Merge pull request #3 from JerBouma/dependabot/pip/requests-2.32.0 #80
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| name: Create Finance Toolkit Documentation | |
| on: [push] | |
| jobs: | |
| build: | |
| runs-on: ubuntu-latest | |
| strategy: | |
| matrix: | |
| python-version: ["3.10"] | |
| steps: | |
| - uses: actions/checkout@v3 | |
| - name: Set up Python ${{ matrix.python-version }} | |
| uses: actions/setup-python@v4 | |
| with: | |
| python-version: ${{ matrix.python-version }} | |
| - name: Install Poetry | |
| uses: snok/install-poetry@v1 | |
| - name: Install dependencies | |
| run: | | |
| poetry install | |
| - uses: actions/setup-python@v4 | |
| with: | |
| python-version: '3.x' | |
| - run: pip install -r requirements.txt | |
| - uses: jannekem/run-python-script-action@v1 | |
| with: | |
| script: | | |
| """ | |
| This file is used to generate the documentation for the project. It is a very custom file and should not be used as a | |
| template for other projects as it is directly related to the project structure and the way the documentation is | |
| generated. | |
| """ | |
| import base64 | |
| import re | |
| import requests | |
| def create_markdown_file(file_url: str, header: str, location: str): | |
| response = requests.get(file_url) | |
| data = response.json() | |
| file_content = base64.b64decode(data["content"]).decode("utf-8") | |
| functions_with_docstrings = [] | |
| function_matches = re.findall( | |
| r"def\s+(\w+)\([\s\S]*?\"\"\"([\s\S]*?)\"\"\"", file_content | |
| ) | |
| if function_matches: | |
| for match in function_matches: | |
| function_name, docstring = match | |
| # Description | |
| description_match = re.match( | |
| r"([\s\S]*?)(?:Args:|As an example:|$)", docstring, re.DOTALL | |
| ) | |
| description = description_match.group(1) if description_match else "" | |
| description = re.sub( | |
| r"(https?://\S+)", r'[\1](\1){:target="_blank"}', description | |
| ) | |
| # Arguments | |
| arguments_match = re.search( | |
| r"(Args:[\s\S]*?)(```python|$)", docstring, re.DOTALL | |
| ) | |
| arguments = arguments_match.group(1) if arguments_match else "" | |
| arguments = re.sub( | |
| r"(https?://\S+)", r'[\1](\1){:target="_blank"}', arguments | |
| ) | |
| # Define the regular expression pattern | |
| pattern = re.compile(r"\w+ \([^)]+\):") | |
| # Function to replace matches with <u>...</u> | |
| def replace_match(match): | |
| return f"- <u>{match.group(0)}</u>" | |
| # Use the pattern with re.sub to replace matches | |
| arguments = pattern.sub(replace_match, arguments) | |
| # Extract example code block | |
| example_code_match = re.search( | |
| r"```python([\s\S]*?)```", docstring, re.DOTALL | |
| ) | |
| example_code = example_code_match.group(1) if example_code_match else "" | |
| # Extract example result | |
| example_result_match = re.search( | |
| r"Which returns:[\s\S]*$", docstring, re.DOTALL | |
| ) | |
| example_result = ( | |
| example_result_match.group(0) if example_result_match else "" | |
| ) | |
| functions_with_docstrings.append( | |
| { | |
| "function_name": function_name, | |
| "description": re.sub(" +", " ", description.strip()) | |
| .replace("\n ", " ") # Deal with new lines due to PEP line length | |
| .replace("\n ", "\n\n") # Allow for proper spacing | |
| .replace("-", "\n-") # Create lists based on the dashes | |
| .replace("—", "-"), # Replace the em dash that was used in formulas | |
| "arguments": re.sub(" +", " ", arguments.strip()), | |
| "example_code": re.sub(" +", " ", example_code.strip()).replace( | |
| "\n ", "\n" | |
| ), | |
| "example_result": re.sub(" +", " ", example_result.strip()), | |
| } | |
| ) | |
| markdown_content = header | |
| for function_info in functions_with_docstrings: | |
| markdown_content += f'## {function_info["function_name"]}\n' | |
| markdown_content += f'{function_info["description"]}\n\n' | |
| if function_info["arguments"]: | |
| markdown_content += ( | |
| (function_info["arguments"]) | |
| .replace("Args:", "**Args:**") | |
| .replace("Raises:", "**Raises:**") | |
| .replace("Returns:", "**Returns:**") | |
| .replace("Notes:", "**Notes:**") | |
| ) | |
| markdown_content += "\n" | |
| if function_info["example_code"]: | |
| markdown_content += "{% include code_header.html %}\n" | |
| markdown_content += "{% highlight python %}\n" | |
| markdown_content += function_info["example_code"] | |
| markdown_content += "\n{% endhighlight %}\n\n" | |
| if function_info["example_result"]: | |
| example_result = ( | |
| function_info["example_result"].replace("Which returns:", "").strip() | |
| ) | |
