openfactsheet 0.1.0a1__tar.gz

openfactsheet-0.1.0a1/.gitignore

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+# ---------------------------------------------------------------------------
+# Secrets and credentials — never commit these.
+# ---------------------------------------------------------------------------
+.env
+.env.*
+!.env.example
+*.pem
+*.key
+*.p12
+*.pfx
+*.jks
+*.keystore
+id_rsa*
+id_ed25519*
+credentials*.json
+service-account*.json
+secrets.*
+*.secret
+*.secrets
+.netrc
+.pypirc
+token.txt
+*.token
+
+# Local Claude Code settings (may contain machine-specific permissions)
+.claude/settings.local.json
+
+# Private / proprietary return data — keep outside the repository.
+data/private/
+private/
+*.private.csv
+*.private.xlsx
+
+# ---------------------------------------------------------------------------
+# Python
+# ---------------------------------------------------------------------------
+__pycache__/
+*.py[cod]
+*$py.class
+*.so
+build/
+dist/
+*.egg-info/
+.eggs/
+pip-wheel-metadata/
+.venv/
+venv/
+env/
+
+# Tooling caches
+.pytest_cache/
+.mypy_cache/
+.ruff_cache/
+.hypothesis/
+.coverage
+.coverage.*
+coverage.xml
+htmlcov/
+.tox/
+.nox/
+
+# Notebooks
+.ipynb_checkpoints/
+
+# R
+.Rhistory
+.RData
+.Rproj.user/
+
+# Full-resolution logo artwork (1.2 MB) kept locally; the web-optimized copy used
+# by the README is committed as docs/assets/openfactsheet_logo.png.
+/OpenFactsheet_logo.png
+
+# Generated reports from local experiments
+/factsheet*.html
+/factsheet*.json
+examples/factsheet_example.*
+*.log
+
+# OS / editor
+.DS_Store
+Thumbs.db
+desktop.ini
+.idea/
+.vscode/
+*.swp
+*~

openfactsheet-0.1.0a1/CHANGELOG.md

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+# Changelog
+
+All notable changes are recorded here. OpenFactsheet versions the **package**
+and the **methodology** separately: a methodology version change means reported
+numbers, statuses or conventions changed.
+
+## [0.1.0a1] — 2026-10-16
+
+Package 0.1.0a1 (public alpha) · Methodology 0.1.0
+
+### Added
+- Canonical pipeline: input → normalization → data-quality diagnostics →
+  metrics → applicability/confidence policy → interpretation → reports.
+- Inputs: lists, tuples, NumPy arrays, pandas Series/DataFrames, CSV, Excel
+  (optional extra), wide monthly-return tables, pasted table text.
+- Deterministic percent/decimal classifier; calendar-based frequency inference.
+- 48 canonical metrics (returns, volatility, drawdowns, risk-adjusted, tail,
+  distribution, consistency, serial dependence, benchmark-relative) with full
+  registry documentation and generated per-metric pages.
+- Data-quality diagnostics: missing values/periods, stale and repeated returns,
+  outliers, impossible returns, serial correlation, smoothing risk.
+- Reports: terminal, Markdown, HTML, deterministic JSON; `ofs.compare()` with
+  common-period analysis and no ranking.
+- Every result links to the reference-manual topic that defines it:
+  `MetricResult.documentation` and `FactsheetReport.documentation`, a
+  `documentation` key on every metric in the JSON and a top-level
+  `documentation` block, linked metric names in the Markdown and HTML reports.
+  The links are pinned to the version that produced the result (decision 0035).
+- Tests: unit, property-based, golden reports, CLAUDE.md acceptance tests 1–3,
+  cross-library validation against PerformanceAnalytics, empyrical, QuantStats.
+
+### Added — Public-alpha status, creator credit, disclaimer and attribution
+- README states **Public alpha** · Methodology 0.1.0 with a caution to validate
+  results, and a Creator section (Prof. Andrés A. Bagnasco, with LinkedIn link);
+  `CITATION.cff` and `pyproject.toml` credit him alongside the contributors.
+- `DISCLAIMER.md` is the single source of the disclosure (proposed text, counsel
+  review pending). Its short notice (`interpretation.glossary.SHORT_DISCLAIMER`)
+  appears, with a link to the full text, at the top and end of the terminal,
+  Markdown and HTML reports, in `ofs.compare(...).summary()` and on the manual's
+  title page; the manual includes the full text. The JSON schema is unchanged.
