How to Measure Stock Portfolio Performance using R

Stock market is a place where people arrange a transaction for buying or selling shares of publicly listed company

Indonesia has been named as the Largest Economy in Southeast Asia by the World Bank. As one of the four most populous countries in the world with more than 200 million people living in this country, Indonesia has a bargaining power to emerge as one of the biggest economies in the world. Those promising prospect of Indonesia economic condition makes this country as one of the best choices to put your investment on.

Indonesia stock markets with more than 600 listed enterprises still on the uptrends before the coronavirus outbreak. Some of the listed enterprises are state-owned enterprises and for this case study, I will only analyze 17 state-owned enterprises which been a member of the latest IDX-BUMN20 Index.

Stock used for analysis:

ANTM.JK, BBNI.JK, BBRI.JK, BBTN.JK, BJBR.JK, BMRI.JK, ELSA.JK, JSMR.JK, KAEF.JK, PGAS.JK, PTBA.JK, PTPP.JK, SMGR.JK, TINS.JK, TLKM.JK, WIKA.JK, WSKT.JK

The assumption for this case study:

  1. Stocks weight in the portfolio is the same for every enterprise.
  2. Analysis based on the historical adjusted closing price data from 1st January 2013 to 26th July 2020.
  3. Risk-Free Rate: 4.5%
  4. Portfolio rebalancing quarterly

Import and Prepare Stocks Data

We will import stock price data using getSymbols() function from the quantmod package. getSymbols() function is a particular function to load and manage financial data from various sources, but for this example, we will use Yahoo Finance as our data source.

#Import Library
	library(PerformanceAnalytics)
	library(quantmod)
	library(ggplot2)
	library(xts)
	library(zoo)
	library(tidyverse)
	library(dplyr)
	library(PortfolioAnalytics)

	#Set Default Time Period
	setDefaults(getSymbols.yahoo, from = as.Date('2013/01/01'), to= as.Date('2020/07/26')) #Set GetSymbols default parameter such as Data Source and Time Periods 

	#IDX- BUMN20 Symbol List
	IDXBUMN20 = c('ANTM.JK','BBNI.JK','BBRI.JK','BBTN.JK','BJBR.JK','BMRI.JK','ELSA.JK','JSMR.JK','KAEF.JK',
	                  'PGAS.JK','PTBA.JK','PTPP.JK','SMGR.JK','TINS.JK','TLKM.JK','WIKA.JK','WSKT.JK')

	weight = rep(1/length(IDXBUMN20), length(IDXBUMN20)) #Define Weight for every stock in Portfolio
	#Import Stock Price from yahoo Finance
	getSymbols(IDXBUMN20)

Import Stock Price Data from Yahoo Finance

In default, we will have every stock price data assigned to their stock code as xts object (ex: ANTM.JK prices will be stored in ANTM.JK variable as xts object). To make it easier for analysis, we should gather all these separate data into a single xts object.

#IDX-BUMN20 Create Dataframe
	Index <- list(ANTM.JK,BBNI.JK,BBRI.JK,BBTN.JK,BJBR.JK,BMRI.JK,ELSA.JK,JSMR.JK,KAEF.JK,
	                  PGAS.JK,PTBA.JK,PTPP.JK,SMGR.JK,TINS.JK,TLKM.JK,WIKA.JK,WSKT.JK)
	names(Index) <- IDXBUMN20
	Index <- lapply(Index, '[', i =,j = 6) #Select only Adjusted Close Price
	Index <- do.call(cbind.data.frame, Index) #List To Dataframe
	names(Index) <- IDXBUMN20 #Change Colnames

	Index <- as.xts(Index)
view raw
Closing Adj. Price and Gather Object.R hosted with ❤ by GitHub

Gather separate data into a single xts object
Image for post

Fig-1. Index xts object preview

Portfolio Analytics

We already made a portfolio, and it stored as single xts object in a variable named Index. The data that we store in this variable is still in closing price format for every market day, since most of the portfolio analytics method need to feed by return data, we have to calculate its Return first before taking a step into portfolio analysis.

#finance #towards-data-science #stock-market #portfolio #data-analysis #data analysis

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How to Measure Stock Portfolio Performance using R
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Pdf2gerb: Perl Script Converts PDF Files to Gerber format

pdf2gerb

Perl script converts PDF files to Gerber format

Pdf2Gerb generates Gerber 274X photoplotting and Excellon drill files from PDFs of a PCB. Up to three PDFs are used: the top copper layer, the bottom copper layer (for 2-sided PCBs), and an optional silk screen layer. The PDFs can be created directly from any PDF drawing software, or a PDF print driver can be used to capture the Print output if the drawing software does not directly support output to PDF.

The general workflow is as follows:

  1. Design the PCB using your favorite CAD or drawing software.
  2. Print the top and bottom copper and top silk screen layers to a PDF file.
  3. Run Pdf2Gerb on the PDFs to create Gerber and Excellon files.
  4. Use a Gerber viewer to double-check the output against the original PCB design.
  5. Make adjustments as needed.
  6. Submit the files to a PCB manufacturer.

Please note that Pdf2Gerb does NOT perform DRC (Design Rule Checks), as these will vary according to individual PCB manufacturer conventions and capabilities. Also note that Pdf2Gerb is not perfect, so the output files must always be checked before submitting them. As of version 1.6, Pdf2Gerb supports most PCB elements, such as round and square pads, round holes, traces, SMD pads, ground planes, no-fill areas, and panelization. However, because it interprets the graphical output of a Print function, there are limitations in what it can recognize (or there may be bugs).

