{ "info": { "author": "Ran Aroussi", "author_email": "ran@aroussi.com", "bugtrack_url": null, "classifiers": [ "Development Status :: 5 - Production/Stable", "Intended Audience :: Developers", "License :: OSI Approved :: GNU Lesser General Public License v3 (LGPLv3)", "Operating System :: OS Independent", "Programming Language :: Python :: 3.4", "Programming Language :: Python :: 3.5", "Programming Language :: Python :: 3.6", "Topic :: Office/Business :: Financial", "Topic :: Office/Business :: Financial :: Investment", "Topic :: Scientific/Engineering :: Interface Engine/Protocol Translator", "Topic :: Software Development :: Libraries", "Topic :: Software Development :: Libraries :: Python Modules" ], "description": "Python Monthly Returns Heatmap\n==============================\n\n.. image:: https://img.shields.io/pypi/pyversions/monthly-returns-heatmap.svg?maxAge=60\n :target: https://pypi.python.org/pypi/monthly-returns-heatmap\n :alt: Python version\n\n.. image:: https://img.shields.io/travis/ranaroussi/monthly-returns-heatmap/master.svg?\n :target: https://travis-ci.org/ranaroussi/monthly-returns-heatmap\n :alt: Travis-CI build status\n\n.. image:: https://img.shields.io/pypi/v/monthly-returns-heatmap.svg?maxAge=60\n :target: https://pypi.python.org/pypi/monthly-returns-heatmap\n :alt: PyPi version\n\n.. image:: https://img.shields.io/pypi/status/monthly-returns-heatmap.svg?maxAge=60\n :target: https://pypi.python.org/pypi/monthly-returns-heatmap\n :alt: PyPi status\n\n.. image:: https://img.shields.io/github/stars/ranaroussi/monthly-returns-heatmap.svg?style=social&label=Star&maxAge=60\n :target: https://github.com/ranaroussi/monthly-returns-heatmap\n :alt: Star this repo\n\n.. image:: https://img.shields.io/twitter/follow/aroussi.svg?style=social&label=Follow%20Me&maxAge=60\n :target: https://twitter.com/aroussi\n :alt: Follow me on twitter\n\n\\\n\n**monthly-returns-heatmap** is a simple Python library for creating\nMonthly Returns Heatmap from Pandas series with ease.\n\n`Changelog \u00bb <./CHANGELOG.rst>`__\n\n-----\n\nQuick Start\n-----------\n\nLet's create a returns heatmap for `SPY `_\n(S&P 500 Spider ETF).\n\nFirst, let's download SPY's daily close prices from Google finance.\n\n.. code:: python\n\n from pandas_datareader import data\n prices = data.get_data_google(\"SPY\")['Close']\n returns = prices.pct_change()\n\nNext, we'll import ``monthly_returns_heatmap`` and plot the monthly return heatmap:\n\n.. code:: python\n\n import monthly_returns_heatmap as mrh\n\n returns.plot_monthly_returns_heatmap()\n # mrh.plot(returns) # <== or using direct call\n\n\n.. image:: https://raw.githubusercontent.com/ranaroussi/monthly-returns-heatmap/master/demo.png?\n :width: 720\n :height: 318\n :alt: demo\n\n\n**Getting heatmap data only (no plotting)**\n\n.. code:: python\n\n heatmap = prices.get_monthly_returns_heatmap()\n # heatmap = mrh.get(returns) # <== or using direct call\n\n print(heatmap)\n\n # prints:\n\n Month Jan Feb Mar Apr ... Dec\n Year\n 2010 0.000000 0.031195 0.056529 0.015470 ... 0.061271\n 2011 0.023300 0.034737 -0.004807 0.030413 ... 0.003117\n 2012 0.045498 0.043137 0.028129 -0.006751 ... 0.001759\n 2013 0.051190 0.012759 0.033375 0.019212 ... 