+- `docs/ATTRIBUTION.md`, generated from the registry and
+  `metrics/attribution.py`, credits each metric's originator(s) and seminal
+  work with an uncertainty flag (Bacon as a secondary reference); a test requires
+  an entry for every registered metric.
+- `THIRD_PARTY_NOTICES.md` (dependency and vendored-component licenses) and
+  `docs/audits/regulatory_disclosure_review.md` (regulatory questions for
+  counsel; no compliance claim).
+
+### Added — Bacon Wave 1: monthly-return measures (5 metrics; 102 in total)
+- `gini_mean_difference`: Gini's mean difference over the n(n − 1) ordered
+  pairs (Bacon eq. 2.8), per period, computed in O(n log n) from the sorted
+  returns; agrees with skfolio `gini_mean_difference`.
+- `relative_mean_difference`: mean difference over the **signed** mean
+  (Bacon eq. 2.9); undefined when the mean is zero, negative for losing
+  histories (documented).
+- `skewness_kurtosis_ratio`: Watanabe's ratio G1 / (G2 + 3) from the canonical
+  bias-corrected estimators (Bacon eq. 3.7); undefined when G2 + 3 <= 0.
+  PerformanceAnalytics' population-moment g1 / b2 is a pinned known difference.
+- `bias_ratio`: Abdulali's bias ratio (Bacon eq. 10.17) with the sample
+  standard deviation and closed intervals, a zero return counted on both
+  sides; a neutral shape diagnostic, explicitly not a fraud detector.
+- `volatility_skewness`: UPM2 / LPM2 at the 0% target (Bacon eq. 6.32);
+  agrees with PerformanceAnalytics `VolatilitySkewness`. Variability skewness
+  (its square root) is not registered.
+- None is annualized. No existing metric value, status or convention changes;
+  methodology stays 0.1.0. Gap audit in
+  `docs/audits/bacon_wave1_monthly_gap_audit.md`; decision 0036.
+
+### Added — Share classes, table roles and document benchmarks (decision 0033)
+- Tables with a fund row and a benchmark row per year (and optional relative
+  rows) are read as separate series with roles (fund / benchmark / relative /
+  unknown); a benchmark table is also recognized by its caption.
+- `ofs.load(document)` returns the benchmark returns as a separate series;
+  `ofs.analyze(document)` uses the fund series and says the benchmark returns
+  were not used. A benchmark-only document is not analyzed as the fund.
+- Share classes are detected (class tables or class-and-ISIN lines) and the
+  returns table is attributed to one by fixed evidence rules (caption/footnote,
+  performance heading, single class, currency); otherwise the report says it is
+  ambiguous and lists the candidates.
+
+### Added — Reference manual (decision 0034)
+- A CRAN-style PDF reference manual generated from the code: title page,
+  contents, one topic per public function and class (from docstrings), one topic
+  per metric (formula, usage, whether annualized, interpretation, assumptions,
+  when it misleads, minimum data, calculation and confidence criteria, reference
+  implementations, references, related decisions), the methodology documents,
+  every decision note, validation, a bibliography with back-links and an index.
+- Every topic has a stable PDF named destination (`metric-<id>`, `api-<name>`,
+  `decision-<nnnn>`, ...).
+- Built offline and reproducibly with Typst (`pip install openfactsheet[docs]`,
+  `python scripts/build_manual.py`); vendored MiTeX and cmarker; PDF/A-2b. CI
+  builds it on every change and fails on any formula or link that does not compile.
+- The manual's data (`docs/manual/data/*.json`) is generated by
+  `scripts/generate_docs.py`, from the same per-metric record as the Markdown pages.
+- Complete Google-style docstrings for the public API; a test requires every
+  argument to be documented.
+
+### Security (pre-release review, 2026-10-16)
+- Security review of the public alpha: `docs/audits/security_alpha_review.md`
+  (automated scans plus manual review; not a third-party audit). No metric
+  value, status or methodology convention changed.
+- Explicit resource limits on untrusted inputs, defined in
+  `openfactsheet.input.limits`: file size, Excel uncompressed size, image and
+  rendered-page pixels, PDF pages, Tesseract run time. Oversized inputs are
+  refused with `InputError` / `OCRExtractionError`.
