Coverage for src/jquantstats/_plots/_specs/__init__.py: 100%

1"""Spec builders: polars in, `~jquantstats._plots._spec.FigureSpec` out. 

2 

3One module per chart family. Nothing here imports a drawing library, so the 

4arithmetic behind a chart is written once no matter how many backends render it. 

5""" 

6 

7from ._cumulative import compare_spec as compare_spec 

8from ._cumulative import cumulative_returns_spec as cumulative_returns_spec 

9from ._cumulative import earnings_spec as earnings_spec 

10from ._cumulative import log_returns_spec as log_returns_spec 

11from ._dashboard import data_snapshot_spec as data_snapshot_spec 

12from ._dashboard import lagged_performance_spec as lagged_performance_spec 

13from ._dashboard import portfolio_snapshot_spec as portfolio_snapshot_spec 

14from ._dashboard import smoothed_holdings_performance_spec as smoothed_holdings_performance_spec 

15from ._diagnostics import correlation_heatmap_spec as correlation_heatmap_spec 

16from ._diagnostics import lead_lag_ir_spec as lead_lag_ir_spec 

17from ._diagnostics import monthly_returns_heatmap_spec as monthly_returns_heatmap_spec 

18from ._diagnostics import trading_cost_impact_spec as trading_cost_impact_spec 

19from ._distribution import distribution_spec as distribution_spec 

20from ._distribution import histogram_spec as histogram_spec 

21from ._drawdown import compute_drawdown_periods as compute_drawdown_periods 

22from ._drawdown import drawdown_spec as drawdown_spec 

23from ._drawdown import drawdowns_periods_spec as drawdowns_periods_spec 

24from ._montecarlo import montecarlo_distribution_spec as montecarlo_distribution_spec 

25from ._montecarlo import montecarlo_spec as montecarlo_spec 

26from ._periodic import daily_returns_spec as daily_returns_spec 

27from ._periodic import monthly_heatmap_spec as monthly_heatmap_spec 

28from ._periodic import monthly_returns_spec as monthly_returns_spec 

29from ._periodic import period_agg_exprs as period_agg_exprs 

30from ._periodic import yearly_returns_spec as yearly_returns_spec 

31from ._rolling import annual_sharpe_spec as annual_sharpe_spec 

32from ._rolling import portfolio_rolling_sharpe_spec as portfolio_rolling_sharpe_spec 

33from ._rolling import portfolio_rolling_volatility_spec as portfolio_rolling_volatility_spec 

34from ._rolling import rolling_beta_expr as rolling_beta_expr 

35from ._rolling import rolling_beta_spec as rolling_beta_spec 

36from ._rolling import rolling_sharpe_spec as rolling_sharpe_spec 

37from ._rolling import rolling_sortino_spec as rolling_sortino_spec 

38from ._rolling import rolling_volatility_spec as rolling_volatility_spec 

39from ._rolling import validate_window as validate_window 

40 

41__all__ = [ 

42 "annual_sharpe_spec", 

43 "compare_spec", 

44 "compute_drawdown_periods", 

45 "correlation_heatmap_spec", 

46 "cumulative_returns_spec", 

47 "daily_returns_spec", 

48 "data_snapshot_spec", 

49 "distribution_spec", 

50 "drawdown_spec", 

51 "drawdowns_periods_spec", 

52 "earnings_spec", 

53 "histogram_spec", 

54 "lagged_performance_spec", 

55 "lead_lag_ir_spec", 

56 "log_returns_spec", 

57 "montecarlo_distribution_spec", 

58 "montecarlo_spec", 

59 "monthly_heatmap_spec", 

60 "monthly_returns_heatmap_spec", 

61 "monthly_returns_spec", 

62 "period_agg_exprs", 

63 "portfolio_rolling_sharpe_spec", 

64 "portfolio_rolling_volatility_spec", 

65 "portfolio_snapshot_spec", 

66 "rolling_beta_expr", 

67 "rolling_beta_spec", 

68 "rolling_sharpe_spec", 

69 "rolling_sortino_spec", 

70 "rolling_volatility_spec", 

71 "smoothed_holdings_performance_spec", 

72 "trading_cost_impact_spec", 

73 "validate_window", 

74 "yearly_returns_spec", 

75]