FinanceToolkit
Transparent and Efficient Financial Analysis
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최종 버전 다운로드 (.zip)- enhancement.md
- feature_request.md
- linting.yml
- unit_tests.yml
- FUNDING.yml
- balance.csv
- cash.csv
- GOOGL_balance.csv
- GOOGL_cash.csv
- GOOGL_income.csv
- income.csv
- README.md
- statistics.csv
- TSLA_balance.csv
- TSLA_cash.csv
- TSLA_income.csv
- __init__..py
- Finance Toolkit - 0. README Examples.ipynb
- Finance Toolkit - 1. Getting Started.ipynb
- Finance Toolkit - 10. Fixed Income Module.ipynb
- Finance Toolkit - 11. Portfolio Module.ipynb
- Finance Toolkit - 12. Econometrics Module.ipynb
- Finance Toolkit - 2. Discovery Module.ipynb
- Finance Toolkit - 3. Ratios Module.ipynb
- Finance Toolkit - 4. Models Module.ipynb
- Finance Toolkit - 5. Options Module.ipynb
- Finance Toolkit - 6. Technicals Module.ipynb
- Finance Toolkit - 7. Risk Module.ipynb
- Finance Toolkit - 8. Performance Module.ipynb
- Finance Toolkit - 9. Economics Module.ipynb
- Finance Toolkit - MCP Demo.mp4
- Finance Toolkit - Using External Datasets.ipynb
- Finance Toolkit - Video Demo.gif
- __init__.py
- cache_controller.py
- coverage_model.py
- frame_model.py
- policy_model.py
- request_model.py
- serialization_model.py
- sqlite_model.py
- ticker_model.py
- __init__.py
- discovery_controller.py
- discovery_model.py
- __init__.py
- causal_inference_model.py
- causality_model.py
- cointegration_model.py
- diagnostics_model.py
- econometrics_controller.py
- event_study_model.py
- fama_macbeth_model.py
- forecast_evaluation_model.py
- hypothesis_testing_model.py
- panel_data_model.py
- regression_model.py
- specification_tests_model.py
- time_series_model.py
- unitroot_model.py
- __init__.py
- economics_controller.py
- fred_model.py
- gmdb_model.py
- oecd_model.py
- yfinance_model.py
- __init__.py
- bond_model.py
- derivative_model.py
- ecb_model.py
- euribor_model.py
- fed_model.py
- fixedincome_controller.py
- fmp_model.py
- fred_model.py
- helpers.py
- yieldcurve_model.py
- .mcpbignore
- build-mcpb.sh
- finance_toolkit_icon.png
- LICENSE
- manifest.json
- pyproject.toml
- README.md
- __init__.py
- __main__.py
- auth_model.py
- coercion_model.py
- config.yaml
- formatting_model.py
- inspection_controller.py
- mcp_controller.py
- provider_model.py
- registry_controller.py
- setup_model.py
- tools_model.py
- __init__.py
- altman_model.py
- beneish_model.py
- dupont_model.py
- enterprise_model.py
- eva_model.py
- fulmer_model.py
- grover_model.py
- growth_model.py
- helpers.py
- intrinsic_model.py
- models_controller.py
- ohlson_model.py
- piotroski_model.py
- springate_model.py
- wacc_model.py
- zmijewski_model.py
- balance.csv
- balance_yf.csv
- cash.csv
- cash_yf.csv
- income.csv
- income_yf.csv
- statistics.csv
- statistics_yf.csv
- __init__.py
- binomial_trees_model.py
- black_scholes_model.py
- exotics_model.py
- greeks_model.py
- helpers.py
- options_controller.py
- options_model.py
- risk_neutral_density_model.py
- svi_model.py
- __init__.py
- helpers.py
- performance_controller.py
- performance_model.py
- example_portfolio.csv
- example_portfolio.xlsx
- __init__.py
- config.yaml
- helpers.py
- overview_model.py
- portfolio_controller.py
- portfolio_model.py
- __init__.py
- efficiency_model.py
- helpers.py
- liquidity_model.py
- profitability_model.py
- ratios_controller.py
- solvency_model.py
- valuation_model.py
- __init__.py
- backtesting_model.py
- copula_model.py
- covar_model.py
- cvar_model.py
- evar_model.py
- garch_model.py
- helpers.py
- market_liquidity_model.py
- realized_volatility_model.py
- risk_controller.py
- risk_model.py
- var_model.py
- __init__.py
- breadth_model.py
- helpers.py
- momentum_model.py
- overlap_model.py
- technicals_controller.py
- volatility_model.py
- dataframe_model.py
- error_model.py
- logger_model.py
- requests_model.py
- statistics_model.py
- __init__.py
- currencies_model.py
- fmp_model.py
- fundamentals_model.py
- helpers.py
- historical_model.py
- normalization_model.py
- toolkit_controller.py
- yfinance_model.py
- test_cache_controller.py
- test_cache_removal.py
- test_cache_resilience.py
- test_company_dataset_caching.py
- test_coverage_model.py
- test_disabled_provider_caching.py
- test_economics_caching.py
- test_historical_caching.py
- test_multi_user_caching.py
- test_other_sources_caching.py
- test_remaining_sources_caching.py
- test_scoped_eviction.py
- test_ticker_model.py
- test_toolkit_cache_methods.py
- test_toolkit_balance.csv
- test_toolkit_balance_1.csv
- test_toolkit_balance_2.csv
- test_toolkit_cash.csv
- test_toolkit_cash_1.csv
- test_toolkit_cash_2.csv
- test_toolkit_historical.csv
- test_toolkit_income.csv
- test_toolkit_income_1.csv
- test_toolkit_income_2.csv
- test_toolkit_models.csv
- test_toolkit_models_1.csv
- test_toolkit_models_2.csv
- test_toolkit_performance.csv
- test_toolkit_performance_1.csv
- test_toolkit_performance_2.csv
- test_toolkit_ratios.csv
- test_toolkit_ratios_1.csv
- test_toolkit_ratios_2.csv
- test_toolkit_risk.csv
- test_toolkit_risk_1.csv
- test_toolkit_risk_2.csv
- test_toolkit_technicals.csv
- test_toolkit_technicals_1.csv
- test_toolkit_technicals_2.csv
- balance_dataset.pickle
- cash_dataset.pickle
- historical_dataset.pickle
- income_dataset.pickle
- portfolio_benchmark_dataset.pickle
- portfolio_historical_dataset.pickle
- portfolio_test.xlsx
- risk_free_rate.pickle
- treasury_data.pickle
- test_discovery_controller_initialization.json
- test_discovery_controller_initialization_1.json
- test_get_crypto_news.json
- test_get_forex_news.json
- test_get_general_news.json
- test_get_industry_pe_history.json
- test_get_industry_pe_snapshot.json
- test_get_industry_performance_history.json
- test_get_industry_performance_snapshot.json
- test_get_ipo_calendar.json
- test_get_ipo_calendar_1.json
- test_get_ipo_disclosures.json
- test_get_ipo_prospectuses.json
- test_get_mergers_acquisitions_latest.json
- test_get_press_releases.json
- test_get_sector_pe_history.json
- test_get_sector_pe_snapshot.json
- test_get_sector_performance_history.json
- test_get_sector_performance_snapshot.json
- test_get_stock_list.json
- test_get_stock_list_1.json
- test_get_stock_news.json
- test_get_stock_news_1.json
- test_get_stock_screener.json
- test_get_stock_screener_1.json
- test_get_stock_splits_calendar.json
- test_search_crypto_news.json
- test_search_forex_news.json
- test_search_instruments.json
- test_search_instruments_1.json
- test_search_press_releases.json
- test_search_stock_news.json
- __init__.py
- test_discovery_controller.py
- test_get_difference_in_differences_recovers_treatment_effect.csv
- test_get_difference_in_differences_with_controls.csv
- test_get_iv_2sls_recovers_true_effect_unlike_naive_ols.csv
- test_get_iv_2sls_with_exogenous_controls.csv
- test_get_propensity_score_matching_recovers_true_effect_unlike_naive.csv
- test_get_regression_discontinuity_recovers_known_jump.csv
- test_get_synthetic_control_recovers_known_treatment_effect.csv
- test_get_granger_causality_causal.csv
- test_get_granger_causality_too_few_observations.csv
- test_get_granger_causality_unrelated.csv
- test_get_engle_granger_cointegration_cointegrated.csv
- test_get_engle_granger_cointegration_independent.csv
- test_get_johansen_cointegration_bivariate.csv
- test_get_johansen_cointegration_independent.csv
- test_get_johansen_cointegration_k_ar_diff.csv
- test_get_johansen_cointegration_one_cointegrating_relation.csv