+- Markdown reports write `<`/`>` in names as entities and fence document text
+  with a fence it cannot close; terminal reports replace control characters.
+- Dependency floors raised past known advisories: `pypdf>=6.19`,
+  `Pillow>=12.3`; `defusedxml` added to the `excel` extra.
+- CI: GitHub Actions pinned to commit SHAs, least-privilege workflow
+  permissions, `persist-credentials: false`, Dependabot for pip and Actions.
+
+### Changed (pre-release)
+- The reference manual can be downloaded as one file from the `manual-latest`
+  pre-release (updated by `.github/workflows/manual.yml` whenever the PDF on
+  `main` changes); published releases get the manual of their version attached.
+- The reference manual PDF is committed (`docs/manual/openfactsheet-manual.pdf`).
+  It records a digest of its sources, and the test suite and CI fail when it is
+  stale. Its date is the version's CHANGELOG release date ("unreleased" before
+  release). Typst is pinned exactly, and the file is packed with pikepdf
+  (2.4 MB instead of 6.5 MB).
+- Documentation of the 16 metrics that state a loss as a negative number (drawdowns,
+  VaR, expected shortfall, worst period/calendar year/rolling year) now says
+  "smaller loss is better (−10% beats −25%)" instead of "higher is better", which
+  read as "a bigger drawdown is better". The machine field `direction` is unchanged
+  (`higher_is_better` on the signed value); the metrics are flagged `signed_loss`
+  in the registry and `ofs.metric_catalog()`, and registration rejects an unflagged
+  drawdown or tail return.
+- `factor_alpha_t_statistic` formula written with `\left\lfloor`/`\right\rfloor`
+  (display only) so every formula compiles in the manual.
+- A PDF with a fund table and a benchmark table no longer raises in `analyze()`;
+  it analyzes the fund table (decision 0033).
+
+### Added — Fund profile from documents (decision 0032)
+- PDF and image inputs yield a `DocumentProfile` (`report.document`, JSON
+  `document`): fund name, objective, benchmark name(s), currency, launch date
+  and identifiers, each with evidence (page, line, snippet, rule) and a
+  confidence. Shown in section 1 of every renderer.
+- Identifier validation by check digit (ISIN, CUSIP, SEDOL, LEI, FIGI; never
+  corrected), label-only codes (WKN, Valor, Bloomberg ticker, RIC), and links
+  to the national code embedded in an ISIN (DE/WKN, US/CA/CUSIP, GB/IE/SEDOL,
+  CH/LI/Valor). Labels in English, German, French, Spanish and Italian.
+- A benchmark named in the document is shown with a note that its returns were
+  not supplied; it is never used as benchmark returns.
+
+### Added — OCR of screenshots and scanned PDFs
+- `ofs.analyze("table.png")` and scanned (image-only) PDF pages are recognized
+  by a local OCR engine: RapidOCR by default with the models bundled in its
+  wheel (never downloaded; the model hashes are recorded), Tesseract as an
+  alternative (`ofs.load(path, ocr_engine="tesseract")`). Extras `ocr` and
+  `tesseract` (decision 0031).
+- Recognized tables use the same position-based reconstruction as PDF text
+  (new `openfactsheet.documents` layer) with stricter acceptance: cells below
+  0.90 confidence, a missing total column or any unreconciled year refuse the
+  table; documented character repairs and up to three unreadable month headers
+  are allowed but recorded and lower the confidence to moderate.
+- Every renderer now shows document extractions in section 1: engine,
+  confidence, checks (with the reconciliation tolerance) and the table exactly
+  as read.
+- `ocr` pytest marker and CI job; engine-independent rule tests use a fake
+  engine.
+
+### Fixed (pre-release, comparison)
+- `ofs.compare(..., benchmark=...)`: the common-period re-analysis re-read the
+  benchmark with a decimal declaration, so a benchmark supplied in percent was
+  taken 100 times too large (e.g. beta 0.0013 instead of 0.13). The benchmark is
+  now normalized once, exactly as for the full-history reports, and the
+  common-period reports keep each fund's original scale evidence.
+
+### Added — Phase 6: PDF factsheets (embedded text)
+- `ofs.load("factsheet.pdf")` / `ofs.analyze(...)` read monthly-return tables from
+  PDFs with embedded text (optional extra `openfactsheet[pdf]`, pypdf). Values are
+  assigned to month columns by their position under the header (a row of a fund
+  launched in April is never shifted to January), each year is reconciled with
+  its YTD cell, and any inconsistency refuses the table with the reconstructed
+  table in the error (decision 0030). Scanned PDFs are refused (no OCR yet).
