.. title:: pyinvestingsnippets

pyinvestingsnippets
=====================

PyInvestingSnippets is a python library which implements `pandas <https://pandas.pydata.org/>`_ extensions
for stock and investment portfolio analysis. Several utilities are also provided.

Installation
------------

::

    pip install pyinvestingsnippets

Pyinvestingsnippets is listed in `PyPI <https://pypi.org/project/pyinvestingsnippets/>`_ and
can be installed with ``pip``.

**Prerequisites**: pyinvestingsnippets requires Python 3.7 or newer

Quick links
-----------

* Current version: |version| (`download from PyPI <https://pypi.python.org/pypi/pyinvestingsnippets>`_)
* `Source (GitHub) <https://github.com/investingsnippets/pyinvestingsnippets>`_

Features
--------

* Cumulative Wealth Index Growth
* Drawdown
* `SRRI <https://www.esma.europa.eu/sites/default/files/library/2015/11/10_673.pdf>`_
* Rolling Returns
* Rolling Volatility
* Beta (regression/covariance)
* Rolling Beta (regression/covariance)
* Exponentially Weighted Downside Risk

Example
-------

Here is a simple example ::

   import datetime
   import pyinvestingsnippets
   import pandas_datareader as web

   if __name__ == "__main__":
      end_date = datetime.datetime.now()
      start_date = end_date - datetime.timedelta(days=5 * 365)
      end_date_frmt = end_date.strftime("%Y-%m-%d")
      start_date_frmt = start_date.strftime("%Y-%m-%d")

      aapl_prices = web.DataReader('AAPL', data_source='yahoo', start=start_date_frmt, end=end_date_frmt)['Adj Close']

      aapl_rets = aapl_prices['AAPL'].returns

      aapl_wi = aapl_rets.cwi
      aapl_dd = aapl_wi.drawdown
      aapl_dd_dur = aapl_dd.durations

      print('Total return: {:.0%}'.format(aapl_wi.total_return))
      print('Max drawdown: {:.2%}'.format(aapl_dd.max_drawdown))
      print('Average drawdown duration: {}'.format(aapl_dd_dur.mean()))
   
Complete examples can be found `here <https://github.com/investingsnippets/pyinvestingsnippets/tree/master/examples>`_.

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