SYMBOL INDEX (116 symbols across 6 files)

FILE: EigenLedger/main.py
  class Engine (line 69) | class Engine:
    method __init__ (line 70) | def __init__(
    method fetch_benchmark_data (line 145) | def fetch_benchmark_data(self):
  class PortfolioAnalysisResult (line 161) | class PortfolioAnalysisResult:
  function get_returns (line 164) | def get_returns(stocks, wts, start_date, end_date=TODAY):
  function get_returns_from_data (line 232) | def get_returns_from_data(data, wts, stocks):
  function get_returns_from_benchmark_data (line 241) | def get_returns_from_benchmark_data(data, wts, stocks):
  function calculate_information_ratio (line 253) | def calculate_information_ratio(returns, benchmark_returns, days=252) ->...
  function graph_allocation (line 260) | def graph_allocation(my_portfolio):
  function portfolio_analysis (line 273) | def portfolio_analysis(my_portfolio, rf=0.0, sigma_value=1, confidence_v...
  function flatten (line 731) | def flatten(subject) -> list:
  function graph_opt (line 741) | def graph_opt(my_portfolio, my_weights, pie_size, font_size, save=False):
  function equal_weighting (line 752) | def equal_weighting(my_portfolio) -> list:
  function efficient_frontier (line 755) | def efficient_frontier(my_portfolio, perf=True) -> list:
  function hrp (line 797) | def hrp(my_portfolio, perf=True) -> list:
  function mean_var (line 830) | def mean_var(my_portfolio, vol_max=0.15, perf=True) -> list:
  function min_var (line 875) | def min_var(my_portfolio, perf=True) -> list:
  function optimize_portfolio (line 915) | def optimize_portfolio(my_portfolio, vol_max=25, pie_size=5, font_size=14):
  function check_schedule (line 979) | def check_schedule(rebalance) -> bool:
  function valid_range (line 986) | def valid_range(start_date, end_date, rebalance) -> tuple:
  function get_date_range (line 1009) | def get_date_range(start_date, end_date, rebalance) -> list:
  function make_rebalance (line 1033) | def make_rebalance(

FILE: EigenLedger/modules/empyrical/_version.py
  function get_keywords (line 20) | def get_keywords():
  class VersioneerConfig (line 32) | class VersioneerConfig:
  function get_config (line 36) | def get_config():
  class NotThisMethod (line 50) | class NotThisMethod(Exception):
  function register_vcs_handler (line 58) | def register_vcs_handler(vcs, method):  # decorator
  function run_command (line 69) | def run_command(commands, args, cwd=None, verbose=False, hide_stderr=Fal...
  function versions_from_parentdir (line 103) | def versions_from_parentdir(parentdir_prefix, root, verbose):
  function git_get_keywords (line 121) | def git_get_keywords(versionfile_abs):
  function git_versions_from_keywords (line 146) | def git_versions_from_keywords(keywords, tag_prefix, verbose):
  function git_pieces_from_vcs (line 192) | def git_pieces_from_vcs(tag_prefix, root, verbose, run_command=run_comma...
  function plus_or_dot (line 275) | def plus_or_dot(pieces):
  function render_pep440 (line 282) | def render_pep440(pieces):
  function render_pep440_pre (line 307) | def render_pep440_pre(pieces):
  function render_pep440_post (line 323) | def render_pep440_post(pieces):
  function render_pep440_old (line 350) | def render_pep440_old(pieces):
  function render_git_describe (line 372) | def render_git_describe(pieces):
  function render_git_describe_long (line 392) | def render_git_describe_long(pieces):
  function render (line 412) | def render(pieces, style):
  function get_versions (line 442) | def get_versions():

FILE: EigenLedger/modules/empyrical/deprecate.py
  function deprecated (line 20) | def deprecated(msg=None, stacklevel=2):

FILE: EigenLedger/modules/empyrical/perf_attrib.py
  function perf_attrib (line 5) | def perf_attrib(returns,
  function compute_exposures (line 120) | def compute_exposures(positions, factor_loadings):