- test_get_johansen_cointegration_too_few_observations.csv
- test_get_arch_lm_test.csv
- test_get_arch_lm_test_dataframe.csv
- test_get_arch_lm_test_too_few_observations.csv
- test_get_cusum_test_dataframe.csv
- test_get_cusum_test_mean_shift.csv
- test_get_cusum_test_stable_mean.csv
- test_get_cusum_test_too_few_observations.csv
- test_get_jarque_bera_test.csv
- test_get_jarque_bera_test_dataframe.csv
- test_get_ljung_box_test_autocorrelated.csv
- test_get_ljung_box_test_dataframe.csv
- test_get_ljung_box_test_too_few_observations.csv
- test_get_ljung_box_test_white_noise.csv
- test_get_variance_ratio_test_dataframe.csv
- test_get_variance_ratio_test_iid.csv
- test_get_variance_ratio_test_mean_reversion.csv
- test_get_variance_ratio_test_momentum.csv
- test_get_variance_ratio_test_too_few_observations.csv
- test_get_arch_lm_test.csv
- test_get_arch_lm_test_1.csv
- test_get_arch_lm_test_2.csv
- test_get_arch_lm_test_include_benchmark.csv
- test_get_arima_forecast.csv
- test_get_arima_forecast_no_constant.csv
- test_get_augmented_dickey_fuller.csv
- test_get_augmented_dickey_fuller_1.csv
- test_get_breusch_pagan_test.csv
- test_get_chow_test.csv
- test_get_cusum_test.csv
- test_get_cusum_test_1.csv
- test_get_diebold_mariano_test.csv
- test_get_diebold_mariano_test_1.csv
- test_get_difference_in_differences.csv
- test_get_difference_in_differences_explicit_control.csv
- test_get_durbin_watson_test.csv
- test_get_engle_granger_cointegration.csv
- test_get_engle_granger_cointegration_include_benchmark.csv
- test_get_event_study.csv
- test_get_event_study_default_ticker.csv
- test_get_f_test.csv
- test_get_fama_macbeth_regression.csv
- test_get_fama_macbeth_regression_explicit_tickers.csv
- test_get_fixed_effects_broadcast_factor.csv
- test_get_fixed_effects_entity_column.csv
- test_get_fixed_effects_time_effects.csv
- test_get_gls.csv
- test_get_granger_causality.csv
- test_get_hausman_test.csv
- test_get_hausman_wu_test.csv
- test_get_hausman_wu_test_reversed_dependent_and_suspect.csv
- test_get_impulse_response_function.csv
- test_get_impulse_response_function_reduced_form.csv
- test_get_iv_2sls.csv
- test_get_iv_2sls_with_exogenous.csv
- test_get_jarque_bera_test.csv
- test_get_jarque_bera_test_1.csv
- test_get_jarque_bera_test_2.csv
- test_get_johansen_cointegration.csv
- test_get_johansen_cointegration_include_benchmark.csv
- test_get_kpss_test.csv
- test_get_kpss_test_1.csv
- test_get_likelihood_ratio_test.csv
- test_get_ljung_box_test.csv
- test_get_ljung_box_test_1.csv
- test_get_ljung_box_test_2.csv
- test_get_logistic_regression.csv
- test_get_mae.csv
- test_get_ols.csv
- test_get_ols_explicit_dependent_ticker.csv
- test_get_ols_explicit_independent_tickers.csv
- test_get_ols_hac.csv
- test_get_ols_include_benchmark.csv
- test_get_ols_single_independent.csv
- test_get_out_of_sample_validation_arima.csv
- test_get_out_of_sample_validation_var.csv
- test_get_phillips_perron_test.csv
- test_get_phillips_perron_test_1.csv
- test_get_probit_regression.csv
- test_get_propensity_score_matching.csv
- test_get_propensity_score_matching_custom_threshold.csv
- test_get_quantile_regression.csv
- test_get_ramsey_reset_test.csv
- test_get_ramsey_reset_test_1.csv
- test_get_random_effects.csv
- test_get_regression_discontinuity.csv
- test_get_regression_discontinuity_triangular_kernel.csv
- test_get_rmse.csv
- test_get_synthetic_control.csv
- test_get_synthetic_control_default_donor_tickers.csv
- test_get_two_sample_t_test.csv
- test_get_two_sample_t_test_1.csv
- test_get_two_sample_t_test_include_benchmark.csv
- test_get_var_forecast.csv
- test_get_var_forecast_multiple_lags.csv
- test_get_variance_decomposition.csv
- test_get_variance_ratio_test.csv
- test_get_variance_ratio_test_1.csv
- test_get_variance_ratio_test_2.csv
- test_get_vif.csv
- test_get_vif_include_benchmark.csv
- test_get_vif_single_ticker.csv
- test_get_wald_test.csv
- test_get_white_test.csv
- test_get_wls.csv
- test_get_wls_hac.csv
- test_get_zivot_andrews_test.csv
- test_get_zivot_andrews_test_1.csv
- test_get_fama_macbeth_regression_multi_factor.csv
- test_get_fama_macbeth_regression_recovers_known_risk_premium.csv
- test_get_diebold_mariano_test_absolute_loss.csv
- test_get_diebold_mariano_test_better_forecast.csv
- test_get_diebold_mariano_test_dataframe.csv
- test_get_diebold_mariano_test_equal_forecasts.csv
- test_get_diebold_mariano_test_too_few_observations.csv
- test_get_out_of_sample_validation_plugged_into_arima.csv
- test_get_f_test_fails_to_reject_when_coefficients_are_truly_zero.csv
- test_get_hausman_wu_test_flags_endogeneity_when_present.csv
- test_get_likelihood_ratio_test_fails_to_reject_when_coefficients_are_truly_zero.csv
- test_get_two_sample_t_test_detects_known_large_difference.csv
- test_get_wald_test_fails_to_reject_when_coefficients_are_truly_zero.csv
- test_get_fixed_effects_recovers_known_beta.csv
- test_get_hausman_test_fails_to_reject_when_exogenous.csv
- test_get_hausman_test_rejects_when_endogenous.csv
- test_get_random_effects_recovers_known_beta.csv
- test_get_logistic_regression_separates_classes.csv
- test_get_ols_multivariate.csv
- test_get_ols_recovers_known_coefficients.csv
- test_get_probit_regression_separates_classes.csv
- test_get_quantile_regression_median_close_to_ols_for_symmetric_noise.csv
- test_get_breusch_pagan_test_detects_heteroskedasticity.csv
- test_get_breusch_pagan_test_homoskedastic_not_flagged.csv
- test_get_chow_test_detects_structural_break.csv
- test_get_chow_test_no_structural_break.csv
- test_get_durbin_watson_test_detects_negative_autocorrelation.csv
- test_get_durbin_watson_test_detects_positive_autocorrelation.csv
- test_get_durbin_watson_test_no_autocorrelation.csv
- test_get_ramsey_reset_test_detects_misspecification.csv
- test_get_ramsey_reset_test_linear_not_flagged.csv
- test_get_vif_detects_collinearity.csv
- test_get_vif_low_for_independent_regressors.csv
- test_get_white_test_detects_heteroskedasticity.csv
- test_get_white_test_homoskedastic_not_flagged.csv
- test_get_arima_forecast_recovers_ar1_coefficients.csv
- test_get_impulse_response_function_impact_response_matches_shock_std.csv
- test_get_var_forecast_recovers_known_coefficients.csv
- test_get_var_forecast_recovers_known_coefficients_1.csv
- test_get_variance_decomposition_rows_sum_to_one.csv
- test_get_vecm_forecast_identifies_rank_one_and_mean_reverts.csv
- test_get_augmented_dickey_fuller_random_walk.csv
- test_get_augmented_dickey_fuller_regression_types.csv
- test_get_augmented_dickey_fuller_regression_types_1.csv
- test_get_augmented_dickey_fuller_stationary.csv
- test_get_augmented_dickey_fuller_too_few_observations.csv
- test_get_kpss_test_agrees_with_adf.csv
- test_get_kpss_test_random_walk.csv
- test_get_kpss_test_regression_types.csv
- test_get_kpss_test_stationary.csv
- test_get_kpss_test_too_few_observations.csv
- test_get_phillips_perron_test_agrees_with_adf.csv
- test_get_phillips_perron_test_random_walk.csv
- test_get_phillips_perron_test_regression_types.csv
- test_get_phillips_perron_test_stationary.csv
- test_get_phillips_perron_test_too_few_observations.csv
- test_get_zivot_andrews_test_random_walk.csv
- test_get_zivot_andrews_test_regression_types.csv
- test_get_zivot_andrews_test_regression_types_1.csv
- test_get_zivot_andrews_test_stationary_with_break.csv
- test_get_zivot_andrews_test_too_few_observations.csv
- test_get_ljung_box_test_autocorrelated_1.json
- test_get_ljung_box_test_white_noise_1.json
