665 |
666 | .guilabel, .menuselection {
667 | font-family: sans-serif;
668 | }
669 |
670 | .accelerator {
671 | text-decoration: underline;
672 | }
673 |
674 | .classifier {
675 | font-style: oblique;
676 | }
677 |
678 | .classifier:before {
679 | font-style: normal;
680 | margin: 0.5em;
681 | content: ":";
682 | }
683 |
684 | abbr, acronym {
685 | border-bottom: dotted 1px;
686 | cursor: help;
687 | }
688 |
689 | /* -- code displays --------------------------------------------------------- */
690 |
691 | pre {
692 | overflow: auto;
693 | overflow-y: hidden; /* fixes display issues on Chrome browsers */
694 | }
695 |
696 | pre, div[class*="highlight-"] {
697 | clear: both;
698 | }
699 |
700 | span.pre {
701 | -moz-hyphens: none;
702 | -ms-hyphens: none;
703 | -webkit-hyphens: none;
704 | hyphens: none;
705 | }
706 |
707 | div[class*="highlight-"] {
708 | margin: 1em 0;
709 | }
710 |
711 | td.linenos pre {
712 | border: 0;
713 | background-color: transparent;
714 | color: #aaa;
715 | }
716 |
717 | table.highlighttable {
718 | display: block;
719 | }
720 |
721 | table.highlighttable tbody {
722 | display: block;
723 | }
724 |
725 | table.highlighttable tr {
726 | display: flex;
727 | }
728 |
729 | table.highlighttable td {
730 | margin: 0;
731 | padding: 0;
732 | }
733 |
734 | table.highlighttable td.linenos {
735 | padding-right: 0.5em;
736 | }
737 |
738 | table.highlighttable td.code {
739 | flex: 1;
740 | overflow: hidden;
741 | }
742 |
743 | .highlight .hll {
744 | display: block;
745 | }
746 |
747 | div.highlight pre,
748 | table.highlighttable pre {
749 | margin: 0;
750 | }
751 |
752 | div.code-block-caption + div {
753 | margin-top: 0;
754 | }
755 |
756 | div.code-block-caption {
757 | margin-top: 1em;
758 | padding: 2px 5px;
759 | font-size: small;
760 | }
761 |
762 | div.code-block-caption code {
763 | background-color: transparent;
764 | }
765 |
766 | table.highlighttable td.linenos,
767 | span.linenos,
768 | div.doctest > div.highlight span.gp { /* gp: Generic.Prompt */
769 | user-select: none;
770 | }
771 |
772 | div.code-block-caption span.caption-number {
773 | padding: 0.1em 0.3em;
774 | font-style: italic;
775 | }
776 |
777 | div.code-block-caption span.caption-text {
778 | }
779 |
780 | div.literal-block-wrapper {
781 | margin: 1em 0;
782 | }
783 |
784 | code.descname {
785 | background-color: transparent;
786 | font-weight: bold;
787 | font-size: 1.2em;
788 | }
789 |
790 | code.descclassname {
791 | background-color: transparent;
792 | }
793 |
794 | code.xref, a code {
795 | background-color: transparent;
796 | font-weight: bold;
797 | }
798 |
799 | h1 code, h2 code, h3 code, h4 code, h5 code, h6 code {
800 | background-color: transparent;
801 | }
802 |
803 | .viewcode-link {
804 | float: right;
805 | }
806 |
807 | .viewcode-back {
808 | float: right;
809 | font-family: sans-serif;
810 | }
811 |
812 | div.viewcode-block:target {
813 | margin: -1px -10px;
814 | padding: 0 10px;
815 | }
816 |
817 | /* -- math display ---------------------------------------------------------- */
818 |
819 | img.math {
820 | vertical-align: middle;
821 | }
822 |
823 | div.body div.math p {
824 | text-align: center;
825 | }
826 |
827 | span.eqno {
828 | float: right;
829 | }
830 |
831 | span.eqno a.headerlink {
832 | position: absolute;
833 | z-index: 1;
834 | }
835 |
836 | div.math:hover a.headerlink {
837 | visibility: visible;
838 | }
839 |
840 | /* -- printout stylesheet --------------------------------------------------- */
841 |
842 | @media print {
843 | div.document,
844 | div.documentwrapper,
845 | div.bodywrapper {
846 | margin: 0 !important;
847 | width: 100%;
848 | }
849 |
850 | div.sphinxsidebar,
851 | div.related,
852 | div.footer,
853 | #top-link {
854 | display: none;
855 | }
856 | }
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1 | /*
2 | * doctools.js
3 | * ~~~~~~~~~~~
4 | *
5 | * Sphinx JavaScript utilities for all documentation.
6 | *
7 | * :copyright: Copyright 2007-2021 by the Sphinx team, see AUTHORS.
8 | * :license: BSD, see LICENSE for details.
9 | *
10 | */
11 |
12 | /**
13 | * select a different prefix for underscore
14 | */
15 | $u = _.noConflict();
16 |
17 | /**
18 | * make the code below compatible with browsers without
19 | * an installed firebug like debugger
20 | if (!window.console || !console.firebug) {
21 | var names = ["log", "debug", "info", "warn", "error", "assert", "dir",
22 | "dirxml", "group", "groupEnd", "time", "timeEnd", "count", "trace",
23 | "profile", "profileEnd"];
24 | window.console = {};
25 | for (var i = 0; i < names.length; ++i)
26 | window.console[names[i]] = function() {};
27 | }
28 | */
29 |
30 | /**
31 | * small helper function to urldecode strings
32 | */
33 | jQuery.urldecode = function(x) {
34 | return decodeURIComponent(x).replace(/\+/g, ' ');
35 | };
36 |
37 | /**
38 | * small helper function to urlencode strings
39 | */
40 | jQuery.urlencode = encodeURIComponent;
41 |
42 | /**
43 | * This function returns the parsed url parameters of the
44 | * current request. Multiple values per key are supported,
45 | * it will always return arrays of strings for the value parts.
46 | */
47 | jQuery.getQueryParameters = function(s) {
48 | if (typeof s === 'undefined')
49 | s = document.location.search;
50 | var parts = s.substr(s.indexOf('?') + 1).split('&');
51 | var result = {};
52 | for (var i = 0; i < parts.length; i++) {
53 | var tmp = parts[i].split('=', 2);
54 | var key = jQuery.urldecode(tmp[0]);
55 | var value = jQuery.urldecode(tmp[1]);
56 | if (key in result)
57 | result[key].push(value);
58 | else
59 | result[key] = [value];
60 | }
61 | return result;
62 | };
63 |
64 | /**
65 | * highlight a given string on a jquery object by wrapping it in
66 | * span elements with the given class name.
