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

Functional collections extension functions for Python

LinkScope allows you to perform online investigations by representing information as discrete pieces of data, called Entities.

Ultimate Score Server for RealistikOsu

Mechanized literally means automation.

Direct Multi-view Multi-person 3D Human Pose Estimation

Chemical Analysis Calculator, with full solution display.

一个可以自动生成PTGen，MediaInfo，截图，并且生成发布所需内容的脚本

A collection of resources on neural rendering.

Change ACLs for QNAP LXD unprivileged container.

Covid-ChatBot - A Rapid Response Virtual Agent for Covid-19 Queries

Random Programming Language Project

Scraper pour les offres de stage Tesla et les notes sur Oasis (Polytech Paris-Saclay) sous forme de bot Discord

Repository voor verhalen over de woningbouw-opgave in Nederland

Python module to work with Magneto Database directly without using broken Magento 2 core

ASCII-Wordle - A port of the game Wordle to terminal emulators/CMD

Collaboration project to creating bank application maded by Anzhelica Sakun and Yuriy Konyukh

Cash in on Expressed Barcode Tags (EBTs) from NGS Sequencing Data with Python

PIP VA TASHQI KUTUBXONALAR

Blender 2.80+ Timelapse Capture Tool Addon

Final project for ENGG 5402 Advanced Robotics in CUHK