| markdown_content += f"\nWhich returns:\n\n{example_result}\n\n" | |
| # Save to a file | |
| with open(location, "w", encoding="utf-8") as file: | |
| file.write(markdown_content) | |
| # Create Docs page | |
| markdown_content = """--- | |
| title: Documentation | |
| excerpt: This the documentation of the FinanceToolkit. This is an open-source toolkit in which 150+ financial ratios, indicators and performance measurements are written down in the most simplistic way allowing for complete transparency of the calculation method. | |
| description: This the documentation of the FinanceToolkit. This is an open-source toolkit in which 150+ financial ratios, indicators and performance measurements are written down in the most simplistic way allowing for complete transparency of the calculation method. | |
| author_profile: false | |
| permalink: /projects/financetoolkit/docs | |
| classes: wide-sidebar | |
| layout: single | |
| redirect_from: | |
| - /docs | |
| sidebar: | |
| nav: "financetoolkit-docs" | |
| --- | |
| This page includes all the documentation for the Finance Toolkit, an open-source toolkit in which all relevant financial ratios (150+), indicators and performance measurements are written down in the most simplistic way allowing for complete transparency of the calculation method. Each functionality includes an example of how to use it and is therefore an excellent way to better understand how to use each functionality. These examples are also directly embedded in the code. For simplicity sake, only the controller modules are included here given that the models themselves should be relatively straightforward. Make sure to also have a look at the example notebooks as found [here](/projects/financetoolkit#how-to-guides-for-the-financetoolkit). | |
| To install the FinanceToolkit it simply requires the following: | |
| {% include code_header.html %} | |
| {% highlight bash %} | |
| pip install financetoolkit -U | |
| {% endhighlight %} | |
| The Toolkit Module is meant to be a collection of useful functions that collect and parse data. These are historical data, fundamental data (balance, income and cash flow statements) as well as several others metrics from Financial Modeling Prep like enterprise values, company profiles and more. From this module, you are able to access the related modules as well. | |
| If you are looking for documentation regarding the discovery, ratios, models, technical indicators, fixed income, risk metrics, performance metrics and economic indicators, please have a look below: | |
| <div style="display: flex; justify-content: space-between;" class="show-on-desktop"> | |
| <a href="/projects/financetoolkit/docs" class="btn btn--warning" style="flex: 1;font-size:10px;margin-right:5px">Toolkit</a> | |
| <a href="/projects/financetoolkit/docs/discovery" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Discovery</a> | |
| <a href="/projects/financetoolkit/docs/ratios" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Ratios</a> | |
| <a href="/projects/financetoolkit/docs/models" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Models</a> | |
| <a href="/projects/financetoolkit/docs/options" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Options</a> | |
| <a href="/projects/financetoolkit/docs/technicals" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Technicals</a> | |
| <a href="/projects/financetoolkit/docs/fixedincome" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Fixed Income</a> | |
| <a href="/projects/financetoolkit/docs/risk" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Risk</a> | |
| <a href="/projects/financetoolkit/docs/performance" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Performance</a> | |
| <a href="/projects/financetoolkit/docs/economics" class="btn btn--info" style="flex: 1;font-size:10px; ">Economics</a> | |
| </div> | |
| {% include algolia.html %} | |
| """ | |
| create_markdown_file( | |
| file_url="https://api.github.com/repos/JerBouma/FinanceToolkit/contents/financetoolkit/toolkit_controller.py", | |
| header=markdown_content, | |
| location="_pages/financetoolkit/documentation/docs.md", | |
| ) | |
| # Create the Discovery page | |
| markdown_content = """--- | |
| title: Discovery | |
| excerpt: The Discovery Module contains lists of companies, cryptocurrencies, forex, commodities, etfs and indices including screeners, quotes, performance metrics and more to find and select tickers to use in the Finance Toolkit. | |