67 | */
68 | jQuery.fn.highlightText = function(text, className) {
69 | function highlight(node, addItems) {
70 | if (node.nodeType === 3) {
71 | var val = node.nodeValue;
72 | var pos = val.toLowerCase().indexOf(text);
73 | if (pos >= 0 &&
74 | !jQuery(node.parentNode).hasClass(className) &&
75 | !jQuery(node.parentNode).hasClass("nohighlight")) {
76 | var span;
77 | var isInSVG = jQuery(node).closest("body, svg, foreignObject").is("svg");
78 | if (isInSVG) {
79 | span = document.createElementNS("http://www.w3.org/2000/svg", "tspan");
80 | } else {
81 | span = document.createElement("span");
82 | span.className = className;
83 | }
84 | span.appendChild(document.createTextNode(val.substr(pos, text.length)));
85 | node.parentNode.insertBefore(span, node.parentNode.insertBefore(
86 | document.createTextNode(val.substr(pos + text.length)),
87 | node.nextSibling));
88 | node.nodeValue = val.substr(0, pos);
89 | if (isInSVG) {
90 | var rect = document.createElementNS("http://www.w3.org/2000/svg", "rect");
91 | var bbox = node.parentElement.getBBox();
92 | rect.x.baseVal.value = bbox.x;
93 | rect.y.baseVal.value = bbox.y;
94 | rect.width.baseVal.value = bbox.width;
95 | rect.height.baseVal.value = bbox.height;
96 | rect.setAttribute('class', className);
97 | addItems.push({
98 | "parent": node.parentNode,
99 | "target": rect});
100 | }
101 | }
102 | }
103 | else if (!jQuery(node).is("button, select, textarea")) {
104 | jQuery.each(node.childNodes, function() {
105 | highlight(this, addItems);
106 | });
107 | }
108 | }
109 | var addItems = [];
110 | var result = this.each(function() {
111 | highlight(this, addItems);
112 | });
113 | for (var i = 0; i < addItems.length; ++i) {
114 | jQuery(addItems[i].parent).before(addItems[i].target);
115 | }
116 | return result;
117 | };
118 |
119 | /*
120 | * backward compatibility for jQuery.browser
121 | * This will be supported until firefox bug is fixed.
122 | */
123 | if (!jQuery.browser) {
124 | jQuery.uaMatch = function(ua) {
125 | ua = ua.toLowerCase();
126 |
127 | var match = /(chrome)[ \/]([\w.]+)/.exec(ua) ||
128 | /(webkit)[ \/]([\w.]+)/.exec(ua) ||
129 | /(opera)(?:.*version|)[ \/]([\w.]+)/.exec(ua) ||
130 | /(msie) ([\w.]+)/.exec(ua) ||
131 | ua.indexOf("compatible") < 0 && /(mozilla)(?:.*? rv:([\w.]+)|)/.exec(ua) ||
132 | [];
133 |
134 | return {
135 | browser: match[ 1 ] || "",
136 | version: match[ 2 ] || "0"
137 | };
138 | };
139 | jQuery.browser = {};
140 | jQuery.browser[jQuery.uaMatch(navigator.userAgent).browser] = true;
141 | }
142 |
143 | /**
144 | * Small JavaScript module for the documentation.
145 | */
146 | var Documentation = {
147 |
148 | init : function() {
149 | this.fixFirefoxAnchorBug();
150 | this.highlightSearchWords();
151 | this.initIndexTable();
152 | if (DOCUMENTATION_OPTIONS.NAVIGATION_WITH_KEYS) {
153 | this.initOnKeyListeners();
154 | }
155 | },
156 |
157 | /**
158 | * i18n support
159 | */
160 | TRANSLATIONS : {},
161 | PLURAL_EXPR : function(n) { return n === 1 ? 0 : 1; },
162 | LOCALE : 'unknown',
163 |
164 | // gettext and ngettext don't access this so that the functions
165 | // can safely bound to a different name (_ = Documentation.gettext)
166 | gettext : function(string) {
167 | var translated = Documentation.TRANSLATIONS[string];
168 | if (typeof translated === 'undefined')
169 | return string;
170 | return (typeof translated === 'string') ? translated : translated[0];
171 | },
172 |
173 | ngettext : function(singular, plural, n) {
174 | var translated = Documentation.TRANSLATIONS[singular];
175 | if (typeof translated === 'undefined')
176 | return (n == 1) ? singular : plural;
177 | return translated[Documentation.PLURALEXPR(n)];
178 | },
179 |
180 | addTranslations : function(catalog) {
181 | for (var key in catalog.messages)
182 | this.TRANSLATIONS[key] = catalog.messages[key];
183 | this.PLURAL_EXPR = new Function('n', 'return +(' + catalog.plural_expr + ')');
184 | this.LOCALE = catalog.locale;
185 | },
186 |
187 | /**
188 | * add context elements like header anchor links
189 | */
190 | addContextElements : function() {
191 | $('div[id] > :header:first').each(function() {
192 | $('').
193 | attr('href', '#' + this.id).
194 | attr('title', _('Permalink to this headline')).
195 | appendTo(this);
196 | });
197 | $('dt[id]').each(function() {
198 | $('').
199 | attr('href', '#' + this.id).
200 | attr('title', _('Permalink to this definition')).
201 | appendTo(this);
202 | });
203 | },
204 |
205 | /**
206 | * workaround a firefox stupidity
207 | * see: https://bugzilla.mozilla.org/show_bug.cgi?id=645075
208 | */
209 | fixFirefoxAnchorBug : function() {
210 | if (document.location.hash && $.browser.mozilla)
211 | window.setTimeout(function() {
212 | document.location.href += '';
213 | }, 10);
214 | },
215 |
216 | /**
217 | * highlight the search words provided in the url in the text
218 | */
219 | highlightSearchWords : function() {
220 | var params = $.getQueryParameters();
221 | var terms = (params.highlight) ? params.highlight[0].split(/\s+/) : [];
222 | if (terms.length) {
223 | var body = $('div.body');
224 | if (!body.length) {
225 | body = $('body');
226 | }
227 | window.setTimeout(function() {
228 | $.each(terms, function() {
229 | body.highlightText(this.toLowerCase(), 'highlighted');
230 | });
231 | }, 10);
232 | $('' + _('Hide Search Matches') + '
')
234 | .appendTo($('#searchbox'));
235 | }
236 | },
237 |
238 | /**
239 | * init the domain index toggle buttons
240 | */
241 | initIndexTable : function() {
242 | var togglers = $('img.toggler').click(function() {
243 | var src = $(this).attr('src');
244 | var idnum = $(this).attr('id').substr(7);
245 | $('tr.cg-' + idnum).toggle();
246 | if (src.substr(-9) === 'minus.png')
247 | $(this).attr('src', src.substr(0, src.length-9) + 'plus.png');
248 | else
249 | $(this).attr('src', src.substr(0, src.length-8) + 'minus.png');
250 | }).css('display', '');
251 | if (DOCUMENTATION_OPTIONS.COLLAPSE_INDEX) {
252 | togglers.click();
253 | }
254 | },
255 |
256 | /**
257 | * helper function to hide the search marks again
258 | */
259 | hideSearchWords : function() {
260 | $('#searchbox .highlight-link').fadeOut(300);
261 | $('span.highlighted').removeClass('highlighted');
262 | },
263 |
264 | /**
265 | * make the url absolute
266 | */
267 | makeURL : function(relativeURL) {
268 | return DOCUMENTATION_OPTIONS.URL_ROOT + '/' + relativeURL;
269 | },
270 |
271 | /**
272 | * get the current relative url
273 | */
274 | getCurrentURL : function() {
275 | var path = document.location.pathname;
276 | var parts = path.split(/\//);
277 | $.each(DOCUMENTATION_OPTIONS.URL_ROOT.split(/\//), function() {
278 | if (this === '..')
