AnomalyLab 0.3.2__tar.gz → 0.3.3__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 (49) hide show
  1. {anomalylab-0.3.2 → anomalylab-0.3.3/AnomalyLab.egg-info}/PKG-INFO +1 -1
  2. {anomalylab-0.3.2/AnomalyLab.egg-info → anomalylab-0.3.3}/PKG-INFO +1 -1
  3. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/core/core.py +10 -2
  4. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/structure/panel_data.py +3 -2
  5. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/structure/time_series.py +3 -2
  6. {anomalylab-0.3.2 → anomalylab-0.3.3}/setup.py +1 -1
  7. {anomalylab-0.3.2 → anomalylab-0.3.3}/.gitattributes +0 -0
  8. {anomalylab-0.3.2 → anomalylab-0.3.3}/.github/workflows/python-publish.yml +0 -0
  9. {anomalylab-0.3.2 → anomalylab-0.3.3}/.gitignore +0 -0
  10. {anomalylab-0.3.2 → anomalylab-0.3.3}/AnomalyLab.egg-info/SOURCES.txt +0 -0
  11. {anomalylab-0.3.2 → anomalylab-0.3.3}/AnomalyLab.egg-info/dependency_links.txt +0 -0
  12. {anomalylab-0.3.2 → anomalylab-0.3.3}/AnomalyLab.egg-info/requires.txt +0 -0
  13. {anomalylab-0.3.2 → anomalylab-0.3.3}/AnomalyLab.egg-info/top_level.txt +0 -0
  14. {anomalylab-0.3.2 → anomalylab-0.3.3}/LICENSE +0 -0
  15. {anomalylab-0.3.2 → anomalylab-0.3.3}/MANIFEST.in +0 -0
  16. {anomalylab-0.3.2 → anomalylab-0.3.3}/README.md +0 -0
  17. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/__init__.py +0 -0
  18. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/config.py +0 -0
  19. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/core/__init__.py +0 -0
  20. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/datasets/__init__.py +0 -0
  21. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/datasets/dataset.py +0 -0
  22. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/datasets/panel_data.csv +0 -0
  23. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/datasets/time_series_data.csv +0 -0
  24. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/datasets/transition_matrix.png +0 -0
  25. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/empirical/__init__.py +0 -0
  26. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/empirical/correlation.py +0 -0
  27. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/empirical/empirical.py +0 -0
  28. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/empirical/factor_return.py +0 -0
  29. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/empirical/fm_regression.py +0 -0
  30. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/empirical/persistence.py +0 -0
  31. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/empirical/portfolio.py +0 -0
  32. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/empirical/summary.py +0 -0
  33. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/preprocess/__init__.py +0 -0
  34. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/preprocess/fillna.py +0 -0
  35. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/preprocess/normalize.py +0 -0
  36. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/preprocess/outliers.py +0 -0
  37. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/preprocess/preprocessor.py +0 -0
  38. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/preprocess/shift.py +0 -0
  39. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/preprocess/truncate.py +0 -0
  40. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/structure/__init__.py +0 -0
  41. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/structure/data.py +0 -0
  42. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/utils/__init__.py +0 -0
  43. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/utils/imports.py +0 -0
  44. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/utils/utils.py +0 -0
  45. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/visualization/__init__.py +0 -0
  46. {anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/visualization/format.py +0 -0
  47. {anomalylab-0.3.2 → anomalylab-0.3.3}/requirements.txt +0 -0
  48. {anomalylab-0.3.2 → anomalylab-0.3.3}/setup.cfg +0 -0
  49. {anomalylab-0.3.2 → anomalylab-0.3.3}/tests/__init__.py +0 -0
{anomalylab-0.3.2 → anomalylab-0.3.3/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: 0.3.2
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+ Version: 0.3.3
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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-0.3.2/AnomalyLab.egg-info → anomalylab-0.3.3}/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: 0.3.2
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+ Version: 0.3.3
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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-0.3.2 → anomalylab-0.3.3}/anomalylab/core/core.py RENAMED
@@ -354,10 +354,18 @@ class Panel:
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  )
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  def format_excel(
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- self, path: str, align=True, line=True, convert_brackets=False
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+ self,
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+ path: str,
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+ align=True,
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+ line=True,
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+ convert_brackets=False,
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+ adjust_col_widths=False,
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  ) -> None:
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  self.format_preprocessor(path=path).process(
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- align=align, line=line, convert_brackets=convert_brackets
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+ align=align,
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+ line=line,
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+ convert_brackets=convert_brackets,
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+ adjust_col_widths=adjust_col_widths,
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  )
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{anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/structure/panel_data.py RENAMED
@@ -61,8 +61,9 @@ class PanelData(Data):
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  if self.is_copy:
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  self.df = copy.deepcopy(self.df)
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  self.df[self.id] = self.df[self.id].astype(int)
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- self.df[self.time] = pd.to_datetime(self.df[self.time], format="ISO8601")
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- self.df[self.time] = self.df[self.time].dt.to_period(freq=self.frequency)
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+ if not isinstance(self.df[self.time].dtype, pd.PeriodDtype):
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+ self.df[self.time] = pd.to_datetime(self.df[self.time], format="ISO8601")
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+ self.df[self.time] = self.df[self.time].dt.to_period(freq=self.frequency)
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  self.df.sort_values(by=[self.time, self.id], inplace=True)
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  basic_column = (
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  [self.id, self.time] if self.ret is None else [self.id, self.time, self.ret]
{anomalylab-0.3.2 → anomalylab-0.3.3}/anomalylab/structure/time_series.py RENAMED
@@ -37,8 +37,9 @@ class TimeSeries(Data):
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  """
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  if self.is_copy:
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  self.df = copy.deepcopy(self.df)
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- self.df[self.time] = pd.to_datetime(self.df[self.time], format="ISO8601")
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- self.df[self.time] = self.df[self.time].dt.to_period(freq=self.frequency)
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+ if not isinstance(self.df[self.time].dtype, pd.PeriodDtype):
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+ self.df[self.time] = pd.to_datetime(self.df[self.time], format="ISO8601")
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+ self.df[self.time] = self.df[self.time].dt.to_period(freq=self.frequency)
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  self.df = self.df.sort_values(by=self.time)
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  self.factors = list(self.df.columns)
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  self.factors.remove(self.time)
{anomalylab-0.3.2 → anomalylab-0.3.3}/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="0.3.2",
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+ version="0.3.3",
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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-0.3.2 → anomalylab-0.3.3}/.gitattributes RENAMED
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{anomalylab-0.3.2 → anomalylab-0.3.3}/.gitignore RENAMED
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{anomalylab-0.3.2 → anomalylab-0.3.3}/LICENSE RENAMED
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{anomalylab-0.3.2 → anomalylab-0.3.3}/MANIFEST.in RENAMED
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{anomalylab-0.3.2 → anomalylab-0.3.3}/README.md RENAMED
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{anomalylab-0.3.2 → anomalylab-0.3.3}/requirements.txt RENAMED
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{anomalylab-0.3.2 → anomalylab-0.3.3}/setup.cfg RENAMED
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{anomalylab-0.3.2 → anomalylab-0.3.3}/tests/__init__.py RENAMED
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