%global _empty_manifest_terminate_build 0 Name: python-empyrial Version: 2.0.1 Release: 1 Summary: An Open Source Portfolio Management Framework for Everyone 投资组合管理 License: MIT URL: https://github.com/ssantoshp/Empyrial Source0: https://mirrors.nju.edu.cn/pypi/web/packages/0e/b1/18cfd6aff0494c7476da16f2163520a76a39b88dd89710679397800c8522/empyrial-2.0.1.tar.gz BuildArch: noarch Requires: python3-numpy Requires: python3-matplotlib Requires: python3-datetime Requires: python3-empyrical Requires: python3-quantstats Requires: python3-yfinance Requires: python3-ipython Requires: python3-fpdf Requires: python3-pyportfolioopt %description # By Investors, For Investors.

![](https://img.shields.io/badge/Downloads-101k-brightgreen) ![](https://img.shields.io/badge/license-MIT-orange) ![](https://img.shields.io/badge/version-2.0.1-blueviolet) ![](https://img.shields.io/badge/language-python🐍-blue) ![](https://img.shields.io/badge/activity-9.7/10-ff69b4) ![](https://img.shields.io/badge/Open%20source-💜-white) [![Open In Colab](https://colab.research.google.com/assets/colab-badge.svg)](https://colab.research.google.com/drive/1NqTkkP2u1p1g8W8erU-Y-rSSVbPUDvq2?usp=sharing)

Empyrial is a Python-based **open-source quantitative investment** library dedicated to **financial institutions** and **retail investors**, officially released in March 2021. Already used by **thousands of people working in the finance industry**, Empyrial aims to become an all-in-one platform for **portfolio management**, **analysis**, and **optimization**. Empyrial **empowers portfolio management** by bringing the best of **performance and risk analysis** in an **easy-to-understand**, **flexible** and **powerful framework**. With Empyrial, you can easily analyze security or a portfolio in order to **get the best insights from it**.

## Installation You can install Empyrial using pip: ``` pip install empyrial ``` For a better experience, **we advise you to use Empyrial on a notebook** (e.g., Jupyter, Google Colab) _Note: macOS users will need to install [Xcode Command Line Tools](https://osxdaily.com/2014/02/12/install-command-line-tools-mac-os-x/)._ _Note: Windows users will need to install C++. ([download](https://visualstudio.microsoft.com/thank-you-downloading-visual-studio/?sku=BuildTools&rel=16), [install instructions](https://drive.google.com/file/d/0B4GsMXCRaSSIOWpYQkstajlYZ0tPVkNQSElmTWh1dXFaYkJr/view))_ ## Features

| Feature 📰 | Status | | -- | ------ | | Engine (backtesting + performance analysis) | :star: [Released](https://github.com/ssantoshp/Empyrial/releases/tag/1.2.4) on May 30, 2021 | | Optimizer | :star: [Released](https://github.com/ssantoshp/Empyrial/releases/tag/1.3.6) on Jun 7, 2021 | | Rebalancing | :star: [Released](https://github.com/ssantoshp/Empyrial/releases/tag/1.5.0) on Jun 27, 2021 | | Risk manager | :star: [Released](https://github.com/ssantoshp/Empyrial/releases/tag/v1.7.3) on Jul 5, 2021 | | Sandbox | :star: [Released](https://github.com/ssantoshp/Empyrial/releases/tag/v1.9.1) on Jul 17, 2021 |

