├── .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 | [![paypal](https://www.paypalobjects.com/en_US/i/btn/btn_donateCC_LG.gif)](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 | [![Downloads](https://pepy.tech/badge/pyportfolioanalysis)](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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5 rows × 23 columns

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" 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 | -------------------------------------------------------------------------------- /dist/pyPortfolioAnalysis-0.0.900-py3.8.egg: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/anuragagrawaal/pyPortfolioAnalysis/4693dacdb4cef83d2b090c63a9cdb4318ba942a3/dist/pyPortfolioAnalysis-0.0.900-py3.8.egg -------------------------------------------------------------------------------- /dist/pyPortfolioAnalysis-0.0.900.tar.gz: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/anuragagrawaal/pyPortfolioAnalysis/4693dacdb4cef83d2b090c63a9cdb4318ba942a3/dist/pyPortfolioAnalysis-0.0.900.tar.gz -------------------------------------------------------------------------------- /dist/pyPortfolioAnalysis-1.0.0-py3.8.egg: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/anuragagrawaal/pyPortfolioAnalysis/4693dacdb4cef83d2b090c63a9cdb4318ba942a3/dist/pyPortfolioAnalysis-1.0.0-py3.8.egg -------------------------------------------------------------------------------- /dist/pyPortfolioAnalysis-1.0.1.tar.gz: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/anuragagrawaal/pyPortfolioAnalysis/4693dacdb4cef83d2b090c63a9cdb4318ba942a3/dist/pyPortfolioAnalysis-1.0.1.tar.gz -------------------------------------------------------------------------------- /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 | -------------------------------------------------------------------------------- /pyPortfolioAnalysis/__init__.pyc: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/anuragagrawaal/pyPortfolioAnalysis/4693dacdb4cef83d2b090c63a9cdb4318ba942a3/pyPortfolioAnalysis/__init__.pyc -------------------------------------------------------------------------------- /pyPortfolioAnalysis/__pycache__/__init__.cpython-38.pyc: -------------------------------------------------------------------------------- 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-------------------------------------------------------------------------------- /pyPortfolioAnalysis/__version__.py: -------------------------------------------------------------------------------- 1 | 2 | VERSION = (1, 0, 1) 3 | 4 | __version__ = '.'.join(map(str, VERSION)) 5 | -------------------------------------------------------------------------------- /pyPortfolioAnalysis/pyPortfolioAnalysis.pyc: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/anuragagrawaal/pyPortfolioAnalysis/4693dacdb4cef83d2b090c63a9cdb4318ba942a3/pyPortfolioAnalysis/pyPortfolioAnalysis.pyc -------------------------------------------------------------------------------- /requirements.txt: -------------------------------------------------------------------------------- 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 -------------------------------------------------------------------------------- /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 | -------------------------------------------------------------------------------- /sphinx/Makefile: -------------------------------------------------------------------------------- 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 $(SPHINXOPTS). 