| description: The Discovery Module contains lists of companies, cryptocurrencies, forex, commodities, etfs and indices including screeners, quotes, performance metrics and more to find and select tickers to use in the Finance Toolkit. | |
| author_profile: false | |
| permalink: /projects/financetoolkit/docs/discovery | |
| classes: wide-sidebar | |
| layout: single | |
| redirect_from: | |
| - /ratios | |
| sidebar: | |
| nav: "financetoolkit-docs-discovery" | |
| --- | |
| The Discovery Module contains lists of companies, cryptocurrencies, forex, commodities, etfs and indices including screeners, quotes, performance metrics and more to find and select tickers to use in the Finance Toolkit. | |
| To install the FinanceToolkit it simply requires the following: | |
| {% include code_header.html %} | |
| {% highlight bash %} | |
| pip install financetoolkit -U | |
| {% endhighlight %} | |
| If you are looking for documentation regarding the toolkit, ratios, models, technicals, fixed income, risk, performance and economics, please have a look below: | |
| <div style="display: flex; justify-content: space-between;" class="show-on-desktop"> | |
| <a href="/projects/financetoolkit/docs" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Toolkit</a> | |
| <a href="/projects/financetoolkit/docs/discovery" class="btn btn--warning" style="flex: 1;font-size:10px;margin-right:5px">Discovery</a> | |
| <a href="/projects/financetoolkit/docs/ratios" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Ratios</a> | |
| <a href="/projects/financetoolkit/docs/models" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Models</a> | |
| <a href="/projects/financetoolkit/docs/options" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Options</a> | |
| <a href="/projects/financetoolkit/docs/technicals" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Technicals</a> | |
| <a href="/projects/financetoolkit/docs/fixedincome" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Fixed Income</a> | |
| <a href="/projects/financetoolkit/docs/risk" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Risk</a> | |
| <a href="/projects/financetoolkit/docs/performance" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Performance</a> | |
| <a href="/projects/financetoolkit/docs/economics" class="btn btn--info" style="flex: 1;font-size:10px; ">Economics</a> | |
| </div> | |
| {% include algolia.html %} | |
| """ | |
| create_markdown_file( | |
| file_url="https://api.github.com/repos/JerBouma/FinanceToolkit/contents/financetoolkit/discovery/discovery_controller.py", | |
| header=markdown_content, | |
| location="_pages/financetoolkit/documentation/discovery.md", | |
| ) | |
| # Create the Ratios page | |
| markdown_content = """--- | |
| title: Ratios | |
| excerpt: The Ratios Module contains over 50+ ratios that can be used to analyse companies. These ratios are divided into 5 categories which are efficiency, liquidity, profitability, solvency and valuation. Each ratio is calculated using the data from the Toolkit module. | |
| description: The Ratios Module contains over 50+ ratios that can be used to analyse companies. These ratios are divided into 5 categories which are efficiency, liquidity, profitability, solvency and valuation. Each ratio is calculated using the data from the Toolkit module. | |
| author_profile: false | |
| permalink: /projects/financetoolkit/docs/ratios | |
| classes: wide-sidebar | |
| layout: single | |
| redirect_from: | |
| - /ratios | |
| sidebar: | |
| nav: "financetoolkit-docs-ratios" | |
| --- | |
| The Ratios Module contains over 50+ ratios that can be used to analyse companies. These ratios are divided into 5 categories which are efficiency, liquidity, profitability, solvency and valuation. Each ratio is calculated using the data from the Toolkit module. | |
| To install the FinanceToolkit it simply requires the following: | |
| {% include code_header.html %} | |
| {% highlight bash %} | |
| pip install financetoolkit -U | |
| {% endhighlight %} | |
| If you are looking for documentation regarding the toolkit, discovery, models, technicals, fixed income, risk, performance and economics, please have a look below: | |
| <div style="display: flex; justify-content: space-between;" class="show-on-desktop"> | |
| <a href="/projects/financetoolkit/docs" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Toolkit</a> | |
| <a href="/projects/financetoolkit/docs/discovery" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Discovery</a> | |
| <a href="/projects/financetoolkit/docs/ratios" class="btn btn--warning" style="flex: 1;font-size:10px;margin-right:5px">Ratios</a> | |