## Documentation [Full documentation](https://empyrial.gitbook.io/empyrial/) (website) [Full documentation](https://github.com/ssantoshp/Empyrial/blob/main/empyrial_documentation.pdf) (PDF) ## Usage ### Empyrial Engine ```py from empyrial import empyrial, Engine portfolio = Engine( start_date = "2018-06-09", portfolio = ["BABA", "PDD", "KO", "AMD","^IXIC"], weights = [0.2, 0.2, 0.2, 0.2, 0.2], # equal weighting is set by default benchmark = ["SPY"] # SPY is set by default ) empyrial(portfolio) ``` ### Calendar Rebalancing A portfolio can be rebalanced for either a specific time period or for specific dates using the `rebalance` option. #### Rebalance for Time Period Time periods available for rebalancing are `2y`, `1y`, `6mo`, `quarterly`, `monthly` ```py from empyrial import empyrial, Engine portfolio = Engine( start_date = "2018-06-09", portfolio = ["BABA", "PDD", "KO", "AMD","^IXIC"], weights = [0.2, 0.2, 0.2, 0.2, 0.2], # equal weighting is set by default benchmark = ["SPY"], # SPY is set by default rebalance = "1y" ) empyrial(portfolio) ``` #### Rebalance for Custom Dates You can rebalance a portfolio by specifying a list of custom dates. ⚠️ When using custom dates, the first date of the list must correspond with the `start_date` and the last element should correspond to the `end_date` which is **today's date** by default. ```py from empyrial import empyrial, Engine portfolio = Engine( start_date = "2018-06-09", portfolio = ["BABA", "PDD", "KO", "AMD","^IXIC"], weights = [0.2, 0.2, 0.2, 0.2, 0.2], # equal weighting is set by default benchmark = ["SPY"], # SPY is set by default rebalance = ["2018-06-09", "2019-01-01", "2020-01-01", "2021-01-01"] ) empyrial(portfolio) ``` ### Optimizer The default optimizer is **equal weighting**. You can specify custom weights, if desired. ```py from empyrial import empyrial, Engine portfolio = Engine( start_date = "2018-01-01", portfolio = ["BABA", "PDD", "KO", "AMD","^IXIC"], weights = [0.1, 0.3, 0.15, 0.25, 0.2], # custom weights rebalance = "1y" # rebalance every year ) empyrial(portfolio) ``` You can also use the **built-in optimizers**. There are 4 optimizers available: - `"EF"`: **Global Efficient Frontier** [Example](https://empyrial.gitbook.io/empyrial/optimization/global-efficient-frontier) - `"MEANVAR"`: **Mean-Variance** [Example](https://empyrial.gitbook.io/empyrial/optimization/mean-variance) - `"HRP"`: **Hierarchical Risk Parity** [Example](https://empyrial.gitbook.io/empyrial/optimization/hierarchical-risk-parity) - `"MINVAR"`: **Minimum-Variance** [Example](https://empyrial.gitbook.io/empyrial/optimization/minimum-variance) ```py from empyrial import empyrial, Engine portfolio = Engine( start_date = "2018-01-01", portfolio = ["BABA", "PDD", "KO", "AMD","^IXIC"], optimizer = "EF", rebalance = "1y" # rebalance every year ) portfolio.weights ``` > Output: ``` [0.0, 0.0, 0.0348, 0.9652, 0.0] ``` We can see that the allocation has been optimized. ### Risk Manager 3 Risk Managers are available: - **Max Drawdown**: `{"Max Drawdown" : -0.3}` [Example](https://empyrial.gitbook.io/empyrial/risk-management/max-drawdown) - **Take Profit**: `{"Take Profit" : 0.4}` [Example](https://empyrial.gitbook.io/empyrial/risk-management/take-profit) - **Stop Loss**: `{"Stop Loss" : -0.2}` [Example](https://empyrial.gitbook.io/empyrial/risk-management/stop-loss) ```py from empyrial import empyrial, Engine portfolio = Engine( start_date = "2018-01-01", portfolio= ["BABA", "PDD", "KO", "AMD","^IXIC"], optimizer = "EF", rebalance = "1y", # rebalance every year risk_manager = {"Max Drawdown" : -0.2} # Stop the investment when the drawdown becomes superior to -20% ) empyrial(portfolio) ``` ### Empyrial Outputs

![image](https://user-images.githubusercontent.com/61618641/126879140-ea03ff17-a7c6-481a-bb3e-61c055b31267.png) ![image](https://user-images.githubusercontent.com/61618641/126879203-4390813c-a4f2-41b9-916b-e03dd8bafffb.png) ![image](https://user-images.githubusercontent.com/61618641/128025087-04afed7e-96ab-4730-9bd8-98f5491b2b5d.png) ![image](https://user-images.githubusercontent.com/61618641/126879204-01fe1eca-00b8-438e-b489-0213535dd31b.png) ![image](https://user-images.githubusercontent.com/61618641/126879210-9fd61e2b-01ab-4bfd-b679-3b1867d9302d.png) ![image](https://user-images.githubusercontent.com/61618641/126879215-e24c929a-55be-4912-8e2c-043e31ff2a95.png) ![image](https://user-images.githubusercontent.com/61618641/126879221-455b8ffa-c958-4ac9-ae98-d15b4c5f0826.png) ![image](https://user-images.githubusercontent.com/61618641/126879222-08906643-16db-441e-a099-7ac3b00bdbd7.png) ![image](https://user-images.githubusercontent.com/61618641/126879223-f1116dc3-cceb-493c-93b3-2d3810cae789.png) ![image](https://user-images.githubusercontent.com/61618641/126879225-dc879b71-2070-46ed-a8ad-e90880050be8.png) ![image](https://user-images.githubusercontent.com/61618641/126879297-cb78743a-6d43-465b-8021-d4b62a659828.png)

## Download the Tearsheet You can use the `get_report()` function of Empyrial to generate a tearsheet, and then download this as a PDF document. ```py from empyrial import get_report, Engine portfolio = Engine( start_date = "2018-01-01", portfolio = ["BABA", "PDD", "KO", "AMD","^IXIC"], optimizer = "EF", rebalance = "1y", #rebalance every year risk_manager = {"Stop Loss" : -0.2} ) get_report(portfolio) ``` > Output: ![image](https://user-images.githubusercontent.com/61618641/126879406-3ff8eb14-e08b-4103-b46d-02597634d469.png) ## Stargazers over time