279 | parts.pop();
280 | });
281 | var url = parts.join('/');
282 | return path.substring(url.lastIndexOf('/') + 1, path.length - 1);
283 | },
284 |
285 | initOnKeyListeners: function() {
286 | $(document).keydown(function(event) {
287 | var activeElementType = document.activeElement.tagName;
288 | // don't navigate when in search box, textarea, dropdown or button
289 | if (activeElementType !== 'TEXTAREA' && activeElementType !== 'INPUT' && activeElementType !== 'SELECT'
290 | && activeElementType !== 'BUTTON' && !event.altKey && !event.ctrlKey && !event.metaKey
291 | && !event.shiftKey) {
292 | switch (event.keyCode) {
293 | case 37: // left
294 | var prevHref = $('link[rel="prev"]').prop('href');
295 | if (prevHref) {
296 | window.location.href = prevHref;
297 | return false;
298 | }
299 | case 39: // right
300 | var nextHref = $('link[rel="next"]').prop('href');
301 | if (nextHref) {
302 | window.location.href = nextHref;
303 | return false;
304 | }
305 | }
306 | }
307 | });
308 | }
309 | };
310 |
311 | // quick alias for translations
312 | _ = Documentation.gettext;
313 |
314 | $(document).ready(function() {
315 | Documentation.init();
316 | });
317 |
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62 | var meq1 = "^(" + C + ")?" + V + C + "(" + V + ")?$"; // [C]VC[V] is m=1
63 | var mgr1 = "^(" + C + ")?" + V + C + V + C; // [C]VCVC... is m>1
64 | var s_v = "^(" + C + ")?" + v; // vowel in stem
65 |
66 | this.stemWord = function (w) {
67 | var stem;
68 | var suffix;
69 | var firstch;
70 | var origword = w;
71 |
72 | if (w.length < 3)
73 | return w;
74 |
75 | var re;
76 | var re2;
77 | var re3;
78 | var re4;
79 |
80 | firstch = w.substr(0,1);
81 | if (firstch == "y")
82 | w = firstch.toUpperCase() + w.substr(1);
83 |
84 | // Step 1a
85 | re = /^(.+?)(ss|i)es$/;
86 | re2 = /^(.+?)([^s])s$/;
87 |
88 | if (re.test(w))
89 | w = w.replace(re,"$1$2");
90 | else if (re2.test(w))
91 | w = w.replace(re2,"$1$2");
92 |
93 | // Step 1b
94 | re = /^(.+?)eed$/;
95 | re2 = /^(.+?)(ed|ing)$/;
96 | if (re.test(w)) {
97 | var fp = re.exec(w);
98 | re = new RegExp(mgr0);
99 | if (re.test(fp[1])) {
100 | re = /.$/;
101 | w = w.replace(re,"");
102 | }
103 | }
104 | else if (re2.test(w)) {
105 | var fp = re2.exec(w);
106 | stem = fp[1];
107 | re2 = new RegExp(s_v);
108 | if (re2.test(stem)) {
109 | w = stem;
110 | re2 = /(at|bl|iz)$/;
111 | re3 = new RegExp("([^aeiouylsz])\\1$");
112 | re4 = new RegExp("^" + C + v + "[^aeiouwxy]$");
113 | if (re2.test(w))
114 | w = w + "e";
115 | else if (re3.test(w)) {
116 | re = /.$/;
117 | w = w.replace(re,"");
118 | }
119 | else if (re4.test(w))
120 | w = w + "e";
121 | }
122 | }
123 |
124 | // Step 1c
125 | re = /^(.+?)y$/;
126 | if (re.test(w)) {
127 | var fp = re.exec(w);
128 | stem = fp[1];
129 | re = new RegExp(s_v);
130 | if (re.test(stem))
131 | w = stem + "i";
132 | }
133 |
134 | // Step 2
135 | re = /^(.+?)(ational|tional|enci|anci|izer|bli|alli|entli|eli|ousli|ization|ation|ator|alism|iveness|fulness|ousness|aliti|iviti|biliti|logi)$/;
136 | if (re.test(w)) {
137 | var fp = re.exec(w);
138 | stem = fp[1];
139 | suffix = fp[2];
140 | re = new RegExp(mgr0);
141 | if (re.test(stem))
142 | w = stem + step2list[suffix];
143 | }
144 |
145 | // Step 3
146 | re = /^(.+?)(icate|ative|alize|iciti|ical|ful|ness)$/;
147 | if (re.test(w)) {
148 | var fp = re.exec(w);
149 | stem = fp[1];
150 | suffix = fp[2];
151 | re = new RegExp(mgr0);
152 | if (re.test(stem))
153 | w = stem + step3list[suffix];
154 | }
155 |
156 | // Step 4
157 | re = /^(.+?)(al|ance|ence|er|ic|able|ible|ant|ement|ment|ent|ou|ism|ate|iti|ous|ive|ize)$/;
158 | re2 = /^(.+?)(s|t)(ion)$/;
159 | if (re.test(w)) {
160 | var fp = re.exec(w);
161 | stem = fp[1];
162 | re = new RegExp(mgr1);
163 | if (re.test(stem))
164 | w = stem;
165 | }
166 | else if (re2.test(w)) {
167 | var fp = re2.exec(w);
168 | stem = fp[1] + fp[2];
169 | re2 = new RegExp(mgr1);
170 | if (re2.test(stem))
171 | w = stem;
172 | }
173 |
174 | // Step 5
175 | re = /^(.+?)e$/;
176 | if (re.test(w)) {
177 | var fp = re.exec(w);
178 | stem = fp[1];
179 | re = new RegExp(mgr1);
180 | re2 = new RegExp(meq1);
181 | re3 = new RegExp("^" + C + v + "[^aeiouwxy]$");
182 | if (re.test(stem) || (re2.test(stem) && !(re3.test(stem))))
183 | w = stem;
184 | }
185 | re = /ll$/;
186 | re2 = new RegExp(mgr1);
187 | if (re.test(w) && re2.test(w)) {
188 | re = /.$/;
189 | w = w.replace(re,"");
190 | }
191 |
192 | // and turn initial Y back to y
193 | if (firstch == "y")
194 | w = firstch.toLowerCase() + w.substr(1);
195 | return w;
196 | }
197 | }
198 |
199 |
200 |
201 |
202 |
203 | var splitChars = (function() {
204 | var result = {};
205 | var singles = [96, 180, 187, 191, 215, 247, 749, 885, 903, 907, 909, 930, 1014, 1648,
206 | 1748, 1809, 2416, 2473, 2481, 2526, 2601, 2609, 2612, 2615, 2653, 2702,
207 | 2706, 2729, 2737, 2740, 2857, 2865, 2868, 2910, 2928, 2948, 2961, 2971,
208 | 2973, 3085, 3089, 3113, 3124, 3213, 3217, 3241, 3252, 3295, 3341, 3345,
209 | 3369, 3506, 3516, 3633, 3715, 3721, 3736, 3744, 3748, 3750, 3756, 3761,
210 | 3781, 3912, 4239, 4347, 4681, 4695, 4697, 4745, 4785, 4799, 4801, 4823,
211 | 4881, 5760, 5901, 5997, 6313, 7405, 8024, 8026, 8028, 8030, 8117, 8125,
212 | 8133, 8181, 8468, 8485, 8487, 8489, 8494, 8527, 11311, 11359, 11687, 11695,
213 | 11703, 11711, 11719, 11727, 11735, 12448, 12539, 43010, 43014, 43019, 43587,
214 | 43696, 43713, 64286, 64297, 64311, 64317, 64319, 64322, 64325, 65141];
215 | var i, j, start, end;
216 | for (i = 0; i < singles.length; i++) {
217 | result[singles[i]] = true;
218 | }