19 | %: Makefile 20 | @$(SPHINXBUILD) -M $@ "$(SOURCEDIR)" "$(BUILDDIR)" $(SPHINXOPTS) $(O) 21 | 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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 | -------------------------------------------------------------------------------- /sphinx/_build/html/_sources/modules.rst.txt: -------------------------------------------------------------------------------- 1 | pyPortfolioAnalysis 2 | =================== 3 | 4 | .. toctree:: 5 | :maxdepth: 4 6 | 7 | pyPortfolioAnalysis 8 | -------------------------------------------------------------------------------- /sphinx/_build/html/_sources/pyPortfolioAnalysis.rst.txt: -------------------------------------------------------------------------------- 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 | -------------------------------------------------------------------------------- /sphinx/_build/html/_static/alabaster.css: -------------------------------------------------------------------------------- 1 | @import url("basic.css"); 2 | 3 | /* -- page layout ----------------------------------------------------------- */ 4 | 5 | body { 6 | font-family: Georgia, serif; 7 | font-size: 17px; 8 | background-color: #fff; 9 | color: #000; 10 | margin: 0; 11 | padding: 0; 12 | } 13 | 14 | 15 | div.document { 16 | width: 940px; 17 | margin: 30px auto 0 auto; 18 | } 19 | 20 | div.documentwrapper { 21 | float: left; 22 | width: 100%; 23 | } 24 | 25 | div.bodywrapper { 26 | margin: 0 0 0 220px; 27 | } 28 | 29 | div.sphinxsidebar { 30 | width: 220px; 31 | font-size: 14px; 32 | line-height: 1.5; 33 | } 34 | 35 | hr { 36 | border: 1px solid #B1B4B6; 37 | } 38 | 39 | div.body { 40 | background-color: #fff; 41 | color: #3E4349; 42 | padding: 0 30px 0 30px; 43 | } 44 | 45 | div.body > .section { 46 | text-align: left; 47 | } 48 | 49 | div.footer { 50 | width: 940px; 51 | margin: 20px auto 30px auto; 52 | font-size: 14px; 53 | color: #888; 54 | text-align: right; 55 | } 56 | 57 | div.footer a { 58 | color: #888; 59 | } 60 | 61 | p.caption { 62 | font-family: inherit; 63 | font-size: inherit; 64 | } 65 | 66 | 67 | div.relations { 68 | display: none; 69 | } 70 | 71 | 72 | div.sphinxsidebar a { 73 | color: #444; 74 | text-decoration: none; 75 | border-bottom: 1px dotted #999; 76 | } 77 | 78 | div.sphinxsidebar a:hover { 79 | border-bottom: 1px solid #999; 80 | } 81 | 82 | div.sphinxsidebarwrapper { 83 | padding: 18px 10px; 84 | } 85 | 86 | div.sphinxsidebarwrapper p.logo { 87 | padding: 0; 88 | margin: -10px 0 0 0px; 89 | text-align: center; 90 | } 91 | 92 | div.sphinxsidebarwrapper h1.logo { 93 | margin-top: -10px; 94 | text-align: center; 95 | margin-bottom: 5px; 96 | text-align: left; 97 | } 98 | 99 | div.sphinxsidebarwrapper h1.logo-name { 100 | margin-top: 0px; 101 | } 102 | 103 | div.sphinxsidebarwrapper p.blurb { 104 | margin-top: 0; 105 | font-style: normal; 106 | } 107 | 108 | div.sphinxsidebar h3, 109 | div.sphinxsidebar h4 { 110 | font-family: Georgia, serif; 111 | color: #444; 112 | font-size: 24px; 113 | font-weight: normal; 114 | margin: 0 0 5px 0; 115 | padding: 0; 116 | } 117 | 118 | div.sphinxsidebar h4 { 119 | font-size: 20px; 120 | } 121 | 122 | div.sphinxsidebar h3 a { 123 | color: #444; 124 | } 125 | 126 | div.sphinxsidebar p.logo a, 127 | div.sphinxsidebar h3 a, 128 | div.sphinxsidebar p.logo a:hover, 129 | div.sphinxsidebar h3 a:hover { 130 | border: none; 131 | } 132 | 133 | div.sphinxsidebar p { 134 | color: #555; 135 | margin: 10px 0; 136 | } 137 | 138 | div.sphinxsidebar ul { 139 | margin: 10px 0; 140 | padding: 0; 141 | color: #000; 142 | } 143 | 144 | div.sphinxsidebar ul li.toctree-l1 > a { 145 | font-size: 120%; 146 | } 147 | 148 | div.sphinxsidebar ul li.toctree-l2 > a { 149 | font-size: 110%; 150 | } 151 | 152 | div.sphinxsidebar input { 153 | border: 1px solid #CCC; 154 | font-family: Georgia, serif; 155 | font-size: 1em; 156 | } 157 | 158 | div.sphinxsidebar hr { 159 | border: none; 160 | height: 1px; 161 | color: #AAA; 162 | background: #AAA; 163 | 164 | text-align: left; 165 | margin-left: 0; 166 | width: 50%; 167 | } 168 | 169 | div.sphinxsidebar .badge { 170 | border-bottom: none; 171 | } 172 | 173 | div.sphinxsidebar .badge:hover { 174 | border-bottom: none; 175 | } 176 | 177 | /* To address an issue with donation coming after search */ 178 | div.sphinxsidebar h3.donation { 179 | margin-top: 10px; 180 | } 181 | 182 | /* -- body styles ----------------------------------------------------------- */ 183 | 184 | a { 185 | color: #004B6B; 186 | text-decoration: underline; 187 | } 188 | 189 | a:hover { 190 | color: #6D4100; 191 | text-decoration: underline; 192 | } 193 | 194 | div.body h1, 195 | div.body h2, 196 | div.body h3, 197 | div.body h4, 198 | div.body h5, 199 | div.body h6 { 200 | font-family: Georgia, serif; 201 | font-weight: normal; 202 | margin: 30px 0px 10px 0px; 203 | padding: 0; 204 | } 205 | 206 | div.body h1 { margin-top: 0; padding-top: 0; font-size: 240%; } 207 | div.body h2 { font-size: 180%; } 208 | div.body h3 { font-size: 150%; } 209 | div.body h4 { font-size: 130%; } 210 | div.body h5 { font-size: 100%; } 211 | div.body h6 { font-size: 100%; } 212 | 213 | a.headerlink { 214 | color: #DDD; 215 | padding: 0 4px; 216 | text-decoration: none; 217 | } 218 | 219 | a.headerlink:hover { 220 | color: #444; 221 | background: #EAEAEA; 222 | } 223 | 224 | div.body p, div.body dd, div.body li { 225 | line-height: 1.4em; 226 | } 227 | 228 | div.admonition { 229 | margin: 20px 0px; 230 | padding: 10px 30px; 231 | background-color: #EEE; 232 | border: 1px solid #CCC; 233 | } 234 | 235 | div.admonition tt.xref, div.admonition code.xref, div.admonition a tt { 236 | background-color: #FBFBFB; 237 | border-bottom: 1px solid #fafafa; 238 | } 239 | 240 | div.admonition p.admonition-title { 241 | font-family: Georgia, serif; 242 | font-weight: normal; 243 | font-size: 24px; 244 | margin: 0 0 10px 0; 245 | padding: 0; 246 | line-height: 1; 247 | } 248 | 249 | div.admonition p.last { 250 | margin-bottom: 0; 251 | } 252 | 253 | div.highlight { 254 | background-color: #fff; 255 | } 256 | 257 | dt:target, .highlight { 258 | background: #FAF3E8; 259 | } 260 | 261 | div.warning { 262 | background-color: #FCC; 263 | border: 1px solid #FAA; 264 | } 265 | 266 | div.danger { 267 | background-color: #FCC; 268 | border: 1px solid #FAA; 269 | -moz-box-shadow: 2px 2px 4px #D52C2C; 270 | -webkit-box-shadow: 2px 2px 4px #D52C2C; 271 | box-shadow: 2px 2px 4px #D52C2C; 272 | } 273 | 274 | div.error { 275 | background-color: #FCC; 276 | border: 1px solid #FAA; 277 | -moz-box-shadow: 2px 2px 4px #D52C2C; 278 | -webkit-box-shadow: 2px 2px 4px #D52C2C; 279 | box-shadow: 2px 2px 4px #D52C2C; 280 | } 281 | 282 | div.caution { 283 | background-color: #FCC; 284 | border: 1px solid #FAA; 285 | } 286 | 287 | div.attention { 288 | background-color: #FCC; 289 | border: 1px solid #FAA; 290 | } 291 | 292 | div.important { 293 | background-color: #EEE; 294 | border: 1px solid #CCC; 295 | } 296 | 297 | div.note { 298 | background-color: #EEE; 299 | border: 1px solid #CCC; 300 | } 301 | 302 | div.tip { 303 | background-color: #EEE; 304 | border: 1px solid #CCC; 305 | } 306 | 307 | div.hint { 308 | background-color: #EEE; 309 | border: 1px solid #CCC; 310 | } 311 | 312 | div.seealso { 313 | background-color: #EEE; 314 | border: 1px solid #CCC; 315 | } 316 | 317 | div.topic { 318 | background-color: #EEE; 319 | } 320 | 321 | p.admonition-title { 322 | display: inline; 323 | } 324 | 325 | p.admonition-title:after { 326 | content: ":"; 327 | } 328 | 329 | pre, tt, code { 330 | font-family: 'Consolas', 'Menlo', 'DejaVu Sans Mono', 'Bitstream Vera Sans Mono', monospace; 331 | font-size: 0.9em; 332 | } 333 | 334 | .hll { 335 | background-color: #FFC; 336 | margin: 0 -12px; 337 | padding: 0 12px; 338 | display: block; 339 | } 340 | 341 | img.screenshot { 342 | } 343 | 344 | tt.descname, tt.descclassname, code.descname, code.descclassname { 345 | font-size: 0.95em; 346 | } 347 | 348 | tt.descname, code.descname { 349 | padding-right: 0.08em; 350 | } 351 | 352 | img.screenshot { 353 | -moz-box-shadow: 2px 2px 4px #EEE; 354 | -webkit-box-shadow: 2px 2px 4px #EEE; 355 | box-shadow: 2px 2px 4px #EEE; 356 | } 357 | 358 | table.docutils { 359 | border: 1px solid #888; 360 | -moz-box-shadow: 2px 2px 4px #EEE; 361 | -webkit-box-shadow: 2px 2px 4px #EEE; 362 | box-shadow: 2px 2px 4px #EEE; 363 | } 364 | 365 | table.docutils td, table.docutils th { 366 | border: 1px solid #888; 367 | padding: 0.25em 0.7em; 368 | } 369 | 370 | table.field-list, table.footnote { 371 | border: none; 372 | -moz-box-shadow: none; 373 | -webkit-box-shadow: none; 374 | box-shadow: none; 375 | } 376 | 377 | table.footnote { 378 | margin: 15px 0; 379 | width: 100%; 380 | border: 1px solid #EEE; 381 | background: #FDFDFD; 382 | font-size: 0.9em; 383 | } 384 | 385 | table.footnote + table.footnote { 386 | margin-top: -15px; 387 | border-top: none; 388 | } 389 | 390 | table.field-list th { 391 | padding: 0 0.8em 0 0; 392 | } 393 | 394 | table.field-list td { 395 | padding: 0; 396 | } 397 | 398 | table.field-list p { 399 | margin-bottom: 0.8em; 400 | } 401 | 402 | /* Cloned from 403 | * https://github.com/sphinx-doc/sphinx/commit/ef60dbfce09286b20b7385333d63a60321784e68 404 | */ 405 | .field-name { 406 | -moz-hyphens: manual; 407 | -ms-hyphens: manual; 408 | -webkit-hyphens: manual; 409 | hyphens: manual; 410 | } 411 | 412 | table.footnote td.label { 413 | width: .1px; 414 | padding: 0.3em 0 0.3em 0.5em; 415 | } 416 | 417 | table.footnote td { 418 | padding: 0.3em 0.5em; 419 | } 420 | 421 | dl { 422 | margin: 0; 423 | padding: 0; 424 | } 425 | 426 | dl dd { 427 | margin-left: 30px; 428 | } 429 | 430 | blockquote { 431 | margin: 0 0 0 30px; 432 | padding: 0; 433 | } 434 | 435 | ul, ol { 436 | /* Matches the 30px from the narrow-screen "li > ul" selector below */ 437 | margin: 10px 0 10px 30px; 438 | padding: 0; 439 | } 440 | 441 | pre { 442 | background: #EEE; 443 | padding: 7px 30px; 444 | margin: 15px 0px; 445 | line-height: 1.3em; 446 | } 447 | 448 | div.viewcode-block:target { 449 | background: #ffd; 450 | } 451 | 452 | dl pre, blockquote pre, li pre { 453 | margin-left: 0; 454 | padding-left: 30px; 455 | } 456 | 457 | tt, code { 458 | background-color: #ecf0f3; 459 | color: #222; 460 | /* padding: 1px 2px; */ 461 | } 462 | 463 | tt.xref, code.xref, a tt { 464 | background-color: #FBFBFB; 465 | border-bottom: 1px solid #fff; 466 | } 467 | 468 | a.reference { 469 | text-decoration: none; 470 | border-bottom: 1px dotted #004B6B; 471 | } 472 | 473 | /* Don't put an underline on images */ 474 | a.image-reference, a.image-reference:hover { 475 | border-bottom: none; 476 | } 477 | 478 | a.reference:hover { 479 | border-bottom: 1px solid #6D4100; 480 | } 481 | 482 | a.footnote-reference { 483 | text-decoration: none; 484 | font-size: 0.7em; 485 | vertical-align: top; 486 | border-bottom: 1px dotted #004B6B; 487 | } 488 | 489 | a.footnote-reference:hover { 490 | border-bottom: 1px solid #6D4100; 491 | } 492 | 493 | a:hover tt, a:hover code { 494 | background: #EEE; 495 | } 496 | 497 | 498 | @media screen and (max-width: 870px) { 499 | 500 | div.sphinxsidebar { 501 | display: none; 502 | } 503 | 504 | div.document { 505 | width: 100%; 506 | 507 | } 508 | 509 | div.documentwrapper { 510 | margin-left: 0; 511 | margin-top: 0; 512 | margin-right: 0; 513 | margin-bottom: 0; 514 | } 515 | 516 | div.bodywrapper { 517 | margin-top: 0; 518 | margin-right: 0; 519 | margin-bottom: 0; 520 | margin-left: 0; 521 | } 522 | 523 | ul { 524 | margin-left: 0; 525 | } 526 | 527 | li > ul { 528 | /* Matches the 30px from the "ul, ol" selector above */ 529 | margin-left: 30px; 530 | } 531 | 532 | .document { 533 | width: auto; 534 | } 535 | 536 | .footer { 537 | width: auto; 538 | } 539 | 540 | .bodywrapper { 541 | margin: 0; 542 | } 543 | 544 | .footer { 545 | width: auto; 546 | } 547 | 548 | .github { 549 | display: none; 550 | } 551 | 552 | 553 | 554 | } 555 | 556 | 557 | 558 | @media screen and (max-width: 875px) { 559 | 560 | body { 561 | margin: 0; 562 | padding: 20px 30px; 563 | } 564 | 565 | div.documentwrapper { 566 | float: none; 567 | background: #fff; 568 | } 569 | 570 | div.sphinxsidebar { 571 | display: block; 572 | float: none; 573 | width: 102.5%; 574 | margin: 50px -30px -20px -30px; 575 | padding: 10px 20px; 576 | background: #333; 577 | color: #FFF; 578 | } 579 | 580 | div.sphinxsidebar h3, div.sphinxsidebar h4, div.sphinxsidebar p, 581 | div.sphinxsidebar h3 a { 582 | color: #fff; 583 | } 584 | 585 | div.sphinxsidebar a { 586 | color: #AAA; 587 | } 588 | 589 | div.sphinxsidebar p.logo { 590 | display: none; 591 | } 592 | 593 | div.document { 594 | width: 100%; 595 | margin: 0; 596 | } 597 | 598 | div.footer { 599 | display: none; 600 | } 601 | 602 | div.bodywrapper { 603 | margin: 0; 604 | } 605 | 606 | div.body { 607 | min-height: 0; 608 | padding: 0; 609 | } 610 | 611 | .rtd_doc_footer { 612 | display: none; 613 | } 614 | 615 | .document { 616 | width: auto; 617 | } 618 | 619 | .footer { 620 | width: auto; 621 | } 622 | 623 | .footer { 624 | width: auto; 625 | } 626 | 627 | .github { 628 | display: none; 629 | } 630 | } 631 | 632 | 633 | /* misc. */ 634 | 635 | .revsys-inline { 636 | display: none!important; 637 | } 638 | 639 | /* Make nested-list/multi-paragraph items look better in Releases changelog 640 | * pages. Without this, docutils' magical list fuckery causes inconsistent 641 | * formatting between different release sub-lists. 642 | */ 643 | div#changelog > div.section > ul > li > p:only-child { 644 | margin-bottom: 0; 645 | } 646 | 647 | /* Hide fugly table cell borders in ..bibliography:: directive output */ 648 | table.docutils.citation, table.docutils.citation td, table.docutils.citation th { 649 | border: none; 650 | /* Below needed in some edge cases; if not applied, bottom shadows appear */ 651 | -moz-box-shadow: none; 652 | -webkit-box-shadow: none; 653 | box-shadow: none; 654 | } 655 | 656 | 657 | /* relbar */ 658 | 659 | .related { 660 | line-height: 30px; 661 | width: 100%; 662 | font-size: 0.9rem; 663 | } 664 | 665 | .related.top { 666 | border-bottom: 1px solid #EEE; 667 | margin-bottom: 20px; 668 | } 669 | 670 | .related.bottom { 671 | border-top: 1px solid #EEE; 672 | } 673 | 674 | .related ul { 675 | padding: 0; 676 | margin: 0; 677 | list-style: none; 678 | } 679 | 680 | .related li { 681 | display: inline; 682 | } 683 | 684 | nav#rellinks { 685 | float: right; 686 | } 687 | 688 | nav#rellinks li+li:before { 689 | content: "|"; 690 | } 691 | 692 | nav#breadcrumbs li+li:before { 693 | content: "\00BB"; 694 | } 695 | 696 | /* Hide certain items when printing */ 697 | @media print { 698 | div.related { 699 | display: none; 700 | } 701 | } -------------------------------------------------------------------------------- /sphinx/_build/html/_static/basic.css: -------------------------------------------------------------------------------- 1 | /* 2 | * basic.css 3 | * ~~~~~~~~~ 4 | * 5 | * Sphinx stylesheet -- basic theme. 6 | * 7 | * :copyright: Copyright 2007-2021 by the Sphinx team, see AUTHORS. 8 | * :license: BSD, see LICENSE for details. 