AnomalyLab 0.3.6__tar.gz → 0.3.7__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-0.3.6 → anomalylab-0.3.7/AnomalyLab.egg-info}/PKG-INFO +2 -1
  2. {anomalylab-0.3.6/AnomalyLab.egg-info → anomalylab-0.3.7}/PKG-INFO +2 -1
  3. {anomalylab-0.3.6 → anomalylab-0.3.7}/README.md +1 -0
  4. {anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/core/core.py +17 -0
  5. {anomalylab-0.3.6 → anomalylab-0.3.7}/setup.py +1 -1
  6. {anomalylab-0.3.6 → anomalylab-0.3.7}/.gitattributes +0 -0
  7. {anomalylab-0.3.6 → anomalylab-0.3.7}/.github/workflows/python-publish.yml +0 -0
  8. {anomalylab-0.3.6 → anomalylab-0.3.7}/.gitignore +0 -0
  9. {anomalylab-0.3.6 → anomalylab-0.3.7}/AnomalyLab.egg-info/SOURCES.txt +0 -0
  10. {anomalylab-0.3.6 → anomalylab-0.3.7}/AnomalyLab.egg-info/dependency_links.txt +0 -0
  11. {anomalylab-0.3.6 → anomalylab-0.3.7}/AnomalyLab.egg-info/requires.txt +0 -0
  12. {anomalylab-0.3.6 → anomalylab-0.3.7}/AnomalyLab.egg-info/top_level.txt +0 -0
  13. {anomalylab-0.3.6 → anomalylab-0.3.7}/LICENSE +0 -0
  14. {anomalylab-0.3.6 → anomalylab-0.3.7}/MANIFEST.in +0 -0
  15. {anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/__init__.py +0 -0
  16. {anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/config.py +0 -0
  17. {anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/core/__init__.py +0 -0
  18. {anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/datasets/__init__.py +0 -0
  19. {anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/datasets/dataset.py +0 -0
  20. {anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/datasets/panel_data.csv +0 -0
  21. {anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/datasets/time_series_data.csv +0 -0
  22. {anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/datasets/transition_matrix.png +0 -0
  23. {anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/empirical/__init__.py +0 -0
  24. {anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/empirical/correlation.py +0 -0
  25. {anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/empirical/empirical.py +0 -0
  26. {anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/empirical/fm_regression.py +0 -0
  27. {anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/empirical/persistence.py +0 -0
  28. {anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/empirical/portfolio.py +0 -0
  29. {anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/empirical/summary.py +0 -0
  30. {anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/preprocess/__init__.py +0 -0
  31. {anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/preprocess/fillna.py +0 -0
  32. {anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/preprocess/normalize.py +0 -0
  33. {anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/preprocess/outliers.py +0 -0
  34. {anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/preprocess/preprocessor.py +0 -0
  35. {anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/preprocess/shift.py +0 -0
  36. {anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/preprocess/truncate.py +0 -0
  37. {anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/structure/__init__.py +0 -0
  38. {anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/structure/data.py +0 -0
  39. {anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/structure/panel_data.py +0 -0
  40. {anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/structure/time_series.py +0 -0
  41. {anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/utils/__init__.py +0 -0
  42. {anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/utils/imports.py +0 -0
  43. {anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/utils/utils.py +0 -0
  44. {anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/visualization/__init__.py +0 -0
  45. {anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/visualization/format.py +0 -0
  46. {anomalylab-0.3.6 → anomalylab-0.3.7}/requirements.txt +0 -0
  47. {anomalylab-0.3.6 → anomalylab-0.3.7}/setup.cfg +0 -0
  48. {anomalylab-0.3.6 → anomalylab-0.3.7}/tests/__init__.py +0 -0
{anomalylab-0.3.6 → anomalylab-0.3.7/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: 0.3.6
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+ Version: 0.3.7
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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
@@ -44,6 +44,7 @@ Additionally, we have added several extra features, such as:
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  - Leading and lagging variables
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  - Winsorization/truncation
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  - Transition matrix calculation
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+ - Formatting output tables
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  ## Installation
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{anomalylab-0.3.6/AnomalyLab.egg-info → anomalylab-0.3.7}/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: 0.3.6
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+ Version: 0.3.7
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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
@@ -44,6 +44,7 @@ Additionally, we have added several extra features, such as:
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  - Leading and lagging variables
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  - Winsorization/truncation
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  - Transition matrix calculation
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+ - Formatting output tables
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  ## Installation
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{anomalylab-0.3.6 → anomalylab-0.3.7}/README.md RENAMED
@@ -21,6 +21,7 @@ Additionally, we have added several extra features, such as:
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  - Leading and lagging variables
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  - Winsorization/truncation
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  - Transition matrix calculation
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+ - Formatting output tables
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  ## Installation
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{anomalylab-0.3.6 → anomalylab-0.3.7}/anomalylab/core/core.py RENAMED
@@ -272,6 +272,20 @@ class Panel:
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  decimal=decimal,
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  )
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+ def group(
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+ self,
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+ endog: str,
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+ weight: str,
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+ vars: Union[str, list[str]],
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+ groups: Union[int, list[int]],
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+ sort_type: Optional[str] = None,
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+ ) -> tuple:
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+ return self.portfolio_analysis_processor(endog=endog, weight=weight).GroupN(
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+ vars=vars,
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+ groups=groups,
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+ sort_type=sort_type,
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+ )
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+
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  def univariate_analysis(
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  self,
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  endog: str,
@@ -426,6 +440,9 @@ if __name__ == "__main__":
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  str(resources.files("anomalylab.datasets")) + "/transition_matrix.png",
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  )
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  )
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+
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+ group_result = panel.group("return", "MktCap", "Illiq", 10)
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+
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  uni_ew, uni_vw = panel.univariate_analysis(
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  "return", "MktCap", "Illiq", 10, Models, time_series, factor_return=True
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  )
{anomalylab-0.3.6 → anomalylab-0.3.7}/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="0.3.6",
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+ version="0.3.7",
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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-0.3.6 → anomalylab-0.3.7}/.gitattributes RENAMED
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{anomalylab-0.3.6 → anomalylab-0.3.7}/.gitignore RENAMED
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{anomalylab-0.3.6 → anomalylab-0.3.7}/LICENSE RENAMED
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{anomalylab-0.3.6 → anomalylab-0.3.7}/MANIFEST.in RENAMED
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{anomalylab-0.3.6 → anomalylab-0.3.7}/requirements.txt RENAMED
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{anomalylab-0.3.6 → anomalylab-0.3.7}/setup.cfg RENAMED
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{anomalylab-0.3.6 → anomalylab-0.3.7}/tests/__init__.py RENAMED
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