fixing imports with isort

finquant/portfolio.py

@@ -55,17 +55,18 @@
 import matplotlib.pylab as plt
 import numpy as np
 import pandas as pd
+
 from finquant.efficient_frontier import EfficientFrontier
 from finquant.market import Market
 from finquant.monte_carlo import MonteCarloOpt
 from finquant.quants import sharpe_ratio, value_at_risk, weighted_mean, weighted_std
 from finquant.quants import sharpe_ratio, weighted_mean, weighted_std, sortino_ratio, downside_risk
 from finquant.quants import (
+    downside_risk,
     sharpe_ratio,
+    sortino_ratio,
     weighted_mean,
     weighted_std,
-    sortino_ratio,
-    downside_risk,
 )
 from finquant.returns import (
     cumulative_returns,

finquant/quants.py

@@ -7,6 +7,7 @@
 import numpy as np
 import pandas as pd
 from scipy.stats import norm
+
 from finquant.returns import weighted_mean_daily_returns
 
 

tests/test_quants.py

@@ -1,19 +1,18 @@
+import pdb
+
 import numpy as np
 import pytest
+import pandas as pd
 
 from finquant.quants import (
     annualised_portfolio_quantities,
+    downside_risk,
     sharpe_ratio,
     value_at_risk,
     weighted_mean,
     weighted_std,
 )
 
-import pandas as pd
-from finquant.quants import weighted_mean, weighted_std, downside_risk
-from finquant.quants import sharpe_ratio, annualised_portfolio_quantities
-import pdb
-
 
 def test_weighted_mean():
     means = np.array([1])

tests/test_returns.py

@@ -1,19 +1,13 @@
+import numpy as np
 import pandas as pd
 
 from finquant.returns import (
     cumulative_returns,
     daily_log_returns,
     daily_returns,
     historical_mean_return,
-)
-
-import numpy as np
-from finquant.returns import (
-    cumulative_returns,
-    daily_returns,
     weighted_mean_daily_returns,
 )
-from finquant.returns import daily_log_returns, historical_mean_return
 
 
 def test_cumulative_returns():