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

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Overview

rebalance

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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
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