FILE: EigenLedger/modules/empyrical/stats.py
  function _create_unary_vectorized_roll_function (line 31) | def _create_unary_vectorized_roll_function(function):
  function _create_binary_vectorized_roll_function (line 77) | def _create_binary_vectorized_roll_function(function):
  function _flatten (line 130) | def _flatten(arr):
  function _adjust_returns (line 134) | def _adjust_returns(returns, adjustment_factor):
  function annualization_factor (line 153) | def annualization_factor(period, annualization):
  function simple_returns (line 193) | def simple_returns(prices):
  function cum_returns (line 219) | def cum_returns(returns, starting_value=0, out=None):
  function cum_returns_final (line 280) | def cum_returns_final(returns, starting_value=0):
  function aggregate_returns (line 316) | def aggregate_returns(returns, convert_to):
  function max_drawdown (line 352) | def max_drawdown(returns, out=None):
  function annual_return (line 408) | def annual_return(returns, period=DAILY, annualization=None):
  function cagr (line 450) | def cagr(returns, period=DAILY, annualization=None):
  function annual_volatility (line 487) | def annual_volatility(returns,
  function calmar_ratio (line 548) | def calmar_ratio(returns, period=DAILY, annualization=None):
  function omega_ratio (line 599) | def omega_ratio(returns, risk_free=0.0, required_return=0.0,
  function sharpe_ratio (line 652) | def sharpe_ratio(returns,
  function sortino_ratio (line 727) | def sortino_ratio(returns,
  function downside_risk (line 811) | def downside_risk(returns,
  function excess_sharpe (line 894) | def excess_sharpe(returns, factor_returns, out=None):
  function _to_pandas (line 946) | def _to_pandas(ob):
  function _aligned_series (line 972) | def _aligned_series(*many_series):
  function alpha_beta (line 1004) | def alpha_beta(returns,
  function roll_alpha_beta (line 1058) | def roll_alpha_beta(returns, factor_returns, window=10, **kwargs):
  function alpha_beta_aligned (line 1086) | def alpha_beta_aligned(returns,
  function alpha (line 1154) | def alpha(returns,
  function alpha_aligned (line 1219) | def alpha_aligned(returns,
  function beta (line 1314) | def beta(returns, factor_returns, risk_free=0.0, out=None):
  function beta_aligned (line 1352) | def beta_aligned(returns, factor_returns, risk_free=0.0, out=None):
  function stability_of_timeseries (line 1471) | def stability_of_timeseries(returns):
  function tail_ratio (line 1501) | def tail_ratio(returns):
  function capture (line 1531) | def capture(returns, factor_returns, period=DAILY):
  function beta_fragility_heuristic (line 1565) | def beta_fragility_heuristic(returns, factor_returns):
  function beta_fragility_heuristic_aligned (line 1602) | def beta_fragility_heuristic_aligned(returns, factor_returns):
  function gpd_risk_estimates (line 1675) | def gpd_risk_estimates(returns, var_p=0.01):
  function gpd_risk_estimates_aligned (line 1714) | def gpd_risk_estimates_aligned(returns, var_p=0.01):
  function gpd_es_calculator (line 1792) | def gpd_es_calculator(var_estimate, threshold, scale_param,
  function gpd_var_calculator (line 1804) | def gpd_var_calculator(threshold, scale_param, shape_param,
  function gpd_loglikelihood_minimizer_aligned (line 1816) | def gpd_loglikelihood_minimizer_aligned(price_data):
  function gpd_loglikelihood_factory (line 1836) | def gpd_loglikelihood_factory(price_data):
  function gpd_loglikelihood (line 1840) | def gpd_loglikelihood(params, price_data):
  function gpd_loglikelihood_scale_and_shape_factory (line 1849) | def gpd_loglikelihood_scale_and_shape_factory(price_data):
  function gpd_loglikelihood_scale_and_shape (line 1860) | def gpd_loglikelihood_scale_and_shape(scale, shape, price_data):
  function gpd_loglikelihood_scale_only_factory (line 1872) | def gpd_loglikelihood_scale_only_factory(price_data):
  function gpd_loglikelihood_scale_only (line 1878) | def gpd_loglikelihood_scale_only(scale, price_data):
  function up_capture (line 1887) | def up_capture(returns, factor_returns, **kwargs):
  function down_capture (line 1921) | def down_capture(returns, factor_returns, **kwargs):
  function up_down_capture (line 1955) | def up_down_capture(returns, factor_returns, **kwargs):
  function up_alpha_beta (line 1986) | def up_alpha_beta(returns, factor_returns, **kwargs):
  function down_alpha_beta (line 2004) | def down_alpha_beta(returns, factor_returns, **kwargs):
  function roll_up_capture (line 2020) | def roll_up_capture(returns, factor_returns, window=10, **kwargs):
  function roll_down_capture (line 2045) | def roll_down_capture(returns, factor_returns, window=10, **kwargs):
  function roll_up_down_capture (line 2070) | def roll_up_down_capture(returns, factor_returns, window=10, **kwargs):
  function value_at_risk (line 2095) | def value_at_risk(returns, cutoff=0.05):
  function conditional_value_at_risk (line 2115) | def conditional_value_at_risk(returns, cutoff=0.05):

FILE: EigenLedger/modules/empyrical/utils.py
  function _wrap_function (line 46) | def _wrap_function(f):
  function roll (line 78) | def roll(*args, **kwargs):
  function up (line 121) | def up(returns, factor_returns, **kwargs):
  function down (line 147) | def down(returns, factor_returns, **kwargs):
  function _roll_ndarray (line 173) | def _roll_ndarray(func, window, *args, **kwargs):
  function _roll_pandas (line 181) | def _roll_pandas(func, window, *args, **kwargs):
  function cache_dir (line 193) | def cache_dir(environ=environ):
  function data_path (line 208) | def data_path(name):
  function ensure_directory (line 213) | def ensure_directory(path):
  function get_utc_timestamp (line 225) | def get_utc_timestamp(dt):
  function _1_bday_ago (line 252) | def _1_bday_ago():
  function get_fama_french (line 257) | def get_fama_french():
  function get_returns_cached (line 281) | def get_returns_cached(filepath, update_func, latest_dt, **kwargs):
  function load_portfolio_risk_factors (line 349) | def load_portfolio_risk_factors(filepath_prefix=None, start=None, end=No...
  function get_treasury_yield (line 379) | def get_treasury_yield(start=None, end=None, period='3MO'):
  function get_symbol_returns_from_yahoo (line 413) | def get_symbol_returns_from_yahoo(symbol, start=None, end=None):
  function default_returns_func (line 452) | def default_returns_func(symbol, start=None, end=None):
  function rolling_window (line 498) | def rolling_window(array, length, mutable=False):