SYMBOL INDEX (197 symbols across 7 files)

FILE: test_module/test_analyze.py
  function test_file (line 17) | def test_file():
  function man_calcs (line 21) | def man_calcs(test_file):
  function stat_calcs (line 25) | def stat_calcs(test_file):
  function prices (line 29) | def prices(test_file):
  function test_active_return (line 33) | def test_active_return(prices, stat_calcs):
  function test_active_returns (line 42) | def test_active_returns(man_calcs, prices):
  function test_log_returns (line 48) | def test_log_returns(man_calcs, prices):
  function test_linear_returns (line 53) | def test_linear_returns(man_calcs, prices):
  function test_drawdown (line 58) | def test_drawdown(man_calcs, prices):
  function test_r2 (line 63) | def test_r2(man_calcs, prices):
  function test_r2_adj (line 73) | def test_r2_adj(man_calcs, prices):
  function test_cumulative_turnover (line 83) | def test_cumulative_turnover(test_file, stat_calcs):
  function test_mctr (line 92) | def test_mctr(test_file):
  function test_risk_contribution (line 99) | def test_risk_contribution(test_file):
  function test_risk_contribution_as_proportion (line 110) | def test_risk_contribution_as_proportion(test_file):
  function test_alpha (line 122) | def test_alpha(prices, stat_calcs):
  function test_annualized_return (line 129) | def test_annualized_return(prices, stat_calcs):
  function test_annualized_vol (line 136) | def test_annualized_vol(prices, stat_calcs):
  function test_appraisal_ratio (line 143) | def test_appraisal_ratio(prices, stat_calcs):
  function test_beta (line 153) | def test_beta(prices, stat_calcs):
  function test_cvar_cf (line 160) | def test_cvar_cf(prices, stat_calcs):
  function test_cvar_norm (line 167) | def test_cvar_norm(prices, stat_calcs):
  function test_downcapture (line 174) | def test_downcapture(prices, stat_calcs):
  function test_downside_deviation (line 182) | def test_downside_deviation(prices, stat_calcs):
  function test_geometric_difference (line 189) | def test_geometric_difference():
  function test_idiosyncratic_as_proportion (line 195) | def test_idiosyncratic_as_proportion(prices, stat_calcs):
  function test_idiosyncratic_risk (line 203) | def test_idiosyncratic_risk(prices, stat_calcs):
  function test_information_ratio (line 211) | def test_information_ratio(prices, stat_calcs):
  function test_jensens_alpha (line 220) | def test_jensens_alpha(prices, stat_calcs):
  function test_max_drawdown (line 228) | def test_max_drawdown(prices, stat_calcs):
  function test_mean_absolute_tracking_error (line 235) | def test_mean_absolute_tracking_error(prices, stat_calcs):
  function test_median_downcapture (line 243) | def test_median_downcapture(prices, stat_calcs):
  function test_median_upcapture (line 251) | def test_median_upcapture(prices, stat_calcs):
  function test_risk_adjusted_excess_return (line 259) | def test_risk_adjusted_excess_return(prices, stat_calcs):
  function test_adj_sharpe_ratio (line 268) | def test_adj_sharpe_ratio(prices, stat_calcs):
  function test_sharpe_ratio (line 278) | def test_sharpe_ratio(prices, stat_calcs):
  function test_sortino_ratio (line 287) | def test_sortino_ratio(prices, stat_calcs):
  function test_systematic_as_proportion (line 296) | def test_systematic_as_proportion(prices, stat_calcs):
  function test_systematic_risk (line 304) | def test_systematic_risk(prices, stat_calcs):
  function test_tracking_error (line 312) | def test_tracking_error(prices, stat_calcs):
  function test_ulcer_index (line 320) | def test_ulcer_index(prices, stat_calcs):
  function test_upcapture (line 327) | def test_upcapture(prices, stat_calcs):
  function test_upside_deviation (line 335) | def test_upside_deviation(prices, stat_calcs):

FILE: test_module/test_construct_portfolio.py
  function test_file (line 21) | def test_file():
  function tc_file (line 26) | def tc_file():
  function rebal_weights (line 31) | def rebal_weights(test_file):
  function panel (line 35) | def panel(test_file, rebal_weights):
  function manual_index (line 47) | def manual_index(panel, test_file):
  function manual_tc_bps (line 54) | def manual_tc_bps(tc_file):
  function manual_tc_cps (line 60) | def manual_tc_cps(tc_file):
  function manual_mngmt_fee (line 66) | def manual_mngmt_fee(tc_file):
  function test_mngmt_fee (line 69) | def test_mngmt_fee(panel, tc_file, manual_mngmt_fee):
  function test_pfp (line 81) | def test_pfp(panel, manual_index):
  function test_tc_bps (line 95) | def test_tc_bps(rebal_weights, panel, manual_tc_bps):
  function test_net_bps (line 103) | def test_net_bps(rebal_weights, panel, manual_tc_bps, manual_index):
  function test_net_cps (line 121) | def test_net_cps(rebal_weights, panel, manual_tc_cps, manual_index):
  function test_tc_cps (line 138) | def test_tc_cps(rebal_weights, panel, manual_tc_cps):
  function test_funs (line 147) | def test_funs():