See docs/Pdf2Gerb.pdf for install/setup, config, usage, and other info.


pdf2gerb_cfg.pm

#Pdf2Gerb config settings:
#Put this file in same folder/directory as pdf2gerb.pl itself (global settings),
#or copy to another folder/directory with PDFs if you want PCB-specific settings.
#There is only one user of this file, so we don't need a custom package or namespace.
#NOTE: all constants defined in here will be added to main namespace.
#package pdf2gerb_cfg;

use strict; #trap undef vars (easier debug)
use warnings; #other useful info (easier debug)


##############################################################################################
#configurable settings:
#change values here instead of in main pfg2gerb.pl file

use constant WANT_COLORS => ($^O !~ m/Win/); #ANSI colors no worky on Windows? this must be set < first DebugPrint() call

#just a little warning; set realistic expectations:
#DebugPrint("${\(CYAN)}Pdf2Gerb.pl ${\(VERSION)}, $^O O/S\n${\(YELLOW)}${\(BOLD)}${\(ITALIC)}This is EXPERIMENTAL software.  \nGerber files MAY CONTAIN ERRORS.  Please CHECK them before fabrication!${\(RESET)}", 0); #if WANT_DEBUG

use constant METRIC => FALSE; #set to TRUE for metric units (only affect final numbers in output files, not internal arithmetic)
use constant APERTURE_LIMIT => 0; #34; #max #apertures to use; generate warnings if too many apertures are used (0 to not check)
use constant DRILL_FMT => '2.4'; #'2.3'; #'2.4' is the default for PCB fab; change to '2.3' for CNC

use constant WANT_DEBUG => 0; #10; #level of debug wanted; higher == more, lower == less, 0 == none
use constant GERBER_DEBUG => 0; #level of debug to include in Gerber file; DON'T USE FOR FABRICATION
use constant WANT_STREAMS => FALSE; #TRUE; #save decompressed streams to files (for debug)
use constant WANT_ALLINPUT => FALSE; #TRUE; #save entire input stream (for debug ONLY)

#DebugPrint(sprintf("${\(CYAN)}DEBUG: stdout %d, gerber %d, want streams? %d, all input? %d, O/S: $^O, Perl: $]${\(RESET)}\n", WANT_DEBUG, GERBER_DEBUG, WANT_STREAMS, WANT_ALLINPUT), 1);
#DebugPrint(sprintf("max int = %d, min int = %d\n", MAXINT, MININT), 1); 

#define standard trace and pad sizes to reduce scaling or PDF rendering errors:
#This avoids weird aperture settings and replaces them with more standardized values.
#(I'm not sure how photoplotters handle strange sizes).
#Fewer choices here gives more accurate mapping in the final Gerber files.
#units are in inches
use constant TOOL_SIZES => #add more as desired
(
#round or square pads (> 0) and drills (< 0):
    .010, -.001,  #tiny pads for SMD; dummy drill size (too small for practical use, but needed so StandardTool will use this entry)
    .031, -.014,  #used for vias
    .041, -.020,  #smallest non-filled plated hole
    .051, -.025,
    .056, -.029,  #useful for IC pins
    .070, -.033,
    .075, -.040,  #heavier leads
#    .090, -.043,  #NOTE: 600 dpi is not high enough resolution to reliably distinguish between .043" and .046", so choose 1 of the 2 here
    .100, -.046,
    .115, -.052,
    .130, -.061,
    .140, -.067,
    .150, -.079,
    .175, -.088,
    .190, -.093,
    .200, -.100,
    .220, -.110,
    .160, -.125,  #useful for mounting holes
#some additional pad sizes without holes (repeat a previous hole size if you just want the pad size):
    .090, -.040,  #want a .090 pad option, but use dummy hole size
    .065, -.040, #.065 x .065 rect pad
    .035, -.040, #.035 x .065 rect pad
#traces:
    .001,  #too thin for real traces; use only for board outlines
    .006,  #minimum real trace width; mainly used for text
    .008,  #mainly used for mid-sized text, not traces
    .010,  #minimum recommended trace width for low-current signals
    .012,
    .015,  #moderate low-voltage current
    .020,  #heavier trace for power, ground (even if a lighter one is adequate)
    .025,
    .030,  #heavy-current traces; be careful with these ones!
    .040,
    .050,
    .060,
    .080,
    .100,
    .120,
);
#Areas larger than the values below will be filled with parallel lines:
#This cuts down on the number of aperture sizes used.
#Set to 0 to always use an aperture or drill, regardless of size.
use constant { MAX_APERTURE => max((TOOL_SIZES)) + .004, MAX_DRILL => -min((TOOL_SIZES)) + .004 }; #max aperture and drill sizes (plus a little tolerance)
#DebugPrint(sprintf("using %d standard tool sizes: %s, max aper %.3f, max drill %.3f\n", scalar((TOOL_SIZES)), join(", ", (TOOL_SIZES)), MAX_APERTURE, MAX_DRILL), 1);

#NOTE: Compare the PDF to the original CAD file to check the accuracy of the PDF rendering and parsing!
#for example, the CAD software I used generated the following circles for holes:
#CAD hole size:   parsed PDF diameter:      error:
#  .014                .016                +.002
#  .020                .02267              +.00267
#  .025                .026                +.001
#  .029                .03167              +.00267
#  .033                .036                +.003
#  .040                .04267              +.00267
#This was usually ~ .002" - .003" too big compared to the hole as displayed in the CAD software.
#To compensate for PDF rendering errors (either during CAD Print function or PDF parsing logic), adjust the values below as needed.
#units are pixels; for example, a value of 2.4 at 600 dpi = .0004 inch, 2 at 600 dpi = .0033"
use constant
{
    HOLE_ADJUST => -0.004 * 600, #-2.6, #holes seemed to be slightly oversized (by .002" - .004"), so shrink them a little
    RNDPAD_ADJUST => -0.003 * 600, #-2, #-2.4, #round pads seemed to be slightly oversized, so shrink them a little
    SQRPAD_ADJUST => +0.001 * 600, #+.5, #square pads are sometimes too small by .00067, so bump them up a little
    RECTPAD_ADJUST => 0, #(pixels) rectangular pads seem to be okay? (not tested much)
    TRACE_ADJUST => 0, #(pixels) traces seemed to be okay?
    REDUCE_TOLERANCE => .001, #(inches) allow this much variation when reducing circles and rects
};

#Also, my CAD's Print function or the PDF print driver I used was a little off for circles, so define some additional adjustment values here:
#Values are added to X/Y coordinates; units are pixels; for example, a value of 1 at 600 dpi would be ~= .002 inch
use constant
{
    CIRCLE_ADJUST_MINX => 0,
    CIRCLE_ADJUST_MINY => -0.001 * 600, #-1, #circles were a little too high, so nudge them a little lower
    CIRCLE_ADJUST_MAXX => +0.001 * 600, #+1, #circles were a little too far to the left, so nudge them a little to the right
    CIRCLE_ADJUST_MAXY => 0,
    SUBST_CIRCLE_CLIPRECT => FALSE, #generate circle and substitute for clip rects (to compensate for the way some CAD software draws circles)
    WANT_CLIPRECT => TRUE, #FALSE, #AI doesn't need clip rect at all? should be on normally?
    RECT_COMPLETION => FALSE, #TRUE, #fill in 4th side of rect when 3 sides found
};

