openseries 0.14.0__py3-none-any.whl → 1.0.1__py3-none-any.whl

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openseries/types.py CHANGED
@@ -1,5 +1,5 @@
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  """
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- Declaring types used througout the project
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+ Declaring types used throughout the project
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  """
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  from typing import Literal, List
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  from pydantic import BaseModel
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: openseries
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- Version: 0.14.0
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+ Version: 1.0.1
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  Summary: Package for simple financial time series analysis.
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  Home-page: https://github.com/CaptorAB/OpenSeries
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  License: BSD-3-Clause
@@ -27,10 +27,8 @@ Requires-Dist: plotly (>=5.15.0,<6.0.0)
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  Requires-Dist: pydantic (>=1.10.11,<2.0.0)
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  Requires-Dist: python-dateutil (>=2.8.2,<3.0.0)
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  Requires-Dist: python-stdnum (>=1.18,<2.0)
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- Requires-Dist: requests (>=2.28.1,<3.0.0)
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  Requires-Dist: scipy (>=1.11.1,<2.0.0)
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  Requires-Dist: statsmodels (>=0.13.5,<0.14.0)
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- Requires-Dist: urllib3 (>=1.26.9,<2.0.0)
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  Project-URL: Repository, https://github.com/CaptorAB/OpenSeries
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  Description-Content-Type: text/markdown
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@@ -50,7 +48,7 @@ width="81" height="100" align="left" float="right"/><br/>
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  ![pylint](https://github.com/CaptorAB/OpenSeries/actions/workflows/pylint.yml/badge.svg)
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  [![License](https://img.shields.io/badge/License-BSD%203--Clause-blue.svg)](https://opensource.org/licenses/BSD-3-Clause)
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- **OpenSeries** is a project with tools to perform timeseries analysis on a single
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+ **OpenSeries** is a project with tools to analyse financial timeseries of a single
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  asset or a group of assets. It is solely made for daily or less frequent data.
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  <span style="font-size:2em;">[Changelog](https://github.com/CaptorAB/OpenSeries/blob/master/CHANGELOG.md)</span>
@@ -64,8 +62,12 @@ To install:
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  pip install openseries
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  ```
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- An overview of an OpenTimeSeries object is shown in the below example. My preference
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- is to instantiate an object from a constructing class methods such as this.
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+ An overview of an OpenTimeSeries object is shown in the below example. It shows how to
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+ create an object from a constructing classmethod. The design aligns with how we within
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+ our fund company's code base have a subclass of OpenTimeSeries with class methods
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+ for our different data sources. Combined with some additional tools it allows us to
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+ efficiently present investment cases to clients.
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+
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  The OpenTimeSeries and OpenFrame classes are both subclasses of
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  the [Pydantic BaseModel](https://docs.pydantic.dev/usage/models/).
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@@ -75,16 +77,16 @@ and [OpenFrame](https://github.com/CaptorAB/OpenSeries/blob/master/openseries/fr
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  classes have an attribute `tsdf`
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  which is a DataFrame constructed from the raw data in the lists `dates` and `values`.
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- ```
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+ ```python
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  from openseries.series import OpenTimeSeries
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- ```
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+ import yfinance as yf
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+
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+ msft=yf.Ticker("MSFT")
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+ history=msft.history(period="max")
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+ series=OpenTimeSeries.from_df(history.loc[:, "Close"])
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+ _=series.value_to_log().set_new_label("Microsoft Log Returns of Close Prices")
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+ _,_=series.plot_series()
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- ```
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- series = OpenTimeSeries.from_arrays(
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- name="Timeseries",
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- dates=["2023-05-08", "2023-05-09", "2023-05-10", "2023-05-11", "2023-05-12"],
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- values=[90.2533, 89.9977, 90.1052, 90.9142, 90.5574],
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- )
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  ```
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  ### Sample output using the OpenFrame.all_properties() method:
@@ -130,7 +132,7 @@ own way.
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  ### Windows Powershell
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- ```
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+ ```powershell
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  git clone https://github.com/CaptorAB/OpenSeries.git
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  cd OpenSeries
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  ./make.ps1 -task make
@@ -138,12 +140,13 @@ cd OpenSeries
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  ### Mac Terminal/Linux
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- ```
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+ ```bash
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  git clone https://github.com/CaptorAB/OpenSeries.git
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  cd OpenSeries
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  make
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  source source_me
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  make install
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+
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  ```
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  ## Testing and Linting / Type-checking
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  ### Windows Powershell
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- ```
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+ ```powershell
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  ./make.ps1 -task test
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  ./make.ps1 -task lint
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+
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  ```
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  ### Mac Terminal/Linux
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- ```
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+ ```bash
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  make test
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  make lint
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+
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  ```
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@@ -8,8 +8,8 @@ openseries/risk.py,sha256=_NJd8V-6pMx8pTodW-QpGKlmCDbCn4TsEjieKnCkIxU,4404
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  openseries/series.py,sha256=Xw7ppt2bCVspkjYIqZKcMNfVIlrsmrnV7XWtp99qxrg,84385
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  openseries/sim_price.py,sha256=dWzmj22nq4TW4BZBwP8Ajtid_g322No6D_m7t5bT8No,13878
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  openseries/stoch_processes.py,sha256=6O4C_nC2iBseWggvDDC2gTpTqS5fI5nfjSRpccaazLE,14673
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- openseries/types.py,sha256=SffsPIrtSD5JZ4mp-d-k2ymf7U0rjnIUxFbKcLhd4Os,6697
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- openseries-0.14.0.dist-info/LICENSE.md,sha256=NJjeq3wyB7EnnHLmsdK1EK6zT00T1eB3FgAmHAPT_vM,1521
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- openseries-0.14.0.dist-info/METADATA,sha256=WBxxftTEJ1drHyHkAajgrAserprXkNdGlXjgT8pcExg,47714
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- openseries-0.14.0.dist-info/WHEEL,sha256=Zb28QaM1gQi8f4VCBhsUklF61CTlNYfs9YAZn-TOGFk,88
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- openseries-0.14.0.dist-info/RECORD,,
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+ openseries/types.py,sha256=t5xeqoD-e9fm0aU5I9chbzLcZ-MHmb9-jInCz3NrIfk,6698
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+ openseries-1.0.1.dist-info/LICENSE.md,sha256=NJjeq3wyB7EnnHLmsdK1EK6zT00T1eB3FgAmHAPT_vM,1521
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+ openseries-1.0.1.dist-info/METADATA,sha256=PTN4E6RKx3YEmLLohbkKawOJZJPsbrE4B-wjRUxiWwM,47927
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+ openseries-1.0.1.dist-info/WHEEL,sha256=Zb28QaM1gQi8f4VCBhsUklF61CTlNYfs9YAZn-TOGFk,88
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+ openseries-1.0.1.dist-info/RECORD,,