AnomalyLab 0.2.1__tar.gz → 0.2.3__tar.gz

{anomalylab-0.2.1 → anomalylab-0.2.3}/.gitignore

@@ -1,3 +1,6 @@
+# My ignorance
+*.docx
+
 # Byte-compiled / optimized / DLL files
 __pycache__/
 *.py[cod]

{anomalylab-0.2.1 → anomalylab-0.2.3/AnomalyLab.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: AnomalyLab
-Version: 0.2.1
+Version: 0.2.3
 Summary: A Python package for empirical asset pricing analysis.
 Author: FinPhd
 Classifier: Programming Language :: Python :: 3

{anomalylab-0.2.1/AnomalyLab.egg-info → anomalylab-0.2.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: AnomalyLab
-Version: 0.2.1
+Version: 0.2.3
 Summary: A Python package for empirical asset pricing analysis.
 Author: FinPhd
 Classifier: Programming Language :: Python :: 3

{anomalylab-0.2.1 → anomalylab-0.2.3}/anomalylab/empirical/portfolio.py

@@ -40,11 +40,11 @@ class PortfolioAnalysis(Empirical):
         for field in ["endog", "weight"]:
             if getattr(self, field) is None:
                 raise ValueError(f"{field} must be provided")
-        self.ft_series = self.factors_series.df
         if self.models is not None and self.factors_series is None:
             raise ValueError(
                 "If 'models' is provided, 'factors_series' must also be provided!"
             )
+        self.ft_series = getattr(self.factors_series, "df", None)
 
     def add_star(self, mean_val: float, p_val: float) -> str:
         """Add significance stars to mean values based on p-value thresholds.
@@ -677,8 +677,8 @@ if __name__ == "__main__":
         panel,
         endog="return",
         weight="MktCap",
-        models=Models,
-        factors_series=time_series,
+        # models=Models,
+        # factors_series=time_series,
     )
 
     group = portfolio.GroupN("Illiq", 10)

{anomalylab-0.2.1 → anomalylab-0.2.3}/anomalylab/preprocess/outliers.py

@@ -126,8 +126,6 @@ class OutlierHandler(Preprocessor):
         panel_data (PanelData): The panel data object containing the data to be processed.
     """
 
-    panel_data: PanelData
-
     def winsorize(
         self,
         columns: Columns = None,

{anomalylab-0.2.1 → anomalylab-0.2.3}/anomalylab/preprocess/shift.py

@@ -56,8 +56,15 @@ class Shift(Preprocessor):
             Shift: The instance of the Shift class with updated state.
 
         Raises:
-            ValueError: If the data has already been shifted.
+            NotImplementedError: Only monthly frequency is supported.
+            warnings: The data has already been shifted.
+
         """
+
+        # todo: add support for daily and yearly frequency
+        if self.panel_data.frequency != "M":
+            raise NotImplementedError("Only monthly frequency is supported.")
+
         # Check if the data has already been shifted
         if self.panel_data.shift:
             # raise ValueError("The data has already been shifted.")
@@ -76,14 +83,14 @@ class Shift(Preprocessor):
         ):
             # Copy the columns to shift
             df_shift: DataFrame = self.panel_data.df[
-                [self.panel_data.time, self.panel_data.id] + columns
+                [self.time, self.id] + columns
             ].copy()
             # Shift the columns
-            df_shift[self.panel_data.time] += period
+            df_shift[self.time] += period
             # Merge the shifted columns
             self.panel_data.df = self.panel_data.df.merge(
                 right=df_shift,
-                on=[self.panel_data.time, self.panel_data.id],
+                on=[self.time, self.id],
                 # If dropna is True, only keep the rows with matching 'time' and 'id'
                 how="inner" if dropna else "left",
                 suffixes=("", f"({period})"),

{anomalylab-0.2.1 → anomalylab-0.2.3}/anomalylab/structure/panel_data.py

@@ -58,9 +58,6 @@ class PanelData(Data):
         This method identifies remaining columns as firm characteristics, excluding classifications.
         """
         self.df[self.id] = self.df[self.id].astype(int)
-        # todo: add support for daily and yearly frequency
-        if self.frequency != "M":
-            raise NotImplementedError("Only monthly frequency is supported.")
         self.df[self.time] = pd.to_datetime(self.df[self.time], format="ISO8601")
         self.df[self.time] = self.df[self.time].dt.to_period(freq=self.frequency)
         self.df = self.df.sort_values(by=[self.time, self.id])

{anomalylab-0.2.1 → anomalylab-0.2.3}/anomalylab/structure/time_series.py

@@ -34,9 +34,6 @@ class TimeSeries(Data):
 
         This method renames the time column to a standardized name and identifies remaining columns as factors.
         """
-        # todo: add support for daily and yearly frequency
-        if self.frequency != "M":
-            raise NotImplementedError("Only monthly frequency is supported.")
         self.df[self.time] = pd.to_datetime(self.df[self.time], format="ISO8601")
         self.df[self.time] = self.df[self.time].dt.to_period(freq=self.frequency)
         self.df = self.df.sort_values(by=self.time)

{anomalylab-0.2.1 → anomalylab-0.2.3}/setup.py

@@ -2,7 +2,7 @@ from setuptools import find_packages, setup
 
 setup(
     name="AnomalyLab",
-    version="0.2.1",
+    version="0.2.3",
     author="FinPhd",
     # author_email="your.email@example.com",
     description="A Python package for empirical asset pricing analysis.",