#allow .012 clearance around pads for solder mask:
#This value effectively adjusts pad sizes in the TOOL_SIZES list above (only for solder mask layers).
use constant SOLDER_MARGIN => +.012; #units are inches

#line join/cap styles:
use constant
{
    CAP_NONE => 0, #butt (none); line is exact length
    CAP_ROUND => 1, #round cap/join; line overhangs by a semi-circle at either end
    CAP_SQUARE => 2, #square cap/join; line overhangs by a half square on either end
    CAP_OVERRIDE => FALSE, #cap style overrides drawing logic
};
    
#number of elements in each shape type:
use constant
{
    RECT_SHAPELEN => 6, #x0, y0, x1, y1, count, "rect" (start, end corners)
    LINE_SHAPELEN => 6, #x0, y0, x1, y1, count, "line" (line seg)
    CURVE_SHAPELEN => 10, #xstart, ystart, x0, y0, x1, y1, xend, yend, count, "curve" (bezier 2 points)
    CIRCLE_SHAPELEN => 5, #x, y, 5, count, "circle" (center + radius)
};
#const my %SHAPELEN =
#Readonly my %SHAPELEN =>
our %SHAPELEN =
(
    rect => RECT_SHAPELEN,
    line => LINE_SHAPELEN,
    curve => CURVE_SHAPELEN,
    circle => CIRCLE_SHAPELEN,
);

#panelization:
#This will repeat the entire body the number of times indicated along the X or Y axes (files grow accordingly).
#Display elements that overhang PCB boundary can be squashed or left as-is (typically text or other silk screen markings).
#Set "overhangs" TRUE to allow overhangs, FALSE to truncate them.
#xpad and ypad allow margins to be added around outer edge of panelized PCB.
use constant PANELIZE => {'x' => 1, 'y' => 1, 'xpad' => 0, 'ypad' => 0, 'overhangs' => TRUE}; #number of times to repeat in X and Y directions

# Set this to 1 if you need TurboCAD support.
#$turboCAD = FALSE; #is this still needed as an option?

#CIRCAD pad generation uses an appropriate aperture, then moves it (stroke) "a little" - we use this to find pads and distinguish them from PCB holes. 
use constant PAD_STROKE => 0.3; #0.0005 * 600; #units are pixels
#convert very short traces to pads or holes:
use constant TRACE_MINLEN => .001; #units are inches
#use constant ALWAYS_XY => TRUE; #FALSE; #force XY even if X or Y doesn't change; NOTE: needs to be TRUE for all pads to show in FlatCAM and ViewPlot
use constant REMOVE_POLARITY => FALSE; #TRUE; #set to remove subtractive (negative) polarity; NOTE: must be FALSE for ground planes

#PDF uses "points", each point = 1/72 inch
#combined with a PDF scale factor of .12, this gives 600 dpi resolution (1/72 * .12 = 600 dpi)
use constant INCHES_PER_POINT => 1/72; #0.0138888889; #multiply point-size by this to get inches

# The precision used when computing a bezier curve. Higher numbers are more precise but slower (and generate larger files).
#$bezierPrecision = 100;
use constant BEZIER_PRECISION => 36; #100; #use const; reduced for faster rendering (mainly used for silk screen and thermal pads)

# Ground planes and silk screen or larger copper rectangles or circles are filled line-by-line using this resolution.
use constant FILL_WIDTH => .01; #fill at most 0.01 inch at a time

# The max number of characters to read into memory
use constant MAX_BYTES => 10 * M; #bumped up to 10 MB, use const

use constant DUP_DRILL1 => TRUE; #FALSE; #kludge: ViewPlot doesn't load drill files that are too small so duplicate first tool

my $runtime = time(); #Time::HiRes::gettimeofday(); #measure my execution time

print STDERR "Loaded config settings from '${\(__FILE__)}'.\n";
1; #last value must be truthful to indicate successful load


#############################################################################################
#junk/experiment:

#use Package::Constants;
#use Exporter qw(import); #https://perldoc.perl.org/Exporter.html

#my $caller = "pdf2gerb::";

#sub cfg
#{
#    my $proto = shift;
#    my $class = ref($proto) || $proto;
#    my $settings =
#    {
#        $WANT_DEBUG => 990, #10; #level of debug wanted; higher == more, lower == less, 0 == none
#    };
#    bless($settings, $class);
#    return $settings;
#}

#use constant HELLO => "hi there2"; #"main::HELLO" => "hi there";
#use constant GOODBYE => 14; #"main::GOODBYE" => 12;

#print STDERR "read cfg file\n";

#our @EXPORT_OK = Package::Constants->list(__PACKAGE__); #https://www.perlmonks.org/?node_id=1072691; NOTE: "_OK" skips short/common names

#print STDERR scalar(@EXPORT_OK) . " consts exported:\n";
#foreach(@EXPORT_OK) { print STDERR "$_\n"; }
#my $val = main::thing("xyz");
#print STDERR "caller gave me $val\n";
#foreach my $arg (@ARGV) { print STDERR "arg $arg\n"; }

Download Details:

Author: swannman
Source Code: https://github.com/swannman/pdf2gerb

License: GPL-3.0 license

#perl 

CSharp REPL: A Command Line C# REPL with Syntax Highlighting

C# REPL

A cross-platform command line REPL for the rapid experimentation and exploration of C#. It supports intellisense, installing NuGet packages, and referencing local .NET projects and assemblies.

C# REPL screenshot 

(click to view animation)

C# REPL provides the following features:

  • Syntax highlighting via ANSI escape sequences
  • Intellisense with fly-out documentation
  • Nuget package installation
  • Reference local assemblies, solutions, and projects
  • Navigate to source via Source Link
  • IL disassembly (both Debug and Release mode)
  • Fast and flicker-free rendering. A "diff" algorithm is used to only render what's changed.

Installation

C# REPL is a .NET 6 global tool, and runs on Windows 10, Mac OS, and Linux. It can be installed via:

dotnet tool install -g csharprepl

If you're running on Mac OS Catalina (10.15) or later, make sure you follow any additional directions printed to the screen. You may need to update your PATH variable in order to use .NET global tools.

