Merge branch 'develop'

financetoolkit/fixedincome/fixedincome_controller.py

@@ -770,7 +770,6 @@ def get_government_bond_yield(
         self,
         short_term: bool = False,
         period: str | None = None,
-        forecast: bool = False,
         growth: bool = False,
         lag: int = 1,
         rounding: int | None = None,
@@ -804,7 +803,6 @@ def get_government_bond_yield(
             short_term (bool, optional): Whether to return the short-term interest rate. Defaults to False.
                 This means that the long-term interest rate will be returned.
             period (str | None, optional): Whether to return the monthly, quarterly or the annual data.
-            forecast (bool, optional): Whether to return the forecasted data. Defaults to False.
             growth (bool, optional): Whether to return the growth data or the actual data.
             lag (int, optional): The number of periods to lag the data by.
             rounding (int | None, optional): The number of decimals to round the results to. Defaults to None.
@@ -846,18 +844,15 @@ def get_government_bond_yield(
 
         if short_term:
             government_bond_yield = oecd_model.get_short_term_interest_rate(
-                period=period, forecast=forecast
+                period=period,
             )
         else:
             government_bond_yield = oecd_model.get_long_term_interest_rate(
-                period=period, forecast=forecast
+                period=period,
             )
 
         if government_bond_yield.empty:
-            raise ValueError(
-                "No data available for the selected period "
-                f"{'and forecast' if forecast else ''}."
-            )
+            raise ValueError("No data available for the selected period ")
 
         if growth:
             government_bond_yield = calculate_growth(
@@ -868,7 +863,7 @@ def get_government_bond_yield(
             )
 
         government_bond_yield = government_bond_yield.loc[
-            self._start_date : None if forecast else self._end_date
+            self._start_date : self._end_date
         ]
 
         return government_bond_yield.round(rounding if rounding else self._rounding)

pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "financetoolkit"
-version = "1.9.5"
+version = "1.9.6"
 description = "Transparent and Efficient Financial Analysis"
 license = "MIT"
 authors = ["Jeroen Bouma"]