| <a href="/projects/financetoolkit/docs/models" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Models</a> | |
| <a href="/projects/financetoolkit/docs/options" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Options</a> | |
| <a href="/projects/financetoolkit/docs/technicals" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Technicals</a> | |
| <a href="/projects/financetoolkit/docs/fixedincome" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Fixed Income</a> | |
| <a href="/projects/financetoolkit/docs/risk" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Risk</a> | |
| <a href="/projects/financetoolkit/docs/performance" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Performance</a> | |
| <a href="/projects/financetoolkit/docs/economics" class="btn btn--info" style="flex: 1;font-size:10px; ">Economics</a> | |
| </div> | |
| {% include algolia.html %} | |
| """ | |
| create_markdown_file( | |
| file_url="https://api.github.com/repos/JerBouma/FinanceToolkit/contents/financetoolkit/ratios/ratios_controller.py", | |
| header=markdown_content, | |
| location="_pages/financetoolkit/documentation/ratios.md", | |
| ) | |
| # Create Models page | |
| markdown_content = """--- | |
| title: Models | |
| excerpt: The Models module is meant to execute well-known models such as DUPONT and the Discounted Cash Flow (DCF) model. These models are also directly related to the data retrieved from the Toolkit module. | |
| description: The Models module is meant to execute well-known models such as DUPONT and the Discounted Cash Flow (DCF) model. These models are also directly related to the data retrieved from the Toolkit module. | |
| author_profile: false | |
| permalink: /projects/financetoolkit/docs/models | |
| classes: wide-sidebar | |
| layout: single | |
| redirect_from: | |
| - /models | |
| sidebar: | |
| nav: "financetoolkit-docs-models" | |
| --- | |
| The Models module is meant to execute well-known models such as DUPONT and the Discounted Cash Flow (DCF) model. These models are also directly related to the data retrieved from the Toolkit module. | |
| To install the FinanceToolkit it simply requires the following: | |
| {% include code_header.html %} | |
| {% highlight bash %} | |
| pip install financetoolkit -U | |
| {% endhighlight %} | |
| If you are looking for documentation regarding the toolkit, discovery, ratios, technicals, fixed income, risk, performance and economics, please have a look below: | |
| <div style="display: flex; justify-content: space-between;" class="show-on-desktop"> | |
| <a href="/projects/financetoolkit/docs" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Toolkit</a> | |
| <a href="/projects/financetoolkit/docs/discovery" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Discovery</a> | |
| <a href="/projects/financetoolkit/docs/ratios" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Ratios</a> | |
| <a href="/projects/financetoolkit/docs/models" class="btn btn--warning" style="flex: 1;font-size:10px;margin-right:5px">Models</a> | |
| <a href="/projects/financetoolkit/docs/options" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Options</a> | |
| <a href="/projects/financetoolkit/docs/technicals" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Technicals</a> | |
| <a href="/projects/financetoolkit/docs/fixedincome" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Fixed Income</a> | |
| <a href="/projects/financetoolkit/docs/risk" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Risk</a> | |
| <a href="/projects/financetoolkit/docs/performance" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Performance</a> | |
| <a href="/projects/financetoolkit/docs/economics" class="btn btn--info" style="flex: 1;font-size:10px; ">Economics</a> | |
| </div> | |
| {% include algolia.html %} | |
| """ | |
| create_markdown_file( | |
| file_url="https://api.github.com/repos/JerBouma/FinanceToolkit/contents/financetoolkit/models/models_controller.py", | |
| header=markdown_content, | |
| location="_pages/financetoolkit/documentation/models.md", | |
| ) | |
| # Create Options page | |
| markdown_content = """--- | |
| title: Options | |
| excerpt: The Options module is meant to calculate important options metrics such as the First, Second and Third Order Greeks, the Black Scholes Model and the Option Chains as well as Implied Volatilities, Breeden—Litzenberger and more. | |
| description: The Options module is meant to calculate important options metrics such as the First, Second and Third Order Greeks, the Black Scholes Model and the Option Chains as well as Implied Volatilities, Breeden—Litzenberger and more. | |
