openseries 1.0.0__py3-none-any.whl → 1.0.1__py3-none-any.whl
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.
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Metadata-Version: 2.1
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Name: openseries
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Version: 1.0.
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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
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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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[](https://opensource.org/licenses/BSD-3-Clause)
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**OpenSeries** is a project with tools to
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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>
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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.
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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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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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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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import yfinance as yf
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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:
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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
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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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## 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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### 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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@@ -9,7 +9,7 @@ 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=t5xeqoD-e9fm0aU5I9chbzLcZ-MHmb9-jInCz3NrIfk,6698
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openseries-1.0.
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openseries-1.0.
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openseries-1.0.
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openseries-1.0.
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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,,
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File without changes
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