tests/csv/test_toolkit_controller/test_toolkit_historical.csv

@@ -1,14 +1,6 @@
 ,Open,Open,Open,High,High,High,Low,Low,Low,Close,Close,Close,Adj Close,Adj Close,Adj Close,Volume,Volume,Volume,Dividends,Dividends,Dividends,Return,Return,Return,Volatility,Volatility,Volatility,Excess Return,Excess Return,Excess Return,Excess Volatility,Excess Volatility,Excess Volatility,Cumulative Return,Cumulative Return,Cumulative Return
 ,AAPL,MSFT,Benchmark,AAPL,MSFT,Benchmark,AAPL,MSFT,Benchmark,AAPL,MSFT,Benchmark,AAPL,MSFT,Benchmark,AAPL,MSFT,Benchmark,AAPL,MSFT,Benchmark,AAPL,MSFT,Benchmark,AAPL,MSFT,Benchmark,AAPL,MSFT,Benchmark,AAPL,MSFT,Benchmark,AAPL,MSFT,Benchmark
 Date,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,,
-2010,12.0,28.0,126.0,12.0,28.0,126.0,11.0,28.0,125.0,12.0,28.0,126.0,10.0,22.0,98.0,193508000,24752000,91218900,0.0,1.0,2.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,-0.0,0.0,0.0,0.0,0.0,1.0,1.0,1.0
-2011,14.0,26.0,126.0,15.0,26.0,126.0,14.0,26.0,126.0,14.0,26.0,126.0,12.0,21.0,100.0,179662000,27395700,95599000,0.0,1.0,3.0,0.0,-0.0,0.0,0.0,0.0,0.0,0.0,-0.0,0.0,0.0,0.0,0.0,1.0,1.0,1.0
-2012,18.0,27.0,140.0,19.0,27.0,143.0,18.0,26.0,140.0,19.0,27.0,142.0,16.0,22.0,116.0,659492400,42749500,243935200,0.0,1.0,3.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,2.0,1.0,1.0
-2013,20.0,37.0,184.0,20.0,38.0,185.0,20.0,37.0,184.0,20.0,37.0,185.0,18.0,31.0,153.0,223084400,17503500,86119900,0.0,1.0,3.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,2.0,1.0,2.0
-2014,28.0,47.0,208.0,28.0,47.0,208.0,28.0,46.0,205.0,28.0,46.0,206.0,25.0,40.0,174.0,165613600,21552500,130333800,0.0,1.0,4.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,3.0,2.0,2.0
-2015,27.0,56.0,205.0,27.0,56.0,206.0,26.0,55.0,204.0,26.0,55.0,204.0,24.0,49.0,176.0,163649200,27334100,114877900,1.0,1.0,4.0,-0.0,0.0,0.0,0.0,0.0,0.0,-0.0,0.0,-0.0,0.0,0.0,0.0,2.0,2.0,2.0
-2016,29.0,63.0,225.0,29.0,63.0,225.0,29.0,62.0,223.0,29.0,62.0,224.0,27.0,57.0,197.0,122345200,25579900,108998300,1.0,1.0,5.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,3.0,3.0,2.0
-2017,43.0,86.0,269.0,43.0,86.0,269.0,42.0,86.0,267.0,42.0,86.0,267.0,40.0,80.0,240.0,103999600,18717400,96007400,1.0,2.0,5.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,4.0,4.0,2.0
-2018,40.0,101.0,250.0,40.0,102.0,250.0,39.0,100.0,247.0,39.0,102.0,250.0,38.0,96.0,229.0,140014000,33173800,144299400,1.0,2.0,5.0,-0.0,0.0,-0.0,0.0,0.0,0.0,-0.0,0.0,-0.0,0.0,0.0,0.0,4.0,4.0,2.0
-2019,72.0,157.0,321.0,73.0,158.0,322.0,72.0,156.0,320.0,73.0,158.0,322.0,71.0,151.0,300.0,100805600,18369400,57077300,1.0,2.0,6.0,1.0,1.0,0.0,0.0,0.0,0.0,1.0,1.0,0.0,0.0,0.0,0.0,7.0,7.0,3.0
-2020,136.0,225.0,372.0,136.0,226.0,373.0,133.0,221.0,372.0,134.0,222.0,372.0,131.0,215.0,354.0,96452100,20272300,49455300,1.0,2.0,6.0,1.0,0.0,0.0,0.0,0.0,0.0,1.0,0.0,0.0,0.0,0.0,0.0,13.0,10.0,4.0
+2020,134.0,222.0,372.0,135.0,223.0,375.0,132.0,220.0,371.0,133.0,222.0,374.0,131.0,217.0,359.0,99089086,20942100,78520700,3.0,2.0,6.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,1.0,1.0,1.0
+2021,178.0,339.0,476.0,179.0,339.0,477.0,177.0,336.0,475.0,178.0,336.0,475.0,176.0,331.0,462.0,64062261,18000800,65237400,1.0,2.0,6.0,0.0,1.0,0.0,0.0,0.0,0.0,0.0,1.0,0.0,0.0,0.0,0.0,1.0,2.0,1.0
+2022,128.0,238.0,381.0,130.0,240.0,383.0,127.0,237.0,378.0,130.0,240.0,382.0,129.0,238.0,378.0,76204209,21938500,84022200,1.0,3.0,6.0,-0.0,-0.0,-0.0,0.0,0.0,0.0,-0.0,-0.0,-0.0,0.0,0.0,0.0,1.0,1.0,1.0

tests/models/csv/test_models_controller/test_get_present_value_of_growth_opportunities.csv

@@ -1,4 +1,4 @@
 ,AAPL,MSFT
-2020,8318.9299,57852.0784
-2021,160.2573,306.022
-2022,155.4936,279.3459
+2020,-3144.788,-4585.8799
+2021,160.457,306.2057
+2022,156.7935,281.276