219 | var ranges = [[0, 47], [58, 64], [91, 94], [123, 169], [171, 177], [182, 184], [706, 709],
220 | [722, 735], [741, 747], [751, 879], [888, 889], [894, 901], [1154, 1161],
221 | [1318, 1328], [1367, 1368], [1370, 1376], [1416, 1487], [1515, 1519], [1523, 1568],
222 | [1611, 1631], [1642, 1645], [1750, 1764], [1767, 1773], [1789, 1790], [1792, 1807],
223 | [1840, 1868], [1958, 1968], [1970, 1983], [2027, 2035], [2038, 2041], [2043, 2047],
224 | [2070, 2073], [2075, 2083], [2085, 2087], [2089, 2307], [2362, 2364], [2366, 2383],
225 | [2385, 2391], [2402, 2405], [2419, 2424], [2432, 2436], [2445, 2446], [2449, 2450],
226 | [2483, 2485], [2490, 2492], [2494, 2509], [2511, 2523], [2530, 2533], [2546, 2547],
227 | [2554, 2564], [2571, 2574], [2577, 2578], [2618, 2648], [2655, 2661], [2672, 2673],
228 | [2677, 2692], [2746, 2748], [2750, 2767], [2769, 2783], [2786, 2789], [2800, 2820],
229 | [2829, 2830], [2833, 2834], [2874, 2876], [2878, 2907], [2914, 2917], [2930, 2946],
230 | [2955, 2957], [2966, 2968], [2976, 2978], [2981, 2983], [2987, 2989], [3002, 3023],
231 | [3025, 3045], [3059, 3076], [3130, 3132], [3134, 3159], [3162, 3167], [3170, 3173],
232 | [3184, 3191], [3199, 3204], [3258, 3260], [3262, 3293], [3298, 3301], [3312, 3332],
233 | [3386, 3388], [3390, 3423], [3426, 3429], [3446, 3449], [3456, 3460], [3479, 3481],
234 | [3518, 3519], [3527, 3584], [3636, 3647], [3655, 3663], [3674, 3712], [3717, 3718],
235 | [3723, 3724], [3726, 3731], [3752, 3753], [3764, 3772], [3774, 3775], [3783, 3791],
236 | [3802, 3803], [3806, 3839], [3841, 3871], [3892, 3903], [3949, 3975], [3980, 4095],
237 | [4139, 4158], [4170, 4175], [4182, 4185], [4190, 4192], [4194, 4196], [4199, 4205],
238 | [4209, 4212], [4226, 4237], [4250, 4255], [4294, 4303], [4349, 4351], [4686, 4687],
239 | [4702, 4703], [4750, 4751], [4790, 4791], [4806, 4807], [4886, 4887], [4955, 4968],
240 | [4989, 4991], [5008, 5023], [5109, 5120], [5741, 5742], [5787, 5791], [5867, 5869],
241 | [5873, 5887], [5906, 5919], [5938, 5951], [5970, 5983], [6001, 6015], [6068, 6102],
242 | [6104, 6107], [6109, 6111], [6122, 6127], [6138, 6159], [6170, 6175], [6264, 6271],
243 | [6315, 6319], [6390, 6399], [6429, 6469], [6510, 6511], [6517, 6527], [6572, 6592],
244 | [6600, 6607], [6619, 6655], [6679, 6687], [6741, 6783], [6794, 6799], [6810, 6822],
245 | [6824, 6916], [6964, 6980], [6988, 6991], [7002, 7042], [7073, 7085], [7098, 7167],
246 | [7204, 7231], [7242, 7244], [7294, 7400], [7410, 7423], [7616, 7679], [7958, 7959],
247 | [7966, 7967], [8006, 8007], [8014, 8015], [8062, 8063], [8127, 8129], [8141, 8143],
248 | [8148, 8149], [8156, 8159], [8173, 8177], [8189, 8303], [8306, 8307], [8314, 8318],
249 | [8330, 8335], [8341, 8449], [8451, 8454], [8456, 8457], [8470, 8472], [8478, 8483],
250 | [8506, 8507], [8512, 8516], [8522, 8525], [8586, 9311], [9372, 9449], [9472, 10101],
251 | [10132, 11263], [11493, 11498], [11503, 11516], [11518, 11519], [11558, 11567],
252 | [11622, 11630], [11632, 11647], [11671, 11679], [11743, 11822], [11824, 12292],
253 | [12296, 12320], [12330, 12336], [12342, 12343], [12349, 12352], [12439, 12444],
254 | [12544, 12548], [12590, 12592], [12687, 12689], [12694, 12703], [12728, 12783],
255 | [12800, 12831], [12842, 12880], [12896, 12927], [12938, 12976], [12992, 13311],
256 | [19894, 19967], [40908, 40959], [42125, 42191], [42238, 42239], [42509, 42511],
257 | [42540, 42559], [42592, 42593], [42607, 42622], [42648, 42655], [42736, 42774],
258 | [42784, 42785], [42889, 42890], [42893, 43002], [43043, 43055], [43062, 43071],
259 | [43124, 43137], [43188, 43215], [43226, 43249], [43256, 43258], [43260, 43263],
260 | [43302, 43311], [43335, 43359], [43389, 43395], [43443, 43470], [43482, 43519],
261 | [43561, 43583], [43596, 43599], [43610, 43615], [43639, 43641], [43643, 43647],
262 | [43698, 43700], [43703, 43704], [43710, 43711], [43715, 43738], [43742, 43967],
263 | [44003, 44015], [44026, 44031], [55204, 55215], [55239, 55242], [55292, 55295],
264 | [57344, 63743], [64046, 64047], [64110, 64111], [64218, 64255], [64263, 64274],
265 | [64280, 64284], [64434, 64466], [64830, 64847], [64912, 64913], [64968, 65007],
266 | [65020, 65135], [65277, 65295], [65306, 65312], [65339, 65344], [65371, 65381],
267 | [65471, 65473], [65480, 65481], [65488, 65489], [65496, 65497]];
268 | for (i = 0; i < ranges.length; i++) {
269 | start = ranges[i][0];
270 | end = ranges[i][1];
271 | for (j = start; j <= end; j++) {
272 | result[j] = true;
273 | }
274 | }
275 | return result;
276 | })();
277 |
278 | function splitQuery(query) {
279 | var result = [];
280 | var start = -1;
281 | for (var i = 0; i < query.length; i++) {
282 | if (splitChars[query.charCodeAt(i)]) {
283 | if (start !== -1) {
284 | result.push(query.slice(start, i));
285 | start = -1;
286 | }
287 | } else if (start === -1) {
288 | start = i;
289 | }
290 | }
291 | if (start !== -1) {
292 | result.push(query.slice(start));
293 | }
294 | return result;
295 | }
296 |
297 |
298 |
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4 | td.linenos pre.special { color: #000000; background-color: #ffffc0; padding-left: 5px; padding-right: 5px; }
5 | span.linenos.special { color: #000000; background-color: #ffffc0; padding-left: 5px; padding-right: 5px; }
6 | .highlight .hll { background-color: #ffffcc }
7 | .highlight { background: #f8f8f8; }
8 | .highlight .c { color: #408080; font-style: italic } /* Comment */
9 | .highlight .err { border: 1px solid #FF0000 } /* Error */
10 | .highlight .k { color: #008000; font-weight: bold } /* Keyword */
11 | .highlight .o { color: #666666 } /* Operator */