9 | * 10 | */ 11 | 12 | /* -- main layout ----------------------------------------------------------- */ 13 | 14 | div.clearer { 15 | clear: both; 16 | } 17 | 18 | div.section::after { 19 | display: block; 20 | content: ''; 21 | clear: left; 22 | } 23 | 24 | /* -- relbar ---------------------------------------------------------------- */ 25 | 26 | div.related { 27 | width: 100%; 28 | font-size: 90%; 29 | } 30 | 31 | div.related h3 { 32 | display: none; 33 | } 34 | 35 | div.related ul { 36 | margin: 0; 37 | padding: 0 0 0 10px; 38 | list-style: none; 39 | } 40 | 41 | div.related li { 42 | display: inline; 43 | } 44 | 45 | div.related li.right { 46 | float: right; 47 | margin-right: 5px; 48 | } 49 | 50 | /* -- sidebar --------------------------------------------------------------- */ 51 | 52 | div.sphinxsidebarwrapper { 53 | padding: 10px 5px 0 10px; 54 | } 55 | 56 | div.sphinxsidebar { 57 | float: left; 58 | width: 230px; 59 | margin-left: -100%; 60 | font-size: 90%; 61 | word-wrap: break-word; 62 | overflow-wrap : break-word; 63 | } 64 | 65 | div.sphinxsidebar ul { 66 | list-style: none; 67 | } 68 | 69 | div.sphinxsidebar ul ul, 70 | div.sphinxsidebar ul.want-points { 71 | margin-left: 20px; 72 | list-style: square; 73 | } 74 | 75 | div.sphinxsidebar ul ul { 76 | margin-top: 0; 77 | margin-bottom: 0; 78 | } 79 | 80 | div.sphinxsidebar form { 81 | margin-top: 10px; 82 | } 83 | 84 | div.sphinxsidebar input { 85 | border: 1px solid #98dbcc; 86 | font-family: sans-serif; 87 | font-size: 1em; 88 | } 89 | 90 | div.sphinxsidebar #searchbox form.search { 91 | overflow: hidden; 92 | } 93 | 94 | div.sphinxsidebar #searchbox input[type="text"] { 95 | float: left; 96 | width: 80%; 97 | padding: 0.25em; 98 | box-sizing: border-box; 99 | } 100 | 101 | div.sphinxsidebar #searchbox input[type="submit"] { 102 | float: left; 103 | width: 20%; 104 | border-left: none; 105 | padding: 0.25em; 106 | box-sizing: border-box; 107 | } 108 | 109 | 110 | img { 111 | border: 0; 112 | max-width: 100%; 113 | } 114 | 115 | /* -- search page ----------------------------------------------------------- */ 116 | 117 | ul.search { 118 | margin: 10px 0 0 20px; 119 | padding: 0; 120 | } 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; 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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 | $('\u00B6'). 193 | attr('href', '#' + this.id). 194 | attr('title', _('Permalink to this headline')). 195 | appendTo(this); 196 | }); 197 | $('dt[id]').each(function() { 198 | $('\u00B6'). 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 | $('') 234 | .appendTo($('#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 | $(document).ready(function() { 315 | Documentation.init(); 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// [C]VC[V] is m=1 63 | var mgr1 = "^(" + C + ")?" + V + C + V + C; // [C]VCVC... is m>1 64 | var s_v = "^(" + C + ")?" + v; // vowel in stem 65 | 66 | this.stemWord = function (w) { 67 | var stem; 68 | var suffix; 69 | var firstch; 70 | var origword = w; 71 | 72 | if (w.length < 3) 73 | return w; 74 | 75 | var re; 76 | var re2; 77 | var re3; 78 | var re4; 79 | 80 | firstch = w.substr(0,1); 81 | if (firstch == "y") 82 | w = firstch.toUpperCase() + w.substr(1); 83 | 84 | // Step 1a 85 | re = /^(.+?)(ss|i)es$/; 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 | -------------------------------------------------------------------------------- /sphinx/_build/html/_static/minus.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/anuragagrawaal/pyPortfolioAnalysis/4693dacdb4cef83d2b090c63a9cdb4318ba942a3/sphinx/_build/html/_static/minus.png -------------------------------------------------------------------------------- /sphinx/_build/html/_static/plus.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/anuragagrawaal/pyPortfolioAnalysis/4693dacdb4cef83d2b090c63a9cdb4318ba942a3/sphinx/_build/html/_static/plus.png -------------------------------------------------------------------------------- /sphinx/_build/html/_static/pygments.css: -------------------------------------------------------------------------------- 1 | pre { line-height: 125%; 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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 = $('