Greg Pomerantz
d8703a7a63
- single spec grammar for symbol and benchmark fields: commas join one portfolio (MSFT:0.6,V:0.4), spaces separate distinct symbols/portfolios; both fields accept one or many entries - benchmarks simulated with the same scheme/cost/tax rules; per-benchmark beta/alpha columns; after-tax benchmark curves - global Curve mode (pre/after/both) above the tabs; clean names in single-curve mode - live updates: field commits on Enter/blur, page recomputes per rerun; portfolio+tax sims cached (st.cache_data); plotly.js from CDN (4.6MB -> browser-cached) with F_INLINE_PLOTLY=1 offline fallback - chart: legend underneath, solid lines, pan sticks to data edges (width-preserving), zoom edge-clamped - inputs persist in settings.json across reloads/restarts/devices - tests: tests/test_app.py (AppTest) + tests/test_e2e_browser.py (Playwright) via ./run_tests.sh
65 lines
4.2 KiB
Markdown
65 lines
4.2 KiB
Markdown
# Stock & Portfolio Analyzer
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Interactive tool for analyzing individual securities and portfolios
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against local Yahoo Finance dumps (`~/prog/fin/stocks`, ~4k symbols).
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## Quick start
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```bash
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python3 -m venv .venv
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.venv/bin/pip install -r requirements.txt
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./run.sh # serves the UI on the fixed port 8599 (http://localhost:8599)
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```
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First run builds a parquet cache in `.cache/` (~1 min for 4k symbols);
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later runs load in well under a second.
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## Modules
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| Module | Purpose |
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|-----------------|---------|
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| `data.py` | Ingest `{sym}-history/dividend/capitalGain.csv` -> cached parquet panels (date x symbol). `Adj Close` already includes distributions, so it drives pre-tax total returns. |
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| `metrics.py` | Total/annualized return, vol, Sharpe, Sortino, max drawdown, Calmar, CAPM beta/alpha. Pure pandas, all transparent. |
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| `portfolio.py` | Weighted portfolios with drift and periodic rebalancing to target weights (`1W/1ME/QE/YE`), one-way cost in bps. Spec grammar: commas join the elements of ONE portfolio (`SYM` or `SYM:w`, bare = equal weight), spaces separate DISTINCT symbols/portfolios (`parse_items`). |
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| `tax.py` | Simplified DAS after-tax engine: FIFO lots, 365-day long/short split, separate LT/ST/dividend rates. Headline curve = what you keep if you **sell everything today** (unrealized gains taxed daily by lot age). |
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| `chart_widget.py` | Self-contained plotly.js chart in an iframe: mouse zoom/pan, x clamped to the data, view edges snapped to first/last data points with day-precise labels, y tight-fit, every line re-based to 1.0 at the left edge. |
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| `portfolios.py` | Saved portfolio definitions in `portfolios.json` (name, spec, scheme, cost). |
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| `settings.json` | Persisted UI inputs (symbol/benchmark specs, scheme, costs, tax rates, period, curve/window mode) — restored on every page load and server restart; delete to reset. |
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| `app.py` | Streamlit UI: single "symbol or portfolio" spec field (page updates as soon as the input is valid; unknown symbols get click-to-fix "did you mean" suggestions) + a benchmark box with the same grammar (one benchmark per line; a line is a single symbol or a comma-joined portfolio, simulated with the same scheme/cost/tax rules — pre- and after-tax curves, first one drives beta/alpha), scheme/costs/tax rates, save + load/compare/delete portfolios (overlaid pre/after-tax curves), curve toggle (both / pre-tax only / after-tax only), stats table, allocation, per-year tax detail. |
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## Development
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- **Run**: `./run.sh` → http://localhost:8599 (fixed port; no-ops if a
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server is already running). The chart loads plotly.js from a CDN; for
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fully offline use set `F_INLINE_PLOTLY=1` in `run.sh`.
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- **Test**: `./run_tests.sh`
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1. `tests/test_app.py` — app-level tests via Streamlit AppTest (no
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browser). Memory: one data bundle is ~2.3 GB, so this process keeps
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at most ONE AppTest alive (see its header comment).
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2. `tests/test_e2e_browser.py` — Playwright + headless Chromium driving
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the real page with real keystrokes; needs the server running on 8599.
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One-time setup: `.venv/bin/pip install playwright` and
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`.venv/bin/python -m playwright install chromium`.
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- **Gotchas**
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- Streamlit caches imported modules per process: **restart the server**
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after editing any `.py` (kill the old one first — `run.sh` refuses to
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double-start).
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- `st.cache_data` caches the portfolio + tax simulations: they recompute
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only when symbols/scheme/cost/tax rates change, not on window or curve
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toggles.
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- `settings.json` (gitignored) persists UI inputs across reloads and
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restarts; delete it to reset. Saved portfolios live in `portfolios.json`.
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- Data cache: `.cache/*.parquet`; rebuild via the sidebar checkbox
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(first build ~1 min for ~4k symbols).
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## Known simplifications (roadmap)
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- No loss carryover or carryforward across years; no wash-sale rules.
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- Distributed capital gains taxed entirely at the long-term rate.
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- Single (federal-like) tax bracket; no state taxes, no AMT.
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- Equal treatment of benchmark for beta/alpha (CAPM, rf = 0 by default).
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Ideas: vectorbt sweeps over rebalance schemes, NiceGUI/Textual frontend,
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empyrical-reloaded metrics, monthly (not yearly) loss netting, tax-loss
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harvesting simulation.
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