| author_profile: false | |
| permalink: /projects/financetoolkit/docs/options | |
| classes: wide-sidebar | |
| layout: single | |
| redirect_from: | |
| - /models | |
| sidebar: | |
| nav: "financetoolkit-docs-options" | |
| --- | |
| The Options module is meant to calculate important options metrics such as the First, Second and Third Order Greeks, the Black Scholes Model and the Option Chains as well as Implied Volatilities, Breeden—Litzenberger and more. | |
| To install the FinanceToolkit it simply requires the following: | |
| {% include code_header.html %} | |
| {% highlight bash %} | |
| pip install financetoolkit -U | |
| {% endhighlight %} | |
| If you are looking for documentation regarding the toolkit, discovery, ratios, technicals, fixed income, risk, performance and economics, please have a look below: | |
| <div style="display: flex; justify-content: space-between;" class="show-on-desktop"> | |
| <a href="/projects/financetoolkit/docs" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Toolkit</a> | |
| <a href="/projects/financetoolkit/docs/discovery" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Discovery</a> | |
| <a href="/projects/financetoolkit/docs/ratios" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Ratios</a> | |
| <a href="/projects/financetoolkit/docs/models" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Models</a> | |
| <a href="/projects/financetoolkit/docs/options" class="btn btn--warning" style="flex: 1;font-size:10px;margin-right:5px">Options</a> | |
| <a href="/projects/financetoolkit/docs/technicals" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Technicals</a> | |
| <a href="/projects/financetoolkit/docs/fixedincome" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Fixed Income</a> | |
| <a href="/projects/financetoolkit/docs/risk" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Risk</a> | |
| <a href="/projects/financetoolkit/docs/performance" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Performance</a> | |
| <a href="/projects/financetoolkit/docs/economics" class="btn btn--info" style="flex: 1;font-size:10px; ">Economics</a> | |
| </div> | |
| {% include algolia.html %} | |
| """ | |
| create_markdown_file( | |
| file_url="https://api.github.com/repos/JerBouma/FinanceToolkit/contents/financetoolkit/options/options_controller.py", | |
| header=markdown_content, | |
| location="_pages/financetoolkit/documentation/options.md", | |
| ) | |
| # Create the Technicals page | |
| markdown_content = """--- | |
| title: Technicals | |
| excerpt: The Technicals Module contains 30+ Technical Indicators that can be used to analyse companies. These ratios are divided into 4 categories which are breadth, momentum, overlap and volatility. Each indicator is calculated using the data from the Toolkit module. | |
| description: The Technicals Module contains 30+ Technical Indicators that can be used to analyse companies. These ratios are divided into 4 categories which are breadth, momentum, overlap and volatility. Each indicator is calculated using the data from the Toolkit module. | |
| author_profile: false | |
| permalink: /projects/financetoolkit/docs/technicals | |
| classes: wide-sidebar | |
| layout: single | |
| redirect_from: | |
| - /technicals | |
| sidebar: | |
| nav: "financetoolkit-docs-technicals" | |
| --- | |
| The Technicals Module contains 30+ Technical Indicators that can be used to analyse companies. These ratios are divided into 4 categories which are breadth, momentum, overlap and volatility. Each indicator is calculated using the data from the Toolkit module. | |
| To install the FinanceToolkit it simply requires the following: | |
| {% include code_header.html %} | |
| {% highlight bash %} | |
| pip install financetoolkit -U | |
| {% endhighlight %} | |
| If you are looking for documentation regarding the toolkit, discovery, ratios, models, fixed income, risk, performance and economics, please have a look below: | |
| <div style="display: flex; justify-content: space-between;" class="show-on-desktop"> | |
| <a href="/projects/financetoolkit/docs" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Toolkit</a> | |
| <a href="/projects/financetoolkit/docs/discovery" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Discovery</a> | |
| <a href="/projects/financetoolkit/docs/ratios" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Ratios</a> | |
| <a href="/projects/financetoolkit/docs/models" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Models</a> | |
| <a href="/projects/financetoolkit/docs/options" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Options</a> | |