![追星族的时间](https://starchart.cc/ssantoshp/empyrial.svg)

## Contribution and Issues Empyrial uses GitHub to host its source code. _Learn more about the [Github flow](https://docs.github.com/en/get-started/quickstart/github-flow)._ For larger changes (e.g., new feature request, large refactoring), please open an issue to discuss first. - If you wish to create a new Issue, then [click here to create a new issue](https://github.com/ssantoshp/Empyrial/issues/new/choose). Smaller improvements (e.g., document improvements, bugfixes) can be handled by the Pull Request process of GitHub: [pull requests](https://github.com/ssantoshp/Empyrial/pulls). - To contribute to the code, you will need to do the following: - [Fork](https://docs.github.com/en/get-started/quickstart/fork-a-repo#forking-a-repository) [Empyrial](https://github.com/ssantoshp/Empyrial) - Click the **Fork** button at the upper right corner of this page. - [Clone your own fork](https://docs.github.com/en/get-started/quickstart/fork-a-repo#cloning-your-forked-repository). E.g., `git clone https://github.com/ssantoshp/Empyrial.git` _If your fork is out of date, then will you need to manually sync your fork: [Synchronization method](https://help.github.com/articles/syncing-a-fork/)_ - [Create a Pull Request](https://github.com/ssantoshp/Empyrial/pulls) using **your fork** as the `compare head repository`. You contributions will be reviewed, potentially modified, and hopefully merged into Empyrial. ## Contributors Thanks goes to these wonderful people ([emoji key](https://allcontributors.org/docs/en/emoji-key)): [![All Contributors](https://img.shields.io/badge/all_contributors-10-orange.svg?style=flat-square)](#contributors-)

_{Renan Lopes}
💻 🐛

_{Mark Thebault}
💻

_{Diego Alvarez}
💻🐛

_{Rakesh Bhat}
💻

_{Anh Le}
🐛

_{Tony Zhang}
💻

_{Ikko Ashimine}
✒️

_QuantNomad
📹

_Buckley
✒️💻

_{Adam Nelsson}
📓

![追星族的时间](https://starchart.cc/ssantoshp/empyrial.svg)

_{Renan Lopes}
💻 🐛

_{Mark Thebault}
💻

_{Diego Alvarez}
💻🐛

_{Rakesh Bhat}
💻

_{Anh Le}
🐛

_{Tony Zhang}
💻

_{Ikko Ashimine}
✒️

_QuantNomad
📹

_Buckley
✒️💻

_{Adam Nelsson}
📓

![追星族的时间](https://starchart.cc/ssantoshp/empyrial.svg)

_{Renan Lopes}
💻 🐛

_{Mark Thebault}
💻

_{Diego Alvarez}
💻🐛

_{Rakesh Bhat}
💻

_{Anh Le}
🐛

_{Tony Zhang}
💻

_{Ikko Ashimine}
✒️

_QuantNomad
📹

_Buckley
✒️💻

_{Adam Nelsson}
📓

This project follows the [all-contributors](https://github.com/all-contributors/all-contributors) specification. **Contributions of any kind are welcome!** ## Contact You are welcome to contact us by email at **santoshpassoubady@gmail.com** or in Empyrial's [discussion space](https://github.com/ssantoshp/Empyrial/discussions) ## License MIT %prep %autosetup -n empyrial-2.0.1 %build %py3_build %install %py3_install install -d -m755 %{buildroot}/%{_pkgdocdir} if [ -d doc ]; then cp -arf doc %{buildroot}/%{_pkgdocdir}; fi if [ -d docs ]; then cp -arf docs %{buildroot}/%{_pkgdocdir}; fi if [ -d example ]; then cp -arf example %{buildroot}/%{_pkgdocdir}; fi if [ -d examples ]; then cp -arf examples %{buildroot}/%{_pkgdocdir}; fi pushd %{buildroot} if [ -d usr/lib ]; then find usr/lib -type f -printf "/%h/%f\n" >> filelist.lst fi if [ -d usr/lib64 ]; then find usr/lib64 -type f -printf "/%h/%f\n" >> filelist.lst fi if [ -d usr/bin ]; then find usr/bin -type f -printf "/%h/%f\n" >> filelist.lst fi if [ -d usr/sbin ]; then find usr/sbin -type f -printf "/%h/%f\n" >> filelist.lst fi touch doclist.lst if [ -d usr/share/man ]; then find usr/share/man -type f -printf "/%h/%f.gz\n" >> doclist.lst fi popd mv %{buildroot}/filelist.lst . mv %{buildroot}/doclist.lst . %files -n python3-empyrial -f filelist.lst %dir %{python3_sitelib}/* %files help -f doclist.lst %{_docdir}/* %changelog * Fri May 05 2023 Python_Bot - 2.0.1-1 - Package Spec generated