Feature/attribution toolkit

[Sammac-dev]

Description

• Attribution Toolkit, allows users to calculate and visualize both portfolio attribution by sector and benchmark attribution by sector for the S&P500.

To use attribution toolkit run "attrib" from portfolio section after loading in portfolio

Requested by Product Manager Jeroen Bouma

• Added dependency - yahooquery==2.2.10

How has this been tested?

This feature has been tested locally by running the terminal and checking that the outputs display correctly and as expected. The feature is found within the portfolio menu and is called via "attrib". The feature has been executed with default time period of all (using first date found in the portfolio loaded by the user) via the "attrib" command and also with different time periods selected such as "attrib -p 3m".

Checklist:

• [X ] Update our Hugo documentation following these guidelines.
• Update our tests following these guidelines. - manual testing has been performed, unit testing has not
• [X ] Make sure you are following our CONTRIBUTING guidelines.
• [X ] If a feature was added make sure to add it to the corresponding scripts file.

Others

• [X ] I have performed a self-review of my own code.
• [X ] I have commented my code, particularly in hard-to-understand areas.

[JerBouma]

Awesome @Sammac-dev, I'll be deep diving into this also checking if the financial theory behind it is correct. Will get back to you soon 😁

[jmaslek]

Thanks @Sammac-dev. This looks awesome!

One question: can you replace the yahoo query with yfinance. Since you can get the sector weightings with yf.Ticker("SPY").info["sectorWeightings"]. With a massive list of dependencies, I am inclined to stick to the package we have that already does this, just to not keep adding to that list.

Granted - wow this is faster

[Sammac-dev]

Thanks @JerBouma
@jmaslek no problems I can remove the yahooquery dependencies and replace with yahoofinance. Also, as this is our first time contributing to an open-source project I just had a quick question, In order to send the updates to you do I simply commit to my feature/AttributionToolkit branch or do I need to do something else?

[jmaslek]

Yes you can just commit to your branch!

[Sammac-dev]

@jmaslek that's been taken care of, I've committed the new code

[JerBouma]

Hi @Sammac-dev, I made quite some suggestions. The most prevalent ones are making sure that there are no calculations/operations done within the controller other than calling the model/view and that you segregate the attribution functionalities well enough so users can pick what they want. Feel free to contact me if you have any questions.

[Sammac-dev]

@JerBouma all the changes above have been committed. The only thing I'm not sure on is how to resolve the requirements.txt file. From our end we have no need for any changes to it outside of what is already on OpenBB-finance main branch. So let us know if there is anything we need to do from our end.

[JerBouma]

Some minor details and then it should be finished! :)

[Sammac-dev]

Hi Jeroen, the requested changes have been made. Note that in order to push I had to pull first which updated the branch. "portfolio_controller.py" was the only file that I've updated but I'm unsure if there is an issue with the way I've committed (I'm fairly new to working with forks/branches). The second commit (21d4fdd) is the merge. My changes are 54f1e2b