Vkhomyakov (Sourcery refactored) #70
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| row.update({ti: value}) | ||
| row[ti] = value | ||
| row.update(period=None, property="Inception date") | ||
| if hasattr(self, "inflation"): | ||
| row.update({self.inflation: self.inflation_first_date.strftime("%Y-%m")}) | ||
| row[self.inflation] = self.inflation_first_date.strftime("%Y-%m") | ||
| description = pd.concat([description, pd.DataFrame(row, index=[0])], ignore_index=True) | ||
| # last asset date | ||
| row = {} | ||
| for ti in self.symbols: | ||
| # short_ticker = ti.split(".", 1)[0] | ||
| value = self.assets_last_dates[ti].strftime("%Y-%m") | ||
| row.update({ti: value}) | ||
| row[ti] = value | ||
| row.update(period=None, property="Last asset date") | ||
| if hasattr(self, "inflation"): | ||
| row.update({self.inflation: self.inflation_last_date.strftime("%Y-%m")}) | ||
| row[self.inflation] = self.inflation_last_date.strftime("%Y-%m") |
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Function AssetList.describe refactored with the following changes:
- Add single value to dictionary directly rather than using update() [×4] (
simplify-dictionary-update)
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| if rolling_window: | ||
| rolling_cagr = helpers.Frame.get_rolling_fn( | ||
| self.assets_ror, | ||
| window=rolling_window, | ||
| fn=helpers.Frame.get_cagr, | ||
| window_below_year=False, # small windows below 12 months are not allowed (CAGR is not defined) | ||
| ) | ||
| return rolling_cagr.subtract(rolling_cagr.iloc[:, 0], axis=0).iloc[:, 1:] | ||
| else: | ||
| if not rolling_window: | ||
| return helpers.Index.tracking_difference_annualized(self.tracking_difference()) | ||
| rolling_cagr = helpers.Frame.get_rolling_fn( | ||
| self.assets_ror, | ||
| window=rolling_window, | ||
| fn=helpers.Frame.get_cagr, | ||
| window_below_year=False, # small windows below 12 months are not allowed (CAGR is not defined) | ||
| ) | ||
| return rolling_cagr.subtract(rolling_cagr.iloc[:, 0], axis=0).iloc[:, 1:] |
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Function AssetList.tracking_difference_annualized refactored with the following changes:
- Swap if/else branches (
swap-if-else-branches) - Remove unnecessary else after guard condition (
remove-unnecessary-else)
| # Max recovery period date should not be in the border (means it's not recovered) | ||
| max_period = s2.max() if s2.idxmax().to_timestamp() != self.last_date else np.NAN | ||
| return max_period | ||
| return s2.max() if s2.idxmax().to_timestamp() != self.last_date else np.NAN |
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Function Portfolio.recovery_period refactored with the following changes:
- Inline variable that is immediately returned (
inline-immediately-returned-variable)
This removes the following comments ( why? ):
# Max recovery period date should not be in the border (means it's not recovered)
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| elif distr in ["norm", "lognorm"]: | ||
| elif distr in {"norm", "lognorm"}: |
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Function Portfolio.percentile_inverse_cagr refactored with the following changes:
- Use set when checking membership of a collection of literals (
collection-into-set)
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| returns_dict.update({percentile: percentile_returns_list}) | ||
| returns_dict[percentile] = percentile_returns_list |
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Function Portfolio.percentile_history_cagr refactored with the following changes:
- Add single value to dictionary directly rather than using update() (
simplify-dictionary-update)
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| results.update({percentile: value}) | ||
| results[percentile] = value |
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Function Portfolio.percentile_distribution_cagr refactored with the following changes:
- Add single value to dictionary directly rather than using update() (
simplify-dictionary-update)
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| elif distr in ["norm", "lognorm"]: | ||
| elif distr in {"norm", "lognorm"}: | ||
| results = {} | ||
| wealth_indexes = self._monte_carlo_wealth(distr=distr, years=years, n=n) | ||
| for percentile in percentiles: | ||
| value = wealth_indexes.iloc[-1, :].quantile(percentile / 100) | ||
| results.update({percentile: value}) | ||
| results[percentile] = value |
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Function Portfolio.percentile_wealth refactored with the following changes:
- Use set when checking membership of a collection of literals (
collection-into-set) - Add single value to dictionary directly rather than using update() (
simplify-dictionary-update)
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Pull Request #69 refactored by Sourcery.
If you're happy with these changes, merge this Pull Request using the Squash and merge strategy.
NOTE: As code is pushed to the original Pull Request, Sourcery will
re-run and update (force-push) this Pull Request with new refactorings as
necessary. If Sourcery finds no refactorings at any point, this Pull Request
will be closed automatically.
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