Added defer_update flag to add_stock function (#125)

Added defer_update flag to add_stock function so bulk adding of stocks
can have update deferred until after all are added.

This closes #57.

---------

Co-authored-by: David Cheeseman <[email protected]>
Co-authored-by: github-actions[bot] <github-actions[bot]@users.noreply.github.com>

CONTRIBUTORS.md

@@ -17,6 +17,7 @@ Thank you to all the individuals who have contributed to this project!
 - @drcsturm: bug fix for single stock portfolio
 - @donin1129: bug fix for pandas index reference
 - @aft90: helped to implement the Sortino Ratio
+- David Cheeseman (@nuvious): added `defer_update` flag to `add_stock` function so bulk adding of stocks can have update deferred until after all are added (improved performance).
 
 ## Special Thanks
 

README.md

@@ -7,7 +7,7 @@
     <img src="https://img.shields.io/github/stars/fmilthaler/FinQuant.svg?style=social&label=Star" alt='pypi'>
   </a>
   <a href="https://pypi.org/project/FinQuant">
-    <img src="https://img.shields.io/badge/pypi-v0.5.0-brightgreen.svg?style=popout" alt='pypi'>
+    <img src="https://img.shields.io/badge/pypi-v0.6.0-brightgreen.svg?style=popout" alt='pypi'>
   </a>
   <a href="https://github.com/fmilthaler/FinQuant">
     <img src="https://github.com/fmilthaler/finquant/actions/workflows/pytest.yml/badge.svg?branch=master" alt='GitHub Actions'>

README.tex.md

@@ -7,7 +7,7 @@
     <img src="https://img.shields.io/github/stars/fmilthaler/FinQuant.svg?style=social&label=Star" alt='pypi'>
   </a>
   <a href="https://pypi.org/project/FinQuant">
-    <img src="https://img.shields.io/badge/pypi-v0.5.0-brightgreen.svg?style=popout" alt='pypi'>
+    <img src="https://img.shields.io/badge/pypi-v0.6.0-brightgreen.svg?style=popout" alt='pypi'>
   </a>
   <a href="https://github.com/fmilthaler/FinQuant">
     <img src="https://github.com/fmilthaler/finquant/actions/workflows/pytest.yml/badge.svg?branch=master" alt='GitHub Actions'>

finquant/portfolio.py

@@ -182,24 +182,29 @@ def var_confidence_level(self, val):
         # now that this changed, update VaR
         self._update()
 
-    def add_stock(self, stock: Stock) -> None:
+    def add_stock(self, stock: Stock, defer_update=False) -> None:
         """Adds a stock of type ``Stock`` to the portfolio. Each time ``add_stock``
         is called, the following instance variables are updated:
 
         - ``portfolio``: ``pandas.DataFrame``, adds a column with information from ``stock``
         - ``stocks``: ``dictionary``, adds an entry for ``stock``
         - ``data``: ``pandas.DataFrame``, adds a column of stock prices from ``stock``
 
-        Also, the following instance variables are (re-)computed:
+        Also, if argument ``defer_update`` is ``True``,
+        the following instance variables are (re-)computed:
 
         - ``expected_return``: Expected Return of the portfolio
         - ``volatility``: Volatility of the portfolio
+        - ``downside_risk``: Downside Risk
+        - ``var``: Value at Risk of the portfolio
         - ``sharpe``: Sharpe Ratio of the portfolio
+        - ``sortino``: Sortino Ratio of the portfolio
         - ``skew``: Skewness of the portfolio's stocks
         - ``kurtosis``: Kurtosis of the portfolio's stocks
 
         :Input:
          :stock: an object of ``Stock``
+         :defer_update: bool, if True _update() is not called after the stock is added.
         """
         # adding stock to dictionary containing all stocks provided
         self.stocks.update({stock.name: stock})
@@ -212,8 +217,9 @@ def add_stock(self, stock: Stock) -> None:
         # also add stock data of stock to the dataframe
         self._add_stock_data(stock)
 
-        # update quantities of portfolio
-        # self._update() # the update will be done at the end of building portfolio
+        if not defer_update:
+            # update quantities of portfolio
+            self._update()
 
     def _add_stock_data(self, stock: Stock) -> None:
         # insert given data into portfolio stocks dataframe:
@@ -1109,8 +1115,9 @@ def _build_portfolio_from_df(
         name = pf_allocation.iloc[i].Name
         # extract data column of said stock
         stock_data = data.loc[:, [name]].copy(deep=True).squeeze()
-        # create Stock instance and add it to portfolio
-        pf.add_stock(Stock(pf_allocation.iloc[i], data=stock_data))
+        # create Stock instance and add it to portfolio,
+        # and defer updating portfolio attributes until all stocks are added
+        pf.add_stock(Stock(pf_allocation.iloc[i], data=stock_data), defer_update=True)
     # update the portfolio
     pf._update()
     return pf

version

@@ -1,2 +1,2 @@
-version=0.5.0
-release=0.5.0
+version=0.6.0
+release=0.6.0