pys package

Subpackages

• pys.data_collection package
  • Subpackages
    • pys.data_collection.news_processor package
      • Submodules
      • pys.data_collection.news_processor.event_detector module
      • pys.data_collection.news_processor.keywords module
      • pys.data_collection.news_processor.news_feature_extractor module
      • pys.data_collection.news_processor.news_integration module
      • pys.data_collection.news_processor.news_preprocessor module
      • pys.data_collection.news_processor.news_visualizer module
      • pys.data_collection.news_processor.sentiment_analysis module
      • Module contents
  • Submodules
  • pys.data_collection.bonds_kbd_pipeline module
    • create_combined_report()
    • run_bond_selection_with_kbd()
  • pys.data_collection.bonds_kbd_strategies module
    • BondStrategy
      • BondStrategy.get_filter_params()
      • BondStrategy.get_portfolio_params()
      • BondStrategy.rank_bonds()
    • KBDRateExpectationStrategy
      • KBDRateExpectationStrategy.get_filter_params()
      • KBDRateExpectationStrategy.get_portfolio_params()
      • KBDRateExpectationStrategy.rank_bonds()
  • pys.data_collection.bonds_parser module
    • MOEXBondHistoricalParser
      • MOEXBondHistoricalParser.API_DELAY
      • MOEXBondHistoricalParser.BASE_DATA_DIR
      • MOEXBondHistoricalParser.BOARD_GROUPS
      • MOEXBondHistoricalParser.CACHE_DIR
      • MOEXBondHistoricalParser.analyze_bonds_continuity()
      • MOEXBondHistoricalParser.analyze_continuity_from_consolidated()
      • MOEXBondHistoricalParser.clear_cache()
      • MOEXBondHistoricalParser.filter_existing_data()
      • MOEXBondHistoricalParser.find_optimal_threshold()
      • MOEXBondHistoricalParser.find_optimal_threshold_from_consolidated()
      • MOEXBondHistoricalParser.generate_complete_dataset()
      • MOEXBondHistoricalParser.generate_dataset_with_threshold()
      • MOEXBondHistoricalParser.get_available_bonds()
      • MOEXBondHistoricalParser.get_bonds_for_period()
      • MOEXBondHistoricalParser.get_latest_bonds()
      • MOEXBondHistoricalParser.parse_interval()
    • run_bond_pipeline()
  • pys.data_collection.bonds_processor module
    • BondsProcessor
      • BondsProcessor.calculate_bond_metrics()
      • BondsProcessor.generate_portfolio_analysis()
      • BondsProcessor.get_bonds_for_portfolio()
      • BondsProcessor.load_and_process_all_bonds()
      • BondsProcessor.load_previous_recommendations()
      • BondsProcessor.process_direct_data()
      • BondsProcessor.visualize_bond_universe()
    • run_pipeline_bonds_processor()
  • pys.data_collection.data_integration module
    • DataIntegrator
      • DataIntegrator.load_multiple_tickers()
      • DataIntegrator.load_ticker_data()
      • DataIntegrator.run_pipeline()
    • run_pipeline_integration()
  • pys.data_collection.fundamental_data module
    • FundamentalPipeline
      • FundamentalPipeline.analyze_common_indicators()
      • FundamentalPipeline.process_tickers()
      • FundamentalPipeline.save_data()
      • FundamentalPipeline.visualize_common_indicators()
    • SmartLabYearlyParser
      • SmartLabYearlyParser.clean_table()
      • SmartLabYearlyParser.fetch_page()
      • SmartLabYearlyParser.parse_yearly_tables()
      • SmartLabYearlyParser.preprocess_dataframe()
      • SmartLabYearlyParser.to_float()
    • run_pipeline_fundamental()
  • pys.data_collection.kbd module
    • KBDDownloader
      • KBDDownloader.get_kbd()
    • run_pipeline_kbd_parser()
  • pys.data_collection.kbd_analyzer module
    • KBDAnalyzer
      • KBDAnalyzer.get_bonds_recommendations()
      • KBDAnalyzer.get_comprehensive_recommendations()
      • KBDAnalyzer.get_latest_kbd_metrics()
      • KBDAnalyzer.get_optimal_weighting_strategy()
      • KBDAnalyzer.visualize_kbd()
  • pys.data_collection.market_cap module
    • MarketCapParser
      • MarketCapParser.run_pipeline_market_cap()
    • run_pipeline_market_cap()
  • pys.data_collection.market_data module
    • DataStorage
      • DataStorage.extract_raw_data()
      • DataStorage.get_missing_date_ranges()
      • DataStorage.get_ticker_processed_path()
      • DataStorage.get_ticker_raw_path()
      • DataStorage.load_processed_data()
      • DataStorage.load_raw_csv_files()
      • DataStorage.save_processed_data()
      • DataStorage.store_raw_data()
    • MarketDataManager
      • MarketDataManager.get_data()
      • MarketDataManager.get_data_for_multiple_tickers()
    • MarketDataPipeline
      • MarketDataPipeline.run()
    • TimeframeConverter
      • TimeframeConverter.resample_ohlcv()
    • TinkoffDataDownloader
      • TinkoffDataDownloader.download_for_ticker()
      • TinkoffDataDownloader.get_correct_figi()
      • TinkoffDataDownloader.get_figi()
      • TinkoffDataDownloader.get_isin()
      • TinkoffDataDownloader.get_uid()