0.020387\n 2014 -0.035248 0.045516 0.003865 0.006951 ... -0.008012\n 2015 -0.029629 0.056205 -0.020080 0.009834 ... -0.023096\n 2016 -0.049787 -0.001910 0.062943 0.003941 ... 0.014293\n 2017 0.017895 0.039292 -0.003087 0.009926 ... 0.000000\n\n\nGet Parameters (optional)\n--------------------------\n- ``is_prices`` - set to ``True`` if the data used is price data instead of returns data\n- ``compounded`` - set to ``False`` if the you don't want the calculation to use compounded returns\n- ``eoy`` - set to ``True`` to add a **End Of Year** column with total yearly returns\n\nPlot Parameters (optional)\n--------------------------\n- ``title`` - Heatmap title (defaults to ``\"Monthly Returns (%)\"``)\n- ``title_color`` - Heatmap title color (defaults to ``\"black\"``)\n- ``title_size`` - Heatmap title font size (defaults to ``12``)\n- ``annot_size`` - Returns boxes font size (defaults to ``10``)\n- ``figsize`` - Heatmap figure size (defaults to ``None``)\n- ``cmap`` - Color map (defaults to ``\"RdYlGn\"``)\n- ``cbar`` - Show color bar? (defaults to ``True``)\n- ``square`` - Force squere returns boxes? (defaults to ``False``)\n- ``is_prices`` - set to ``True`` if the data used is price data instead of returns data\n- ``compounded`` - set to ``False`` if the you don't want the calculation to use compounded returns\n- ``eoy`` - set to ``True`` to add a **End Of Year** column with total yearly returns\n\nInstallation\n------------\n\nInstall ``monthly_returns_heatmap`` using ``pip``:\n\n.. code:: bash\n\n $ pip install monthly_returns_heatmap --upgrade --no-cache-dir\n\nRequirements\n------------\n\n* `Python `_ >=3.4\n* `Pandas `_ (tested to work with >=0.18.1)\n* `Matplotlib `_ (tested to work with >=1.5.3)\n* `Seaborn `_ (tested to work with >=0.7)\n\n\nLegal Stuff\n------------\n\n**monthly-returns-heatmap** is distributed under the **GNU Lesser General Public License v3.0**. See the `LICENSE.txt <./LICENSE.txt>`_ file in the release for details.\n\n\nP.S.\n------------\n\nPlease drop me an note with any feedback you have.\n\n**Ran Aroussi**\n", "description_content_type": "", "docs_url": null, "download_url": "", "downloads": { "last_day": -1, "last_month": -1, "last_week": -1 }, "home_page": "https://github.com/ranaroussi/monthly-returns-heatmap", "keywords": "plot", "license": "LGPL", "maintainer": "", "maintainer_email": "", "name": "monthly-returns-heatmap", "package_url": "https://pypi.org/project/monthly-returns-heatmap/", "platform": "any", "project_url": "https://pypi.org/project/monthly-returns-heatmap/", "project_urls": { "Homepage": "https://github.com/ranaroussi/monthly-returns-heatmap" }, "release_url": "https://pypi.org/project/monthly-returns-heatmap/0.0.11/", "requires_dist": null, "requires_python": "", "summary": "Utility to create a monthly returns heatmap from Pandas series", "version": "0.0.11" }, "last_serial": 4175628, "releases": { "0.0.1": [ { "comment_text": "", "digests": { "md5": "482af5c2f8eed43cde37a61fc16f8c9d", "sha256": "78507e7166a213ba4f9ac3fa421878fc924d7476c02d42939490063b5f216608" }, "downloads": -1, "filename": "monthly-returns-heatmap-0.0.1.tar.gz", "has_sig": false, "md5_digest": "482af5c2f8eed43cde37a61fc16f8c9d", "packagetype": "sdist", "python_version": "source", "requires_python": null, "size": 