RiskTools

16 août 2023

Library "RiskTools"
Provides functions for calculating risk metrics

pctDrop(start, result)
  Calculates what is the percentage drop from a reference price
  Parameters:
    start (float): Starting price before the drop occurred
    result (float): Resulting price to which the percentage drop occurred
  Returns: Percentage drop from "start" to "result"

priceBeforeDrop(pctDrop, result)
  Calculates a starting price given a resulting price and a percentage drop to that price
  Parameters:
    pctDrop (float): Percentage drop
    result (float): Resulting price to which the percentage drop occurred
  Returns: The starting price from which a percentage drop "pctDrop" gave a "result"

dropzone(price, masource, malength, window, zonesize)
  Calculates drop zone as an integer representing some multiple of the "zoning size"
  Parameters:
    price (float): The current price from which you want to calculate the drop zone
    masource (float): The source series used in the SMA calculation from which the floor price is determined
    malength (simple int): The length used in the SMA calculation from which the floor price is determined
    window (simple int): The lookback period from which to calculate the floor price
    zonesize (simple int)
  Returns: The zone identifier as a multiple of the zone size. A value of zero or less is translated to the first zone.

16 août 2023

Notes de version

v2

Updated:
priceBeforeDrop(pctdrop, result)
  Calculates a starting price given a resulting price and a percentage drop to that price
  Parameters:
    pctdrop (float): Percentage drop
    result (float): Resulting price to which the percentage drop occurred
  Returns: The starting price from which a percentage drop "pctDrop" gave a "result"

dropzone(price, masource, malength_days, window_days, zonesize)
  Calculates drop zone as an integer representing some multiple of the "zoning size"
  Parameters:
    price (float): The current price from which you want to calculate the drop zone
    masource (float): The source series used in the SMA calculation from which the floor price is determined
    malength_days (simple int): The length (in days) used in the SMA calculation from which the floor price is determined
    window_days (simple int): The lookback period (in days) from which to calculate the floor price
    zonesize (simple int): The lookback period from which to calculate the floor price
  Returns: The zone identifier as a multiple of the zone size. A value of zero or less is translated to the first zone.

17 août 2023

Notes de version

v3

Updated:
dropzone(price, masource, malength_days, window_days, zonesize, firstzone)
  Calculates drop zone as an integer representing some multiple of the "zoning size"
  Parameters:
    price (float): The current price from which you want to calculate the drop zone
    masource (float): The source series used in the SMA calculation from which the floor price is determined
    malength_days (simple int): The length (in days) used in the SMA calculation from which the floor price is determined
    window_days (simple int): The lookback period (in days) from which to calculate the floor price
    zonesize (simple int): The increment by which each new zone is larger than the next
    firstzone (simple int): The first valid zone number, if ommitted it defaults to the first zonesize increment
  Returns: The zone identifier as a multiple of the zone size. A value of zero or less is translated to the first zone.

18 août 2023

Notes de version

v4

Updated:
dropzone(price, masource, malength_days, window_days, zonesize, firstzone, lastzone)
  Calculates drop zone as an integer representing some multiple of the "zoning size"
  Parameters:
    price (float): The current price from which you want to calculate the drop zone
    masource (float): The source series used in the SMA calculation from which the floor price is determined
    malength_days (simple int): The length (in days) used in the SMA calculation from which the floor price is determined
    window_days (simple int): The lookback period (in days) from which to calculate the floor price
    zonesize (simple int): The increment by which each new zone is larger than the next
    firstzone (simple int): The first valid zone number, if ommitted it defaults to the first zonesize increment
    lastzone (simple int)
  Returns: The zone identifier as a multiple of the zone size. A value of zero or less is translated to the first zone.

19 août 2023

Notes de version

v5

19 août 2023

Notes de version

v6

Updated:
dropzone(price, masource, malength_days, window_days, zonesize, minuszone, firstzone, lastzone)
  Calculates drop zone as an integer representing some multiple of the "zoning size"
  Parameters:
    price (float): The current price from which you want to calculate the drop zone
    masource (float): The source series used in the SMA calculation from which the floor price is determined
    malength_days (simple int): The length (in days) used in the SMA calculation from which the floor price is determined
    window_days (simple int): The lookback period (in days) from which to calculate the floor price
    zonesize (simple int): The increment by which each new zone is larger than the next
    minuszone (simple int): The zone number to use if price is below the floor price. If ommitted it defaults to zero (0)
    firstzone (simple int): The first valid zone number. If ommitted it defaults to the first zonesize increment
    lastzone (simple int): The last zone number where price is above the final zone.
  Returns: The zone identifier as a multiple of the zone size in string format

30 août 2023

Notes de version

v7

Updated:
dropzone(price, masource, malength_days, window_days, zonesize, minuszone, firstzone, lastzone, overzone)
  Calculates drop zone as an integer representing some multiple of the "zoning size"
  Parameters:
    price (float): The current price from which you want to calculate the drop zone
    masource (float): The source series used in the SMA calculation from which the floor price is determined
    malength_days (simple int): The length (in days) used in the SMA calculation from which the floor price is determined
    window_days (simple int): The lookback period (in days) from which to calculate the floor price
    zonesize (simple int): The increment by which each new zone is larger than the next
    minuszone (simple int): The zone number to use if price is below the floor price. If ommitted it defaults to zero (0)
    firstzone (simple int): The first valid zone number. If ommitted it defaults to the first zonesize increment
    lastzone (simple int): The last zone number where price is above the final zone.
    overzone (simple int)
  Returns: The zone identifier as a multiple of the zone size in string format