AnomalyLab 0.3.8__tar.gz → 0.3.9__tar.gz

{anomalylab-0.3.8 → anomalylab-0.3.9/AnomalyLab.egg-info}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: AnomalyLab
-Version: 0.3.8
+Version: 0.3.9
 Summary: A Python package for empirical asset pricing analysis.
 Author: FinPhd
 Classifier: Programming Language :: Python :: 3
@@ -61,8 +61,6 @@ This package provides a comprehensive suite of tools for empirical asset pricing
 ### Importing Data
 
 ```python
-from importlib import resources
-
 import pandas as pd
 from pandas import DataFrame
 
@@ -93,8 +91,8 @@ panel = Panel(
 )
 time_series: TimeSeries = TimeSeries(
     df=ts, name="Factor Series", time="date", frequency="M", is_copy=False
-pp(panel)
 )
+pp(panel)
 ```
 
 ### Preprocessing Data
@@ -106,7 +104,7 @@ Several preprocessing functions are available for handling missing values, norma
 # Filling Group Columns
 panel.fill_group_column(group_column="industry", value="Other")
 # Filling Missing Values
-panel.fillna(method="mean", group_columns="date")
+panel.fillna(method="mean", value=0, group_columns="date")
 
 # Normalizing Data:
 # panel.normalize(method="zscore", group_columns="date")
@@ -115,7 +113,7 @@ panel.fillna(method="mean", group_columns="date")
 # panel.shift(periods=1, drop_original=False)
 
 # Winsorizing Data:
-panel.winsorize(method="winsorize")
+panel.winsorize(method="winsorize", group_columns="date")
 pp(panel)
 ```
 
@@ -144,7 +142,7 @@ The persistence() function computes persistence for a given set of periods to an
 The transition_matrix() function calculates the transition matrix to evaluate how a variable moves between different states (e.g., deciles) over time.
 
 ```python
-person = panel.persistence(periods=[1, 3, 6, 12, 36, 60])
+persistence = panel.persistence(periods=[1, 3, 6, 12, 36, 60])
 pp(persistence)
 pp(
     panel.transition_matrix(

{anomalylab-0.3.8/AnomalyLab.egg-info → anomalylab-0.3.9}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: AnomalyLab
-Version: 0.3.8
+Version: 0.3.9
 Summary: A Python package for empirical asset pricing analysis.
 Author: FinPhd
 Classifier: Programming Language :: Python :: 3
@@ -61,8 +61,6 @@ This package provides a comprehensive suite of tools for empirical asset pricing
 ### Importing Data
 
 ```python
-from importlib import resources
-
 import pandas as pd
 from pandas import DataFrame
 
@@ -93,8 +91,8 @@ panel = Panel(
 )
 time_series: TimeSeries = TimeSeries(
     df=ts, name="Factor Series", time="date", frequency="M", is_copy=False
-pp(panel)
 )
+pp(panel)
 ```
 
 ### Preprocessing Data
@@ -106,7 +104,7 @@ Several preprocessing functions are available for handling missing values, norma
 # Filling Group Columns
 panel.fill_group_column(group_column="industry", value="Other")
 # Filling Missing Values
-panel.fillna(method="mean", group_columns="date")
+panel.fillna(method="mean", value=0, group_columns="date")
 
 # Normalizing Data:
 # panel.normalize(method="zscore", group_columns="date")
@@ -115,7 +113,7 @@ panel.fillna(method="mean", group_columns="date")
 # panel.shift(periods=1, drop_original=False)
 
 # Winsorizing Data:
-panel.winsorize(method="winsorize")
+panel.winsorize(method="winsorize", group_columns="date")
 pp(panel)
 ```
 
@@ -144,7 +142,7 @@ The persistence() function computes persistence for a given set of periods to an
 The transition_matrix() function calculates the transition matrix to evaluate how a variable moves between different states (e.g., deciles) over time.
 
 ```python
-person = panel.persistence(periods=[1, 3, 6, 12, 36, 60])
+persistence = panel.persistence(periods=[1, 3, 6, 12, 36, 60])
 pp(persistence)
 pp(
     panel.transition_matrix(

{anomalylab-0.3.8 → anomalylab-0.3.9}/README.md

@@ -38,8 +38,6 @@ This package provides a comprehensive suite of tools for empirical asset pricing
 ### Importing Data
 
 ```python
-from importlib import resources
-
 import pandas as pd
 from pandas import DataFrame
 
@@ -70,8 +68,8 @@ panel = Panel(
 )
 time_series: TimeSeries = TimeSeries(
     df=ts, name="Factor Series", time="date", frequency="M", is_copy=False
-pp(panel)
 )
+pp(panel)
 ```
 
 ### Preprocessing Data
@@ -83,7 +81,7 @@ Several preprocessing functions are available for handling missing values, norma
 # Filling Group Columns
 panel.fill_group_column(group_column="industry", value="Other")
 # Filling Missing Values
-panel.fillna(method="mean", group_columns="date")
+panel.fillna(method="mean", value=0, group_columns="date")
 
 # Normalizing Data:
 # panel.normalize(method="zscore", group_columns="date")
@@ -92,7 +90,7 @@ panel.fillna(method="mean", group_columns="date")
 # panel.shift(periods=1, drop_original=False)
 
 # Winsorizing Data:
-panel.winsorize(method="winsorize")
+panel.winsorize(method="winsorize", group_columns="date")
 pp(panel)
 ```
 
@@ -121,7 +119,7 @@ The persistence() function computes persistence for a given set of periods to an
 The transition_matrix() function calculates the transition matrix to evaluate how a variable moves between different states (e.g., deciles) over time.
 
 ```python
-person = panel.persistence(periods=[1, 3, 6, 12, 36, 60])
+persistence = panel.persistence(periods=[1, 3, 6, 12, 36, 60])
 pp(persistence)
 pp(
     panel.transition_matrix(

{anomalylab-0.3.8 → anomalylab-0.3.9}/anomalylab/core/core.py

@@ -710,6 +710,7 @@ if __name__ == "__main__":
     panel.fillna(
         # columns="MktCap",
         method="mean",
+        value=0,
         group_columns="date",
         # no_process_columns="MktCap",
         # process_all_characteristics=True,
@@ -723,7 +724,7 @@ if __name__ == "__main__":
     # )
     # panel.shift(periods=1, drop_original=False)
 
-    panel.winsorize(method="winsorize")
+    panel.winsorize(method="winsorize", group_columns="date")
     pp(panel)
 
     summary = panel.summary()

{anomalylab-0.3.8 → anomalylab-0.3.9}/setup.py

@@ -2,7 +2,7 @@ from setuptools import find_packages, setup
 
 setup(
     name="AnomalyLab",
-    version="0.3.8",
+    version="0.3.9",
     author="FinPhd",
     # author_email="your.email@example.com",
     description="A Python package for empirical asset pricing analysis.",