7251, "upload_time": "2017-05-19T09:18:28", "url": "https://files.pythonhosted.org/packages/d5/be/582b389874aef1087395c4d0d2e82af095866621cb3092ef68b9b6e7cecb/monthly-returns-heatmap-0.0.1.tar.gz" } ], "0.0.10": [ { "comment_text": "", "digests": { "md5": "4606d82d74ea78406c1b90df03c220d1", "sha256": "50025419a51bf8db13b3ce1becbc0d748c2cdba7c0a424694b2f70dd86e39b33" }, "downloads": -1, "filename": "monthly-returns-heatmap-0.0.10.tar.gz", "has_sig": false, "md5_digest": "4606d82d74ea78406c1b90df03c220d1", "packagetype": "sdist", "python_version": "source", "requires_python": null, "size": 7807, "upload_time": "2018-07-15T08:09:28", "url": "https://files.pythonhosted.org/packages/af/d7/a443035559b097a901e50f2449b43476a5334630ec431d5b3095b672ecaa/monthly-returns-heatmap-0.0.10.tar.gz" } ], "0.0.11": [ { "comment_text": "", "digests": { "md5": "7d6c02a90600176ddab6b070292bf3fa", "sha256": "33dda6beb05ee963083c16a1ebc47c315e94159555cb8ef8bd5c98d89345dd20" }, "downloads": -1, "filename": "monthly-returns-heatmap-0.0.11.tar.gz", "has_sig": false, "md5_digest": "7d6c02a90600176ddab6b070292bf3fa", "packagetype": "sdist", "python_version": "source", "requires_python": null, "size": 7820, "upload_time": "2018-08-16T07:20:36", "url": "https://files.pythonhosted.org/packages/0d/bc/07ec53971c10880cec8904cbf2adff0f372dddab8c24bb6ed331b3b2afce/monthly-returns-heatmap-0.0.11.tar.gz" } ], "0.0.2": [ { "comment_text": "", "digests": { "md5": "f5da9f153869e09fe122cfe90fcde30d", "sha256": "933fdbb1ad97b6ebc5bda38a45caa63607d3b94b44d43bc8793b0bc682473789" }, "downloads": -1, "filename": "monthly-returns-heatmap-0.0.2.tar.gz", "has_sig": false, "md5_digest": "f5da9f153869e09fe122cfe90fcde30d", "packagetype": "sdist", "python_version": "source", "requires_python": null, "size": 7256, "upload_time": "2017-05-23T20:42:36", "url": "https://files.pythonhosted.org/packages/47/0e/c2068c528866dba15f2c9f0ff9beaf38096b5d1ce39bad3ed59cb1f71ced/monthly-returns-heatmap-0.0.2.tar.gz" } ], "0.0.3": [ { "comment_text": "", "digests": { "md5": "c2f208cad590af03d722c4f2391e2533", "sha256": "5229cdf9e2ed05e91e4d8bc75f0dd84eba2ada15b10054cc35905811f8509056" }, "downloads": -1, "filename": "monthly-returns-heatmap-0.0.3.tar.gz", "has_sig": false, "md5_digest": "c2f208cad590af03d722c4f2391e2533", "packagetype": "sdist", "python_version": "source", "requires_python": null, "size": 7367, "upload_time": "2017-12-15T16:51:36", "url": "https://files.pythonhosted.org/packages/78/a4/36a6773fdab418519502685c5530e47fb272fa98aff98106d916d94b7fa9/monthly-returns-heatmap-0.0.3.tar.gz" } ], "0.0.4": [ { "comment_text": "", "digests": { "md5": "30c1f1c541b694a423f941260e3874a1", "sha256": "d1ead65f96c4901be1499b4179dfe8f5921f7622eeb2410899aec7ad6b480a13" }, "downloads": -1, "filename": "monthly-returns-heatmap-0.0.4.tar.gz", "has_sig": false, "md5_digest": "30c1f1c541b694a423f941260e3874a1", "packagetype": "sdist", "python_version": "source", "requires_python": null, "size": 7514, "upload_time": "2017-12-16T18:45:19", "url": "https://files.pythonhosted.org/packages/90/a8/28f51dab0e24da491c0ccca81bf718bdd7e12e245c232004396bfb7bbda8/monthly-returns-heatmap-0.0.4.tar.gz" } ], "0.0.5": [ { "comment_text": "", "digests": { "md5": "9e2f1f852c03d7650de4c6301d02a6d2", "sha256": "51864d73f11acb24817225786717eb250d032466aaff7494a5d30a97d5145e39" }, "downloads": -1, "filename": "monthly-returns-heatmap-0.0.5.tar.gz", "has_sig": false, "md5_digest": "9e2f1f852c03d7650de4c6301d02a6d2", "packagetype": "sdist", "python_version": "source", "requires_python": null, "size": 