- test_get_variance_ratio_test_iid_1.json
- test_get_variance_ratio_test_mean_reversion_1.json
- test_get_variance_ratio_test_momentum_1.json
- test_get_event_study.json
- test_get_event_study_1.json
- test_get_event_study_2.json
- test_get_event_study_3.json
- test_get_event_study_4.json
- test_causal_inference_model.py
- test_causality_model.py
- test_cointegration_model.py
- test_diagnostics_model.py
- test_econometrics_controller.py
- test_event_study_model.py
- test_fama_macbeth_model.py
- test_forecast_evaluation_model.py
- test_hypothesis_testing_model.py
- test_panel_data_model.py
- test_reference_validation.py
- test_regression_model.py
- test_specification_tests_model.py
- test_time_series_model.py
- test_unitroot_model.py
- __init__.py
- conftest.py
- test_economics_controller.py
- test_collect_bond_statistics.csv
- test_collect_bond_statistics_1.csv
- test_get_bond_equivalent_yield.csv
- test_get_breakeven_inflation_rate.csv
- test_get_derivative_price.csv
- test_get_derivative_price_1.csv
- test_get_derivative_price_2.csv
- test_get_duration.csv
- test_get_duration_1.csv
- test_get_duration_2.csv
- test_get_duration_3.csv
- test_get_forward_rate.csv
- test_get_key_rate_duration.csv
- test_get_par_yield.csv
- test_get_present_value.csv
- test_get_present_value_1.csv
- test_get_taylor_price_change.csv
- test_get_yield_curve_spread.csv
- test_get_yield_to_maturity.csv
- test_get_yield_to_maturity_1.csv
- test_get_z_spread.csv
- test_get_breakeven_inflation_rate_with_series.csv
- test_get_forward_rate_with_series.csv
- test_get_yield_curve_spread_with_series.csv
- test_get_bond_equivalent_yield.json
- test_get_bond_equivalent_yield_matches_hand_calculation.json
- test_get_bond_price_from_curve_matches_flat_yield.json
- test_get_key_rate_duration.json
- test_get_key_rate_duration_sums_to_approx_effective_duration.json
- test_get_taylor_price_change.json
- test_get_taylor_price_change_matches_actual_repricing.json
- test_get_z_spread.json
- test_get_z_spread_recovers_synthetic_spread.json
- test_get_annuity_factor.json
- test_get_annuity_factor_scales_with_tenor.json
- test_get_bachelier_price_payer.json
- test_get_bachelier_price_receiver.json
- test_get_bachelier_price_scales_with_tenor.json
- test_get_black_price_default_tenor_matches_maturity.json
- test_get_black_price_payer.json
- test_get_black_price_receiver.json
- test_get_black_price_scales_with_tenor.json
- test_fixedincome_controller_initialization.json
- test_fixedincome_controller_initialization_1.json
- test_fixedincome_controller_initialization_2.json
- test_fixedincome_controller_initialization_3.json
- test_get_present_value.json
- test_get_present_value_1.json
- test_get_present_value_2.json
- test_get_breakeven_inflation_rate.json
- test_get_forward_rate.json
- test_get_forward_rate_flat_curve_equals_spot_rate.json
- test_get_par_yield.json
- test_get_par_yield_flat_curve_equals_spot_rate.json
- test_get_yield_curve_spread.json
- __init__.py
- test_bond_model.py
- test_derivative_model.py
- test_fixedincome_controller.py
- test_yieldcurve_model.py
- test_convert_financial_statements_empty_format.json
- test_mcp_controller.py
- test_mcp_oauth.py
- test_request_auth.py
- test_get_altman_z_score.csv
- test_get_earnings_before_interest_and_taxes_to_total_assets_ratio.csv
- test_get_market_value_of_equity_to_book_value_of_total_liabilities_ratio.csv
- test_get_retained_earnings_to_total_assets_ratio.csv
- test_get_sales_to_total_assets_ratio.csv
- test_get_working_capital_to_total_assets_ratio.csv
- test_get_asset_quality_index.csv
- test_get_beneish_m_score.csv
- test_get_days_sales_in_receivables_index.csv
- test_get_depreciation_index.csv
- test_get_gross_margin_index.csv
- test_get_leverage_index.csv
- test_get_sales_growth_index.csv
- test_get_selling_general_and_administrative_expenses_index.csv
- test_get_total_accruals_to_total_assets.csv
- test_get_dupont_analysis.csv
- test_get_extended_dupont_analysis.csv
- test_get_enterprise_value_breakdown.csv
- test_get_tobins_q_ratio.csv
- test_get_economic_value_added.csv
- test_get_invested_capital.csv
- test_get_market_value_added.csv
- test_get_net_operating_profit_after_taxes.csv
- test_get_cash_flow_to_total_liabilities_ratio.csv
- test_get_current_liabilities_to_total_assets_ratio.csv
- test_get_debt_to_total_assets_ratio.csv
- test_get_ebt_to_equity_ratio.csv
- test_get_fulmer_h_score.csv
- test_get_log_of_ebit_to_interest_expense_ratio.csv
- test_get_log_of_tangible_total_assets.csv
- test_get_retained_earnings_to_total_assets_ratio.csv
- test_get_sales_to_total_assets_ratio.csv
- test_get_tangible_total_assets.csv
- test_get_working_capital_to_total_liabilities_ratio.csv
- test_get_ebit_to_total_assets_ratio.csv
- test_get_grover_score.csv
- test_get_return_on_assets_ratio.csv
- test_get_working_capital_to_total_assets_ratio.csv
- test_get_internal_growth_rate.csv
- test_get_present_value_of_growth_opportunities.csv
- test_get_sustainable_growth_rate.csv
- test_get_free_cash_flow_to_equity.csv
- test_get_free_cash_flow_to_firm.csv
- test_get_intrinsic_value.csv
- test_get_residual_income.csv
- test_get_two_stage_dividend_discount_model.csv
- test_get_altman_z_score.csv
- test_get_altman_z_score_1.csv
- test_get_altman_z_score_2.csv
- test_get_beneish_m_score.csv
- test_get_beneish_m_score_1.csv
- test_get_dupont_analysis.csv
- test_get_dupont_analysis_1.csv
- test_get_dupont_analysis_2.csv
- test_get_economic_value_added.csv
- test_get_economic_value_added_1.csv
- test_get_enterprise_value_breakdown.csv
- test_get_enterprise_value_breakdown_1.csv
- test_get_enterprise_value_breakdown_2.csv
- test_get_extended_dupont_analysis.csv
- test_get_extended_dupont_analysis_1.csv
- test_get_extended_dupont_analysis_2.csv
- test_get_free_cash_flow_to_equity.csv
- test_get_free_cash_flow_to_equity_1.csv
- test_get_free_cash_flow_to_firm.csv
- test_get_free_cash_flow_to_firm_1.csv
- test_get_fulmer_h_score.csv
- test_get_fulmer_h_score_1.csv
- test_get_gorden_growth_model.csv
- test_get_gorden_growth_model_1.csv
- test_get_grover_score.csv
- test_get_grover_score_1.csv
- test_get_internal_growth_rate.csv
- test_get_internal_growth_rate_1.csv
- test_get_intrinsic_valuation.csv
- test_get_intrinsic_valuation_1.csv
- test_get_market_value_added.csv
- test_get_market_value_added_1.csv
- test_get_ohlson_o_score.csv
- test_get_ohlson_o_score_1.csv
- test_get_ohlson_o_score_2.csv
- test_get_piotroski_score.csv
- test_get_present_value_of_growth_opportunities.csv
- test_get_present_value_of_growth_opportunities_1.csv
- test_get_residual_income.csv
- test_get_residual_income_1.csv
- test_get_springate_score.csv
- test_get_springate_score_1.csv
- test_get_sustainable_growth_rate.csv
- test_get_sustainable_growth_rate_1.csv
- test_get_tobins_q_ratio.csv
- test_get_tobins_q_ratio_1.csv
- test_get_two_stage_dividend_discount_model.csv
- test_get_two_stage_dividend_discount_model_1.csv
- test_get_weighted_average_cost_of_capital.csv
- test_get_weighted_average_cost_of_capital_1.csv
- test_get_weighted_average_cost_of_capital_2.csv
- test_get_zmijewski_score.csv
- test_get_zmijewski_score_1.csv
- test_get_zmijewski_score_2.csv
- test_get_change_in_net_income_ratio.csv
- test_get_current_liabilities_to_current_assets_ratio.csv
- test_get_funds_from_operations_to_total_liabilities_ratio.csv
- test_get_log_of_total_assets.csv
- test_get_negative_equity_indicator.csv
- test_get_negative_income_indicator.csv
- test_get_net_income_to_total_assets_ratio.csv