12 | .highlight .ch { color: #408080; font-style: italic } /* Comment.Hashbang */
13 | .highlight .cm { color: #408080; font-style: italic } /* Comment.Multiline */
14 | .highlight .cp { color: #BC7A00 } /* Comment.Preproc */
15 | .highlight .cpf { color: #408080; font-style: italic } /* Comment.PreprocFile */
16 | .highlight .c1 { color: #408080; font-style: italic } /* Comment.Single */
17 | .highlight .cs { color: #408080; font-style: italic } /* Comment.Special */
18 | .highlight .gd { color: #A00000 } /* Generic.Deleted */
19 | .highlight .ge { font-style: italic } /* Generic.Emph */
20 | .highlight .gr { color: #FF0000 } /* Generic.Error */
21 | .highlight .gh { color: #000080; font-weight: bold } /* Generic.Heading */
22 | .highlight .gi { color: #00A000 } /* Generic.Inserted */
23 | .highlight .go { color: #888888 } /* Generic.Output */
24 | .highlight .gp { color: #000080; font-weight: bold } /* Generic.Prompt */
25 | .highlight .gs { font-weight: bold } /* Generic.Strong */
26 | .highlight .gu { color: #800080; font-weight: bold } /* Generic.Subheading */
27 | .highlight .gt { color: #0044DD } /* Generic.Traceback */
28 | .highlight .kc { color: #008000; font-weight: bold } /* Keyword.Constant */
29 | .highlight .kd { color: #008000; font-weight: bold } /* Keyword.Declaration */
30 | .highlight .kn { color: #008000; font-weight: bold } /* Keyword.Namespace */
31 | .highlight .kp { color: #008000 } /* Keyword.Pseudo */
32 | .highlight .kr { color: #008000; font-weight: bold } /* Keyword.Reserved */
33 | .highlight .kt { color: #B00040 } /* Keyword.Type */
34 | .highlight .m { color: #666666 } /* Literal.Number */
35 | .highlight .s { color: #BA2121 } /* Literal.String */
36 | .highlight .na { color: #7D9029 } /* Name.Attribute */
37 | .highlight .nb { color: #008000 } /* Name.Builtin */
38 | .highlight .nc { color: #0000FF; font-weight: bold } /* Name.Class */
39 | .highlight .no { color: #880000 } /* Name.Constant */
40 | .highlight .nd { color: #AA22FF } /* Name.Decorator */
41 | .highlight .ni { color: #999999; font-weight: bold } /* Name.Entity */
42 | .highlight .ne { color: #D2413A; font-weight: bold } /* Name.Exception */
43 | .highlight .nf { color: #0000FF } /* Name.Function */
44 | .highlight .nl { color: #A0A000 } /* Name.Label */
45 | .highlight .nn { color: #0000FF; font-weight: bold } /* Name.Namespace */
46 | .highlight .nt { color: #008000; font-weight: bold } /* Name.Tag */
47 | .highlight .nv { color: #19177C } /* Name.Variable */
48 | .highlight .ow { color: #AA22FF; font-weight: bold } /* Operator.Word */
49 | .highlight .w { color: #bbbbbb } /* Text.Whitespace */
50 | .highlight .mb { color: #666666 } /* Literal.Number.Bin */
51 | .highlight .mf { color: #666666 } /* Literal.Number.Float */
52 | .highlight .mh { color: #666666 } /* Literal.Number.Hex */
53 | .highlight .mi { color: #666666 } /* Literal.Number.Integer */
54 | .highlight .mo { color: #666666 } /* Literal.Number.Oct */
55 | .highlight .sa { color: #BA2121 } /* Literal.String.Affix */
56 | .highlight .sb { color: #BA2121 } /* Literal.String.Backtick */
57 | .highlight .sc { color: #BA2121 } /* Literal.String.Char */
58 | .highlight .dl { color: #BA2121 } /* Literal.String.Delimiter */
59 | .highlight .sd { color: #BA2121; font-style: italic } /* Literal.String.Doc */
60 | .highlight .s2 { color: #BA2121 } /* Literal.String.Double */
61 | .highlight .se { color: #BB6622; font-weight: bold } /* Literal.String.Escape */
62 | .highlight .sh { color: #BA2121 } /* Literal.String.Heredoc */
63 | .highlight .si { color: #BB6688; font-weight: bold } /* Literal.String.Interpol */
64 | .highlight .sx { color: #008000 } /* Literal.String.Other */
65 | .highlight .sr { color: #BB6688 } /* Literal.String.Regex */
66 | .highlight .s1 { color: #BA2121 } /* Literal.String.Single */
67 | .highlight .ss { color: #19177C } /* Literal.String.Symbol */
68 | .highlight .bp { color: #008000 } /* Name.Builtin.Pseudo */
69 | .highlight .fm { color: #0000FF } /* Name.Function.Magic */
70 | .highlight .vc { color: #19177C } /* Name.Variable.Class */
71 | .highlight .vg { color: #19177C } /* Name.Variable.Global */
72 | .highlight .vi { color: #19177C } /* Name.Variable.Instance */
73 | .highlight .vm { color: #19177C } /* Name.Variable.Magic */
74 | .highlight .il { color: #666666 } /* Literal.Number.Integer.Long */
--------------------------------------------------------------------------------
/sphinx/_build/html/_static/searchtools.js:
--------------------------------------------------------------------------------
1 | /*
2 | * searchtools.js
3 | * ~~~~~~~~~~~~~~~~
4 | *
5 | * Sphinx JavaScript utilities for the full-text search.
6 | *
7 | * :copyright: Copyright 2007-2021 by the Sphinx team, see AUTHORS.
8 | * :license: BSD, see LICENSE for details.
9 | *
10 | */
11 |
12 | if (!Scorer) {
13 | /**
14 | * Simple result scoring code.
15 | */
16 | var Scorer = {
17 | // Implement the following function to further tweak the score for each result
18 | // The function takes a result array [filename, title, anchor, descr, score]
19 | // and returns the new score.
20 | /*
21 | score: function(result) {
22 | return result[4];
23 | },
24 | */
25 |
26 | // query matches the full name of an object
27 | objNameMatch: 11,
28 | // or matches in the last dotted part of the object name
29 | objPartialMatch: 6,
30 | // Additive scores depending on the priority of the object
31 | objPrio: {0: 15, // used to be importantResults
32 | 1: 5, // used to be objectResults
33 | 2: -5}, // used to be unimportantResults
34 | // Used when the priority is not in the mapping.
