portfolio_performance_metrics
  1. IO
  • Portfolio Performance Metrics with External Cashflows
  • Core
  • IO
  • Metrics
  • CLI
  • Tests (nbdev notebook)

On this page

  • Inputs contract
    • load_cashflows
    • LoadResult
  • Report an issue

Other Formats

  • CommonMark

IO

Author: cs224

Last updated: 2025-12-15

Python implementation: CPython
Python version       : 3.12.9
IPython version      : 9.8.0

numpy     : 2.3.5
pandas    : 2.3.3
scipy     : 1.16.3
nbdev     : 2.4.6
matplotlib: 3.10.8

Inputs contract

file format contract and cleaning rules:

  • required columns: date, cashflow, valuation (case-insensitive)
  • dates aggregated (sum flows, last non-null valuation)

load_cashflows

 load_cashflows (path:str|pathlib.Path)

LoadResult

 LoadResult (df:pandas.core.frame.DataFrame)
lr = load_cashflows("../tests/fixtures/golden_fixture.csv")
lr.df
date cashflow valuation
0 2025-01-01 0 100000
1 2025-03-31 -20000 125000
2 2025-06-30 0 130000
3 2025-09-30 15000 120000
4 2025-12-31 0 140000
  • Report an issue