Adding new portfolio metrics

openbb_terminal/portfolio/portfolio_controller.py

@@ -79,6 +79,16 @@ class PortfolioController(BaseController):
         "rsquare",
         "skew",
         "kurtosis",
+        "gaintopain",
+        "trackerr",
+        "information",
+        "tail",
+        "commonsense",
+        "jensens",
+        "calmar",
+        "kelly",
+        "payoff",
+        "profitfactor",
     ]
     PATH = "/portfolio/"
 
@@ -771,10 +781,9 @@ def call_om(self, other_args: List[str]):
                     ns_parser.end,
                 )
             else:
-                if not self.portfolio_name:
-                    console.print(
-                        "[red]Please first define the portfolio (via 'load')[/red]\n"
-                    )
+                console.print(
+                    "[red]Please first define the portfolio (via 'load')[/red]\n"
+                )
 
     @log_start_end(log=logger)
     def call_cret(self, other_args: List[str]):
@@ -1133,7 +1142,7 @@ def call_metric(self, other_args: List[str]):
             dest="metric",
             default="-h" not in other_args,
             choices=self.VALID_METRICS,
-            help="Period to apply rolling window",
+            help="Set metric of choice",
         )
         parser.add_argument(
             "-r",
@@ -1172,6 +1181,44 @@ def call_metric(self, other_args: List[str]):
                     )
                 elif ns_parser.metric == "rsquare":
                     portfolio_view.display_rsquare(self.portfolio, ns_parser.export)
+                elif ns_parser.metric == "gaintopain":
+                    portfolio_view.display_gaintopain_ratio(
+                        self.portfolio, ns_parser.export
+                    )
+                elif ns_parser.metric == "trackerr":
+                    portfolio_view.display_tracking_error(
+                        self.portfolio, ns_parser.export
+                    )
+                elif ns_parser.metric == "information":
+                    portfolio_view.display_information_ratio(
+                        self.portfolio, ns_parser.export
+                    )
+                elif ns_parser.metric == "tail":
+                    portfolio_view.display_tail_ratio(self.portfolio, ns_parser.export)
+                elif ns_parser.metric == "commonsense":
+                    portfolio_view.display_common_sense_ratio(
+                        self.portfolio, ns_parser.export
+                    )
+                elif ns_parser.metric == "jensens":
+                    portfolio_view.display_jensens_alpha(
+                        self.portfolio, ns_parser.risk_free_rate, ns_parser.export
+                    )
+                elif ns_parser.metric == "calmar":
+                    portfolio_view.display_calmar_ratio(
+                        self.portfolio, ns_parser.export
+                    )
+                elif ns_parser.metric == "kelly":
+                    portfolio_view.display_kelly_criterion(
+                        self.portfolio, ns_parser.export
+                    )
+                elif ns_parser.metric == "payoff":
+                    portfolio_view.display_payoff_ratio(
+                        self.portfolio, ns_parser.export
+                    )
+                elif ns_parser.metric == "profitfactor":
+                    portfolio_view.display_profit_factor(
+                        self.portfolio, ns_parser.export
+                    )
 
     @log_start_end(log=logger)
     def call_distr(self, other_args: List[str]):

openbb_terminal/portfolio/portfolio_helper.py

@@ -113,7 +113,19 @@
 
 PERIODS = ["mtd", "qtd", "ytd", "3m", "6m", "1y", "3y", "5y", "10y", "all"]
 
+now = datetime.now()
 PERIODS_DAYS = {
+    "mtd": (now - datetime(now.year, now.month, 1)).days,
+    "qtd": (
+        now
+        - datetime(
+            now.year,
+            1 if now.month < 4 else 4 if now.month < 7 else 7 if now.month < 7 else 10,
+            1,
+        )
+    ).days,
+    "ytd": (now - datetime(now.year, 1, 1)).days,
+    "all": 0,
     "3m": 3 * 21,
     "6m": 6 * 21,
     "1y": 12 * 21,
@@ -194,7 +206,7 @@ def filter_df_by_period(df: pd.DataFrame, period: str = "all") -> pd.DataFrame:
 
     Returns
     ----------
-    str
+    pd.DataFrame
         A cleaned value
     """
     if period == "mtd":
@@ -284,7 +296,7 @@ def get_maximum_drawdown(return_series: pd.Series) -> float:
     Returns
     -------
     float
-        maximum drawdown
+        Maximum drawdown
     """
     comp_ret = (return_series + 1).cumprod()
     peak = comp_ret.expanding(min_periods=1).max()