.. _configuration:

Configuration Reference
========================

Full reference for every parameter in ``Config/attribution_analysis_parameters.xlsx``. For the
step-by-step guide to installing, generating, and running with this workbook, see
:ref:`excel_workflow`.

Excel Parameters Workbook
-------------------------

Running ``kaxanuk.attribution_analysis init excel`` creates
``Config/attribution_analysis_parameters.xlsx`` with a pre-filled template. It has a single
**General** sheet with three columns: parameter name (column A, do not modify), your value
(column B, edit this), and description (column C, reference).

.. list-table::
   :header-rows: 1
   :widths: 30 25 45

   * - Parameter (column A)
     - Example value (column B)
     - Description
   * - ``input_directory``
     - ``Input``
     - Base folder for all input files
   * - ``weights_portfolio_directory``
     - ``Portfolios``
     - Subfolder (inside the input directory) with your portfolio weights
   * - ``weights_benchmark_directory``
     - ``Benchmark_Portfolios``
     - Subfolder with your benchmark weights
   * - ``benchmark_returns_directory``
     - ``Benchmark_Portfolios``
     - Subfolder with your benchmark returns file
   * - ``investable_assets_directory``
     - ``Input/Data``
     - Folder with your investable assets' price data (one file per ticker)
   * - ``start_date``
     - ``2015-01-06``
     - Start date ``YYYY-MM-DD``, or ``auto`` to derive from the data
   * - ``end_date``
     - ``2025-08-01``
     - End date ``YYYY-MM-DD``, or ``auto`` to derive from the data
   * - ``factor_returns_by_factor_directory``
     - ``Input/Factor_Models``
     - Folder with the by-factor returns files (one ``.csv`` per factor)
   * - ``portfolio_file_name``
     - ``my_portfolio``
     - Portfolio weights file name (``.csv``; extension optional)
   * - ``benchmark_file_name``
     - ``my_benchmark_weights``
     - Benchmark weights file name (``.csv``)
   * - ``benchmark_return_file_name``
     - ``my_benchmark_returns``
     - Daily benchmark returns file name (``.csv``)
   * - ``brinson_fachler_method``
     - ``yes``
     - Run Brinson-Fachler attribution? (``yes``/``no``)
   * - ``factor_model_method``
     - ``yes``
     - Run factor model attribution? (``yes``/``no``)
   * - ``user_column_date``
     - ``m_date``
     - Name of the date column in your market-data files
   * - ``user_column_price``
     - ``m_close_split_adjusted``
     - Name of the price column used to compute returns
   * - ``market_data_input_format``
     - ``csv``
     - Format of the market-data files: ``csv`` or ``parquet``
   * - ``portfolio_input_format``
     - ``csv``
     - Format of the portfolio files: ``csv`` or ``excel``
   * - ``dashboard_port``
     - ``8050``
     - Port for the interactive dashboard server (1-9999)
   * - ``parameters_format_version``
     - ``0.1.0``
     - System use — Excel template schema version. Do not modify. The package checks this and asks
       you to run ``update excel`` if it's outdated

``yes``/``no`` flags are case-insensitive. The ``csv``/``parquet``/``excel`` format values must be
lowercase.