AnomalyLab 0.2.8__tar.gz → 0.2.9__tar.gz

{anomalylab-0.2.8 → anomalylab-0.2.9/AnomalyLab.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: AnomalyLab
-Version: 0.2.8
+Version: 0.2.9
 Summary: A Python package for empirical asset pricing analysis.
 Author: FinPhd
 Classifier: Programming Language :: Python :: 3

{anomalylab-0.2.8/AnomalyLab.egg-info → anomalylab-0.2.9}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: AnomalyLab
-Version: 0.2.8
+Version: 0.2.9
 Summary: A Python package for empirical asset pricing analysis.
 Author: FinPhd
 Classifier: Programming Language :: Python :: 3

{anomalylab-0.2.8 → anomalylab-0.2.9}/anomalylab/core/core.py

@@ -27,6 +27,7 @@ class Panel:
     ret: str = "return"
     classifications: Optional[list[str] | str] = None
     drop_all_chars_missing: bool = False
+    is_copy: bool = False
 
     def __post_init__(self) -> None:
         self.panel_data: PanelData = PanelData(
@@ -38,6 +39,7 @@ class Panel:
             ret=self.ret,
             classifications=self.classifications,
             drop_all_chars_missing=self.drop_all_chars_missing,
+            is_copy=self.is_copy,
         )
         self._normalize_processor = None
         self._fillna_processor = None
@@ -372,7 +374,11 @@ if __name__ == "__main__":
     }
 
     panel = Panel(
-        df, name="Stocks", classifications="industry", drop_all_chars_missing=True
+        df,
+        name="Stocks",
+        classifications="industry",
+        drop_all_chars_missing=True,
+        is_copy=False,
     )
     time_series: TimeSeries = TimeSeries(df=ts, name="Factor Series")
     pp(panel)

{anomalylab-0.2.8 → anomalylab-0.2.9}/anomalylab/empirical/portfolio.py

@@ -280,6 +280,7 @@ class PortfolioAnalysis(Empirical):
             core_g (int): The group number for portfolio grouping of the core variable.
             format (bool): Whether to format the output for display. Defaults to False.
             decimal (Optional[int]): The number of decimal places for formatting. Defaults to None.
+            factor_return (bool): Whether to output factor returns in the analysis. Defaults to False.
 
         Returns:
             tuple: A tuple containing the equal-weighted and value-weighted results DataFrames.
@@ -443,6 +444,7 @@ class PortfolioAnalysis(Empirical):
             format (bool): Whether to format the output for display. Defaults to False.
             type (str): Type of grouping, can be 'dependent' or 'independent'. Defaults to 'dependent'.
             decimal (Optional[int]): The number of decimal places to round to. Defaults to None.
+            factor_return (bool): Whether to output factor returns in the analysis. Defaults to False.
 
         Returns:
             tuple: A tuple containing the equal-weighted and value-weighted results DataFrames.

{anomalylab-0.2.8 → anomalylab-0.2.9}/anomalylab/structure/data.py

@@ -13,6 +13,7 @@ class Data(ABC):
 
     df: DataFrame
     name: Optional[str] = None
+    is_copy: bool = False
 
     def __post_init__(self) -> None:
         """
@@ -21,18 +22,12 @@ class Data(ABC):
         1. Check if the columns are valid.
         2. Preprocess the data.
         3. Set the flag if needed.
-        4. Call the other_init method if needed.
         """
-        if self.name is None:
-            self.name = "anomaly"
+        if self.is_copy:
+            self.df = copy.deepcopy(self.df)
         self._check_columns()
         self._preprocess()
         self.set_flag()
-        self.other_init()
-
-    def other_init(self) -> None:
-        """This method is a placeholder for additional initialization logic."""
-        pass
 
     def set_flag(self) -> None:
         """This method is meant to be overridden by subclasses to set flags."""

{anomalylab-0.2.8 → anomalylab-0.2.9}/anomalylab/structure/panel_data.py

@@ -20,7 +20,7 @@ class PanelData(Data):
         frequency (Literal["D", "M", "Y"]):
             The frequency of the data. Defaults to "M".
         ret (str):
-            The column name for the excess return. Defaults to "return".
+            The column name for the excess return. Defaults to None.
         classifications (list[str]):
             The list of classification columns.
         drop_all_chars_missing (bool):
@@ -30,7 +30,7 @@ class PanelData(Data):
     id: str = "permno"
     time: str = "date"
     frequency: Literal["D", "M", "Y"] = "M"
-    ret: str = "return"
+    ret: Optional[str] = None
     classifications: Optional[list[str] | str] = None
     drop_all_chars_missing: bool = False
 

{anomalylab-0.2.8 → anomalylab-0.2.9}/setup.py

@@ -2,7 +2,7 @@ from setuptools import find_packages, setup
 
 setup(
     name="AnomalyLab",
-    version="0.2.8",
+    version="0.2.9",
     author="FinPhd",
     # author_email="your.email@example.com",
     description="A Python package for empirical asset pricing analysis.",