rebalance is a simple Python 3.9+ library for rebalancing investment portfolios

Last update: Feb 26, 2022

Related tags

Overview

rebalance

rebalance is a simple Python 3.9+ library for rebalancing investment portfolios. It supports cash flow rebalancing with contributions and withdrawals, opportunistic rebalancing with symmetric and asymmetric rebalance bands, and traditional calendar-based rebalancing. Works with any currency. Precise to the smallest unit.

>> b = Asset("B", Decimal("0.4"), 25_00) >>> portfolio = Portfolio((a, b)) >>> for result in cash_flow_rebalance(portfolio, 50_00): ... print(result.asset.name, result.delta) ... A 3500 B 1500 >>> for result in cash_flow_rebalance(portfolio, -40_00): ... print(result.asset.name, result.delta) ... B -2100 A -1900 >>> for result in opportunistic_rebalance(portfolio): ... print(result.asset.name, result.delta) ... A 300 B -300">

>>> from decimal import Decimal
>>> from rebalance import Asset, Portfolio, Result, cash_flow_rebalance, opportunistic_rebalance

>>> a = Asset("A", Decimal("0.6"), 25_00)
>>> b = Asset("B", Decimal("0.4"), 25_00)

>>> portfolio = Portfolio((a, b))

>>> for result in cash_flow_rebalance(portfolio, 50_00):
...     print(result.asset.name, result.delta)
...
A 3500
B 1500

>>> for result in cash_flow_rebalance(portfolio, -40_00):
...     print(result.asset.name, result.delta)
...
B -2100
A -1900

>>> for result in opportunistic_rebalance(portfolio):
...     print(result.asset.name, result.delta)
...
A 300
B -300

Use

Install rebalance:

pip install rebalance

Then read the documentation.

Test

Install Hypothesis:

pip install hypothesis

Then run this command in the project root directory:

python -m unittest

Build

Documentation

Install Sphinx:

pip install sphinx

Then run this command in the docs/ directory:

make html

Distribution package

Install build:

pip install build

Then run this command in the project root directory:

python -m build

Msgpack serialization/deserialization library for Python, written in Rust using PyO3 and rust-msgpack. Reboot of orjson. msgpack.org[Python]

ormsgpack ormsgpack is a fast msgpack library for Python. It is a fork/reboot of orjson It serializes faster than msgpack-python and deserializes a bi

139 Dec 30, 2022

PyPIContents is an application that generates a Module Index from the Python Package Index (PyPI) and also from various versions of the Python Standard Library.

PyPIContents is an application that generates a Module Index from the Python Package Index (PyPI) and also from various versions of the Python Standar

10 Nov 19, 2022

The purpose is to have a fairly simple python assignment that introduces the basic features and tools of python

This repository contains the code for the python introduction lab. The purpose is to have a fairly simple python assignment that introduces the basic

1 Jan 24, 2022

Python-Kite: Simple python code to make kite pattern

Python-Kite Simple python code to make kite pattern. Getting Started These instr

0 Mar 22, 2022

🔩 Like builtins, but boltons. 250+ constructs, recipes, and snippets which extend (and rely on nothing but) the Python standard library. Nothing like Michael Bolton.

Boltons boltons should be builtins. Boltons is a set of over 230 BSD-licensed, pure-Python utilities in the same spirit as — and yet conspicuously mis

6k Jan 6, 2023

A Python library to simulate a Zoom H6 recorder remote control

Releases(v1.1.0)

v1.1.0(Jan 23, 2022)
Add py.typed to enable type checking.

Source code(tar.gz)
Source code(zip)
v1.0.3(Jan 18, 2022)
Reformat changelog as Markdown.

Source code(tar.gz)
Source code(zip)
v1.0.2(Jan 2, 2022)
Initial release.

Source code(tar.gz)
Source code(zip)

rebalance is a simple Python 3.9+ library for rebalancing investment portfolios

Related tags

Overview

rebalance

Use

Test

Build

Documentation

Distribution package

You might also like...

Msgpack serialization/deserialization library for Python, written in Rust using PyO3 and rust-msgpack. Reboot of orjson. msgpack.org[Python]

PyPIContents is an application that generates a Module Index from the Python Package Index (PyPI) and also from various versions of the Python Standard Library.

The purpose is to have a fairly simple python assignment that introduces the basic features and tools of python

Python-Kite: Simple python code to make kite pattern

🔩 Like builtins, but boltons. 250+ constructs, recipes, and snippets which extend (and rely on nothing but) the Python standard library. Nothing like Michael Bolton.

A Python library to simulate a Zoom H6 recorder remote control

Python library for creating PEG parsers

Python library to natively send files to Trash (or Recycle bin) on all platforms.

Python screenshot library, replacement for the Pillow ImageGrab module on Linux.

Releases(v1.1.0)

v1.1.0(Jan 23, 2022)

v1.0.3(Jan 18, 2022)

v1.0.2(Jan 2, 2022)

Owner

Darik Harter

It's a repo for Cramer's rule, which is some math crap or something idk

Some scripts for the Reverse engineered (old) api of CafeBazaar

CircuitPython Driver for Adafruit 24LC32 I2C EEPROM Breakout 32Kbit / 4 KB

This collection is to provide an easier way to interact with Juniper

Automate your Microsoft Learn Student Ambassadors event certificate with Python

A tool for checking if the external data used in Flatpak manifests is still up to date

A web app that is written entirely in Python

Displays Christmas-themed ASCII art

SimplePyBLE - Python bindings for SimpleBLE

A Python application that simulates the rolling of a dice, randomly picking one of the 6 faces and then displaying it.

Darkflame Universe Account Manager

jonny is a stack based programming language

Chicks get hostloc points regularly

Scripts for BGC analysis in large MAGs and results of their application to soil metagenomes within Chernevaya Taiga RSF-funded project

A python package template that can be adapted for RAP projects

Tc-python - A Python script to receive message from a twitch chat

Fabric mod where anyone can PR anything, concerning or not. I'll merge everything as soon as it works.

This is a Python package named - calculator

Calc.py - A powerful Python REPL calculator

Automation in socks label validation