AnomalyLab 0.3.4__tar.gz → 0.3.6__tar.gz

{anomalylab-0.3.4 → anomalylab-0.3.6/AnomalyLab.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: AnomalyLab
-Version: 0.3.4
+Version: 0.3.6
 Summary: A Python package for empirical asset pricing analysis.
 Author: FinPhd
 Classifier: Programming Language :: Python :: 3

{anomalylab-0.3.4/AnomalyLab.egg-info → anomalylab-0.3.6}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: AnomalyLab
-Version: 0.3.4
+Version: 0.3.6
 Summary: A Python package for empirical asset pricing analysis.
 Author: FinPhd
 Classifier: Programming Language :: Python :: 3

{anomalylab-0.3.4 → anomalylab-0.3.6}/anomalylab/core/core.py

@@ -24,7 +24,7 @@ class Panel:
     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
     is_copy: bool = False
@@ -41,6 +41,7 @@ class Panel:
             drop_all_chars_missing=self.drop_all_chars_missing,
             is_copy=self.is_copy,
         )
+        self.firm_characteristics = self.panel_data.firm_characteristics
         self._normalize_processor = None
         self._fillna_processor = None
         self._winsorize_processor = None
@@ -385,6 +386,7 @@ if __name__ == "__main__":
     panel = Panel(
         df,
         name="Stocks",
+        ret="return",
         classifications="industry",
         drop_all_chars_missing=True,
         is_copy=False,

{anomalylab-0.3.4 → anomalylab-0.3.6}/anomalylab/empirical/fm_regression.py

@@ -350,6 +350,7 @@ class FamaMacBethRegression(Empirical):
                     df=self.panel_data.df,
                     reg=model,
                     is_normalize=is_normalize,
+                    dummy_no_norm=dummy_no_norm,
                     return_intermediate=True,
                 )
                 for model in reg_models.models
@@ -365,6 +366,8 @@ class FamaMacBethRegression(Empirical):
                             df=self.panel_data.df,
                             reg=model,
                             is_normalize=is_normalize,
+                            dummy_no_norm=dummy_no_norm,
+                            return_intermediate=False,
                         ),
                         decimal=decimal or self.decimal,
                         exog_order=exog_order,

{anomalylab-0.3.4 → anomalylab-0.3.6}/setup.py

@@ -2,7 +2,7 @@ from setuptools import find_packages, setup
 
 setup(
     name="AnomalyLab",
-    version="0.3.4",
+    version="0.3.6",
     author="FinPhd",
     # author_email="your.email@example.com",
     description="A Python package for empirical asset pricing analysis.",