Datasets¶
To aid development, the allopy package houses a few test dataset. The data could be large so they will be downloaded for the first time you request them and saved in your home folder.
Load Index¶
-
allopy.datasets.
load_index
(*, download=False)[source]¶ Dataset contains the index value of 7 asset classes from 01 Jan 1985 to 01 Oct 2017.
This dataset is usually used only for demonstration purposes. As such, the values have been fudged slightly.
- Parameters
download (bool) – If True, forces the data to be downloaded again from the repository. Otherwise, loads the data from the stash folder
- Returns
A data frame containing the index of the 7 policy asset classes
- Return type
DataFrame
Load Monte Carlo¶
-
allopy.datasets.
load_monte_carlo
(*, download=False, total=False)[source]¶ Loads a data set containing a mock Monte Carlo simulation of asset class returns.
The Monte Carlo tensor has axis represents time, trials and asset respectively. For the non-total cube, the shape is 80 x 10000 x 9 meaning there are 80 time periods over 10000 trials and 9 asset classes.
The total Monte Carlo tensor’s shape is 60 x 10000 x 36
- Parameters
download (bool) – If True, forces the data to be downloaded again from the repository. Otherwise, loads the data from the stash folder
total (bool) – If True, loads the monte carlo simulation with the total set of asset classes to simulate a big portfolio
- Returns
A Monte Carlo tensor
- Return type
ndarray