dalio package

Subpackages

• dalio.application package
  • Submodules
  • dalio.application.application module
  • dalio.application.graphers module
  • dalio.application.printers module
  • Module contents
• dalio.base package
  • Submodules
  • dalio.base.builder module
  • dalio.base.constants module
  • dalio.base.datadef module
  • dalio.base.memory module
  • dalio.base.node module
  • dalio.base.transformer module
  • Module contents
• dalio.external package
  • Submodules
  • dalio.external.external module
  • dalio.external.file module
  • dalio.external.image module
  • dalio.external.web module
  • Module contents
• dalio.model package
  • Submodules
  • dalio.model.basic module
  • dalio.model.financial module
  • dalio.model.model module
  • dalio.model.statistical module
  • Module contents
• dalio.mods package
  • Module contents
• dalio.pipe package
  • Submodules
  • dalio.pipe.builders module
  • dalio.pipe.col_generation module
  • dalio.pipe.forecast module
  • dalio.pipe.pipe module
  • dalio.pipe.select module
  • Module contents
• dalio.translator package
  • Submodules
  • dalio.translator.file module
  • dalio.translator.pdr module
  • dalio.translator.quandl module
  • dalio.translator.translator module
  • Module contents
• dalio.util package
  • Submodules
  • dalio.util.level_utils module
  • dalio.util.plotting_utils module
  • dalio.util.processing_utils module
  • dalio.util.transformation_utils module
  • dalio.util.translation_utils module
  • Module contents
• dalio.validator package
  • Submodules
  • dalio.validator.array_val module
  • dalio.validator.base_val module
  • dalio.validator.pandas_val module
  • dalio.validator.presets module
  • dalio.validator.validator module
  • Module contents

Submodules

dalio.ops module

Define various operations

dalio.ops.get_comps_by_sic(data, ticker, max_ticks=None)

Get an equity’s comps based on market cap and sic code similarity

This has the major flaw of getting too many comps for common industries.

Parameters:

• data (pd.DataFrame) – data containing all possible comparisson candidates.
• ticker (str) – ticker of main stock.
• max_ticks (int) – maximum number of tickers to return.

Raises:

KeyError – if stock is not present in data.

dalio.ops.index_cols(df, i=100)

Index columns at some value

dalio.ops.risk_metrics(data, lam, ignore_first=True)

Apply the basic RiskMetrics (EWMA) continuous volatility measure to a a dataframe

Parameters:

• lam (float) – lambda parameter
• ignore_first (bool) – whether to ignore the first row. This is often the case after a change pipe.

Returns:

A copy of data with the continuous volatility of each value

Module contents