35 | objPrioDefault: 0,
36 |
37 | // query found in title
38 | title: 15,
39 | partialTitle: 7,
40 | // query found in terms
41 | term: 5,
42 | partialTerm: 2
43 | };
44 | }
45 |
46 | if (!splitQuery) {
47 | function splitQuery(query) {
48 | return query.split(/\s+/);
49 | }
50 | }
51 |
52 | /**
53 | * Search Module
54 | */
55 | var Search = {
56 |
57 | _index : null,
58 | _queued_query : null,
59 | _pulse_status : -1,
60 |
61 | htmlToText : function(htmlString) {
62 | var virtualDocument = document.implementation.createHTMLDocument('virtual');
63 | var htmlElement = $(htmlString, virtualDocument);
64 | htmlElement.find('.headerlink').remove();
65 | docContent = htmlElement.find('[role=main]')[0];
66 | if(docContent === undefined) {
67 | console.warn("Content block not found. Sphinx search tries to obtain it " +
68 | "via '[role=main]'. Could you check your theme or template.");
69 | return "";
70 | }
71 | return docContent.textContent || docContent.innerText;
72 | },
73 |
74 | init : function() {
75 | var params = $.getQueryParameters();
76 | if (params.q) {
77 | var query = params.q[0];
78 | $('input[name="q"]')[0].value = query;
79 | this.performSearch(query);
80 | }
81 | },
82 |
83 | loadIndex : function(url) {
84 | $.ajax({type: "GET", url: url, data: null,
85 | dataType: "script", cache: true,
86 | complete: function(jqxhr, textstatus) {
87 | if (textstatus != "success") {
88 | document.getElementById("searchindexloader").src = url;
89 | }
90 | }});
91 | },
92 |
93 | setIndex : function(index) {
94 | var q;
95 | this._index = index;
96 | if ((q = this._queued_query) !== null) {
97 | this._queued_query = null;
98 | Search.query(q);
99 | }
100 | },
101 |
102 | hasIndex : function() {
103 | return this._index !== null;
104 | },
105 |
106 | deferQuery : function(query) {
107 | this._queued_query = query;
108 | },
109 |
110 | stopPulse : function() {
111 | this._pulse_status = 0;
112 | },
113 |
114 | startPulse : function() {
115 | if (this._pulse_status >= 0)
116 | return;
117 | function pulse() {
118 | var i;
119 | Search._pulse_status = (Search._pulse_status + 1) % 4;
120 | var dotString = '';
121 | for (i = 0; i < Search._pulse_status; i++)
122 | dotString += '.';
123 | Search.dots.text(dotString);
124 | if (Search._pulse_status > -1)
125 | window.setTimeout(pulse, 500);
126 | }
127 | pulse();
128 | },
129 |
130 | /**
131 | * perform a search for something (or wait until index is loaded)
132 | */
133 | performSearch : function(query) {
134 | // create the required interface elements
135 | this.out = $('#search-results');
136 | this.title = $('' + _('Searching') + ' ').appendTo(this.out);
137 | this.dots = $(' ').appendTo(this.title);
138 | this.status = $('
').appendTo(this.out);
139 | this.output = $('').appendTo(this.out);
140 |
141 | $('#search-progress').text(_('Preparing search...'));
142 | this.startPulse();
143 |
144 | // index already loaded, the browser was quick!
145 | if (this.hasIndex())
146 | this.query(query);
147 | else
148 | this.deferQuery(query);
149 | },
150 |
151 | /**
152 | * execute search (requires search index to be loaded)
153 | */
154 | query : function(query) {
155 | var i;
156 |
157 | // stem the searchterms and add them to the correct list
158 | var stemmer = new Stemmer();
159 | var searchterms = [];
160 | var excluded = [];
161 | var hlterms = [];
162 | var tmp = splitQuery(query);
163 | var objectterms = [];
164 | for (i = 0; i < tmp.length; i++) {
165 | if (tmp[i] !== "") {
166 | objectterms.push(tmp[i].toLowerCase());
167 | }
168 |
169 | if ($u.indexOf(stopwords, tmp[i].toLowerCase()) != -1 || tmp[i] === "") {
170 | // skip this "word"
171 | continue;
172 | }
173 | // stem the word
174 | var word = stemmer.stemWord(tmp[i].toLowerCase());
175 | // prevent stemmer from cutting word smaller than two chars
176 | if(word.length < 3 && tmp[i].length >= 3) {
177 | word = tmp[i];
178 | }
179 | var toAppend;
180 | // select the correct list
181 | if (word[0] == '-') {
182 | toAppend = excluded;
183 | word = word.substr(1);
184 | }
185 | else {
186 | toAppend = searchterms;
187 | hlterms.push(tmp[i].toLowerCase());
188 | }
189 | // only add if not already in the list
190 | if (!$u.contains(toAppend, word))
191 | toAppend.push(word);
192 | }
193 | var highlightstring = '?highlight=' + $.urlencode(hlterms.join(" "));
194 |
195 | // console.debug('SEARCH: searching for:');
196 | // console.info('required: ', searchterms);
197 | // console.info('excluded: ', excluded);
198 |
199 | // prepare search
200 | var terms = this._index.terms;
201 | var titleterms = this._index.titleterms;
202 |
203 | // array of [filename, title, anchor, descr, score]
204 | var results = [];
205 | $('#search-progress').empty();
206 |
207 | // lookup as object
208 | for (i = 0; i < objectterms.length; i++) {
209 | var others = [].concat(objectterms.slice(0, i),
210 | objectterms.slice(i+1, objectterms.length));
211 | results = results.concat(this.performObjectSearch(objectterms[i], others));
212 | }
213 |
214 | // lookup as search terms in fulltext
215 | results = results.concat(this.performTermsSearch(searchterms, excluded, terms, titleterms));
216 |
217 | // let the scorer override scores with a custom scoring function
218 | if (Scorer.score) {
219 | for (i = 0; i < results.length; i++)
220 | results[i][4] = Scorer.score(results[i]);
221 | }
222 |
223 | // now sort the results by score (in opposite order of appearance, since the
224 | // display function below uses pop() to retrieve items) and then
225 | // alphabetically
226 | results.sort(function(a, b) {
227 | var left = a[4];
228 | var right = b[4];
229 | if (left > right) {
230 | return 1;
231 | } else if (left < right) {
232 | return -1;
233 | } else {
234 | // same score: sort alphabetically
235 | left = a[1].toLowerCase();
236 | right = b[1].toLowerCase();
237 | return (left > right) ? -1 : ((left < right) ? 1 : 0);
238 | }
239 | });
240 |
241 | // for debugging
242 | //Search.lastresults = results.slice(); // a copy
243 | //console.info('search results:', Search.lastresults);
244 |
245 | // print the results
246 | var resultCount = results.length;
247 | function displayNextItem() {
248 | // results left, load the summary and display it
249 | if (results.length) {
250 | var item = results.pop();
251 | var listItem = $(' ');
252 | var requestUrl = "";
253 | var linkUrl = "";
254 | if (DOCUMENTATION_OPTIONS.BUILDER === 'dirhtml') {
255 | // dirhtml builder
256 | var dirname = item[0] + '/';
257 | if (dirname.match(/\/index\/$/)) {
258 | dirname = dirname.substring(0, dirname.length-6);
259 | } else if (dirname == 'index/') {
260 | dirname = '';
261 | }
262 | requestUrl = DOCUMENTATION_OPTIONS.URL_ROOT + dirname;
263 | linkUrl = requestUrl;
264 |
265 | } else {
266 | // normal html builders
267 | requestUrl = DOCUMENTATION_OPTIONS.URL_ROOT + item[0] + DOCUMENTATION_OPTIONS.FILE_SUFFIX;
268 | linkUrl = item[0] + DOCUMENTATION_OPTIONS.LINK_SUFFIX;
269 | }
270 | listItem.append($(' ').attr('href',
271 | linkUrl +
272 | highlightstring + item[2]).html(item[1]));
273 | if (item[3]) {
274 | listItem.append($(' (' + item[3] + ') '));