After installation is complete, run csharprepl to begin. C# REPL can be updated via dotnet tool update -g csharprepl.

Usage:

Run csharprepl from the command line to begin an interactive session. The default colorscheme uses the color palette defined by your terminal, but these colors can be changed using a theme.json file provided as a command line argument.

Evaluating Code

Type some C# into the prompt and press Enter to run it. The result, if any, will be printed:

> Console.WriteLine("Hello World")
Hello World

> DateTime.Now.AddDays(8)
[6/7/2021 5:13:00 PM]

To evaluate multiple lines of code, use Shift+Enter to insert a newline:

> var x = 5;
  var y = 8;
  x * y
40

Additionally, if the statement is not a "complete statement" a newline will automatically be inserted when Enter is pressed. For example, in the below code, the first line is not a syntactically complete statement, so when we press enter we'll go down to a new line:

> if (x == 5)
  | // caret position, after we press Enter on Line 1

Finally, pressing Ctrl+Enter will show a "detailed view" of the result. For example, for the DateTime.Now expression below, on the first line we pressed Enter, and on the second line we pressed Ctrl+Enter to view more detailed output:

> DateTime.Now // Pressing Enter shows a reasonable representation
[5/30/2021 5:13:00 PM]

> DateTime.Now // Pressing Ctrl+Enter shows a detailed representation
[5/30/2021 5:13:00 PM] {
  Date: [5/30/2021 12:00:00 AM],
  Day: 30,
  DayOfWeek: Sunday,
  DayOfYear: 150,
  Hour: 17,
  InternalKind: 9223372036854775808,
  InternalTicks: 637579915804530992,
  Kind: Local,
  Millisecond: 453,
  Minute: 13,
  Month: 5,
  Second: 0,
  Ticks: 637579915804530992,
  TimeOfDay: [17:13:00.4530992],
  Year: 2021,
  _dateData: 9860951952659306800
}

A note on semicolons: C# expressions do not require semicolons, but statements do. If a statement is missing a required semicolon, a newline will be added instead of trying to run the syntatically incomplete statement; simply type the semicolon to complete the statement.

> var now = DateTime.Now; // assignment statement, semicolon required

> DateTime.Now.AddDays(8) // expression, we don't need a semicolon
[6/7/2021 5:03:05 PM]

Keyboard Shortcuts

  • Basic Usage
    • Ctrl+C - Cancel current line
    • Ctrl+L - Clear screen
    • Enter - Evaluate the current line if it's a syntactically complete statement; otherwise add a newline
    • Control+Enter - Evaluate the current line, and return a more detailed representation of the result
    • Shift+Enter - Insert a new line (this does not currently work on Linux or Mac OS; Hopefully this will work in .NET 7)
    • Ctrl+Shift+C - Copy current line to clipboard
    • Ctrl+V, Shift+Insert, and Ctrl+Shift+V - Paste text to prompt. Automatically trims leading indent
  • Code Actions
    • F1 - Opens the MSDN documentation for the class/method under the caret (example)
    • F9 - Shows the IL (intermediate language) for the current statement in Debug mode.
    • Ctrl+F9 - Shows the IL for the current statement with Release mode optimizations.
    • F12 - Opens the source code in the browser for the class/method under the caret, if the assembly supports Source Link.
  • Autocompletion
    • Ctrl+Space - Open autocomplete menu. If there's a single option, pressing Ctrl+Space again will select the option
    • Enter, Right Arrow, Tab - Select active autocompletion option
    • Escape - closes autocomplete menu
  • Text Navigation
    • Home and End - Navigate to beginning of a single line and end of a single line, respectively
    • Ctrl+Home and Ctrl+End - Navigate to beginning of line and end across multiple lines in a multiline prompt, respectively
    • Arrows - Navigate characters within text
    • Ctrl+Arrows - Navigate words within text
    • Ctrl+Backspace - Delete previous word
    • Ctrl+Delete - Delete next word

Adding References

Use the #r command to add assembly or nuget references.

  • For assembly references, run #r "AssemblyName" or #r "path/to/assembly.dll"
  • For project references, run #r "path/to/project.csproj". Solution files (.sln) can also be referenced.
  • For nuget references, run #r "nuget: PackageName" to install the latest version of a package, or #r "nuget: PackageName, 13.0.5" to install a specific version (13.0.5 in this case).

Installing nuget packages

To run ASP.NET applications inside the REPL, start the csharprepl application with the --framework parameter, specifying the Microsoft.AspNetCore.App shared framework. Then, use the above #r command to reference the application DLL. See the Command Line Configuration section below for more details.

csharprepl --framework  Microsoft.AspNetCore.App

Command Line Configuration

The C# REPL supports multiple configuration flags to control startup, behavior, and appearance:

csharprepl [OPTIONS] [response-file.rsp] [script-file.csx] [-- <additional-arguments>]

Supported options are:

  • OPTIONS:
    • -r <dll> or --reference <dll>: Reference an assembly, project file, or nuget package. Can be specified multiple times. Uses the same syntax as #r statements inside the REPL. For example, csharprepl -r "nuget:Newtonsoft.Json" "path/to/myproj.csproj"
      • When an assembly or project is referenced, assemblies in the containing directory will be added to the assembly search path. This means that you don't need to manually add references to all of your assembly's dependencies (e.g. other references and nuget packages). Referencing the main entry assembly is enough.
    • -u <namespace> or --using <namespace>: Add a using statement. Can be specified multiple times.
    • -f <framework> or --framework <framework>: Reference a shared framework. The available shared frameworks depends on the local .NET installation, and can be useful when running an ASP.NET application from the REPL. Example frameworks are:
      • Microsoft.NETCore.App (default)
      • Microsoft.AspNetCore.All
      • Microsoft.AspNetCore.App
      • Microsoft.WindowsDesktop.App
    • -t <theme.json> or --theme <theme.json>: Read a theme file for syntax highlighting. This theme file associates C# syntax classifications with colors. The color values can be full RGB, or ANSI color names (defined in your terminal's theme). The NO_COLOR standard is supported.
    • --trace: Produce a trace file in the current directory that logs CSharpRepl internals. Useful for CSharpRepl bug reports.
    • -v or --version: Show version number and exit.
    • -h or --help: Show help and exit.
  • response-file.rsp: A filepath of an .rsp file, containing any of the above command line options.
  • script-file.csx: A filepath of a .csx file, containing lines of C# to evaluate before starting the REPL. Arguments to this script can be passed as <additional-arguments>, after a double hyphen (--), and will be available in a global args variable.

