AnomalyLab 0.3.5__tar.gz → 0.3.7__tar.gz

{anomalylab-0.3.5 → anomalylab-0.3.7/AnomalyLab.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: AnomalyLab
-Version: 0.3.5
+Version: 0.3.7
 Summary: A Python package for empirical asset pricing analysis.
 Author: FinPhd
 Classifier: Programming Language :: Python :: 3
@@ -44,6 +44,7 @@ Additionally, we have added several extra features, such as:
 - Leading and lagging variables
 - Winsorization/truncation
 - Transition matrix calculation
+- Formatting output tables
 
 ## Installation
 

{anomalylab-0.3.5/AnomalyLab.egg-info → anomalylab-0.3.7}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: AnomalyLab
-Version: 0.3.5
+Version: 0.3.7
 Summary: A Python package for empirical asset pricing analysis.
 Author: FinPhd
 Classifier: Programming Language :: Python :: 3
@@ -44,6 +44,7 @@ Additionally, we have added several extra features, such as:
 - Leading and lagging variables
 - Winsorization/truncation
 - Transition matrix calculation
+- Formatting output tables
 
 ## Installation
 

{anomalylab-0.3.5 → anomalylab-0.3.7}/README.md

@@ -21,6 +21,7 @@ Additionally, we have added several extra features, such as:
 - Leading and lagging variables
 - Winsorization/truncation
 - Transition matrix calculation
+- Formatting output tables
 
 ## Installation
 

{anomalylab-0.3.5 → anomalylab-0.3.7}/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
@@ -271,6 +272,20 @@ class Panel:
             decimal=decimal,
         )
 
+    def group(
+        self,
+        endog: str,
+        weight: str,
+        vars: Union[str, list[str]],
+        groups: Union[int, list[int]],
+        sort_type: Optional[str] = None,
+    ) -> tuple:
+        return self.portfolio_analysis_processor(endog=endog, weight=weight).GroupN(
+            vars=vars,
+            groups=groups,
+            sort_type=sort_type,
+        )
+
     def univariate_analysis(
         self,
         endog: str,
@@ -385,6 +400,7 @@ if __name__ == "__main__":
     panel = Panel(
         df,
         name="Stocks",
+        ret="return",
         classifications="industry",
         drop_all_chars_missing=True,
         is_copy=False,
@@ -424,6 +440,9 @@ if __name__ == "__main__":
             str(resources.files("anomalylab.datasets")) + "/transition_matrix.png",
         )
     )
+
+    group_result = panel.group("return", "MktCap", "Illiq", 10)
+
     uni_ew, uni_vw = panel.univariate_analysis(
         "return", "MktCap", "Illiq", 10, Models, time_series, factor_return=True
     )

{anomalylab-0.3.5 → anomalylab-0.3.7}/setup.py

@@ -2,7 +2,7 @@ from setuptools import find_packages, setup
 
 setup(
     name="AnomalyLab",
-    version="0.3.5",
+    version="0.3.7",
     author="FinPhd",
     # author_email="your.email@example.com",
     description="A Python package for empirical asset pricing analysis.",