+- Extraction confidence (high / moderate) and its reasons are shown in the input
+  warnings; `provenance.extraction` records the engine and version, the file's
+  SHA-256, the page, the checks and the reconstructed table.
+- `RawReturns.warnings` carries parser warnings into `InputDiagnostics`.
+
+### Added — Phase 2, fourth increment (3 metrics; 97 in total)
+- `variance_ratio_1y` (supplementary): variance ratio at the one-year horizon
+  from the sample autocorrelations, with i.i.d. standard error, z and p-value —
+  a direct test of square-root-of-time annualization.
+- `sharpe_ratio_autocorrelation_adjusted`: Lo (2002) annualization of the
+  Sharpe ratio, `SR_per_period × sqrt(q / VR(q))`; for the smoothed hedge-fund
+  fixture it is 1.57 against a conventional 2.38. The conventional Sharpe ratio
+  is unchanged; an interpretation note states both.
+- `profit_factor`: gross gains / gross losses (validated against QuantStats).
+- Both serial-correlation statistics need two years of data; confidence policy
+  `long_horizon_dependence` (low below 5 years, moderate below 10). Decision 0029.
+
+### Added — Phase 7: factor models (4 metrics; 94 in total)
+- `ofs.analyze(returns, factors=...)` and `ofs.compare(..., factors=...)` accept
+  caller-supplied factor returns (DataFrame, CSV/Excel path or table text; one
+  column per factor). A column named `RF` is the risk-free rate and is subtracted
+  from fund returns. Factor data are never downloaded.
+- One return scale is detected jointly for all factor columns (so a small RF
+  column in percent is never read as decimals); periods missing for the fund or
+  any factor are dropped, never filled; frequency mismatches raise the new
+  `FactorAlignmentError`.
+- OLS with Newey-West (HAC) standard errors, fixed lag `floor(4 (m/100)^(2/9))`,
+  no prewhitening, small-sample factor and Student t inference (decision 0028).
+  Known factor sets are labelled (CAPM, Fama-French 3/5, Carhart).
+- New `factors` category: factor-model alpha (annualized), its t-statistic,
+  R-squared and residual volatility. Report section 11 now shows the model,
+  alignment and every loading with standard error, t, p and 95% interval; JSON
+  gains `factor_analysis`, provenance gains `factor_names` and `factors_sha256`.
+- Confidence: policy `factor_regression`; factor overlap below 90% caps at
+  moderate; smoothed returns lower confidence (they bias loadings toward zero and
+  alpha upward). Collinear factors and serially correlated residuals are flagged.
+- Validated against R `lm` + `sandwich::NeweyWest` + `lmtest::coeftest` to 1e-8
+  (`validation/r/factor_reference.R`); new golden report `factor_case`.
+
+### Fixed (pre-release, factor-model increment)
+- The outlier diagnostic emitted a floating-point overflow warning when the median
+  absolute deviation was subnormal (found by property-based testing); the
+  overflowing robust z-score is now counted as an outlier without a warning.
+
+### Added — Phase 4: canonical charts
+- The HTML report now contains eight canonical charts rendered as static,
+  self-contained SVG (no external resources): growth of 1, calendar-year returns,
+  monthly heatmap, rolling one-year volatility, underwater chart, return
+  distribution, rolling one-year return and growth over the benchmark overlap.
+  Each has a caption and a data table; light and dark themes.
+- Presentation rules fixed by the methodology (decision 0026, `charts.*`
+  conventions): full history, linear scales, zero baselines for bars, symmetric
+  heatmap scale, partial years outlined and labelled, benchmark on the aligned
+  overlap only, every return counted in the histogram.
+- Drawdown-episode table (the 10 deepest episodes, deepest first) in terminal,
+  Markdown and HTML reports.
+- `FactsheetReport.charts()` returns the SVG strings keyed by chart id;
+  `FactsheetReport.benchmark_returns` keeps the supplied benchmark series.
+
+### Added — Phase 2, third increment (8 metrics; 90 in total)
+- Benchmark-relative: capture ratio (upside / downside capture), batting average
+  (with up- and down-market components), residual (specific) volatility,
+  appraisal ratio, M-squared, bull- and bear-market beta, timing ratio.