FILE: test_module/test_utils.py
  function populate_store (line 27) | def populate_store():
  function populate_updated (line 52) | def populate_updated():
  function test_create_store_master_index (line 95) | def test_create_store_master_index(populate_store):
  function test_union_store_indexes (line 106) | def test_union_store_indexes(populate_store):
  function test_create_store_cash (line 115) | def test_create_store_cash(populate_store):
  function test_update_store_master_and_cash (line 132) | def test_update_store_master_and_cash(populate_updated):
  function test_rets_to_price (line 155) | def test_rets_to_price():
  function test_strip_vals (line 210) | def test_strip_vals():
  function test_zipped_time_chunks (line 217) | def test_zipped_time_chunks():

FILE: visualize_wealth/analyze.py
  function active_return (line 15) | def active_return(series, benchmark, freq = 'daily'):
  function active_returns (line 50) | def active_returns(series, benchmark):
  function alpha (line 84) | def alpha(series, benchmark, freq = 'daily', rfr = 0.0):
  function annualized_return (line 124) | def annualized_return(series, freq = 'daily'):
  function annualized_vol (line 164) | def annualized_vol(series, freq = 'daily'):
  function appraisal_ratio (line 208) | def appraisal_ratio(series, benchmark, freq = 'daily', rfr = 0.):
  function attribution_weights (line 247) | def attribution_weights(series, factor_df):
  function attribution_weights_by_interval (line 300) | def attribution_weights_by_interval(series, factor_df, interval):
  function beta (line 334) | def beta(series, benchmark):
  function beta_ew (line 372) | def beta_ew(series, benchmark, theta = 0.94):
  function consecutive (line 410) | def consecutive(int_series):
  function consecutive_downtick_performance (line 434) | def consecutive_downtick_performance(series, n_ticks = 3):
  function consecutive_downtick_relative_performance (line 470) | def consecutive_downtick_relative_performance(series, benchmark, n_ticks...
  function consecutive_downticks (line 513) | def consecutive_downticks(series, n_ticks = 3):
  function consecutive_uptick_relative_performance (line 534) | def consecutive_uptick_relative_performance(series, benchmark, n_ticks =...
  function consecutive_uptick_performance (line 577) | def consecutive_uptick_performance(series, n_ticks = 3):
  function consecutive_upticks (line 613) | def consecutive_upticks(series, n_ticks = 3):
  function cumulative_turnover (line 634) | def cumulative_turnover(alloc_df, asset_wt_df):
  function cvar_cf (line 682) | def cvar_cf(series, p = .01):
  function cvar_contrib (line 719) | def cvar_contrib(wts, prices, alpha = .10, n_sims = 100000):
  function cvar_norm (line 790) | def cvar_norm(series, p = .01):
  function cvar_np (line 819) | def cvar_np(series, p):
  function downcapture (line 847) | def downcapture(series, benchmark):
  function downside_deviation (line 878) | def downside_deviation(series, freq = 'daily'):
  function drawdown (line 905) | def drawdown(series):
  function ew_vol (line 936) | def ew_vol(series, theta = 0.94, freq = 'daily'):
  function geometric_difference (line 964) | def geometric_difference(a, b):