275 | Search.output.append(listItem);
276 | listItem.slideDown(5, function() {
277 | displayNextItem();
278 | });
279 | } else if (DOCUMENTATION_OPTIONS.HAS_SOURCE) {
280 | $.ajax({url: requestUrl,
281 | dataType: "text",
282 | complete: function(jqxhr, textstatus) {
283 | var data = jqxhr.responseText;
284 | if (data !== '' && data !== undefined) {
285 | listItem.append(Search.makeSearchSummary(data, searchterms, hlterms));
286 | }
287 | Search.output.append(listItem);
288 | listItem.slideDown(5, function() {
289 | displayNextItem();
290 | });
291 | }});
292 | } else {
293 | // no source available, just display title
294 | Search.output.append(listItem);
295 | listItem.slideDown(5, function() {
296 | displayNextItem();
297 | });
298 | }
299 | }
300 | // search finished, update title and status message
301 | else {
302 | Search.stopPulse();
303 | Search.title.text(_('Search Results'));
304 | if (!resultCount)
305 | Search.status.text(_('Your search did not match any documents. Please make sure that all words are spelled correctly and that you\'ve selected enough categories.'));
306 | else
307 | Search.status.text(_('Search finished, found %s page(s) matching the search query.').replace('%s', resultCount));
308 | Search.status.fadeIn(500);
309 | }
310 | }
311 | displayNextItem();
312 | },
313 |
314 | /**
315 | * search for object names
316 | */
317 | performObjectSearch : function(object, otherterms) {
318 | var filenames = this._index.filenames;
319 | var docnames = this._index.docnames;
320 | var objects = this._index.objects;
321 | var objnames = this._index.objnames;
322 | var titles = this._index.titles;
323 |
324 | var i;
325 | var results = [];
326 |
327 | for (var prefix in objects) {
328 | for (var name in objects[prefix]) {
329 | var fullname = (prefix ? prefix + '.' : '') + name;
330 | var fullnameLower = fullname.toLowerCase()
331 | if (fullnameLower.indexOf(object) > -1) {
332 | var score = 0;
333 | var parts = fullnameLower.split('.');
334 | // check for different match types: exact matches of full name or
335 | // "last name" (i.e. last dotted part)
336 | if (fullnameLower == object || parts[parts.length - 1] == object) {
337 | score += Scorer.objNameMatch;
338 | // matches in last name
339 | } else if (parts[parts.length - 1].indexOf(object) > -1) {
340 | score += Scorer.objPartialMatch;
341 | }
342 | var match = objects[prefix][name];
343 | var objname = objnames[match[1]][2];
344 | var title = titles[match[0]];
345 | // If more than one term searched for, we require other words to be
346 | // found in the name/title/description
347 | if (otherterms.length > 0) {
348 | var haystack = (prefix + ' ' + name + ' ' +
349 | objname + ' ' + title).toLowerCase();
350 | var allfound = true;
351 | for (i = 0; i < otherterms.length; i++) {
352 | if (haystack.indexOf(otherterms[i]) == -1) {
353 | allfound = false;
354 | break;
355 | }
356 | }
357 | if (!allfound) {
358 | continue;
359 | }
360 | }
361 | var descr = objname + _(', in ') + title;
362 |
363 | var anchor = match[3];
364 | if (anchor === '')
365 | anchor = fullname;
366 | else if (anchor == '-')
367 | anchor = objnames[match[1]][1] + '-' + fullname;
368 | // add custom score for some objects according to scorer
369 | if (Scorer.objPrio.hasOwnProperty(match[2])) {
370 | score += Scorer.objPrio[match[2]];
371 | } else {
372 | score += Scorer.objPrioDefault;
373 | }
374 | results.push([docnames[match[0]], fullname, '#'+anchor, descr, score, filenames[match[0]]]);
375 | }
376 | }
377 | }
378 |
379 | return results;
380 | },
381 |
382 | /**
383 | * search for full-text terms in the index
384 | */
385 | performTermsSearch : function(searchterms, excluded, terms, titleterms) {
386 | var docnames = this._index.docnames;
387 | var filenames = this._index.filenames;
388 | var titles = this._index.titles;
389 |
390 | var i, j, file;
391 | var fileMap = {};
392 | var scoreMap = {};
393 | var results = [];
394 |
395 | // perform the search on the required terms
396 | for (i = 0; i < searchterms.length; i++) {
397 | var word = searchterms[i];
398 | var files = [];
399 | var _o = [
400 | {files: terms[word], score: Scorer.term},
401 | {files: titleterms[word], score: Scorer.title}
402 | ];
403 | // add support for partial matches
404 | if (word.length > 2) {
405 | for (var w in terms) {
406 | if (w.match(word) && !terms[word]) {
407 | _o.push({files: terms[w], score: Scorer.partialTerm})
408 | }
409 | }
410 | for (var w in titleterms) {
411 | if (w.match(word) && !titleterms[word]) {
412 | _o.push({files: titleterms[w], score: Scorer.partialTitle})
413 | }
414 | }
415 | }
416 |
417 | // no match but word was a required one
418 | if ($u.every(_o, function(o){return o.files === undefined;})) {
419 | break;
420 | }
421 | // found search word in contents
422 | $u.each(_o, function(o) {
423 | var _files = o.files;
424 | if (_files === undefined)
425 | return
426 |
427 | if (_files.length === undefined)
428 | _files = [_files];
429 | files = files.concat(_files);
430 |
431 | // set score for the word in each file to Scorer.term
432 | for (j = 0; j < _files.length; j++) {
433 | file = _files[j];
434 | if (!(file in scoreMap))
435 | scoreMap[file] = {};
436 | scoreMap[file][word] = o.score;
437 | }
438 | });
439 |
440 | // create the mapping
441 | for (j = 0; j < files.length; j++) {
442 | file = files[j];
443 | if (file in fileMap && fileMap[file].indexOf(word) === -1)
444 | fileMap[file].push(word);
445 | else
446 | fileMap[file] = [word];
447 | }
448 | }
449 |
450 | // now check if the files don't contain excluded terms
451 | for (file in fileMap) {
452 | var valid = true;
453 |
454 | // check if all requirements are matched
455 | var filteredTermCount = // as search terms with length < 3 are discarded: ignore
456 | searchterms.filter(function(term){return term.length > 2}).length
457 | if (
458 | fileMap[file].length != searchterms.length &&
459 | fileMap[file].length != filteredTermCount
460 | ) continue;
461 |
462 | // ensure that none of the excluded terms is in the search result
463 | for (i = 0; i < excluded.length; i++) {
464 | if (terms[excluded[i]] == file ||
465 | titleterms[excluded[i]] == file ||
466 | $u.contains(terms[excluded[i]] || [], file) ||
467 | $u.contains(titleterms[excluded[i]] || [], file)) {
468 | valid = false;
469 | break;
470 | }
471 | }
472 |
473 | // if we have still a valid result we can add it to the result list
474 | if (valid) {
475 | // select one (max) score for the file.
476 | // for better ranking, we should calculate ranking by using words statistics like basic tf-idf...
477 | var score = $u.max($u.map(fileMap[file], function(w){return scoreMap[file][w]}));
478 | results.push([docnames[file], titles[file], '', null, score, filenames[file]]);
479 | }
480 | }
481 | return results;
482 | },
483 |
484 | /**
485 | * helper function to return a node containing the
486 | * search summary for a given text. keywords is a list
487 | * of stemmed words, hlwords is the list of normal, unstemmed
488 | * words. the first one is used to find the occurrence, the
489 | * latter for highlighting it.