- test_get_ohlson_bankruptcy_probability.csv
- test_get_ohlson_o_score.csv
- test_get_total_liabilities_to_total_assets_ratio.csv
- test_get_working_capital_to_total_assets_ratio.csv
- test_get_ebit_to_total_assets_ratio.csv
- test_get_ebt_to_current_liabilities_ratio.csv
- test_get_sales_to_total_assets_ratio.csv
- test_get_springate_score.csv
- test_get_working_capital_to_total_assets_ratio.csv
- test_get_cost_of_debt.csv
- test_get_cost_of_equity.csv
- test_get_weighted_average_cost_of_capital.csv
- test_get_current_assets_to_current_liabilities_ratio.csv
- test_get_net_income_to_total_assets_ratio.csv
- test_get_total_liabilities_to_total_assets_ratio.csv
- test_get_zmijewski_bankruptcy_probability.csv
- test_get_zmijewski_score.csv
- __init__.py
- test_altman_model.py
- test_beneish_model.py
- test_dupont_model.py
- test_enterprise_model.py
- test_eva_model.py
- test_fulmer_model.py
- test_grover_model.py
- test_growth_model.py
- test_intrinsic_model.py
- test_models_controller.py
- test_ohlson_model.py
- test_piotroski_model.py
- test_springate_model.py
- test_wacc_model.py
- test_zmijewski_model.py
- test_collect_all_greeks.csv
- test_collect_all_greeks_1.csv
- test_collect_all_greeks_2.csv
- test_collect_first_order_greeks.csv
- test_collect_first_order_greeks_1.csv
- test_collect_first_order_greeks_2.csv
- test_collect_second_order_greeks.csv
- test_collect_second_order_greeks_1.csv
- test_collect_second_order_greeks_2.csv
- test_collect_third_order_greeks.csv
- test_collect_third_order_greeks_1.csv
- test_get_asian_option.csv
- test_get_asian_option_1.csv
- test_get_asian_option_2.csv
- test_get_barrier_option.csv
- test_get_barrier_option_1.csv
- test_get_barrier_option_2.csv
- test_get_binary_option.csv
- test_get_binary_option_1.csv
- test_get_binary_option_2.csv
- test_get_binomial_model.csv
- test_get_binomial_model_1.csv
- test_get_binomial_model_2.csv
- test_get_binomial_model_3.csv
- test_get_bjerksund_stensland.csv
- test_get_bjerksund_stensland_1.csv
- test_get_bjerksund_stensland_2.csv
- test_get_black_scholes_model.csv
- test_get_black_scholes_model_1.csv
- test_get_black_scholes_model_2.csv
- test_get_charm.csv
- test_get_charm_1.csv
- test_get_charm_2.csv
- test_get_color.csv
- test_get_color_1.csv
- test_get_delta.csv
- test_get_delta_1.csv
- test_get_delta_2.csv
- test_get_dual_delta.csv
- test_get_dual_delta_1.csv
- test_get_dual_delta_2.csv
- test_get_dual_gamma.csv
- test_get_dual_gamma_1.csv
- test_get_epsilon.csv
- test_get_epsilon_1.csv
- test_get_epsilon_2.csv
- test_get_gamma.csv
- test_get_gamma_1.csv
- test_get_garman_kohlhagen.csv
- test_get_garman_kohlhagen_1.csv
- test_get_garman_kohlhagen_2.csv
- test_get_lambda.csv
- test_get_lambda_1.csv
- test_get_lambda_2.csv
- test_get_monte_carlo_option_price.csv
- test_get_monte_carlo_option_price_1.csv
- test_get_monte_carlo_option_price_2.csv
- test_get_partial_derivative.csv
- test_get_partial_derivative_1.csv
- test_get_put_call_parity.csv
- test_get_put_call_parity_1.csv
- test_get_rho.csv
- test_get_rho_1.csv
- test_get_rho_2.csv
- test_get_speed.csv
- test_get_speed_1.csv
- test_get_stock_price_simulation.csv
- test_get_stock_price_simulation_1.csv
- test_get_strategy_payoff.csv
- test_get_strategy_payoff_1.csv
- test_get_theta.csv
- test_get_theta_1.csv
- test_get_theta_2.csv
- test_get_ultima.csv
- test_get_ultima_1.csv
- test_get_vanna.csv
- test_get_vanna_1.csv
- test_get_vega.csv
- test_get_vega_1.csv
- test_get_vera.csv
- test_get_vera_1.csv
- test_get_veta.csv
- test_get_veta_1.csv
- test_get_vomma.csv
- test_get_vomma_1.csv
- test_get_zomma.csv
- test_get_zomma_1.csv
- test_options_controller.py
- test_collect_all_metrics.csv
- test_collect_all_metrics_1.csv
- test_collect_all_metrics_2.csv
- test_compount_growth_rate.csv
- test_compount_growth_rate_1.csv
- test_get_alpha.csv
- test_get_alpha_1.csv
- test_get_alpha_2.csv
- test_get_alpha_3.csv
- test_get_alpha_4.csv
- test_get_alpha_5.csv
- test_get_appraisal_ratio.csv
- test_get_appraisal_ratio_1.csv
- test_get_appraisal_ratio_2.csv
- test_get_appraisal_ratio_3.csv
- test_get_appraisal_ratio_4.csv
- test_get_beta.csv
- test_get_beta_1.csv
- test_get_beta_2.csv
- test_get_beta_3.csv
- test_get_capital_asset_pricing_model.csv
- test_get_capital_asset_pricing_model_1.csv
- test_get_capital_asset_pricing_model_2.csv
- test_get_capital_asset_pricing_model_3.csv
- test_get_compound_growth_rate.csv
- test_get_compound_growth_rate_1.csv
- test_get_factor_asset_correlations.csv
- test_get_factor_asset_correlations_1.csv
- test_get_factor_asset_correlations_2.csv
- test_get_factor_correlations.csv
- test_get_factor_correlations_1.csv
- test_get_factor_correlations_2.csv
- test_get_factor_correlations_3.csv
- test_get_fama_and_french_model.csv
- test_get_fama_and_french_model_1.csv
- test_get_fama_and_french_model_2.csv
- test_get_fama_and_french_model_3.csv
- test_get_fama_and_french_model_4.csv
- test_get_fama_and_french_model_5.csv
- test_get_fama_and_french_model_6.csv
- test_get_fama_and_french_model_7.csv
- test_get_fama_decomposition.csv
- test_get_fama_decomposition_1.csv
- test_get_fama_decomposition_2.csv
- test_get_fama_decomposition_3.csv
- test_get_henriksson_merton_model.csv
- test_get_henriksson_merton_model_1.csv
- test_get_henriksson_merton_model_2.csv
- test_get_information_ratio.csv
- test_get_information_ratio_1.csv
- test_get_information_ratio_2.csv
- test_get_information_ratio_3.csv
- test_get_information_ratio_4.csv
- test_get_jensens_alpha.csv
- test_get_jensens_alpha_1.csv
- test_get_jensens_alpha_2.csv
- test_get_jensens_alpha_3.csv
- test_get_jensens_alpha_4.csv
- test_get_m2_ratio.csv
- test_get_m2_ratio_1.csv
- test_get_m2_ratio_2.csv
- test_get_m2_ratio_3.csv
- test_get_m2_ratio_4.csv
- test_get_rachev_ratio.csv
- test_get_rachev_ratio_1.csv
- test_get_rachev_ratio_2.csv
- test_get_rachev_ratio_3.csv
- test_get_rachev_ratio_4.csv
- test_get_rachev_ratio_5.csv
- test_get_sharpe_ratio.csv
- test_get_sharpe_ratio_1.csv
- test_get_sharpe_ratio_2.csv
- test_get_sharpe_ratio_3.csv
- test_get_sharpe_ratio_4.csv
- test_get_sharpe_ratio_adjusted.csv
- test_get_sharpe_ratio_adjusted_1.csv
- test_get_sharpe_ratio_adjusted_2.csv
- test_get_sharpe_ratio_adjusted_3.csv
- test_get_sharpe_ratio_adjusted_4.csv
- test_get_sharpe_ratio_deflated.csv
- test_get_sharpe_ratio_deflated_1.csv
- test_get_sharpe_ratio_deflated_2.csv
- test_get_sharpe_ratio_deflated_3.csv
- test_get_sharpe_ratio_deflated_4.csv
- test_get_sharpe_ratio_deflated_5.csv
- test_get_sharpe_ratio_deflated_6.csv
- test_get_sharpe_ratio_probabilistic.csv
- test_get_sharpe_ratio_probabilistic_1.csv
- test_get_sharpe_ratio_probabilistic_2.csv
- test_get_sharpe_ratio_probabilistic_3.csv
- test_get_sharpe_ratio_probabilistic_4.csv
- test_get_sharpe_ratio_probabilistic_5.csv
- test_get_sortino_ratio.csv
- test_get_sortino_ratio_1.csv
- test_get_sortino_ratio_2.csv
- test_get_sortino_ratio_3.csv
- test_get_sortino_ratio_4.csv
- test_get_starr_ratio.csv
- test_get_starr_ratio_1.csv
- test_get_starr_ratio_2.csv
- test_get_starr_ratio_3.csv
- test_get_starr_ratio_4.csv
- test_get_starr_ratio_5.csv
- test_get_tracking_error.csv
- test_get_tracking_error_1.csv
- test_get_tracking_error_2.csv
- test_get_tracking_error_3.csv
- test_get_tracking_error_4.csv
- test_get_treynor_mazuy_model.csv
- test_get_treynor_mazuy_model_1.csv
- test_get_treynor_mazuy_model_2.csv
- test_get_treynor_ratio.csv