      • TinkoffDataDownloader.initialize_instruments()
      • TinkoffDataDownloader.is_figi_correct()
    • run_pipeline_market()
  • pys.data_collection.news_pipeline module
    • NewsPipeline
      • NewsPipeline.run_pipeline()
    • main()
    • merge_with_existing()
    • save_events_data()
    • save_sentiment_data()
    • update_daily_sentiment()
  • pys.data_collection.private_info module
  • pys.data_collection.tech_analysis module
    • TechAnalysisPipeline
      • TechAnalysisPipeline.create_summary_report()
      • TechAnalysisPipeline.run_pipeline()
    • run_pipeline_technical()
  • pys.data_collection.technical_indicators module
    • TechnicalIndicators
      • TechnicalIndicators.calculate_indicators()
      • TechnicalIndicators.load_data()
      • TechnicalIndicators.plot_macd()
      • TechnicalIndicators.plot_price_with_indicators()
  • Module contents
• pys.improved_pipeline package
  • Submodules
  • pys.improved_pipeline.grid_search module
    • GridSearch
      • GridSearch.run_grid_search()
    • run_grid_search_pipeline()
  • pys.improved_pipeline.honest_backtest module
    • HonestBacktester
      • HonestBacktester.run()
    • run_honest_backtest()
  • pys.improved_pipeline.short_selling_support module
    • apply_short_selling_support()
    • modify_backtester_for_shorts()
    • modify_portfolio_optimizer_for_shorts()
    • modify_signal_generator_for_shorts()
    • run_short_selling_pipeline()
  • Module contents
• pys.porfolio_optimization package
  • Submodules
  • pys.porfolio_optimization.backtester module
    • Backtester
      • Backtester.calculate_bonds_returns()
      • Backtester.calculate_performance_metrics()
      • Backtester.calculate_portfolio_return()
      • Backtester.calculate_returns()
      • Backtester.calculate_returns_by_ticker()
      • Backtester.load_bonds_data()
      • Backtester.load_data()
      • Backtester.run_pipeline()
      • Backtester.visualize_results()
  • pys.porfolio_optimization.executor module
    • PipelineExecutor
      • PipelineExecutor.build_production_portfolio()
      • PipelineExecutor.copy_bond_portfolio()
      • PipelineExecutor.create_combined_portfolio()
      • PipelineExecutor.create_short_portfolio()
      • PipelineExecutor.create_summary_report()
      • PipelineExecutor.generate_signals()
      • PipelineExecutor.optimize_standard_portfolio()
      • PipelineExecutor.process_bond_pipeline()
      • PipelineExecutor.run_pipeline()
      • PipelineExecutor.select_best_portfolio()
  • pys.porfolio_optimization.portfolio_optimizer module
    • PortfolioOptimizer
      • PortfolioOptimizer.calculate_final_portfolio()
      • PortfolioOptimizer.calculate_implied_returns()
      • PortfolioOptimizer.calculate_market_weights()
      • PortfolioOptimizer.calculate_portfolio_performance()
      • PortfolioOptimizer.generate_efficient_frontier()
      • PortfolioOptimizer.incorporate_views()
      • PortfolioOptimizer.load_data()
      • PortfolioOptimizer.load_market_caps()
      • PortfolioOptimizer.load_risk_free_portfolio()
      • PortfolioOptimizer.negative_sharpe_ratio()
      • PortfolioOptimizer.optimize_portfolio()
      • PortfolioOptimizer.plot_efficient_frontier()
      • PortfolioOptimizer.plot_enhanced_efficient_frontier()
      • PortfolioOptimizer.prepare_returns()
      • PortfolioOptimizer.prepare_returns_standard()
      • PortfolioOptimizer.prepare_returns_with_shorts()
      • PortfolioOptimizer.prepare_views_from_signals()
      • PortfolioOptimizer.run_pipeline()
      • PortfolioOptimizer.visualize_portfolio()
    • run_all_optimization_models()
  • pys.porfolio_optimization.signal_generator module
    • SignalGenerator
      • SignalGenerator.calculate_composite_score()
      • SignalGenerator.calculate_indicator_score()
      • SignalGenerator.calculate_quantiles()
      • SignalGenerator.calculate_ticker_fundamental_score()
      • SignalGenerator.create_shortlist()
      • SignalGenerator.generate_signals()
      • SignalGenerator.load_data()
      • SignalGenerator.load_fundamental_data()
      • SignalGenerator.run_pipeline()
      • SignalGenerator.save_shortlist()
      • SignalGenerator.visualize_composite_scores()
      • SignalGenerator.visualize_signals()
    • run_pipeline_signal_generator()
  • Module contents
• pys.utils package
  • Submodules
  • pys.utils.logger module
    • BaseLogger
      • BaseLogger.log_end_process()
      • BaseLogger.log_exception()
      • BaseLogger.log_start_process()
      • BaseLogger.setup_logger()
  • pys.utils.monkey_patch module
    • apply_patch()
    • apply_patches()
  • pys.utils.path_helper module
    • add_project_root_to_path()
    • get_base_path()
    • get_project_root()
    • is_server()
    • setup_python_path()
  • pys.utils.run_with_config module
    • run_with_config()
  • Module contents

Module contents