490 | */
491 | makeSearchSummary : function(htmlText, keywords, hlwords) {
492 | var text = Search.htmlToText(htmlText);
493 | var textLower = text.toLowerCase();
494 | var start = 0;
495 | $.each(keywords, function() {
496 | var i = textLower.indexOf(this.toLowerCase());
497 | if (i > -1)
498 | start = i;
499 | });
500 | start = Math.max(start - 120, 0);
501 | var excerpt = ((start > 0) ? '...' : '') +
502 | $.trim(text.substr(start, 240)) +
503 | ((start + 240 - text.length) ? '...' : '');
504 | var rv = $('
').text(excerpt);
505 | $.each(hlwords, function() {
506 | rv = rv.highlightText(this, 'highlighted');
507 | });
508 | return rv;
509 | }
510 | };
511 |
512 | $(document).ready(function() {
513 | Search.init();
514 | });
515 |
--------------------------------------------------------------------------------
/sphinx/_build/html/_static/underscore.js:
--------------------------------------------------------------------------------
1 | // Underscore.js 1.3.1
2 | // (c) 2009-2012 Jeremy Ashkenas, DocumentCloud Inc.
3 | // Underscore is freely distributable under the MIT license.
4 | // Portions of Underscore are inspired or borrowed from Prototype,
5 | // Oliver Steele's Functional, and John Resig's Micro-Templating.
6 | // For all details and documentation:
7 | // http://documentcloud.github.com/underscore
8 | (function(){function q(a,c,d){if(a===c)return a!==0||1/a==1/c;if(a==null||c==null)return a===c;if(a._chain)a=a._wrapped;if(c._chain)c=c._wrapped;if(a.isEqual&&b.isFunction(a.isEqual))return a.isEqual(c);if(c.isEqual&&b.isFunction(c.isEqual))return c.isEqual(a);var e=l.call(a);if(e!=l.call(c))return false;switch(e){case "[object String]":return a==String(c);case "[object Number]":return a!=+a?c!=+c:a==0?1/a==1/c:a==+c;case "[object Date]":case "[object Boolean]":return+a==+c;case "[object RegExp]":return a.source==
9 | c.source&&a.global==c.global&&a.multiline==c.multiline&&a.ignoreCase==c.ignoreCase}if(typeof a!="object"||typeof c!="object")return false;for(var f=d.length;f--;)if(d[f]==a)return true;d.push(a);var f=0,g=true;if(e=="[object Array]"){if(f=a.length,g=f==c.length)for(;f--;)if(!(g=f in a==f in c&&q(a[f],c[f],d)))break}else{if("constructor"in a!="constructor"in c||a.constructor!=c.constructor)return false;for(var h in a)if(b.has(a,h)&&(f++,!(g=b.has(c,h)&&q(a[h],c[h],d))))break;if(g){for(h in c)if(b.has(c,
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/sphinx/conf.py:
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1 | # Configuration file for the Sphinx documentation builder.
2 | #
3 | # This file only contains a selection of the most common options. For a full
4 | # list see the documentation:
5 | # https://www.sphinx-doc.org/en/master/usage/configuration.html
6 |
7 | # -- Path setup --------------------------------------------------------------
8 |
9 | # If extensions (or modules to document with autodoc) are in another directory,
10 | # add these directories to sys.path here. If the directory is relative to the
11 | # documentation root, use os.path.abspath to make it absolute, like shown here.
12 | #
13 | import os
14 | import sys
15 | sys.path.insert(0, os.path.abspath('..'))
16 |
17 |
18 | # -- Project information -----------------------------------------------------
19 |
20 | project = 'pyPortfolioAnalysis'
21 | copyright = '2021, Anurag Agrawal'
22 | author = 'Anurag Agrawal'
23 |
24 |
25 | # -- General configuration ---------------------------------------------------
26 |
27 | # Add any Sphinx extension module names here, as strings. They can be
28 | # extensions coming with Sphinx (named 'sphinx.ext.*') or your custom
29 | # ones.
30 | extensions = ['sphinx.ext.autodoc'
31 | ]
32 |
33 | # Add any paths that contain templates here, relative to this directory.
34 | templates_path = ['_templates']
35 |
36 | # List of patterns, relative to source directory, that match files and
37 | # directories to ignore when looking for source files.
38 | # This pattern also affects html_static_path and html_extra_path.
39 | exclude_patterns = ['_build', 'Thumbs.db', '.DS_Store']
40 |
41 |
42 | # -- Options for HTML output -------------------------------------------------
43 |
44 | # The theme to use for HTML and HTML Help pages. See the documentation for
45 | # a list of builtin themes.
46 | #
47 | html_theme = 'sphinx_rtd_theme'
48 |
49 | # Add any paths that contain custom static files (such as style sheets) here,
50 | # relative to this directory. They are copied after the builtin static files,
51 | # so a file named "default.css" will overwrite the builtin "default.css".
52 | html_static_path = ['_static']
53 |
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/sphinx/index.rst:
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1 | .. pyPortfolioAnalysis documentation master file, created by
2 | sphinx-quickstart on Mon Jan 25 18:11:03 2021.
3 | You can adapt this file completely to your liking, but it should at least
4 | contain the root `toctree` directive.
5 |
6 | Welcome to pyPortfolioAnalysis's documentation!
7 | ===============================================
8 |
9 | .. toctree::
10 | :maxdepth: 2
11 | :caption: Contents:
12 |
13 | modules
14 |
15 | Indices and tables
16 | ==================
17 |
18 | * :ref:`genindex`
19 | * :ref:`modindex`
20 | * :ref:`search`
21 |
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/sphinx/make.bat:
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1 | @ECHO OFF
2 |
3 | pushd %~dp0
4 |
5 | REM Command file for Sphinx documentation
6 |
7 | if "%SPHINXBUILD%" == "" (
8 | set SPHINXBUILD=sphinx-build
9 | )
10 | set SOURCEDIR=.
11 | set BUILDDIR=_build
12 |
13 | if "%1" == "" goto help
14 |
15 | %SPHINXBUILD% >NUL 2>NUL
16 | if errorlevel 9009 (
17 | echo.
18 | echo.The 'sphinx-build' command was not found. Make sure you have Sphinx
19 | echo.installed, then set the SPHINXBUILD environment variable to point
20 | echo.to the full path of the 'sphinx-build' executable. Alternatively you
21 | echo.may add the Sphinx directory to PATH.
22 | echo.
23 | echo.If you don't have Sphinx installed, grab it from
24 | echo.http://sphinx-doc.org/
25 | exit /b 1
26 | )
27 |
28 | %SPHINXBUILD% -M %1 %SOURCEDIR% %BUILDDIR% %SPHINXOPTS% %O%
29 | goto end
30 |
31 | :help
32 | %SPHINXBUILD% -M help %SOURCEDIR% %BUILDDIR% %SPHINXOPTS% %O%
33 |
34 | :end
35 | popd
36 |
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/sphinx/modules.rst:
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1 | pyPortfolioAnalysis
2 | ===================
3 |
4 | .. toctree::
5 | :maxdepth: 4
6 |
7 | pyPortfolioAnalysis
8 |
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/sphinx/pyPortfolioAnalysis.rst:
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1 | pyPortfolioAnalysis package
2 | ===========================
3 |
4 | Submodules
5 | ----------
6 |
7 | pyPortfolioAnalysis.pyPortfolioAnalysis module
8 | ----------------------------------------------
9 |
10 | .. automodule:: pyPortfolioAnalysis.pyPortfolioAnalysis
11 | :members:
12 | :undoc-members:
13 | :show-inheritance:
14 |
15 | Module contents
16 | ---------------
17 |
18 | .. automodule:: pyPortfolioAnalysis
19 | :members:
20 | :undoc-members:
21 | :show-inheritance:
22 |
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