AnomalyLab 0.3.1__tar.gz → 0.3.3__tar.gz

{anomalylab-0.3.1 → anomalylab-0.3.3/AnomalyLab.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: AnomalyLab
-Version: 0.3.1
+Version: 0.3.3
 Summary: A Python package for empirical asset pricing analysis.
 Author: FinPhd
 Classifier: Programming Language :: Python :: 3

{anomalylab-0.3.1/AnomalyLab.egg-info → anomalylab-0.3.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: AnomalyLab
-Version: 0.3.1
+Version: 0.3.3
 Summary: A Python package for empirical asset pricing analysis.
 Author: FinPhd
 Classifier: Programming Language :: Python :: 3

{anomalylab-0.3.1 → anomalylab-0.3.3}/anomalylab/core/core.py

@@ -121,8 +121,7 @@ class Panel:
 
     @property
     def fm_preprocessor(self) -> FamaMacBethRegression:
-        if self._fm_preprocessor is None:
-            self._fm_preprocessor = FamaMacBethRegression(panel_data=self.panel_data)
+        self._fm_preprocessor = FamaMacBethRegression(panel_data=self.panel_data)
         return self._fm_preprocessor
 
     def format_preprocessor(self, path: str) -> FormatExcel:
@@ -355,10 +354,18 @@ class Panel:
         )
 
     def format_excel(
-        self, path: str, align=True, line=True, convert_brackets=False
+        self,
+        path: str,
+        align=True,
+        line=True,
+        convert_brackets=False,
+        adjust_col_widths=False,
     ) -> None:
         self.format_preprocessor(path=path).process(
-            align=align, line=line, convert_brackets=convert_brackets
+            align=align,
+            line=line,
+            convert_brackets=convert_brackets,
+            adjust_col_widths=adjust_col_widths,
         )
 
 

{anomalylab-0.3.1 → anomalylab-0.3.3}/anomalylab/preprocess/fillna.py

@@ -201,12 +201,15 @@ class FillNa(Preprocessor):
 
     def _warning(self, fill_columns: list[str]) -> None:
         """
-        Issues warnings regarding missing values and normalization status.
+        Emit warnings regarding missing values and normalization status.
 
-        This method checks if any missing values are present in the specified
-        fill_columns. If none are found, it emits a warning. Additionally,
-        it checks if the data has already been normalized, in which case
-        it warns that missing values have been filled with zeros.
+        This method performs the following checks:
+        1. It verifies if there are any missing values in the specified `fill_columns`.
+        - If no missing values are found, a warning is issued indicating this.
+        2. It checks whether the data has already been normalized.
+        - If normalized, a warning is issued that missing values were filled with zeros during normalization.
+        3. It checks whether missing values were filled previously.
+        - If so, a warning is issued to indicate that missing values have already been handled earlier.
 
         Args:
             fill_columns (list[str]): The list of columns to check for missing values.
@@ -215,7 +218,11 @@ class FillNa(Preprocessor):
             warnings.warn(message=f"Missing values not found in {fill_columns}.")
         if self.panel_data.normalize:
             warnings.warn(
-                message=f"The data has already been normalized and the missing values have been filled 0."
+                message=f"The data has already been normalized, and missing values have been filled with 0."
+            )
+        if self.panel_data.fillna:
+            warnings.warn(
+                message=f"The missing values have already been handled earlier."
             )
 
 
@@ -224,7 +231,9 @@ if __name__ == "__main__":
 
     df: DataFrame = DataSet.get_panel_data()
 
-    panel: PanelData = PanelData(df=df, name="Stocks", classifications="industry")
+    panel: PanelData = PanelData(
+        df=df, name="Stocks", ret="return", classifications="industry"
+    )
 
     fill_nan: FillNa = FillNa(panel_data=panel)
     fill_nan.fill_group_column(

{anomalylab-0.3.1 → anomalylab-0.3.3}/anomalylab/structure/panel_data.py

@@ -61,8 +61,9 @@ class PanelData(Data):
         if self.is_copy:
             self.df = copy.deepcopy(self.df)
         self.df[self.id] = self.df[self.id].astype(int)
-        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)
+        if not isinstance(self.df[self.time].dtype, pd.PeriodDtype):
+            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.sort_values(by=[self.time, self.id], inplace=True)
         basic_column = (
             [self.id, self.time] if self.ret is None else [self.id, self.time, self.ret]
@@ -182,6 +183,8 @@ class PanelData(Data):
                 raise ValueError("No classifications found.")
             check_columns = set(self.classifications)
         elif check_range == "characteristics":
+            if self.firm_characteristics is None:
+                raise ValueError("No firm characteristics found.")
             check_columns = set(self.firm_characteristics)
         else:
             raise ValueError("Invalid check_range value.")

{anomalylab-0.3.1 → anomalylab-0.3.3}/anomalylab/structure/time_series.py

@@ -37,8 +37,9 @@ class TimeSeries(Data):
         """
         if self.is_copy:
             self.df = copy.deepcopy(self.df)
-        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)
+        if not isinstance(self.df[self.time].dtype, pd.PeriodDtype):
+            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.factors = list(self.df.columns)
         self.factors.remove(self.time)

{anomalylab-0.3.1 → anomalylab-0.3.3}/anomalylab/visualization/format.py

@@ -1,11 +1,5 @@
 from anomalylab.utils.imports import *
 
-# from dataclasses import dataclass
-# from openpyxl import load_workbook
-# from openpyxl.styles import Alignment, Border, Side
-# from glob import glob
-# import os
-
 
 @dataclass
 class FormatExcel:

{anomalylab-0.3.1 → anomalylab-0.3.3}/setup.py

@@ -2,7 +2,7 @@ from setuptools import find_packages, setup
 
 setup(
     name="AnomalyLab",
-    version="0.3.1",
+    version="0.3.3",
     author="FinPhd",
     # author_email="your.email@example.com",
     description="A Python package for empirical asset pricing analysis.",