- test_get_treynor_ratio_1.csv
- test_get_treynor_ratio_2.csv
- test_get_treynor_ratio_3.csv
- test_get_treynor_ratio_4.csv
- test_get_ulcer_performance_index.csv
- test_get_ulcer_performance_index_1.csv
- test_get_ulcer_performance_index_2.csv
- test_get_ulcer_performance_index_3.csv
- test_get_adjusted_sharpe_ratio_1.csv
- test_get_alpha.csv
- test_get_appraisal_ratio.csv
- test_get_capm_residuals.csv
- test_get_deflated_sharpe_ratio_2.csv
- test_get_factor_asset_correlations.csv
- test_get_fama_and_french_model_multi.csv
- test_get_fama_and_french_model_single.csv
- test_get_fama_decomposition.csv
- test_get_fama_decomposition_1.csv
- test_get_henriksson_merton_model.csv
- test_get_jensens_alpha.csv
- test_get_m2_ratio.csv
- test_get_probabilistic_sharpe_ratio_1.csv
- test_get_rolling_alpha.csv
- test_get_rolling_beta.csv
- test_get_rolling_information_ratio.csv
- test_get_rolling_m2_ratio.csv
- test_get_rolling_sharpe_ratio.csv
- test_get_rolling_sortino_ratio.csv
- test_get_rolling_tracking_error.csv
- test_get_sharpe_ratio.csv
- test_get_starr_ratio.csv
- test_get_tracking_error_dataframe.csv
- test_get_treynor_mazuy_model.csv
- test_get_treynor_ratio.csv
- test_get_ulcer_performance_index.csv
- test_obtain_fama_and_french_dataset.csv
- test_get_adjusted_sharpe_ratio.json
- test_get_beta.json
- test_get_capital_asset_pricing_model.json
- test_get_capital_asset_pricing_model_1.json
- test_get_capital_asset_pricing_model_2.json
- test_get_capital_asset_pricing_model_3.json
- test_get_capital_asset_pricing_model_4.json
- test_get_compound_growth_rate.json
- test_get_covariance.json
- test_get_deflated_sharpe_ratio.json
- test_get_deflated_sharpe_ratio_1.json
- test_get_information_ratio.json
- test_get_probabilistic_sharpe_ratio.json
- test_get_rachev_ratio.json
- test_get_sharpe_ratio.json
- test_get_sortino_ratio.json
- test_get_tracking_error.json
- test_performance_controller.py
- test_performance_model.py
- test_collect_benchmark_historical_data.csv
- test_collect_historical_data.csv
- test_get_transactions_performance.csv
- test_get_transactions_performance_1.csv
- test_get_transactions_performance_2.csv
- test_get_transactions_performance_3.csv
- test_get_transactions_performance_4.csv
- test_read_portfolio_dataset.csv
- test_read_portfolio_dataset_1.csv
- test_overview_model.py
- test_portfolio_controller.py
- test_portfolio_model.py
- test_get_accounts_payables_turnover_ratio.csv
- test_get_asset_turnover_ratio.csv
- test_get_cash_conversion_cycle.csv
- test_get_days_of_accounts_payable_outstanding.csv
- test_get_days_of_accounts_payable_outstanding_1.csv
- test_get_days_of_inventory_outstanding.csv
- test_get_days_of_inventory_outstanding_1.csv
- test_get_days_of_sales_outstanding.csv
- test_get_days_of_sales_outstanding_1.csv
- test_get_fixed_asset_turnover.csv
- test_get_inventory_turnover_ratio.csv
- test_get_operating_cycle.csv
- test_get_operating_ratio.csv
- test_get_receivables_turnover.csv
- test_get_sga_to_revenue_ratio.csv
- test_get_cash_ratio.csv
- test_get_current_ratio.csv
- test_get_operating_cash_flow_ratio.csv
- test_get_operating_cash_flow_sales_ratio.csv
- test_get_quick_ratio.csv
- test_get_short_term_coverage_ratio.csv
- test_get_working_capital.csv
- test_get_EBIT_to_revenue.csv
- test_get_effective_tax_rate.csv
- test_get_free_cash_flow_operating_cash_flow_ratio.csv
- test_get_gross_margin.csv
- test_get_income_before_tax_profit_margin.csv
- test_get_income_quality_ratio.csv
- test_get_interest_coverage_ratio.csv
- test_get_net_income_per_ebt.csv
- test_get_net_profit_margin.csv
- test_get_operating_margin.csv
- test_get_return_on_assets.csv
- test_get_return_on_capital_employed.csv
- test_get_return_on_equity.csv
- test_get_return_on_invested_capital.csv
- test_get_return_on_tangible_assets.csv
- test_get_tax_burden_ratio.csv
- test_collect_all_ratios.csv
- test_collect_all_ratios_1.csv
- test_collect_all_ratios_2.csv
- test_collect_all_ratios_3.csv
- test_collect_all_ratios_4.csv
- test_collect_custom_ratios.csv
- test_collect_custom_ratios_1.csv
- test_collect_efficiency_ratios.csv
- test_collect_efficiency_ratios_1.csv
- test_collect_efficiency_ratios_2.csv
- test_collect_efficiency_ratios_3.csv
- test_collect_efficiency_ratios_4.csv
- test_collect_liquidity_ratios.csv
- test_collect_liquidity_ratios_1.csv
- test_collect_liquidity_ratios_2.csv
- test_collect_liquidity_ratios_3.csv
- test_collect_liquidity_ratios_4.csv
- test_collect_profitability_ratios.csv
- test_collect_profitability_ratios_1.csv
- test_collect_profitability_ratios_2.csv
- test_collect_profitability_ratios_3.csv
- test_collect_profitability_ratios_4.csv
- test_collect_solvency_ratios.csv
- test_collect_solvency_ratios_1.csv
- test_collect_solvency_ratios_2.csv
- test_collect_solvency_ratios_3.csv
- test_collect_solvency_ratios_4.csv
- test_collect_valuation_ratios.csv
- test_collect_valuation_ratios_1.csv
- test_collect_valuation_ratios_2.csv
- test_collect_valuation_ratios_3.csv
- test_collect_valuation_ratios_4.csv
- test_get_accounts_payables_turnover_ratio.csv
- test_get_asset_coverage_ratio.csv
- test_get_asset_turnover_ratio.csv
- test_get_book_value_per_share.csv
- test_get_capex_coverage_ratio.csv
- test_get_capex_dividend_coverage_ratio.csv
- test_get_capex_per_share.csv
- test_get_cash_conversion_cycle.csv
- test_get_cash_conversion_efficiency.csv
- test_get_cash_flow_coverage_ratio.csv
- test_get_cash_ratio.csv
- test_get_cash_return_on_assets.csv
- test_get_current_ratio.csv
- test_get_days_of_accounts_payable_outstanding.csv
- test_get_days_of_inventory_outstanding.csv
- test_get_days_of_sales_outstanding.csv
- test_get_debt_service_coverage_ratio.csv
- test_get_debt_to_assets_ratio.csv
- test_get_debt_to_equity_ratio.csv
- test_get_defensive_interval_ratio.csv
- test_get_dividend_payout_ratio.csv
- test_get_dividend_yield.csv
- test_get_dividend_yield_1.csv
- test_get_earnings_per_share.csv
- test_get_earnings_yield.csv
- test_get_earnings_yield_1.csv
- test_get_EBIT_to_revenue.csv
- test_get_ebitda_margin.csv
- test_get_EBT_to_EBIT.csv
- test_get_effective_tax_rate.csv
- test_get_enterprise_value.csv
- test_get_enterprise_value_1.csv
- test_get_equity_multiplier.csv
- test_get_ev_to_ebit.csv
- test_get_ev_to_ebit_1.csv
- test_get_ev_to_ebitda_ratio.csv
- test_get_ev_to_ebitda_ratio_1.csv
- test_get_ev_to_operating_cashflow_ratio.csv
- test_get_ev_to_operating_cashflow_ratio_1.csv
- test_get_ev_to_sales_ratio.csv
- test_get_ev_to_sales_ratio_1.csv
- test_get_fixed_asset_turnover.csv
- test_get_free_cash_flow_margin.csv
- test_get_free_cash_flow_operating_cash_flow_ratio.csv
- test_get_free_cash_flow_yield.csv
- test_get_gross_debt_to_ebitda_ratio.csv
- test_get_gross_margin.csv
- test_get_income_before_tax_profit_margin.csv
- test_get_income_quality_ratio.csv
- test_get_interest_burden_ratio.csv
- test_get_interest_coverage_ratio.csv
- test_get_interest_debt_per_share.csv
- test_get_inventory_turnover_ratio.csv
- test_get_market_cap.csv
- test_get_market_cap_1.csv
- test_get_net_current_asset_value.csv
- test_get_net_debt_to_ebitda_ratio.csv
- test_get_net_income_per_ebt.csv
- test_get_net_profit_margin.csv
- test_get_operating_cash_flow_ratio.csv
- test_get_operating_cash_flow_sales_ratio.csv
- test_get_operating_cycle.csv
- test_get_operating_margin.csv
- test_get_operating_ratio.csv
- test_get_price_to_book_ratio.csv
- test_get_price_to_book_ratio_1.csv
- test_get_price_to_cash_flow_ratio.csv
