wip

docs/source/conf.py

@@ -1,20 +1,10 @@
-# Configuration file for the Sphinx documentation builder.
-#
-# For the full list of built-in configuration values, see the documentation:
-# https://www.sphinx-doc.org/en/master/usage/configuration.html
-
-# -- Project information -----------------------------------------------------
-# https://www.sphinx-doc.org/en/master/usage/configuration.html#project-information
 import pystock
 
 project = "pystock"
 copyright = "2025, Martin Debouté"
 author = "Martin Debouté"
 release = pystock.__version__
 
-# -- General configuration ---------------------------------------------------
-# https://www.sphinx-doc.org/en/master/usage/configuration.html#general-configuration
-
 extensions = [
     "sphinx.ext.autodoc",
     "sphinx.ext.napoleon",
@@ -25,7 +15,4 @@
 
 exclude_patterns = []
 
-# -- Options for HTML output -------------------------------------------------
-# https://www.sphinx-doc.org/en/master/usage/configuration.html#options-for-html-output
-
 html_theme = "pydata_sphinx_theme"

docs/source/index.rst

@@ -1,13 +1,8 @@
-.. pystock documentation master file, created by
-   sphinx-quickstart on Sun Jan 19 14:52:42 2025.
-   You can adapt this file completely to your liking, but it should at least
-   contain the root `toctree` directive.
-
 pystock documentation
 =====================
 
 .. toctree::
-   :maxdepth: 2
+   :maxdepth: 1
    :caption: Contents:
 
    pystock

docs/source/modules.rst

@@ -2,6 +2,6 @@ pystock
 =======
 
 .. toctree::
-   :maxdepth: 4
+   :maxdepth: 2
 
    pystock

pystock/__init__.py

@@ -1 +1,8 @@
 __version__ = "0.1.0"
+
+import asset
+import portfolio
+import quantitative
+from asset import *
+from portfolio import *
+from quantitative import *

pystock/asset.py

@@ -7,6 +7,12 @@
 
 class Asset:
     def __init__(self, symbol: str, listed: bool = True):
+        """Asset object.
+
+        Args:
+            symbol (str): Bloomberg ticker of the asset.
+            listed (bool, optional): If the asset is listed on Yahoo Finance or not. Default to True.
+        """
         self.symbol = symbol
         if listed:
             self.ticker = yf.Ticker(self.symbol)

pystock/portfolio.py

@@ -10,11 +10,13 @@
 
 
 class Portfolio:
-    def __init__(
-        self,
-        assets: List[Asset],
-        weights: np.ndarray,
-    ):
+    def __init__(self, assets: List[Asset], weights: List[float] | np.ndarray):
+        """Portfolio object.
+
+        Args:
+            assets (List[Asset]): The list of assets composing the portfolio.
+            weights (List[float] | np.ndarray): The proportion of each asset in the portfolio.
+        """
         self.assets = assets
         self.weights = weights
         self._cov_matrix = None

pystock/quantitative.py

@@ -3,15 +3,21 @@
 import numpy as np
 import pandas as pd
 import plotly.express as px
+import plotly.graph_objects as go
 import pyomo.environ as pyo
 from joblib import Parallel, delayed
-import plotly.graph_objects as go
+
 import pystock.constants as cst
 from pystock.portfolio import Portfolio
 
 
 class PortfolioOptimizer:
     def __init__(self, portfolio: Portfolio):
+        """An optimizer of your Portfolio.
+
+        Args:
+            portfolio (Portfolio): The portfolio that you want to optimize.
+        """
         self.portfolio = portfolio
         self.model = self._build_core_model()
         self.solver = pyo.SolverFactory(cst.DEFAULT_SOLVER)
@@ -63,6 +69,11 @@ def _link_constraint_rule(model, i):
 
 class MonteCarloSimulator:
     def __init__(self, portfolio: Portfolio):
+        """A Monte Carlo Simulator for your portfolio.
+
+        Args:
+            portfolio (Portfolio): The portfolio you want to work on.
+        """
         self.portfolio = portfolio
 
     def _calculate_metrics(

tests/test_asset.py

@@ -1,4 +1,5 @@
 import unittest
+
 from pystock.asset import Asset
 
 
@@ -8,3 +9,8 @@ def setUp(self):
 
     def test_asset_name(self):
         self.assertEqual(self.asset.name, "Apple Inc.")
+
+    def test_historical_data(self):
+        self.asset.fetch_historical_data()
+        self.assertIsNotNone(self.asset._historic_data)
+        self.assertEqual(self.asset._period_in_day, self.asset._historic_data.shape[0])  # type: ignore

tests/test_portfolio.py

@@ -0,0 +1,16 @@
+import unittest
+
+from pystock import Asset, Portfolio
+
+
+class TestPortfolio(unittest.TestCase):
+    def setUp(self):
+        self.appl_stock = Asset("AAPL")
+        self.tsla_stock = Asset("TSLA")
+        self.msft_stock = Asset("MSFT")
+
+    def test_bad_weighted_portfolio(self):
+        with self.assertRaises(ValueError):
+            Portfolio(
+                [self.appl_stock, self.tsla_stock, self.msft_stock], [0.3, 0.3, 0.3]
+            )