{"id":20340768,"url":"https://github.com/lipskiyp/trading_dashboard","last_synced_at":"2026-05-02T08:35:13.771Z","repository":{"id":212983979,"uuid":"732733104","full_name":"lipskiyp/trading_dashboard","owner":"lipskiyp","description":" Pandas framework to analyze financial time-series and calculate various performance metrics (e.g. Sharpe Ratio and Max Drawdown Duration).","archived":false,"fork":false,"pushed_at":"2024-04-01T17:29:11.000Z","size":16,"stargazers_count":0,"open_issues_count":0,"forks_count":0,"subscribers_count":1,"default_branch":"main","last_synced_at":"2025-10-10T23:09:53.945Z","etag":null,"topics":["financial-analysis","numpy","pandas"],"latest_commit_sha":null,"homepage":"","language":"Python","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":null,"status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/lipskiyp.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":null,"code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null}},"created_at":"2023-12-17T16:52:20.000Z","updated_at":"2024-04-01T17:29:59.000Z","dependencies_parsed_at":"2024-04-01T18:50:24.372Z","dependency_job_id":null,"html_url":"https://github.com/lipskiyp/trading_dashboard","commit_stats":null,"previous_names":["lipskiyp/trading_dashboard"],"tags_count":0,"template":false,"template_full_name":null,"purl":"pkg:github/lipskiyp/trading_dashboard","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/lipskiyp%2Ftrading_dashboard","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/lipskiyp%2Ftrading_dashboard/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/lipskiyp%2Ftrading_dashboard/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/lipskiyp%2Ftrading_dashboard/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/lipskiyp","download_url":"https://codeload.github.com/lipskiyp/trading_dashboard/tar.gz/refs/heads/main","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/lipskiyp%2Ftrading_dashboard/sbom","scorecard":null,"host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":286080680,"owners_count":32528437,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2026-05-02T01:12:54.858Z","status":"online","status_checked_at":"2026-05-02T02:00:05.923Z","response_time":132,"last_error":null,"robots_txt_status":"success","robots_txt_updated_at":"2025-07-24T06:49:26.215Z","robots_txt_url":"https://github.com/robots.txt","online":true,"can_crawl_api":true,"host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["financial-analysis","numpy","pandas"],"created_at":"2024-11-14T21:23:28.990Z","updated_at":"2026-05-02T08:35:13.754Z","avatar_url":"https://github.com/lipskiyp.png","language":"Python","funding_links":[],"categories":[],"sub_categories":[],"readme":"# Pandas Trading Dashbaord\n\nPandas framework to calculate performance metrics for financial time-series.\n\n## Overview \n\nThe aim of the project was to design a Pandas framework to analyze financial time-series and calculate various performance metrics (such as Sharpe Ratio and Max Drawdown Duration).\n\n## Example Output\n\n```bash\n benchmark ts_1 ts_2\nAvg. Price Change 0.06783 -0.062331 -0.092221\nAvg. Annual Return 0.190378 -0.144275 -0.209066\nCAGR 0.20279 -0.138661 -0.19213\nVar 0.009869 0.011089 0.010094\nVol 0.099343 0.105305 0.100471\nDownsideVol 0.176494 0.196947 0.198266\nUpsideVol 0.011422 0.0177 0.013514\nCoVar 0.009869 -0.000021 0.000511\nCorr 1.0 -0.001972 0.051221\nSkew 0.0 0.00001 0.000009\nCoSkew 0.0 -0.000003 0.000004\nKurt 0.000145 0.000228 0.000189\nCoKurt 0.000145 -0.000006 0.000016\nDD -0.183349 -0.009844 -0.010982\nDDur 355 days 00:00:00 7 days 00:00:00 63 days 00:00:00\nMaxDD -0.183349 -0.076455 -0.085263\nMaxDDur 355 days 00:00:00 101 days 00:00:00 59 days 00:00:00\nPainIdx 0.10961 0.018286 0.020202\n```\n\n## Requirements \n\nLibrary requirements can be installed using your preferred package manager, e.g. pip:\n\n```bash\npip3 install -r requirements.txt\n```\n\n## Launch\n\nTo display the example trading dashboard:\n\n```python\npython3 main.py\n```\n\n## Folders Overview\n\n### /dashborad/dashboard.py\n\nContains trading dashboard client example implementation which acts as an interface for metrics services.\n\n### /dashborad/metrics \n\nContains metrics clients used to calculate metrics for financial time-series.\n\n### /dashborad/timeseries \n\nContains time-series object for all interactions with the financial time-series.\n\n### /timeseries\n\nContains random time-series factory.\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Flipskiyp%2Ftrading_dashboard","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Flipskiyp%2Ftrading_dashboard","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Flipskiyp%2Ftrading_dashboard/lists"}