7518, "upload_time": "2017-12-16T18:58:28", "url": "https://files.pythonhosted.org/packages/ed/d3/353321bf4eade4aa6a9b198e918409849f97f417c59b0ce35fb751eeb603/monthly-returns-heatmap-0.0.5.tar.gz" } ], "0.0.6": [ { "comment_text": "", "digests": { "md5": "b1de252365d77d02673c60332e976739", "sha256": "ccaff4d00c1996c6d2acbe1e77614115a7372d049c560f03132e8ea3b86516db" }, "downloads": -1, "filename": "monthly-returns-heatmap-0.0.6.tar.gz", "has_sig": false, "md5_digest": "b1de252365d77d02673c60332e976739", "packagetype": "sdist", "python_version": "source", "requires_python": null, "size": 7642, "upload_time": "2017-12-16T19:08:51", "url": "https://files.pythonhosted.org/packages/ce/ea/3fcc55f225e9b3d077b6772ae123b3e670107b33d2595129784dd11f9c67/monthly-returns-heatmap-0.0.6.tar.gz" } ], "0.0.7": [ { "comment_text": "", "digests": { "md5": "be2b624081fc526bf17a85f5a7cac31e", "sha256": "c95d4009f1e4e8fb3271c58d8f90a4b78f46874a065d9c624b2972b5542062ab" }, "downloads": -1, "filename": "monthly-returns-heatmap-0.0.7.tar.gz", "has_sig": false, "md5_digest": "be2b624081fc526bf17a85f5a7cac31e", "packagetype": "sdist", "python_version": "source", "requires_python": null, "size": 7669, "upload_time": "2017-12-16T19:54:22", "url": "https://files.pythonhosted.org/packages/e5/fc/b8fc146f2032c2a59a6734027b0e742dc5e20a54feea9d0263d331ae401c/monthly-returns-heatmap-0.0.7.tar.gz" } ], "0.0.8": [ { "comment_text": "", "digests": { "md5": "5d23ec07a2bbc81acf9b72791642ccc2", "sha256": "3f9708446286206d7a9eb9b76e01ba01d658e5cd6d705c3a8378fae43020ce1e" }, "downloads": -1, "filename": "monthly-returns-heatmap-0.0.8.tar.gz", "has_sig": false, "md5_digest": "5d23ec07a2bbc81acf9b72791642ccc2", "packagetype": "sdist", "python_version": "source", "requires_python": null, "size": 7676, "upload_time": "2017-12-19T11:48:20", "url": "https://files.pythonhosted.org/packages/59/30/cf684f738016280c1d039b66db86fcf4ce2c08a4774532332d804b217afa/monthly-returns-heatmap-0.0.8.tar.gz" } ], "0.0.9": [ { "comment_text": "", "digests": { "md5": "de993adb61844f88a9209c0c7a044b1e", "sha256": "ff928edfc28caf8d13d29b66b3f4a441bf3fa59f2455d825bebd03166d5fd722" }, "downloads": -1, "filename": "monthly-returns-heatmap-0.0.9.tar.gz", "has_sig": false, "md5_digest": "de993adb61844f88a9209c0c7a044b1e", "packagetype": "sdist", "python_version": "source", "requires_python": null, "size": 7713, "upload_time": "2018-06-18T10:02:11", "url": "https://files.pythonhosted.org/packages/c9/24/fae1b788d12f36f98c48de615ea3edd8374fcea48bf3ab4593470c542234/monthly-returns-heatmap-0.0.9.tar.gz" } ] }, "urls": [ { "comment_text": "", "digests": { "md5": "7d6c02a90600176ddab6b070292bf3fa", "sha256": "33dda6beb05ee963083c16a1ebc47c315e94159555cb8ef8bd5c98d89345dd20" }, "downloads": -1, "filename": "monthly-returns-heatmap-0.0.11.tar.gz", "has_sig": false, "md5_digest": "7d6c02a90600176ddab6b070292bf3fa", "packagetype": "sdist", "python_version": "source", "requires_python": null, "size": 7820, "upload_time": "2018-08-16T07:20:36", "url": "https://files.pythonhosted.org/packages/0d/bc/07ec53971c10880cec8904cbf2adff0f372dddab8c24bb6ed331b3b2afce/monthly-returns-heatmap-0.0.11.tar.gz" } ] }