AnomalyLab 0.3.4__tar.gz → 0.3.5__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-0.3.4 → anomalylab-0.3.5/AnomalyLab.egg-info}/PKG-INFO +1 -1
  2. {anomalylab-0.3.4/AnomalyLab.egg-info → anomalylab-0.3.5}/PKG-INFO +1 -1
  3. {anomalylab-0.3.4 → anomalylab-0.3.5}/anomalylab/empirical/fm_regression.py +3 -0
  4. {anomalylab-0.3.4 → anomalylab-0.3.5}/setup.py +1 -1
  5. {anomalylab-0.3.4 → anomalylab-0.3.5}/.gitattributes +0 -0
  6. {anomalylab-0.3.4 → anomalylab-0.3.5}/.github/workflows/python-publish.yml +0 -0
  7. {anomalylab-0.3.4 → anomalylab-0.3.5}/.gitignore +0 -0
  8. {anomalylab-0.3.4 → anomalylab-0.3.5}/AnomalyLab.egg-info/SOURCES.txt +0 -0
  9. {anomalylab-0.3.4 → anomalylab-0.3.5}/AnomalyLab.egg-info/dependency_links.txt +0 -0
  10. {anomalylab-0.3.4 → anomalylab-0.3.5}/AnomalyLab.egg-info/requires.txt +0 -0
  11. {anomalylab-0.3.4 → anomalylab-0.3.5}/AnomalyLab.egg-info/top_level.txt +0 -0
  12. {anomalylab-0.3.4 → anomalylab-0.3.5}/LICENSE +0 -0
  13. {anomalylab-0.3.4 → anomalylab-0.3.5}/MANIFEST.in +0 -0
  14. {anomalylab-0.3.4 → anomalylab-0.3.5}/README.md +0 -0
  15. {anomalylab-0.3.4 → anomalylab-0.3.5}/anomalylab/__init__.py +0 -0
  16. {anomalylab-0.3.4 → anomalylab-0.3.5}/anomalylab/config.py +0 -0
  17. {anomalylab-0.3.4 → anomalylab-0.3.5}/anomalylab/core/__init__.py +0 -0
  18. {anomalylab-0.3.4 → anomalylab-0.3.5}/anomalylab/core/core.py +0 -0
  19. {anomalylab-0.3.4 → anomalylab-0.3.5}/anomalylab/datasets/__init__.py +0 -0
  20. {anomalylab-0.3.4 → anomalylab-0.3.5}/anomalylab/datasets/dataset.py +0 -0
  21. {anomalylab-0.3.4 → anomalylab-0.3.5}/anomalylab/datasets/panel_data.csv +0 -0
  22. {anomalylab-0.3.4 → anomalylab-0.3.5}/anomalylab/datasets/time_series_data.csv +0 -0
  23. {anomalylab-0.3.4 → anomalylab-0.3.5}/anomalylab/datasets/transition_matrix.png +0 -0
  24. {anomalylab-0.3.4 → anomalylab-0.3.5}/anomalylab/empirical/__init__.py +0 -0
  25. {anomalylab-0.3.4 → anomalylab-0.3.5}/anomalylab/empirical/correlation.py +0 -0
  26. {anomalylab-0.3.4 → anomalylab-0.3.5}/anomalylab/empirical/empirical.py +0 -0
  27. {anomalylab-0.3.4 → anomalylab-0.3.5}/anomalylab/empirical/persistence.py +0 -0
  28. {anomalylab-0.3.4 → anomalylab-0.3.5}/anomalylab/empirical/portfolio.py +0 -0
  29. {anomalylab-0.3.4 → anomalylab-0.3.5}/anomalylab/empirical/summary.py +0 -0
  30. {anomalylab-0.3.4 → anomalylab-0.3.5}/anomalylab/preprocess/__init__.py +0 -0
  31. {anomalylab-0.3.4 → anomalylab-0.3.5}/anomalylab/preprocess/fillna.py +0 -0
  32. {anomalylab-0.3.4 → anomalylab-0.3.5}/anomalylab/preprocess/normalize.py +0 -0
  33. {anomalylab-0.3.4 → anomalylab-0.3.5}/anomalylab/preprocess/outliers.py +0 -0