- test_get_price_to_cash_flow_ratio_1.csv
- test_get_price_to_earnings_growth_ratio.csv
- test_get_price_to_earnings_growth_ratio_1.csv
- test_get_price_to_earnings_ratio.csv
- test_get_price_to_earnings_ratio_1.csv
- test_get_price_to_free_cash_flow_ratio.csv
- test_get_price_to_free_cash_flow_ratio_1.csv
- test_get_price_to_sales_ratio.csv
- test_get_price_to_sales_ratio_1.csv
- test_get_quick_ratio.csv
- test_get_receivables_turnover.csv
- test_get_reinvestment_rate.csv
- test_get_return_on_assets.csv
- test_get_return_on_capital_employed.csv
- test_get_return_on_equity.csv
- test_get_return_on_invested_capital.csv
- test_get_return_on_tangible_assets.csv
- test_get_revenue_per_share.csv
- test_get_sga_to_revenue_ratio.csv
- test_get_short_term_coverage_ratio.csv
- test_get_tangible_asset_value.csv
- test_get_tax_burden_ratio.csv
- test_get_weighted_dividend_yield.csv
- test_get_weighted_dividend_yield_1.csv
- test_get_working_capital.csv
- test_get_working_capital_turnover_ratio.csv
- test_get_capex_coverage_ratio.csv
- test_get_cash_flow_coverage_ratio.csv
- test_get_debt_service_coverage_ratio.csv
- test_get_debt_to_assets_ratio.csv
- test_get_debt_to_equity_ratio.csv
- test_get_dividend_capex_coverage_ratio.csv
- test_get_equity_multiplier.csv
- test_get_free_cash_flow_yield.csv
- test_get_interest_coverage_ratio.csv
- test_get_net_debt_to_ebitda_ratio.csv
- test_get_book_value_per_share.csv
- test_get_capex_per_share.csv
- test_get_dividend_payout_ratio.csv
- test_get_dividend_yield.csv
- test_get_earnings_per_share.csv
- test_get_earnings_yield.csv
- test_get_enterprise_value.csv
- test_get_estimated_eps_growth_rate.csv
- test_get_ev_to_ebitda_ratio.csv
- test_get_ev_to_operating_cashflow_ratio.csv
- test_get_ev_to_sales_ratio.csv
- test_get_interest_debt_per_share.csv
- test_get_market_cap.csv
- test_get_net_current_asset_value.csv
- test_get_price_to_book_ratio.csv
- test_get_price_to_cash_flow_ratio.csv
- test_get_price_to_earnings_growth_ratio.csv
- test_get_price_to_earnings_ratio.csv
- test_get_price_to_free_cash_flow_ratio.csv
- test_get_revenue_per_share.csv
- test_get_tangible_asset_value.csv
- test_get_weighted_dividend_yield.csv
- __init__.py
- test_efficiency_model.py
- test_liquidity_model.py
- test_profitability_model.py
- test_ratios_controller.py
- test_solvency_model.py
- test_valuation_model.py
- test_get_acerbi_szekely_test_dataframe.csv
- test_get_acerbi_szekely_test_too_few_observations.csv
- test_get_acerbi_szekely_test_underestimated_risk.csv
- test_get_acerbi_szekely_test_well_calibrated.csv
- test_get_christoffersen_test.csv
- test_get_christoffersen_test_dataframe.csv
- test_get_kupiec_test.csv
- test_get_kupiec_test_dataframe.csv
- test_get_kupiec_test_never_breached.csv
- test_get_tail_dependence_coefficient_comonotonic.csv
- test_get_tail_dependence_coefficient_gaussian_method.csv
- test_get_tail_dependence_coefficient_independent.csv
- test_get_tail_dependence_coefficient_student_t_method.csv
- test_get_tail_dependence_coefficient_too_few_observations.csv
- test_get_covar_independent.csv
- test_get_covar_tail_linked.csv
- test_get_covar_too_few_observations.csv
- test_get_cvar_cornish_fisher_dataframe.csv
- test_get_cvar_evt.csv
- test_get_cvar_evt_at_least_as_extreme_as_var_evt.csv
- test_get_cvar_evt_dataframe.csv
- test_get_cvar_evt_insufficient_exceedances.csv
- test_get_cvar_studentt.csv
- test_get_rolling_cvar_historic.csv
- test_get_rolling_cvar_historic_dataframe.csv
- test_get_evar_gaussian_dataframe.csv
- test_get_amihud_illiquidity_dataframe.csv
- test_get_amihud_illiquidity_multi_period.csv
- test_get_roll_spread_bid_ask_bounce.csv
- test_get_roll_spread_dataframe.csv
- test_get_roll_spread_positive_autocovariance.csv
- test_get_roll_spread_too_few_observations.csv
- test_get_garman_klass_volatility.csv
- test_get_har_rv_forecast_dataframe.csv
- test_get_parkinson_volatility.csv
- test_get_parkinson_volatility_dataframe.csv
- test_get_rogers_satchell_volatility.csv
- test_get_yang_zhang_volatility.csv
- test_collect_all_metrics.csv
- test_collect_all_metrics_1.csv
- test_collect_all_metrics_2.csv
- test_get_acerbi_szekely_test.csv
- test_get_acerbi_szekely_test_1.csv
- test_get_amihud_illiquidity.csv
- test_get_amihud_illiquidity_1.csv
- test_get_amihud_illiquidity_2.csv
- test_get_component_value_at_risk.csv
- test_get_component_value_at_risk_1.csv
- test_get_component_value_at_risk_2.csv
- test_get_conditional_drawdown_at_risk.csv
- test_get_conditional_drawdown_at_risk_1.csv
- test_get_conditional_drawdown_at_risk_2.csv
- test_get_conditional_drawdown_at_risk_3.csv
- test_get_conditional_drawdown_at_risk_4.csv
- test_get_conditional_drawdown_at_risk_5.csv
- test_get_conditional_value_at_risk.csv
- test_get_conditional_value_at_risk_1.csv
- test_get_conditional_value_at_risk_2.csv
- test_get_conditional_value_at_risk_3.csv
- test_get_conditional_value_at_risk_4.csv
- test_get_conditional_value_at_risk_5.csv
- test_get_conditional_value_at_risk_6.csv
- test_get_conditional_value_at_risk_7.csv
- test_get_conditional_value_at_risk_8.csv
- test_get_covar.csv
- test_get_downside_deviation.csv
- test_get_downside_deviation_1.csv
- test_get_downside_deviation_2.csv
- test_get_downside_deviation_3.csv
- test_get_downside_deviation_4.csv
- test_get_downside_deviation_5.csv
- test_get_downside_deviation_6.csv
- test_get_egarch.csv
- test_get_egarch_1.csv
- test_get_egarch_2.csv
- test_get_egarch_forecast.csv
- test_get_egarch_forecast_1.csv
- test_get_egarch_parameters.csv
- test_get_egarch_parameters_1.csv
- test_get_entropic_value_at_risk.csv
- test_get_entropic_value_at_risk_1.csv
- test_get_entropic_value_at_risk_2.csv
- test_get_entropic_value_at_risk_3.csv
- test_get_entropic_value_at_risk_4.csv
- test_get_excess_volatility.csv
- test_get_excess_volatility_1.csv
- test_get_excess_volatility_2.csv
- test_get_excess_volatility_3.csv
- test_get_excess_volatility_4.csv
- test_get_garch.csv
- test_get_garch_1.csv
- test_get_garch_2.csv
- test_get_garch_3.csv
- test_get_garch_forecast.csv
- test_get_garch_forecast_1.csv
- test_get_garch_forecast_2.csv
- test_get_garch_forecast_3.csv
- test_get_garch_parameters.csv
- test_get_garch_parameters_1.csv
- test_get_gjr_garch.csv
- test_get_gjr_garch_1.csv
- test_get_gjr_garch_2.csv
- test_get_gjr_garch_forecast.csv
- test_get_gjr_garch_forecast_1.csv
- test_get_gjr_garch_parameters.csv
- test_get_gjr_garch_parameters_1.csv
- test_get_har_rv_forecast.csv
- test_get_har_rv_forecast_1.csv
- test_get_har_rv_forecast_2.csv
- test_get_har_rv_forecast_3.csv
- test_get_hill_estimator.csv
- test_get_hill_estimator_1.csv
- test_get_kurtosis.csv
- test_get_kurtosis_1.csv
- test_get_kurtosis_2.csv
- test_get_kurtosis_3.csv
- test_get_kurtosis_4.csv
- test_get_kurtosis_5.csv
- test_get_marginal_value_at_risk.csv
- test_get_marginal_value_at_risk_1.csv
- test_get_marginal_value_at_risk_2.csv
- test_get_maximum_drawdown.csv
- test_get_maximum_drawdown_1.csv
- test_get_maximum_drawdown_2.csv
- test_get_maximum_drawdown_3.csv
- test_get_maximum_drawdown_4.csv
- test_get_maximum_drawdown_duration.csv
- test_get_maximum_drawdown_duration_1.csv
- test_get_maximum_drawdown_duration_2.csv
- test_get_maximum_drawdown_duration_3.csv
- test_get_maximum_drawdown_duration_4.csv
- test_get_maximum_drawdown_recovery_time.csv
- test_get_maximum_drawdown_recovery_time_1.csv
- test_get_maximum_drawdown_recovery_time_2.csv
- test_get_maximum_drawdown_recovery_time_3.csv