+- Validated against PerformanceAnalytics (`CAPM.beta.bull` / `.bear`,
+  `TimingRatio`, `Modigliani`, `UpDownRatios(method = "Percent")`, R `lm`) and
+  empyrical (`up_down_capture`); documented differences from `SpecificRisk` and
+  `AppraisalRatio` pinned by tests. Decision note 0027.
+
+### Fixed (pre-release, third increment)
+- A constant fund against a varying benchmark produced rounding-noise betas
+  (e.g. 1e-17) and therefore absurd Treynor ratios (about -8.6e15). The
+  single-index regression is now solved exactly for a constant fund (beta 0,
+  zero residuals), so ratios dividing by beta or residual risk are
+  `not_applicable` with a reason.
+- R-squared for a constant fund was reported with status `error` (NaN); it is now
+  `not_applicable` (no variance to explain).
+
+### Added — Phase 2, second increment (18 metrics; 82 in total)
+- Drawdown tail: Drawdown-at-Risk, Conditional Drawdown-at-Risk, Entropic
+  Drawdown-at-Risk (95%); entropic VaR of returns; modified (Cornish-Fisher)
+  Expected Shortfall.
+- Episode summaries: median drawdown, average drawdown duration, longest
+  peak-to-trough decline, average recovery time; recovery factor.
+- Complete-calendar-year statistics (best, worst, share positive; partial years
+  excluded and disclosed) and rolling one-year windows over every start date
+  (best, worst, share positive).
+- Geometric mean return per period; interquartile range.
+- Validated against PerformanceAnalytics (episode table, calendar years,
+  rolling windows, modified ES, geometric mean), R `IQR`, skfolio 1.0.6
+  (DaR/CDaR/EDaR/EVaR; added to the `validation` extra) and QuantStats.
+
+### Changed (pre-release, second increment)
+- A metric result of plus or minus infinity (a denominator below floating-point
+  resolution) is reported as `not_applicable` with an explanation; NaN remains
+  `error`. Found by property-based testing.
+- Shape statistics are undefined for numerically constant returns (variance
+  below floating-point resolution), instead of returning rounding noise.
+
+### Added — Phase 2, first increment (16 metrics; 64 in total)
+- Risk-adjusted: Kappa 3, upside potential ratio, Burke, Sterling, Pain ratio.
+- Returns / dispersion: payoff ratio, semi-deviation, downside potential (LPM 1),
+  mean absolute deviation.
+- Tail (supplementary, model-dependent): Gaussian and Cornish-Fisher VaR.
+- Distribution (supplementary): Jarque-Bera p-value.
+- New **Statistical confidence** category, rendered in report section 12:
+  Probabilistic Sharpe Ratio, Sharpe standard error with 95% interval, Minimum
+  Track Record Length, standard error of the mean with t-interval and t-test.
+- Two interpretation rules state whether the Sharpe ratio is statistically
+  distinguishable from zero and whether the track record is long enough.
+- Every new metric cross-validated against PerformanceAnalytics, R `t.test`,
+  SciPy or QuantStats; decision notes 0016–0020.
+
+### Documentation
+- Complete specification under `docs/reference/`: exact LaTeX formulas for every
+  metric (stored in the registry), notation, every decision criterion in
+  evaluation order, all thresholds and constants (generated from the code), and
+  the JSON report schema. Metric pages include calculation criteria
+  (applicability, undefined conditions, confidence rules, recorded assumptions).
+- Tests fail if a metric lacks an exact formula, if a runtime "undefined"
+  condition is undocumented, or if a diagnostic finding or interpretation rule
+  is missing from the criteria reference.
+
+### Changed (pre-release)
+- `InputDiagnostics.duplicate_dates` renamed `duplicate_periods` (it counts
+  observations sharing a calendar period).
+- A declared frequency is accepted for a single dated observation.
+- Numeric (integer or float) indexes are treated as positions, never dates.
+- `max_drawdown` warns when the deepest drawdown has not recovered.
+- Benchmark-coverage and short-annualization confidence thresholds moved into
+  the canonical methodology (`confidence.*`); values unchanged.
+
+### Methodology 0.1.0
+- Initial canonical conventions; see `docs/methodology/decisions/0001`–`0015`.