If you have dotnet-suggest enabled, all options can be tab-completed, including values provided to --framework and .NET namespaces provided to --using.

Integrating with other software

C# REPL is a standalone software application, but it can be useful to integrate it with other developer tools:

Windows Terminal

To add C# REPL as a menu entry in Windows Terminal, add the following profile to Windows Terminal's settings.json configuration file (under the JSON property profiles.list):

{
    "name": "C# REPL",
    "commandline": "csharprepl"
},

To get the exact colors shown in the screenshots in this README, install the Windows Terminal Dracula theme.

Visual Studio Code

To use the C# REPL with Visual Studio Code, simply run the csharprepl command in the Visual Studio Code terminal. To send commands to the REPL, use the built-in Terminal: Run Selected Text In Active Terminal command from the Command Palette (workbench.action.terminal.runSelectedText).

Visual Studio Code screenshot

Windows OS

To add the C# REPL to the Windows Start Menu for quick access, you can run the following PowerShell command, which will start C# REPL in Windows Terminal:

$shell = New-Object -ComObject WScript.Shell
$shortcut = $shell.CreateShortcut("$env:appdata\Microsoft\Windows\Start Menu\Programs\csharprepl.lnk")
$shortcut.TargetPath = "wt.exe"
$shortcut.Arguments = "-w 0 nt csharprepl.exe"
$shortcut.Save()

You may also wish to add a shorter alias for C# REPL, which can be done by creating a .cmd file somewhere on your path. For example, put the following contents in C:\Users\username\.dotnet\tools\csr.cmd:

wt -w 0 nt csharprepl

This will allow you to launch C# REPL by running csr from anywhere that accepts Windows commands, like the Window Run dialog.

Comparison with other REPLs

This project is far from being the first REPL for C#. Here are some other projects; if this project doesn't suit you, another one might!

Visual Studio's C# Interactive pane is full-featured (it has syntax highlighting and intellisense) and is part of Visual Studio. This deep integration with Visual Studio is both a benefit from a workflow perspective, and a drawback as it's not cross-platform. As far as I know, the C# Interactive pane does not support NuGet packages or navigating to documentation/source code. Subjectively, it does not follow typical command line keybindings, so can feel a bit foreign.

csi.exe ships with C# and is a command line REPL. It's great because it's a cross platform REPL that comes out of the box, but it doesn't support syntax highlighting or autocompletion.

dotnet script allows you to run C# scripts from the command line. It has a REPL built-in, but the predominant focus seems to be as a script runner. It's a great tool, though, and has a strong community following.

dotnet interactive is a tool from Microsoft that creates a Jupyter notebook for C#, runnable through Visual Studio Code. It also provides a general framework useful for running REPLs.

Download Details:
Author: waf
Source Code: https://github.com/waf/CSharpRepl
License: MPL-2.0 License

#dotnet  #aspdotnet  #csharp 

Nat  Grady

Nat Grady

1660108440

Wordcloud2: R interface to Wordcloud for Data Visualization

wordcloud2

R interface to wordcloud for data visualization. Timdream's wordcloud2.js is used in this package.

Original description

Installation

devtools::install_github("lchiffon/wordcloud2")

knitr and shiny is support in wordcloud2 package.

Example

library(wordcloud2)
wordcloud2(demoFreq, size = 1,shape = 'star')

1

wordcloud2(demoFreq, size = 2, minRotation = -pi/2, maxRotation = -pi/2)

1

wordcloud2(demoFreq, size = 2, minRotation = -pi/6, maxRotation = -pi/6,
  rotateRatio = 1)

1

Chinese version

## Sys.setlocale("LC_CTYPE","eng")
wordcloud2(demoFreqC, size = 2, fontFamily = "微软雅黑",
           color = "random-light", backgroundColor = "grey")

1

Example of successfully deploying interactivate clickable wordcloud with special shape on R-shiny

Thanks JacobXPX's contribution to this feature:

Thanks AdamSpannbauer for pointing out the issues.

Additional features are added or modified:

hover information display are fixed, refering AdeelK93's previous work, thanks!

multiple wordclouds which seperatedly click are supported.

clickedWordInputId is changed to be automatically generated by: paste0(outputId, "_clicked_word")).

See sample below for more details:

library(shiny)
library(wordcloud2)
shinyApp(
  ui=shinyUI(fluidPage(
    #using default clicked word input id
    wordcloud2Output("my_wc", width = "50%", height = "400px"),
    #using custom clicked word input id
    wordcloud2Output("my_wc2", width = "50%", height = "400px"),
    
    verbatimTextOutput("print"),
    verbatimTextOutput("print2")
  )),
  server=shinyServer(function(input,output,session){
    
    figPath = system.file("examples/a.png",package = "wordcloud2")
    
    output$my_wc  = renderWordcloud2(wordcloud2(data = demoFreq, figPath = figPath, size = 0.4,color = "blue"))
    output$my_wc2 = renderWordcloud2(wordcloud2(demoFreq))
    
    #using default clicked word input id
    output$print  = renderPrint(input$my_wc_clicked_word)
    #using custom clicked word input id
    output$print2 = renderPrint(input$my_wc2_clicked_word)
  })
)

run the above code and click refresh, it will work.

1

contributors

Download Details:

Author: Lchiffon
Source Code: https://github.com/Lchiffon/wordcloud2 

#r #datavisualization 

Dotnet Script: Run C# Scripts From The .NET CLI

dotnet script

Run C# scripts from the .NET CLI, define NuGet packages inline and edit/debug them in VS Code - all of that with full language services support from OmniSharp.

NuGet Packages

NameVersionFramework(s)
dotnet-script (global tool)Nugetnet6.0, net5.0, netcoreapp3.1
Dotnet.Script (CLI as Nuget)Nugetnet6.0, net5.0, netcoreapp3.1
Dotnet.Script.CoreNugetnetcoreapp3.1 , netstandard2.0
Dotnet.Script.DependencyModelNugetnetstandard2.0
Dotnet.Script.DependencyModel.NugetNugetnetstandard2.0

Installing

Prerequisites

The only thing we need to install is .NET Core 3.1 or .NET 5.0 SDK.