  function idiosyncratic_as_proportion (line 989) | def idiosyncratic_as_proportion(series, benchmark, freq = 'daily'):
  function idiosyncratic_risk (line 1020) | def idiosyncratic_risk(series, benchmark, freq = 'daily'):
  function information_ratio (line 1083) | def information_ratio(series, benchmark, freq = 'daily'):
  function jensens_alpha (line 1123) | def jensens_alpha(series, benchmark, rfr = 0., freq = 'daily'):
  function linear_returns (line 1175) | def linear_returns(series):
  function log_returns (line 1201) | def log_returns(series):
  function log_returns_chol_adj (line 1227) | def log_returns_chol_adj(frame, theta = 0.94):
  function log_returns_vol_adj (line 1297) | def log_returns_vol_adj(series, theta = 0.94, freq = 'daily'):
  function max_drawdown (line 1338) | def max_drawdown(series):
  function mctr (line 1365) | def mctr(asset_df, portfolio_series):
  function mean_absolute_tracking_error (line 1409) | def mean_absolute_tracking_error(series, benchmark, freq = 'daily'):
  function median_downcapture (line 1459) | def median_downcapture(series, benchmark):
  function median_upcapture (line 1497) | def median_upcapture(series, benchmark):
  function mvt_rnd (line 1535) | def mvt_rnd(mu, covm, phi, n_sim):
  function period_returns (line 1569) | def period_returns(series, freq = 'daily', interval = 'quarterly'):
  function period_volatility (line 1612) | def period_volatility(series, freq = 'daily', interval = 'quarterly'):
  function r2 (line 1656) | def r2(series, benchmark):
  function r2_adj (line 1700) | def r2_adj(series, benchmark):
  function r2_mv_adj (line 1724) | def r2_mv_adj(x, y):
  function r2_mv (line 1732) | def r2_mv(x, y):
  function risk_adjusted_excess_return (line 1749) | def risk_adjusted_excess_return(series, benchmark, rfr = 0.,
  function risk_contribution (line 1807) | def risk_contribution(mctr_series, weight_series):
  function risk_contribution_as_proportion (line 1842) | def risk_contribution_as_proportion(mctr_series, weight_series):
  function rolling_ui (line 1869) | def rolling_ui(series, window = 21):
  function adj_sharpe_ratio (line 1905) | def adj_sharpe_ratio(series, rfr = 0., freq = 'daily'):
  function sharpe_ratio (line 1947) | def sharpe_ratio(series, rfr = 0., freq = 'daily'):
  function sortino_ratio (line 1989) | def sortino_ratio(series, freq = 'daily', rfr = 0.0):
  function systematic_as_proportion (line 2033) | def systematic_as_proportion(series, benchmark, freq = 'daily'):
  function systematic_risk (line 2064) | def systematic_risk(series, benchmark, freq = 'daily'):
  function tracking_error (line 2103) | def tracking_error(series, benchmark, freq = 'daily'):
  function ulcer_index (line 2155) | def ulcer_index(series):
  function upcapture (line 2188) | def upcapture(series, benchmark):
  function upside_deviation (line 2219) | def upside_deviation(series, freq = 'daily'):
  function var_cf (line 2245) | def var_cf(series, p = .01):
  function var_norm (line 2272) | def var_norm(series, p = .01):
  function var_np (line 2348) | def var_np(series, p = .01):
  function _interval_to_factor (line 2386) | def _interval_to_factor(interval):
  function _bool_interval_index (line 2391) | def _bool_interval_index(pandas_index, interval = 'monthly'):