| <a href="/projects/financetoolkit/docs/technicals" class="btn btn--warning" style="flex: 1;font-size:10px;margin-right:5px">Technicals</a> | |
| <a href="/projects/financetoolkit/docs/fixedincome" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Fixed Income</a> | |
| <a href="/projects/financetoolkit/docs/risk" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Risk</a> | |
| <a href="/projects/financetoolkit/docs/performance" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Performance</a> | |
| <a href="/projects/financetoolkit/docs/economics" class="btn btn--info" style="flex: 1;font-size:10px; ">Economics</a> | |
| </div> | |
| {% include algolia.html %} | |
| """ | |
| create_markdown_file( | |
| file_url="https://api.github.com/repos/JerBouma/FinanceToolkit/contents/financetoolkit/technicals/technicals_controller.py", | |
| header=markdown_content, | |
| location="_pages/financetoolkit/documentation/technicals.md", | |
| ) | |
| # Create the Fixed Income page | |
| markdown_content = """--- | |
| title: Fixed Income | |
| excerpt: The Fixed Income module contains a wide variety of fixed income related calculations such as the Effective Yield, the Macaulay Duration, the Modified Duration Convexity, the Yield to Maturity and models such as Black and Bachelier to valuate derivative instruments such as Swaptions. | |
| description: The Fixed Income module contains a wide variety of fixed income related calculations such as the Effective Yield, the Macaulay Duration, the Modified Duration Convexity, the Yield to Maturity and models such as Black and Bachelier to valuate derivative instruments such as Swaptions. | |
| author_profile: false | |
| permalink: /projects/financetoolkit/docs/fixedincome | |
| classes: wide-sidebar | |
| layout: single | |
| redirect_from: | |
| - /fixedincome | |
| sidebar: | |
| nav: "financetoolkit-docs-fixedincome" | |
| --- | |
| The Fixed Income module contains a wide variety of fixed income related calculations such as the Effective Yield, the Macaulay Duration, the Modified Duration Convexity, the Yield to Maturity and models such as Black and Bachelier to valuate derivative instruments such as Swaptions. | |
| To install the FinanceToolkit it simply requires the following: | |
| {% include code_header.html %} | |
| {% highlight bash %} | |
| pip install financetoolkit -U | |
| {% endhighlight %} | |
| If you are looking for documentation regarding the toolkit, discovery, ratios, models, technicals, risk, performance and economics, please have a look below: | |
| <div style="display: flex; justify-content: space-between;" class="show-on-desktop"> | |
| <a href="/projects/financetoolkit/docs" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Toolkit</a> | |
| <a href="/projects/financetoolkit/docs/discovery" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Discovery</a> | |
| <a href="/projects/financetoolkit/docs/ratios" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Ratios</a> | |
| <a href="/projects/financetoolkit/docs/models" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Models</a> | |
| <a href="/projects/financetoolkit/docs/options" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Options</a> | |
| <a href="/projects/financetoolkit/docs/technicals" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Technicals</a> | |
| <a href="/projects/financetoolkit/docs/fixedincome" class="btn btn--warning" style="flex: 1;font-size:10px;margin-right:5px">Fixed Income</a> | |
| <a href="/projects/financetoolkit/docs/risk" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Risk</a> | |
| <a href="/projects/financetoolkit/docs/performance" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Performance</a> | |
| <a href="/projects/financetoolkit/docs/economics" class="btn btn--info" style="flex: 1;font-size:10px; ">Economics</a> | |
| </div> | |
| {% include algolia.html %} | |
| """ | |
| create_markdown_file( | |
| file_url="https://api.github.com/repos/JerBouma/FinanceToolkit/contents/financetoolkit/fixedincome/fixedincome_controller.py", | |
| header=markdown_content, | |
| location="_pages/financetoolkit/documentation/fixedincome.md", | |
| ) | |
| # Create the Risk page | |
| markdown_content = """--- | |
| title: Risk | |
| excerpt: The Risk module is meant to calculate important risk metrics such as Value at Risk (VaR), Conditional Value at Risk (cVaR), Maximum Drawdown, Correlations, GARCH, EWMA and more. | |
| description: The Risk module is meant to calculate important risk metrics such as Value at Risk (VaR), Conditional Value at Risk (cVaR), Maximum Drawdown, Correlations, GARCH, EWMA and more. | |