.NET Core Global Tool

.NET Core 2.1 introduced the concept of global tools meaning that you can install dotnet-script using nothing but the .NET CLI.

dotnet tool install -g dotnet-script

You can invoke the tool using the following command: dotnet-script
Tool 'dotnet-script' (version '0.22.0') was successfully installed.

The advantage of this approach is that you can use the same command for installation across all platforms. .NET Core SDK also supports viewing a list of installed tools and their uninstallation.

dotnet tool list -g

Package Id         Version      Commands
---------------------------------------------
dotnet-script      0.22.0       dotnet-script
dotnet tool uninstall dotnet-script -g

Tool 'dotnet-script' (version '0.22.0') was successfully uninstalled.

Windows

choco install dotnet.script

We also provide a PowerShell script for installation.

(new-object Net.WebClient).DownloadString("https://raw.githubusercontent.com/filipw/dotnet-script/master/install/install.ps1") | iex

Linux and Mac

curl -s https://raw.githubusercontent.com/filipw/dotnet-script/master/install/install.sh | bash

If permission is denied we can try with sudo

curl -s https://raw.githubusercontent.com/filipw/dotnet-script/master/install/install.sh | sudo bash

Docker

A Dockerfile for running dotnet-script in a Linux container is available. Build:

cd build
docker build -t dotnet-script -f Dockerfile ..

And run:

docker run -it dotnet-script --version

Github

You can manually download all the releases in zip format from the GitHub releases page.

Usage

Our typical helloworld.csx might look like this:

Console.WriteLine("Hello world!");

That is all it takes and we can execute the script. Args are accessible via the global Args array.

dotnet script helloworld.csx

Scaffolding

Simply create a folder somewhere on your system and issue the following command.

dotnet script init

This will create main.csx along with the launch configuration needed to debug the script in VS Code.

.
├── .vscode
│   └── launch.json
├── main.csx
└── omnisharp.json

We can also initialize a folder using a custom filename.

dotnet script init custom.csx

Instead of main.csx which is the default, we now have a file named custom.csx.

.
├── .vscode
│   └── launch.json
├── custom.csx
└── omnisharp.json

Note: Executing dotnet script init inside a folder that already contains one or more script files will not create the main.csx file.

Running scripts

Scripts can be executed directly from the shell as if they were executables.

foo.csx arg1 arg2 arg3

OSX/Linux

Just like all scripts, on OSX/Linux you need to have a #! and mark the file as executable via chmod +x foo.csx. If you use dotnet script init to create your csx it will automatically have the #! directive and be marked as executable.

The OSX/Linux shebang directive should be #!/usr/bin/env dotnet-script

#!/usr/bin/env dotnet-script
Console.WriteLine("Hello world");

You can execute your script using dotnet script or dotnet-script, which allows you to pass arguments to control your script execution more.

foo.csx arg1 arg2 arg3
dotnet script foo.csx -- arg1 arg2 arg3
dotnet-script foo.csx -- arg1 arg2 arg3

Passing arguments to scripts

All arguments after -- are passed to the script in the following way:

dotnet script foo.csx -- arg1 arg2 arg3

Then you can access the arguments in the script context using the global Args collection:

foreach (var arg in Args)
{
    Console.WriteLine(arg);
}

All arguments before -- are processed by dotnet script. For example, the following command-line

dotnet script -d foo.csx -- -d

will pass the -d before -- to dotnet script and enable the debug mode whereas the -d after -- is passed to script for its own interpretation of the argument.

NuGet Packages

dotnet script has built-in support for referencing NuGet packages directly from within the script.

#r "nuget: AutoMapper, 6.1.0"

package

Note: Omnisharp needs to be restarted after adding a new package reference

Package Sources

We can define package sources using a NuGet.Config file in the script root folder. In addition to being used during execution of the script, it will also be used by OmniSharp that provides language services for packages resolved from these package sources.

As an alternative to maintaining a local NuGet.Config file we can define these package sources globally either at the user level or at the computer level as described in Configuring NuGet Behaviour

It is also possible to specify packages sources when executing the script.

dotnet script foo.csx -s https://SomePackageSource

Multiple packages sources can be specified like this:

dotnet script foo.csx -s https://SomePackageSource -s https://AnotherPackageSource

Creating DLLs or Exes from a CSX file

Dotnet-Script can create a standalone executable or DLL for your script.

SwitchLong switchdescription
-o--outputDirectory where the published executable should be placed. Defaults to a 'publish' folder in the current directory.
-n--nameThe name for the generated DLL (executable not supported at this time). Defaults to the name of the script.
 --dllPublish to a .dll instead of an executable.
-c--configurationConfiguration to use for publishing the script [Release/Debug]. Default is "Debug"
-d--debugEnables debug output.
-r--runtimeThe runtime used when publishing the self contained executable. Defaults to your current runtime.

The executable you can run directly independent of dotnet install, while the DLL can be run using the dotnet CLI like this:

dotnet script exec {path_to_dll} -- arg1 arg2

Caching

We provide two types of caching, the dependency cache and the execution cache which is explained in detail below. In order for any of these caches to be enabled, it is required that all NuGet package references are specified using an exact version number. The reason for this constraint is that we need to make sure that we don't execute a script with a stale dependency graph.

Dependency Cache

In order to resolve the dependencies for a script, a dotnet restore is executed under the hood to produce a project.assets.json file from which we can figure out all the dependencies we need to add to the compilation. This is an out-of-process operation and represents a significant overhead to the script execution. So this cache works by looking at all the dependencies specified in the script(s) either in the form of NuGet package references or assembly file references. If these dependencies matches the dependencies from the last script execution, we skip the restore and read the dependencies from the already generated project.assets.json file. If any of the dependencies has changed, we must restore again to obtain the new dependency graph.

Execution cache

In order to execute a script it needs to be compiled first and since that is a CPU and time consuming operation, we make sure that we only compile when the source code has changed. This works by creating a SHA256 hash from all the script files involved in the execution. This hash is written to a temporary location along with the DLL that represents the result of the script compilation. When a script is executed the hash is computed and compared with the hash from the previous compilation. If they match there is no need to recompile and we run from the already compiled DLL. If the hashes don't match, the cache is invalidated and we recompile.

You can override this automatic caching by passing --no-cache flag, which will bypass both caches and cause dependency resolution and script compilation to happen every time we execute the script.