FILE: visualize_wealth/classify.py
  function classify_series_with_store (line 16) | def classify_series_with_store(series, trained_series, store_path,
  function classify_series_with_online (line 73) | def classify_series_with_online(series, trained_series,
  function knn_exp_weighted (line 122) | def knn_exp_weighted(series, trained_series, n = None):
  function knn_inverse_weighted (line 150) | def knn_inverse_weighted(series, trained_series, n = None):
  function knn_wt_inv_weighted (line 178) | def knn_wt_inv_weighted(series, trained_series, n = None):
  function __weighting_method_agg_fun (line 208) | def __weighting_method_agg_fun(series, trained_series, n, calc_meth):

FILE: visualize_wealth/construct_portfolio.py
  function format_blotter (line 22) | def format_blotter(blotter_file):
  function append_price_frame_with_dividends (line 60) | def append_price_frame_with_dividends(ticker, start_date, end_date=None):
  function calculate_splits (line 126) | def calculate_splits(price_df, tol = .1):
  function blotter_and_price_df_to_cum_shares (line 175) | def blotter_and_price_df_to_cum_shares(blotter_df, price_df):
  function construct_random_trades (line 260) | def construct_random_trades(split_df, num_trades):
  function blotter_to_cum_shares (line 309) | def blotter_to_cum_shares(blotter_series, ticker, start_date,
  function generate_random_asset_path (line 351) | def generate_random_asset_path(ticker, start_date, num_trades):
  function generate_random_portfolio_blotter (line 389) | def generate_random_portfolio_blotter(tickers, num_trades):
  function panel_from_blotter (line 437) | def panel_from_blotter(blotter_df):
  function fetch_data_from_store_weight_alloc_method (line 474) | def fetch_data_from_store_weight_alloc_method(weight_df, store_path):
  function fetch_data_for_weight_allocation_method (line 524) | def fetch_data_for_weight_allocation_method(weight_df):
  function fetch_data_from_store_initial_alloc_method (line 579) | def fetch_data_from_store_initial_alloc_method(
  function fetch_data_for_initial_allocation_method (line 631) | def fetch_data_for_initial_allocation_method(initial_weights,
  function panel_from_weight_file (line 682) | def panel_from_weight_file(weight_df, price_panel, start_value):
  function mngmt_fee (line 770) | def mngmt_fee(price_series, bps_cost, frequency):
  function _tc_helper (line 850) | def _tc_helper(weight_df, share_panel, tau, meth):
  function tc_cps (line 928) | def tc_cps(weight_df, share_panel, cps = 10.):
  function tc_bps (line 955) | def tc_bps(weight_df, share_panel, bps = 10.):
  function net_tcs (line 982) | def net_tcs(tc_df, price_index):
  function weight_df_from_initial_weights (line 1017) | def weight_df_from_initial_weights(weight_series, price_panel,
  function panel_from_initial_weights (line 1048) | def panel_from_initial_weights(weight_series, price_panel,
  function initial_weight_help_fn (line 1080) | def initial_weight_help_fn(weight_series, price_panel,
  function pfp_from_weight_file (line 1126) | def pfp_from_weight_file(panel_from_weight_file):
  function pfp_from_blotter (line 1162) | def pfp_from_blotter(panel_from_blotter, start_value = 1000.):

FILE: visualize_wealth/utils.py
  function append_dfs (line 15) | def append_dfs(prv_df, nxt_df):
  function exchange_acs_for_ticker (line 25) | def exchange_acs_for_ticker(weight_df, ticker_class_dict, date, asset_cl...
  function ticker_and_weight_into_weight_df (line 76) | def ticker_and_weight_into_weight_df(weight_df, ticker, weight, date):
  function epoch_to_datetime (line 106) | def epoch_to_datetime(pandas_obj):
  function append_store_prices (line 125) | def append_store_prices(ticker_list, store_path, start = '01/01/1990'):
  function check_store_for_tickers (line 162) | def check_store_for_tickers(ticker_list, store):
  function check_store_path_for_tickers (line 199) | def check_store_path_for_tickers(ticker_list, store_path):
  function check_trade_price_start (line 238) | def check_trade_price_start(weight_df, price_df):
  function create_data_store (line 273) | def create_data_store(ticker_list, store_path):
  function first_price_date_get_prices (line 307) | def first_price_date_get_prices(ticker_list):
  function first_price_date_from_prices (line 325) | def first_price_date_from_prices(frame):
  function first_valid_date (line 345) | def first_valid_date(prices):
  function gen_gbm_price_series (line 371) | def gen_gbm_price_series(num_years, N, price_0, vol, drift):
  function index_intersect (line 401) | def index_intersect(arr_a, arr_b):
  function index_multi_union (line 425) | def index_multi_union(frame_list):
  function index_multi_intersect (line 448) | def index_multi_intersect(frame_list):
  function join_on_index (line 468) | def join_on_index(df_list, index):
  function normalized_price (line 485) | def normalized_price(price_df):
  function rets_to_price (line 512) | def rets_to_price(rets, ret_typ = 'log', start_value = 100.):
  function perturbate_asset (line 566) | def perturbate_asset(frame, key, eps):
  function setup_trained_hdfstore (line 597) | def setup_trained_hdfstore(trained_data, store_path):
  function tickers_to_dict (line 614) | def tickers_to_dict(ticker_list, api = 'yahoo', start = '01/01/1990'):
  function tickers_to_frame (line 643) | def tickers_to_frame(ticker_list, api = 'yahoo', start = '01/01/1990',
  function ticks_to_frame_from_store (line 684) | def ticks_to_frame_from_store(ticker_list, store_path,  join_col = 'Adj ...
  function create_store_master_index (line 721) | def create_store_master_index(store_path):
  function union_store_indexes (line 748) | def union_store_indexes(store):
  function create_store_cash (line 770) | def create_store_cash(store_path):
  function update_store_master_index (line 807) | def update_store_master_index(store_path):
  function update_store_cash (line 836) | def update_store_cash(store_path):
  function strip_vals (line 883) | def strip_vals(keys):
  function update_store_prices (line 897) | def update_store_prices(store_path, store_keys = None):
  function zipped_time_chunks (line 969) | def zipped_time_chunks(index, interval, incl_T = False):
  function tradeplus_tchunks (line 1011) | def tradeplus_tchunks(weight_index, price_index):
  function _open_store (line 1043) | def _open_store(store_path):
  function __get_data (line 1065) | def __get_data(ticker, api, start):