- test_get_maximum_drawdown_recovery_time_4.csv
- test_get_roll_spread.csv
- test_get_roll_spread_1.csv
- test_get_skewness.csv
- test_get_skewness_1.csv
- test_get_skewness_2.csv
- test_get_skewness_3.csv
- test_get_skewness_4.csv
- test_get_skewness_5.csv
- test_get_tail_dependence_coefficient.csv
- test_get_tail_dependence_coefficient_1.csv
- test_get_tail_ratio.csv
- test_get_tail_ratio_1.csv
- test_get_tail_ratio_2.csv
- test_get_tail_ratio_3.csv
- test_get_tail_ratio_4.csv
- test_get_tail_ratio_5.csv
- test_get_ulcer_index.csv
- test_get_ulcer_index_1.csv
- test_get_ulcer_index_2.csv
- test_get_ulcer_index_3.csv
- test_get_ulcer_index_4.csv
- test_get_value_at_risk.csv
- test_get_value_at_risk_1.csv
- test_get_value_at_risk_2.csv
- test_get_value_at_risk_3.csv
- test_get_value_at_risk_4.csv
- test_get_value_at_risk_5.csv
- test_get_value_at_risk_6.csv
- test_get_value_at_risk_7.csv
- test_get_var_backtest.csv
- test_get_var_backtest_1.csv
- test_get_var_backtest_2.csv
- test_get_var_backtest_3.csv
- test_get_variance.csv
- test_get_variance_1.csv
- test_get_variance_2.csv
- test_get_variance_3.csv
- test_get_variance_4.csv
- test_get_volatility.csv
- test_get_volatility_1.csv
- test_get_volatility_2.csv
- test_get_volatility_3.csv
- test_get_volatility_4.csv
- test_get_volatility_garman_klass.csv
- test_get_volatility_garman_klass_1.csv
- test_get_volatility_garman_klass_2.csv
- test_get_volatility_parkinson.csv
- test_get_volatility_parkinson_1.csv
- test_get_volatility_parkinson_2.csv
- test_get_volatility_parkinson_3.csv
- test_get_volatility_rogers_satchell.csv
- test_get_volatility_rogers_satchell_1.csv
- test_get_volatility_rogers_satchell_2.csv
- test_get_volatility_yang_zhang.csv
- test_get_volatility_yang_zhang_1.csv
- test_get_volatility_yang_zhang_2.csv
- test_get_conditional_drawdown_at_risk_dataframe.csv
- test_get_downside_deviation_dataframe.csv
- test_get_hill_estimator_dataframe.csv
- test_get_hill_estimator_pareto_recovery.csv
- test_get_hill_estimator_right_tail.csv
- test_get_max_drawdown_duration_dataframe.csv
- test_get_rolling_conditional_drawdown_at_risk.csv
- test_get_rolling_downside_deviation.csv
- test_get_rolling_excess_volatility.csv
- test_get_rolling_kurtosis.csv
- test_get_rolling_kurtosis_1.csv
- test_get_rolling_skewness.csv
- test_get_rolling_tail_ratio.csv
- test_get_rolling_variance.csv
- test_get_rolling_volatility.csv
- test_get_tail_ratio_dataframe.csv
- test_get_component_var.csv
- test_get_marginal_var.csv
- test_get_marginal_var_equal_weights.csv
- test_get_marginal_var_gaussian.csv
- test_get_rolling_var_historic.csv
- test_get_rolling_var_historic_dataframe.csv
- test_get_var_cornish_fisher_dataframe.csv
- test_get_var_evt.csv
- test_get_var_evt_dataframe.csv
- test_get_var_evt_insufficient_exceedances.csv
- test_get_var_gaussian_dataframe.csv
- test_get_var_gaussian_dataframe_1.csv
- test_get_var_historic_dataframe.csv
- test_get_var_studentt_dataframe.csv
- test_quantile_regression_matches_ols_at_median.json
- test_get_cvar_cornish_fisher.json
- test_get_cvar_cornish_fisher_more_extreme_for_skewed_fat_tailed_data.json
- test_get_cvar_cornish_fisher_more_extreme_than_var.json
- test_get_cvar_cornish_fisher_multiindex.json
- test_get_cvar_evt_at_least_as_extreme_as_var_evt.json
- test_get_cvar_gaussian.json
- test_get_cvar_historic.json
- test_get_cvar_laplace.json
- test_get_cvar_logistic.json
- test_get_evar_gaussian.json
- test_get_evar_gaussian_different_alphas.json
- test_get_evar_gaussian_different_alphas_1.json
- test_get_evar_gaussian_different_alphas_2.json
- test_get_evar_gaussian_edge_cases.json
- test_get_evar_gaussian_edge_cases_1.json
- test_get_evar_gaussian_multiindex.json
- test_get_evar_gaussian_negative_returns.json
- test_get_amihud_illiquidity.json
- test_get_amihud_illiquidity_zero_volume_day.json
- test_estimators_agree_in_magnitude.json
- test_get_har_rv_forecast_recovers_relationship.json
- test_get_har_rv_forecast_too_few_observations.json
- test_too_few_observations.json
- test_get_conditional_drawdown_at_risk.json
- test_get_downside_deviation.json
- test_get_downside_deviation_1.json
- test_get_kurtosis.json
- test_get_kurtosis_1.json
- test_get_max_drawdown.json
- test_get_max_drawdown_duration.json
- test_get_max_drawdown_recovery_time.json
- test_get_max_drawdown_recovery_time_1.json
- test_get_skewness.json
- test_get_tail_ratio.json
- test_get_ui.json
- test_get_component_var_sums_to_portfolio_var.json
- test_get_var_cornish_fisher.json
- test_get_var_cornish_fisher_close_to_gaussian_for_normal_data.json
- test_get_var_cornish_fisher_more_extreme_for_skewed_fat_tailed_data.json
- test_get_var_cornish_fisher_multiindex.json
- test_get_var_gaussian.json
- test_get_var_gaussian_1.json
- test_get_var_gaussian_negative_returns.json
- test_get_var_historic.json
- test_get_var_historic_different_alphas.json
- test_get_var_historic_different_alphas_1.json
- test_get_var_historic_different_alphas_2.json
- test_get_var_historic_different_alphas_3.json
- test_get_var_studentt.json
- test_var_edge_cases.json
- test_var_edge_cases_1.json
- test_backtesting_model.py
- test_copula_model.py
- test_covar_model.py
- test_cvar_model.py
- test_evar_model.py
- test_market_liquidity_model.py
- test_realized_volatility_model.py
- test_risk_controller.py
- test_risk_model.py
- test_var_model.py
- test_get_accumulation_distribution_line.csv
- test_get_advancers_decliners.csv
- test_get_chaikin_money_flow.csv
- test_get_chaikin_oscillator.csv
- test_get_ease_of_movement.csv
- test_get_mcclellan_oscillator.csv
- test_get_negative_volume_index.csv
- test_get_on_balance_volume.csv
- test_get_positive_volume_index.csv
- test_get_aroon_indicator.csv
- test_get_average_directional_index.csv
- test_get_awesome_oscillator.csv
- test_get_balance_of_power.csv
- test_get_chande_momentum_oscillator.csv
- test_get_choppiness_index.csv
- test_get_commodity_channel_index.csv
- test_get_detrended_price_oscillator.csv
- test_get_elder_ray_index.csv
- test_get_force_index.csv
- test_get_ichimoku_cloud.csv
- test_get_know_sure_thing.csv
- test_get_know_sure_thing_custom_parameters.csv
- test_get_money_flow_index.csv
- test_get_moving_average_convergence_divergence.csv
- test_get_rate_of_change.csv
- test_get_relative_strength_index.csv
- test_get_relative_vigor_index.csv
- test_get_stochastic_oscillator.csv
- test_get_ultimate_oscillator.csv
- test_get_vortex_indicator.csv
- test_get_williams_percent_r.csv
- test_get_double_exponential_moving_average.csv
- test_get_exponential_moving_average.csv
- test_get_fibonacci_retracement_levels.csv
- test_get_fibonacci_retracement_levels_custom_levels.csv
- test_get_fibonacci_retracement_levels_downtrend.csv
- test_get_kaufman_adaptive_moving_average.csv
- test_get_kaufman_adaptive_moving_average_default_parameters.csv
- test_get_moving_average.csv
- test_get_triangular_moving_average.csv
- test_get_trix.csv
- test_collect_all_indicators.csv
- test_collect_all_indicators_1.csv
- test_collect_all_indicators_2.csv
- test_collect_breadth_indicators.csv
- test_collect_breadth_indicators_1.csv
- test_collect_breadth_indicators_2.csv
- test_collect_momentum_indicators.csv
- test_collect_momentum_indicators_1.csv
- test_collect_momentum_indicators_2.csv
- test_collect_overlap_indicators.csv
- test_collect_overlap_indicators_1.csv
- test_collect_overlap_indicators_2.csv
- test_collect_volatility_indicators.csv
- test_collect_volatility_indicators_1.csv