| author_profile: false | |
| permalink: /projects/financetoolkit/docs/risk | |
| classes: wide-sidebar | |
| layout: single | |
| redirect_from: | |
| - /ratios | |
| sidebar: | |
| nav: "financetoolkit-docs-risk" | |
| --- | |
| The Risk module is meant to calculate important risk metrics such as Value at Risk (VaR), Conditional Value at Risk (cVaR), Maximum Drawdown, Correlations, GARCH, EWMA and more. | |
| To install the FinanceToolkit it simply requires the following: | |
| {% include code_header.html %} | |
| {% highlight bash %} | |
| pip install financetoolkit -U | |
| {% endhighlight %} | |
| If you are looking for documentation regarding the toolkit, discovery, ratios, models, technicals, fixed income, performance and economics, please have a look below: | |
| <div style="display: flex; justify-content: space-between;" class="show-on-desktop"> | |
| <a href="/projects/financetoolkit/docs" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Toolkit</a> | |
| <a href="/projects/financetoolkit/docs/discovery" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Discovery</a> | |
| <a href="/projects/financetoolkit/docs/ratios" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Ratios</a> | |
| <a href="/projects/financetoolkit/docs/models" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Models</a> | |
| <a href="/projects/financetoolkit/docs/options" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Options</a> | |
| <a href="/projects/financetoolkit/docs/technicals" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Technicals</a> | |
| <a href="/projects/financetoolkit/docs/fixedincome" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Fixed Income</a> | |
| <a href="/projects/financetoolkit/docs/risk" class="btn btn--warning" style="flex: 1;font-size:10px;margin-right:5px">Risk</a> | |
| <a href="/projects/financetoolkit/docs/performance" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Performance</a> | |
| <a href="/projects/financetoolkit/docs/economics" class="btn btn--info" style="flex: 1;font-size:10px; ">Economics</a> | |
| </div> | |
| {% include algolia.html %} | |
| """ | |
| create_markdown_file( | |
| file_url="https://api.github.com/repos/JerBouma/FinanceToolkit/contents/financetoolkit/risk/risk_controller.py", | |
| header=markdown_content, | |
| location="_pages/financetoolkit/documentation/risk.md", | |
| ) | |
| # Create the Performance page | |
| markdown_content = """--- | |
| title: Performance | |
| excerpt: The Performance module is meant to calculate important performance metrics such as Sharpe Ratio, Sortino Ratio, Treynor Ratio, Information Ratio, Jensen's Alpha, Beta, Capital Asset Pricing Model, R-Squared and more. | |
| description: The Performance module is meant to calculate important performance metrics such as Sharpe Ratio, Sortino Ratio, Treynor Ratio, Information Ratio, Jensen's Alpha, Beta, Capital Asset Pricing Model, R-Squared and more. | |
| author_profile: false | |
| permalink: /projects/financetoolkit/docs/performance | |
| classes: wide-sidebar | |
| layout: single | |
| redirect_from: | |
| - /ratios | |
| sidebar: | |
| nav: "financetoolkit-docs-performance" | |
| --- | |
| The Performance module is meant to calculate important performance metrics such as Sharpe Ratio, Sortino Ratio, Treynor Ratio, Information Ratio, Jensen's Alpha, Beta, Capital Asset Pricing Model, R-Squared and more. | |
| To install the FinanceToolkit it simply requires the following: | |
| {% include code_header.html %} | |
| {% highlight bash %} | |
| pip install financetoolkit -U | |
| {% endhighlight %} | |
| If you are looking for documentation regarding the toolkit, discovery, ratios, models, technicals, fixed income, risk and economics, please have a look below: | |
| <div style="display: flex; justify-content: space-between;" class="show-on-desktop"> | |
| <a href="/projects/financetoolkit/docs" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Toolkit</a> | |
| <a href="/projects/financetoolkit/docs/discovery" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Discovery</a> | |
| <a href="/projects/financetoolkit/docs/ratios" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Ratios</a> | |
| <a href="/projects/financetoolkit/docs/models" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Models</a> | |
| <a href="/projects/financetoolkit/docs/options" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Options</a> | |