  34. {anomalylab-0.3.4 → anomalylab-0.3.5}/anomalylab/preprocess/preprocessor.py +0 -0
  35. {anomalylab-0.3.4 → anomalylab-0.3.5}/anomalylab/preprocess/shift.py +0 -0
  36. {anomalylab-0.3.4 → anomalylab-0.3.5}/anomalylab/preprocess/truncate.py +0 -0
  37. {anomalylab-0.3.4 → anomalylab-0.3.5}/anomalylab/structure/__init__.py +0 -0
  38. {anomalylab-0.3.4 → anomalylab-0.3.5}/anomalylab/structure/data.py +0 -0
  39. {anomalylab-0.3.4 → anomalylab-0.3.5}/anomalylab/structure/panel_data.py +0 -0
  40. {anomalylab-0.3.4 → anomalylab-0.3.5}/anomalylab/structure/time_series.py +0 -0
  41. {anomalylab-0.3.4 → anomalylab-0.3.5}/anomalylab/utils/__init__.py +0 -0
  42. {anomalylab-0.3.4 → anomalylab-0.3.5}/anomalylab/utils/imports.py +0 -0
  43. {anomalylab-0.3.4 → anomalylab-0.3.5}/anomalylab/utils/utils.py +0 -0
  44. {anomalylab-0.3.4 → anomalylab-0.3.5}/anomalylab/visualization/__init__.py +0 -0
  45. {anomalylab-0.3.4 → anomalylab-0.3.5}/anomalylab/visualization/format.py +0 -0
  46. {anomalylab-0.3.4 → anomalylab-0.3.5}/requirements.txt +0 -0
  47. {anomalylab-0.3.4 → anomalylab-0.3.5}/setup.cfg +0 -0
  48. {anomalylab-0.3.4 → anomalylab-0.3.5}/tests/__init__.py +0 -0
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.1
2
2
  Name: AnomalyLab
3
- Version: 0.3.4
3
+ Version: 0.3.5
4
4
  Summary: A Python package for empirical asset pricing analysis.
5
5
  Author: FinPhd
6
6
  Classifier: Programming Language :: Python :: 3
@@ -1,6 +1,6 @@
1
1
  Metadata-Version: 2.1
2
2
  Name: AnomalyLab
3
- Version: 0.3.4
3
+ Version: 0.3.5
4
4
  Summary: A Python package for empirical asset pricing analysis.
5
5
  Author: FinPhd
6
6
  Classifier: Programming Language :: Python :: 3
@@ -350,6 +350,7 @@ class FamaMacBethRegression(Empirical):
350
350
  df=self.panel_data.df,
351
351
  reg=model,
352
352
  is_normalize=is_normalize,
353
+ dummy_no_norm=dummy_no_norm,
353
354
  return_intermediate=True,
354
355
  )
355
356
  for model in reg_models.models
@@ -365,6 +366,8 @@ class FamaMacBethRegression(Empirical):
365
366
  df=self.panel_data.df,
366
367
  reg=model,
367
368
  is_normalize=is_normalize,
369
+ dummy_no_norm=dummy_no_norm,
370
+ return_intermediate=False,
368
371
  ),
369
372
  decimal=decimal or self.decimal,
370
373
  exog_order=exog_order,
@@ -2,7 +2,7 @@ from setuptools import find_packages, setup
2
2
 
3
3
  setup(
4
4
  name="AnomalyLab",
5
- version="0.3.4",
5
+ version="0.3.5",
6
6
  author="FinPhd",
7
7
  # author_email="your.email@example.com",
8
8
  description="A Python package for empirical asset pricing analysis.",
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes
File without changes