Cache Location

The temporary location used for caches is a sub-directory named dotnet-script under (in order of priority):

  1. The path specified for the value of the environment variable named DOTNET_SCRIPT_CACHE_LOCATION, if defined and value is not empty.
  2. Linux distributions only: $XDG_CACHE_HOME if defined otherwise $HOME/.cache
  3. macOS only: ~/Library/Caches
  4. The value returned by Path.GetTempPath for the platform.

 

Debugging

The days of debugging scripts using Console.WriteLine are over. One major feature of dotnet script is the ability to debug scripts directly in VS Code. Just set a breakpoint anywhere in your script file(s) and hit F5(start debugging)

debug

Script Packages

Script packages are a way of organizing reusable scripts into NuGet packages that can be consumed by other scripts. This means that we now can leverage scripting infrastructure without the need for any kind of bootstrapping.

Creating a script package

A script package is just a regular NuGet package that contains script files inside the content or contentFiles folder.

The following example shows how the scripts are laid out inside the NuGet package according to the standard convention .

└── contentFiles
    └── csx
        └── netstandard2.0
            └── main.csx

This example contains just the main.csx file in the root folder, but packages may have multiple script files either in the root folder or in subfolders below the root folder.

When loading a script package we will look for an entry point script to be loaded. This entry point script is identified by one of the following.

  • A script called main.csx in the root folder
  • A single script file in the root folder

If the entry point script cannot be determined, we will simply load all the scripts files in the package.

The advantage with using an entry point script is that we can control loading other scripts from the package.

Consuming a script package

To consume a script package all we need to do specify the NuGet package in the #loaddirective.

The following example loads the simple-targets package that contains script files to be included in our script.

#load "nuget:simple-targets-csx, 6.0.0"

using static SimpleTargets;
var targets = new TargetDictionary();

targets.Add("default", () => Console.WriteLine("Hello, world!"));

Run(Args, targets);

Note: Debugging also works for script packages so that we can easily step into the scripts that are brought in using the #load directive.

Remote Scripts

Scripts don't actually have to exist locally on the machine. We can also execute scripts that are made available on an http(s) endpoint.

This means that we can create a Gist on Github and execute it just by providing the URL to the Gist.

This Gist contains a script that prints out "Hello World"

We can execute the script like this

dotnet script https://gist.githubusercontent.com/seesharper/5d6859509ea8364a1fdf66bbf5b7923d/raw/0a32bac2c3ea807f9379a38e251d93e39c8131cb/HelloWorld.csx

That is a pretty long URL, so why don't make it a TinyURL like this:

dotnet script https://tinyurl.com/y8cda9zt

Script Location

A pretty common scenario is that we have logic that is relative to the script path. We don't want to require the user to be in a certain directory for these paths to resolve correctly so here is how to provide the script path and the script folder regardless of the current working directory.

public static string GetScriptPath([CallerFilePath] string path = null) => path;
public static string GetScriptFolder([CallerFilePath] string path = null) => Path.GetDirectoryName(path);

Tip: Put these methods as top level methods in a separate script file and #load that file wherever access to the script path and/or folder is needed.

REPL

This release contains a C# REPL (Read-Evaluate-Print-Loop). The REPL mode ("interactive mode") is started by executing dotnet-script without any arguments.

The interactive mode allows you to supply individual C# code blocks and have them executed as soon as you press Enter. The REPL is configured with the same default set of assembly references and using statements as regular CSX script execution.

Basic usage

Once dotnet-script starts you will see a prompt for input. You can start typing C# code there.

~$ dotnet script
> var x = 1;
> x+x
2

If you submit an unterminated expression into the REPL (no ; at the end), it will be evaluated and the result will be serialized using a formatter and printed in the output. This is a bit more interesting than just calling ToString() on the object, because it attempts to capture the actual structure of the object. For example:

~$ dotnet script
> var x = new List<string>();
> x.Add("foo");
> x
List<string>(1) { "foo" }
> x.Add("bar");
> x
List<string>(2) { "foo", "bar" }
>

Inline Nuget packages

REPL also supports inline Nuget packages - meaning the Nuget packages can be installed into the REPL from within the REPL. This is done via our #r and #load from Nuget support and uses identical syntax.

~$ dotnet script
> #r "nuget: Automapper, 6.1.1"
> using AutoMapper;
> typeof(MapperConfiguration)
[AutoMapper.MapperConfiguration]
> #load "nuget: simple-targets-csx, 6.0.0";
> using static SimpleTargets;
> typeof(TargetDictionary)
[Submission#0+SimpleTargets+TargetDictionary]

Multiline mode

Using Roslyn syntax parsing, we also support multiline REPL mode. This means that if you have an uncompleted code block and press Enter, we will automatically enter the multiline mode. The mode is indicated by the * character. This is particularly useful for declaring classes and other more complex constructs.

~$ dotnet script
> class Foo {
* public string Bar {get; set;}
* }
> var foo = new Foo();

REPL commands

Aside from the regular C# script code, you can invoke the following commands (directives) from within the REPL:

CommandDescription
#loadLoad a script into the REPL (same as #load usage in CSX)
#rLoad an assembly into the REPL (same as #r usage in CSX)
#resetReset the REPL back to initial state (without restarting it)
#clsClear the console screen without resetting the REPL state
#exitExits the REPL

Seeding REPL with a script

You can execute a CSX script and, at the end of it, drop yourself into the context of the REPL. This way, the REPL becomes "seeded" with your code - all the classes, methods or variables are available in the REPL context. This is achieved by running a script with an -i flag.

For example, given the following CSX script:

var msg = "Hello World";
Console.WriteLine(msg);

When you run this with the -i flag, Hello World is printed, REPL starts and msg variable is available in the REPL context.

~$ dotnet script foo.csx -i
Hello World
>

You can also seed the REPL from inside the REPL - at any point - by invoking a #load directive pointed at a specific file. For example:

~$ dotnet script
> #load "foo.csx"
Hello World
>

Piping

The following example shows how we can pipe data in and out of a script.

The UpperCase.csx script simply converts the standard input to upper case and writes it back out to standard output.

using (var streamReader = new StreamReader(Console.OpenStandardInput()))
{
    Write(streamReader.ReadToEnd().ToUpper());
}

We can now simply pipe the output from one command into our script like this.

echo "This is some text" | dotnet script UpperCase.csx
THIS IS SOME TEXT

Debugging

The first thing we need to do add the following to the launch.config file that allows VS Code to debug a running process.