openfactsheet-0.1.0a1/DISCLAIMER.md

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+# Important information and disclaimers
+
+This file is the single, version-controlled source of OpenFactsheet's
+English-language disclosure. The README, the documentation, the reference
+manual, the generated reports and the website reuse or link to this text rather
+than keeping their own copies. A test (`tests/unit/test_disclaimer.py`) fails if
+the short notice below drifts from the copy used in the README and the reports.
+
+> **Status of this text.** This is proposed public-facing copy prepared for the
+> public alpha. It is not legal advice and has not yet been reviewed by legal
+> counsel; counsel review is pending (see
+> [the regulatory disclosure review](docs/audits/regulatory_disclosure_review.md)).
+> A disclaimer is not a regulatory safe harbor and does not, by itself,
+> establish compliance with, exemption from, or registration under any
+> regulatory regime.
+
+## Full disclosure
+
+**Important information — educational analytics only; not financial advice.** OpenFactsheet and OpenFactsheet.org provide general-purpose, informational and educational software and investment performance analytics. The content, calculations, comparisons, examples, reports, and other outputs are not personalized investment, financial, legal, tax, or accounting advice; they are not a recommendation, solicitation, endorsement, or offer to buy, sell, or hold any security, commodity interest, fund, or other financial product. OpenFactsheet does not evaluate your individual financial circumstances, objectives, risk tolerance, or suitability. Consult an appropriately qualified and, where applicable, licensed financial adviser before making investment decisions.
+
+**Investing involves risk, including possible loss of principal. Past performance is not indicative of future results.** Historical returns, statistical measures, rankings, comparisons and risk-adjusted performance figures do not predict future outcomes. Backtested, simulated, modeled or hypothetical results are not actual trading records and may differ materially from actual results. Results depend on the quality, completeness, timing, methodology, assumptions, benchmarks, fees, taxes, currencies, and other characteristics of the supplied data. Neither accuracy nor completeness is guaranteed; independently verify all inputs and outputs.
+
+**Use at your own risk.** The software and website are provided on an **“as is” and “as available”** basis, without warranties to the extent permitted by applicable law. Users are responsible for their use and interpretation of the software and results. Nothing in this notice excludes or restricts liability that cannot lawfully be excluded, or overrides the applicable open-source license or consumer-protection law.
+
+**References and attribution.** OpenFactsheet seeks to identify and appropriately credit the originators of financial metrics and methodologies, academic papers, books, data sources, and third-party libraries used or referenced. Attribution is not an endorsement, affiliation, license grant, or permission to reproduce protected content. If you believe an attribution, copyright notice, license, or reference is incomplete or incorrect, please contact the project using its published contact channel so the issue can be reviewed and corrected.
+
+## Short notice
+
+Where the full disclosure would be disruptive (report headers, comparison
+output, small screens), OpenFactsheet uses this short notice, always with a link
+to this page:
+
+> For information and education only — not investment advice. Investing involves risk; past performance does not predict future results. Verify results and consult a qualified financial adviser.
+
+The short notice does not replace context-specific warnings: every report also
+carries its data-quality findings, confidence labels, assumptions and the
+reasons a metric is unavailable.
+
+## Related documents
+
+- **License.** OpenFactsheet's source code is licensed under the
+  [Apache License 2.0](LICENSE). The license governs use and redistribution of
+  the software; it is not an investment-advice disclaimer, and this page does
+  not modify it.
+- **Attribution and corrections.** [docs/ATTRIBUTION.md](docs/ATTRIBUTION.md)
+  credits the originators of each metric. Report an incorrect or incomplete
+  attribution, copyright notice, license or reference by opening an issue at
+  <https://github.com/bagnascotrader/openfactsheet/issues>.
+- **Security.** Report vulnerabilities privately as described in
+  [SECURITY.md](SECURITY.md), never in a public issue.
+- **Third-party software.** [THIRD_PARTY_NOTICES.md](THIRD_PARTY_NOTICES.md)
+  lists the licenses of the libraries OpenFactsheet uses.
+- **Your data.** OpenFactsheet runs locally and does not upload the returns
+  you analyze. You are responsible for having the right to use any data,
+  factsheet or document you analyze; analyzing it with OpenFactsheet does not
+  make it freely redistributable.

openfactsheet-0.1.0a1/LICENSE

@@ -0,0 +1,202 @@
+
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+
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