- test_collect_volatility_indicators_2.csv
- test_get_accumulation_distribution_line.csv
- test_get_accumulation_distribution_line_1.csv
- test_get_accumulation_distribution_line_2.csv
- test_get_advancers_decliners.csv
- test_get_advancers_decliners_1.csv
- test_get_advancers_decliners_2.csv
- test_get_aroon_indicator.csv
- test_get_aroon_indicator_1.csv
- test_get_aroon_indicator_2.csv
- test_get_average_directional_index.csv
- test_get_average_directional_index_1.csv
- test_get_average_directional_index_2.csv
- test_get_average_true_range.csv
- test_get_average_true_range_1.csv
- test_get_average_true_range_2.csv
- test_get_awesome_oscillator.csv
- test_get_awesome_oscillator_1.csv
- test_get_awesome_oscillator_2.csv
- test_get_balance_of_power.csv
- test_get_balance_of_power_1.csv
- test_get_balance_of_power_2.csv
- test_get_bollinger_bands.csv
- test_get_bollinger_bands_1.csv
- test_get_bollinger_bands_2.csv
- test_get_chaikin_money_flow.csv
- test_get_chaikin_money_flow_1.csv
- test_get_chaikin_money_flow_2.csv
- test_get_chaikin_oscillator.csv
- test_get_chaikin_oscillator_1.csv
- test_get_chaikin_oscillator_2.csv
- test_get_chande_momentum_oscillator.csv
- test_get_chande_momentum_oscillator_1.csv
- test_get_chande_momentum_oscillator_2.csv
- test_get_choppiness_index.csv
- test_get_choppiness_index_1.csv
- test_get_choppiness_index_2.csv
- test_get_commodity_channel_index.csv
- test_get_commodity_channel_index_1.csv
- test_get_commodity_channel_index_2.csv
- test_get_detrended_price_oscillator.csv
- test_get_detrended_price_oscillator_1.csv
- test_get_detrended_price_oscillator_2.csv
- test_get_donchian_channels.csv
- test_get_donchian_channels_1.csv
- test_get_donchian_channels_2.csv
- test_get_double_exponential_moving_average.csv
- test_get_double_exponential_moving_average_1.csv
- test_get_double_exponential_moving_average_2.csv
- test_get_ease_of_movement.csv
- test_get_ease_of_movement_1.csv
- test_get_ease_of_movement_2.csv
- test_get_elder_ray_index.csv
- test_get_elder_ray_index_1.csv
- test_get_elder_ray_index_2.csv
- test_get_exponential_moving_average.csv
- test_get_exponential_moving_average_1.csv
- test_get_exponential_moving_average_2.csv
- test_get_fibonacci_retracement_levels.csv
- test_get_fibonacci_retracement_levels_1.csv
- test_get_fibonacci_retracement_levels_2.csv
- test_get_fibonacci_retracement_levels_3.csv
- test_get_force_index.csv
- test_get_force_index_1.csv
- test_get_force_index_2.csv
- test_get_hull_moving_average.csv
- test_get_hull_moving_average_1.csv
- test_get_hull_moving_average_2.csv
- test_get_ichimoku_cloud.csv
- test_get_ichimoku_cloud_1.csv
- test_get_ichimoku_cloud_2.csv
- test_get_kaufman_adaptive_moving_average.csv
- test_get_kaufman_adaptive_moving_average_1.csv
- test_get_kaufman_adaptive_moving_average_2.csv
- test_get_keltner_channels.csv
- test_get_keltner_channels_1.csv
- test_get_keltner_channels_2.csv
- test_get_know_sure_thing.csv
- test_get_know_sure_thing_1.csv
- test_get_know_sure_thing_2.csv
- test_get_mcclellan_oscillator.csv
- test_get_mcclellan_oscillator_1.csv
- test_get_mcclellan_oscillator_2.csv
- test_get_money_flow_index.csv
- test_get_money_flow_index_1.csv
- test_get_money_flow_index_2.csv
- test_get_moving_average.csv
- test_get_moving_average_1.csv
- test_get_moving_average_2.csv
- test_get_moving_average_convergence_divergence.csv
- test_get_moving_average_convergence_divergence_1.csv
- test_get_moving_average_convergence_divergence_2.csv
- test_get_negative_volume_index.csv
- test_get_negative_volume_index_1.csv
- test_get_negative_volume_index_2.csv
- test_get_new_highs_new_lows.csv
- test_get_new_highs_new_lows_1.csv
- test_get_new_highs_new_lows_2.csv
- test_get_on_balance_volume.csv
- test_get_on_balance_volume_1.csv
- test_get_on_balance_volume_2.csv
- test_get_parabolic_sar.csv
- test_get_parabolic_sar_1.csv
- test_get_parabolic_sar_2.csv
- test_get_percentage_price_oscillator.csv
- test_get_percentage_price_oscillator_1.csv
- test_get_percentage_price_oscillator_2.csv
- test_get_pivot_points.csv
- test_get_pivot_points_1.csv
- test_get_pivot_points_2.csv
- test_get_positive_volume_index.csv
- test_get_positive_volume_index_1.csv
- test_get_positive_volume_index_2.csv
- test_get_rate_of_change.csv
- test_get_rate_of_change_1.csv
- test_get_rate_of_change_2.csv
- test_get_relative_strength_index.csv
- test_get_relative_strength_index_1.csv
- test_get_relative_strength_index_2.csv
- test_get_relative_vigor_index.csv
- test_get_relative_vigor_index_1.csv
- test_get_relative_vigor_index_2.csv
- test_get_stochastic_oscillator.csv
- test_get_stochastic_oscillator_1.csv
- test_get_stochastic_oscillator_2.csv
- test_get_supertrend.csv
- test_get_supertrend_1.csv
- test_get_supertrend_2.csv
- test_get_support_resistance_levels.csv
- test_get_support_resistance_levels_1.csv
- test_get_triangular_moving_average.csv
- test_get_triangular_moving_average_1.csv
- test_get_triangular_moving_average_2.csv
- test_get_trin.csv
- test_get_trin_1.csv
- test_get_trin_2.csv
- test_get_trix.csv
- test_get_trix_1.csv
- test_get_trix_2.csv
- test_get_true_range.csv
- test_get_true_range_1.csv
- test_get_true_range_2.csv
- test_get_ultimate_oscillator.csv
- test_get_ultimate_oscillator_1.csv
- test_get_ultimate_oscillator_2.csv
- test_get_volatility_cone.csv
- test_get_volatility_cone_1.csv
- test_get_volume_weighted_average_price.csv
- test_get_volume_weighted_average_price_1.csv
- test_get_volume_weighted_average_price_2.csv
- test_get_vortex_indicator.csv
- test_get_vortex_indicator_1.csv
- test_get_vortex_indicator_2.csv
- test_get_weighted_moving_average.csv
- test_get_weighted_moving_average_1.csv
- test_get_weighted_moving_average_2.csv
- test_get_williams_percent_r.csv
- test_get_williams_percent_r_1.csv
- test_get_williams_percent_r_2.csv
- test_get_average_true_range.csv
- test_get_bollinger_bands.csv
- test_get_keltner_channels.csv
- test_get_supertrend.csv
- test_get_true_range.csv
- __init__.py
- test_breadth_model.py
- test_helpers.py
- test_lookahead.py
- test_momentum_model.py
- test_overlap_model.py
- test_technical_controller.py
- test_volatility_model.py
- __init__.py
- test_dataframe_model.py
- test_error_model.py
- test_logger_model.py
- test_requests_model.py
- test_statistics_model.py
- __init__.py
- conftest.py
- test_currencies_model.py
- test_fundamentals_model.py
- test_helpers.py
- test_historical_model.py
- test_normalization_model.py
- test_recorder.py
- test_toolkit_controller.py
- .gitignore
- .pre-commit-config.yaml
- CONTRIBUTING.md
- docker-compose.yml
- Dockerfile
- glama.json
- LICENSE.txt
- medium.pdf
- pyproject.toml
- README.md
- server.json
- uv.lock
🚀 설치 가이드
1. 코드 내려받기
git clone https://github.com/JerBouma/FinanceToolkit
깃허브에서 프로젝트 코드 전체를 내 컴퓨터로 내려받습니다.
cd FinanceToolkit
방금 내려받은 프로젝트 폴더 안으로 이동합니다.
2. 공식 설치 스크립트
쉬움 추천사전 준비물
- Python 3 pip 명령어를 쓰려면 Python이 필요합니다.
pip install financetoolkit -U
PyPI에 배포된 패키지를 바로 설치합니다. 소스 클론이 필요 없습니다.
설치 후 새 터미널을 열고, 프로그램의 버전 확인 명령(예: --version)으로 정상 설치됐는지 확인하세요.
이 레포의 README에 적힌 실제 명령어를 그대로 가져왔습니다.
3. Docker
쉬움사전 준비물
- Git GitHub에서 프로젝트 코드를 내려받으려면 필요합니다.
- Docker Desktop 컨테이너를 빌드하고 실행하려면 필요합니다. 설치 후 실행해서 백그라운드에 켜두세요.
docker compose up -d --build
정의된 모든 컨테이너(서버, DB 등)를 한 번에 빌드하고 백그라운드에서 실행합니다.
터미널에 docker compose ps 를 입력해 컨테이너들이 Up 상태인지 확인하세요. README에 포트 번호가 적혀있다면 브라우저에서 http://localhost:포트번호 로 접속해보세요.
// repository documentation
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