{
    "name": ".NET Core Attach",
    "type": "coreclr",
    "request": "attach",
    "processId": "${command:pickProcess}"
}

To debug this script we need a way to attach the debugger in VS Code and the simplest thing we can do here is to wait for the debugger to attach by adding this method somewhere.

public static void WaitForDebugger()
{
    Console.WriteLine("Attach Debugger (VS Code)");
    while(!Debugger.IsAttached)
    {
    }
}

To debug the script when executing it from the command line we can do something like

WaitForDebugger();
using (var streamReader = new StreamReader(Console.OpenStandardInput()))
{
    Write(streamReader.ReadToEnd().ToUpper()); // <- SET BREAKPOINT HERE
}

Now when we run the script from the command line we will get

$ echo "This is some text" | dotnet script UpperCase.csx
Attach Debugger (VS Code)

This now gives us a chance to attach the debugger before stepping into the script and from VS Code, select the .NET Core Attach debugger and pick the process that represents the executing script.

Once that is done we should see our breakpoint being hit.

Configuration(Debug/Release)

By default, scripts will be compiled using the debug configuration. This is to ensure that we can debug a script in VS Code as well as attaching a debugger for long running scripts.

There are however situations where we might need to execute a script that is compiled with the release configuration. For instance, running benchmarks using BenchmarkDotNet is not possible unless the script is compiled with the release configuration.

We can specify this when executing the script.

dotnet script foo.csx -c release

 

Nullable reference types

Starting from version 0.50.0, dotnet-script supports .Net Core 3.0 and all the C# 8 features. The way we deal with nullable references types in dotnet-script is that we turn every warning related to nullable reference types into compiler errors. This means every warning between CS8600 and CS8655 are treated as an error when compiling the script.

Nullable references types are turned off by default and the way we enable it is using the #nullable enable compiler directive. This means that existing scripts will continue to work, but we can now opt-in on this new feature.

#!/usr/bin/env dotnet-script

#nullable enable

string name = null;

Trying to execute the script will result in the following error

main.csx(5,15): error CS8625: Cannot convert null literal to non-nullable reference type.

We will also see this when working with scripts in VS Code under the problems panel.

image

Download Details:
Author: filipw
Source Code: https://github.com/filipw/dotnet-script
License: MIT License

#dotnet  #aspdotnet  #csharp 

How to Measure Stock Portfolio Performance using R

Stock market is a place where people arrange a transaction for buying or selling shares of publicly listed company

Indonesia has been named as the Largest Economy in Southeast Asia by the World Bank. As one of the four most populous countries in the world with more than 200 million people living in this country, Indonesia has a bargaining power to emerge as one of the biggest economies in the world. Those promising prospect of Indonesia economic condition makes this country as one of the best choices to put your investment on.

Indonesia stock markets with more than 600 listed enterprises still on the uptrends before the coronavirus outbreak. Some of the listed enterprises are state-owned enterprises and for this case study, I will only analyze 17 state-owned enterprises which been a member of the latest IDX-BUMN20 Index.

Stock used for analysis:

ANTM.JK, BBNI.JK, BBRI.JK, BBTN.JK, BJBR.JK, BMRI.JK, ELSA.JK, JSMR.JK, KAEF.JK, PGAS.JK, PTBA.JK, PTPP.JK, SMGR.JK, TINS.JK, TLKM.JK, WIKA.JK, WSKT.JK

The assumption for this case study:

  1. Stocks weight in the portfolio is the same for every enterprise.
  2. Analysis based on the historical adjusted closing price data from 1st January 2013 to 26th July 2020.
  3. Risk-Free Rate: 4.5%
  4. Portfolio rebalancing quarterly

Import and Prepare Stocks Data

We will import stock price data using getSymbols() function from the quantmod package. getSymbols() function is a particular function to load and manage financial data from various sources, but for this example, we will use Yahoo Finance as our data source.

#Import Library
	library(PerformanceAnalytics)
	library(quantmod)
	library(ggplot2)
	library(xts)
	library(zoo)
	library(tidyverse)
	library(dplyr)
	library(PortfolioAnalytics)

	#Set Default Time Period
	setDefaults(getSymbols.yahoo, from = as.Date('2013/01/01'), to= as.Date('2020/07/26')) #Set GetSymbols default parameter such as Data Source and Time Periods 

	#IDX- BUMN20 Symbol List
	IDXBUMN20 = c('ANTM.JK','BBNI.JK','BBRI.JK','BBTN.JK','BJBR.JK','BMRI.JK','ELSA.JK','JSMR.JK','KAEF.JK',
	                  'PGAS.JK','PTBA.JK','PTPP.JK','SMGR.JK','TINS.JK','TLKM.JK','WIKA.JK','WSKT.JK')

	weight = rep(1/length(IDXBUMN20), length(IDXBUMN20)) #Define Weight for every stock in Portfolio
	#Import Stock Price from yahoo Finance
	getSymbols(IDXBUMN20)

Import Stock Price Data from Yahoo Finance

In default, we will have every stock price data assigned to their stock code as xts object (ex: ANTM.JK prices will be stored in ANTM.JK variable as xts object). To make it easier for analysis, we should gather all these separate data into a single xts object.

#IDX-BUMN20 Create Dataframe
	Index <- list(ANTM.JK,BBNI.JK,BBRI.JK,BBTN.JK,BJBR.JK,BMRI.JK,ELSA.JK,JSMR.JK,KAEF.JK,
	                  PGAS.JK,PTBA.JK,PTPP.JK,SMGR.JK,TINS.JK,TLKM.JK,WIKA.JK,WSKT.JK)
	names(Index) <- IDXBUMN20
	Index <- lapply(Index, '[', i =,j = 6) #Select only Adjusted Close Price
	Index <- do.call(cbind.data.frame, Index) #List To Dataframe
	names(Index) <- IDXBUMN20 #Change Colnames

	Index <- as.xts(Index)
view raw
Closing Adj. Price and Gather Object.R hosted with ❤ by GitHub

Gather separate data into a single xts object
Image for post

Fig-1. Index xts object preview

Portfolio Analytics

We already made a portfolio, and it stored as single xts object in a variable named Index. The data that we store in this variable is still in closing price format for every market day, since most of the portfolio analytics method need to feed by return data, we have to calculate its Return first before taking a step into portfolio analysis.

#finance #towards-data-science #stock-market #portfolio #data-analysis #data analysis