| <a href="/projects/financetoolkit/docs/technicals" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Technicals</a> | |
| <a href="/projects/financetoolkit/docs/fixedincome" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Fixed Income</a> | |
| <a href="/projects/financetoolkit/docs/risk" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Risk</a> | |
| <a href="/projects/financetoolkit/docs/performance" class="btn btn--warning" style="flex: 1;font-size:10px;margin-right:5px">Performance</a> | |
| <a href="/projects/financetoolkit/docs/economics" class="btn btn--info" style="flex: 1;font-size:10px; ">Economics</a> | |
| </div> | |
| {% include algolia.html %} | |
| """ | |
| create_markdown_file( | |
| file_url="https://api.github.com/repos/JerBouma/FinanceToolkit/contents/financetoolkit/performance/performance_controller.py", | |
| header=markdown_content, | |
| location="_pages/financetoolkit/documentation/performance.md", | |
| ) | |
| # Create the Economics page | |
| markdown_content = """--- | |
| title: Economics | |
| excerpt: The Economics module gives insights for 60+ countries into key economic indicators such as the Consumer Price Index (CPI), Gross Domestic Product (GDP), Unemployment Rates and 3-month and 10-year Government Interest Rates. This is done through the economics module and can be used as a standalone module as well. | |
| description: The Economics module gives insights for 60+ countries into key economic indicators such as the Consumer Price Index (CPI), Gross Domestic Product (GDP), Unemployment Rates and 3-month and 10-year Government Interest Rates. This is done through the economics module and can be used as a standalone module as well. | |
| author_profile: false | |
| permalink: /projects/financetoolkit/docs/economics | |
| classes: wide-sidebar | |
| layout: single | |
| redirect_from: | |
| - /economics | |
| sidebar: | |
| nav: "financetoolkit-docs-economics" | |
| --- | |
| The Economics module gives insights for 60+ countries into key economic indicators such as the Consumer Price Index (CPI), Gross Domestic Product (GDP), Unemployment Rates and 3-month and 10-year Government Interest Rates. This is done through the economics module and can be used as a standalone module as well. | |
| To install the FinanceToolkit it simply requires the following: | |
| {% include code_header.html %} | |
| {% highlight bash %} | |
| pip install financetoolkit -U | |
| {% endhighlight %} | |
| If you are looking for documentation regarding the toolkit, discovery, ratios, models, technicals, fixed income, risk and performance, please have a look below: | |
| <div style="display: flex; justify-content: space-between;" class="show-on-desktop"> | |
| <a href="/projects/financetoolkit/docs" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Toolkit</a> | |
| <a href="/projects/financetoolkit/docs/discovery" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Discovery</a> | |
| <a href="/projects/financetoolkit/docs/ratios" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Ratios</a> | |
| <a href="/projects/financetoolkit/docs/models" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Models</a> | |
| <a href="/projects/financetoolkit/docs/options" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Options</a> | |
| <a href="/projects/financetoolkit/docs/technicals" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Technicals</a> | |
| <a href="/projects/financetoolkit/docs/fixedincome" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Fixed Income</a> | |
| <a href="/projects/financetoolkit/docs/risk" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Risk</a> | |
| <a href="/projects/financetoolkit/docs/performance" class="btn btn--info" style="flex: 1;font-size:10px;margin-right:5px">Performance</a> | |
| <a href="/projects/financetoolkit/docs/economics" class="btn btn--warning" style="flex: 1;font-size:10px; ">Economics</a> | |
| </div> | |
| {% include algolia.html %} | |
| """ | |
| create_markdown_file( | |
| file_url="https://api.github.com/repos/JerBouma/FinanceToolkit/contents/financetoolkit/economics/economics_controller.py", | |
| header=markdown_content, | |
| location="_pages/financetoolkit/documentation/economics.md", | |
| ) | |
| - name: Commit files and log | |
| run: | | |
| git config --global user.name 'GitHub Action' | |
| git config --global user.email 'action@github.com' | |
| git add -A | |
| git checkout main | |
| git diff-index --quiet HEAD || git commit -am "Update documentation" | |
| git push | |
| - name: Check run status | |
| if: steps.run.outputs.status != '0' | |
| run: exit "${{ steps.run.outputs.status }}" |