AnomalyLab 0.2.5__tar.gz → 0.2.6__tar.gz

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (48) hide show
  1. {anomalylab-0.2.5 → anomalylab-0.2.6/AnomalyLab.egg-info}/PKG-INFO +1 -1
  2. {anomalylab-0.2.5/AnomalyLab.egg-info → anomalylab-0.2.6}/PKG-INFO +1 -1
  3. {anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/empirical/fm_regression.py +7 -6
  4. {anomalylab-0.2.5 → anomalylab-0.2.6}/setup.py +1 -1
  5. {anomalylab-0.2.5 → anomalylab-0.2.6}/.gitattributes +0 -0
  6. {anomalylab-0.2.5 → anomalylab-0.2.6}/.github/workflows/python-publish.yml +0 -0
  7. {anomalylab-0.2.5 → anomalylab-0.2.6}/.gitignore +0 -0
  8. {anomalylab-0.2.5 → anomalylab-0.2.6}/AnomalyLab.egg-info/SOURCES.txt +0 -0
  9. {anomalylab-0.2.5 → anomalylab-0.2.6}/AnomalyLab.egg-info/dependency_links.txt +0 -0
  10. {anomalylab-0.2.5 → anomalylab-0.2.6}/AnomalyLab.egg-info/requires.txt +0 -0
  11. {anomalylab-0.2.5 → anomalylab-0.2.6}/AnomalyLab.egg-info/top_level.txt +0 -0
  12. {anomalylab-0.2.5 → anomalylab-0.2.6}/LICENSE +0 -0
  13. {anomalylab-0.2.5 → anomalylab-0.2.6}/MANIFEST.in +0 -0
  14. {anomalylab-0.2.5 → anomalylab-0.2.6}/README.md +0 -0
  15. {anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/__init__.py +0 -0
  16. {anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/config.py +0 -0
  17. {anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/core/__init__.py +0 -0
  18. {anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/core/core.py +0 -0
  19. {anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/datasets/__init__.py +0 -0
  20. {anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/datasets/dataset.py +0 -0
  21. {anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/datasets/panel_data.csv +0 -0
  22. {anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/datasets/time_series_data.csv +0 -0
  23. {anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/datasets/transition_matrix.png +0 -0
  24. {anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/empirical/__init__.py +0 -0
  25. {anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/empirical/correlation.py +0 -0
  26. {anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/empirical/empirical.py +0 -0
  27. {anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/empirical/persistence.py +0 -0
  28. {anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/empirical/portfolio.py +0 -0
  29. {anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/empirical/summary.py +0 -0
  30. {anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/preprocess/__init__.py +0 -0
  31. {anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/preprocess/fillna.py +0 -0
  32. {anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/preprocess/normalize.py +0 -0
  33. {anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/preprocess/outliers.py +0 -0
  34. {anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/preprocess/preprocessor.py +0 -0
  35. {anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/preprocess/shift.py +0 -0
  36. {anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/preprocess/truncate.py +0 -0
  37. {anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/structure/__init__.py +0 -0
  38. {anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/structure/data.py +0 -0
  39. {anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/structure/panel_data.py +0 -0
  40. {anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/structure/time_series.py +0 -0
  41. {anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/utils/__init__.py +0 -0
  42. {anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/utils/imports.py +0 -0
  43. {anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/utils/utils.py +0 -0
  44. {anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/visualization/__init__.py +0 -0
  45. {anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/visualization/format.py +0 -0
  46. {anomalylab-0.2.5 → anomalylab-0.2.6}/requirements.txt +0 -0
  47. {anomalylab-0.2.5 → anomalylab-0.2.6}/setup.cfg +0 -0
  48. {anomalylab-0.2.5 → anomalylab-0.2.6}/tests/__init__.py +0 -0
{anomalylab-0.2.5 → anomalylab-0.2.6/AnomalyLab.egg-info}/PKG-INFO RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: AnomalyLab
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- Version: 0.2.5
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+ Version: 0.2.6
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  Summary: A Python package for empirical asset pricing analysis.
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  Author: FinPhd
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  Classifier: Programming Language :: Python :: 3
{anomalylab-0.2.5/AnomalyLab.egg-info → anomalylab-0.2.6}/PKG-INFO RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: AnomalyLab
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- Version: 0.2.5
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+ Version: 0.2.6
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  Summary: A Python package for empirical asset pricing analysis.
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  Author: FinPhd
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  Classifier: Programming Language :: Python :: 3
{anomalylab-0.2.5 → anomalylab-0.2.6}/anomalylab/empirical/fm_regression.py RENAMED
@@ -38,7 +38,8 @@ class FamaMacBethRegression(Empirical):
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  OutlierHandler(panel_data=self.panel_data)
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  .winsorize(
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  columns=exog,
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- process_all_characteristics=False,
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+ method="winsorize",
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+ group_columns=self.panel_data.time,
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  )
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  .panel_data
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  )
@@ -317,10 +318,10 @@ if __name__ == "__main__":
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  # exog="MktCap",
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  exog_order=["MktCap"],
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  regs=[
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- "return",
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- "MktCap",
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- # ["return", "Illiq"],
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- # ["return", "IdioVol"],
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+ # "return",
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+ # "MktCap",
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+ ["return", "Illiq"],
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+ ["return", "IdioVol"],
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  # ["return", "MktCap", "Illiq", "IdioVol"],
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  ],
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  # models=[
@@ -332,7 +333,7 @@ if __name__ == "__main__":
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  industry="industry",
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  industry_weighed_method="value",
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  weight="MktCap",
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- # is_winsorize=True,
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+ is_winsorize=True,
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  is_normalize=True,
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  # decimal=2,
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  )
{anomalylab-0.2.5 → anomalylab-0.2.6}/setup.py RENAMED
@@ -2,7 +2,7 @@ from setuptools import find_packages, setup
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  setup(
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  name="AnomalyLab",
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- version="0.2.5",
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+ version="0.2.6",
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  author="FinPhd",
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  # author_email="your.email@example.com",
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  description="A Python package for empirical asset pricing analysis.",
{anomalylab-0.2.5 → anomalylab-0.2.6}/.gitattributes RENAMED
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{anomalylab-0.2.5 → anomalylab-0.2.6}/.gitignore RENAMED
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{anomalylab-0.2.5 → anomalylab-0.2.6}/LICENSE RENAMED
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{anomalylab-0.2.5 → anomalylab-0.2.6}/MANIFEST.in RENAMED
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{anomalylab-0.2.5 → anomalylab-0.2.6}/README.md RENAMED
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{anomalylab-0.2.5 → anomalylab-0.2.6}/requirements.txt RENAMED
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{anomalylab-0.2.5 → anomalylab-0.2.6}/setup.cfg RENAMED
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{anomalylab-0.2.5 → anomalylab-0.2.6}/tests/__init__.py RENAMED
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