openseries 1.2.2__py3-none-any.whl → 1.2.4__py3-none-any.whl

openseries/frame.py

@@ -1,62 +1,64 @@
-"""
-Defining the OpenFrame class
-"""
+"""Defining the OpenFrame class."""
 from __future__ import annotations
-from copy import deepcopy
+
 import datetime as dt
+from copy import deepcopy
 from functools import reduce
 from logging import warning
-from typing import cast, Optional, TypeVar, Union
-from ffn.core import calc_mean_var_weights, calc_inv_vol_weights, calc_erc_weights
+from typing import Optional, TypeVar, Union, cast
+
+import statsmodels.api as sm
+from ffn.core import calc_erc_weights, calc_inv_vol_weights, calc_mean_var_weights
 from numpy import cov, cumprod, log, sqrt
 from pandas import (
-    concat,
     DataFrame,
     DatetimeIndex,
     Int64Dtype,
-    merge,
     MultiIndex,
     Series,
+    concat,
+    merge,
 )
 from pydantic import BaseModel, ConfigDict, field_validator
-import statsmodels.api as sm
 
 # noinspection PyProtectedMember
 from statsmodels.regression.linear_model import RegressionResults
 
 from openseries.common_model import CommonModel
-from openseries.series import OpenTimeSeries
 from openseries.datefixer import (
     align_dataframe_to_local_cdays,
     do_resample_to_business_period_ends,
     get_calc_range,
 )
+from openseries.risk import (
+    drawdown_details,
+    ewma_calc,
+)
+from openseries.series import OpenTimeSeries
 from openseries.types import (
     CountriesType,
-    LiteralHowMerge,
     LiteralBizDayFreq,
-    LiteralPandasResampleConvention,
-    LiteralPandasReindexMethod,
     LiteralCaptureRatio,
+    LiteralCovMethod,
     LiteralFrameProps,
-    LiteralOlsFitMethod,
+    LiteralHowMerge,
     LiteralOlsFitCovType,
+    LiteralOlsFitMethod,
+    LiteralPandasReindexMethod,
+    LiteralPandasResampleConvention,
     LiteralPortfolioWeightings,
-    LiteralCovMethod,
     LiteralRiskParityMethod,
     OpenFramePropertiesList,
     ValueType,
 )
-from openseries.risk import (
-    drawdown_details,
-    ewma_calc,
-)
 
 TypeOpenFrame = TypeVar("TypeOpenFrame", bound="OpenFrame")
 
 
-class OpenFrame(BaseModel, CommonModel):
-    """Object of the class OpenFrame.
+class OpenFrame(BaseModel, CommonModel):  # type: ignore[misc]
+
+    """
+    Object of the class OpenFrame.
 
     Parameters
     ----------
@@ -81,11 +83,12 @@ class OpenFrame(BaseModel, CommonModel):
         revalidate_instances="always",
     )
 
-    @field_validator("constituents")
-    def check_labels_unique(  # pylint: disable=no-self-argument
-        cls: TypeOpenFrame, tseries: list[OpenTimeSeries]
+    @field_validator("constituents")  # type: ignore[misc]
+    def check_labels_unique(
+        cls: TypeOpenFrame,  # noqa: N805
+        tseries: list[OpenTimeSeries],
     ) -> list[OpenTimeSeries]:
-        """Pydantic validator ensuring that OpenFrame labels are unique"""
+        """Pydantic validator ensuring that OpenFrame labels are unique."""
         labls = [x.label for x in tseries]
         if len(set(labls)) != len(labls):
             raise ValueError("TimeSeries names/labels must be unique")
@@ -96,6 +99,21 @@ class OpenFrame(BaseModel, CommonModel):
         constituents: list[OpenTimeSeries],
         weights: Optional[list[float]] = None,
     ) -> None:
+        """
+        Object of the class OpenFrame.
+
+        Parameters
+        ----------
+        constituents: list[TypeOpenTimeSeries]
+            List of objects of Class OpenTimeSeries
+        weights: list[float], optional
+            List of weights in float format.
+
+        Returns
+        -------
+        OpenFrame
+            Object of the class OpenFrame
+        """
         super().__init__(constituents=constituents, weights=weights)
 
         self.constituents = constituents
@@ -111,20 +129,22 @@ class OpenFrame(BaseModel, CommonModel):
             warning("OpenFrame() was passed an empty list.")
 
     def from_deepcopy(self: TypeOpenFrame) -> TypeOpenFrame:
-        """Creates a copy of an OpenFrame object
+        """
+        Create copy of the OpenFrame object.
 
         Returns
         -------
         OpenFrame
             An OpenFrame object
         """
-
         return deepcopy(self)
 
     def merge_series(
-        self: TypeOpenFrame, how: LiteralHowMerge = "outer"
+        self: TypeOpenFrame,
+        how: LiteralHowMerge = "outer",
     ) -> TypeOpenFrame:
-        """Merges the Pandas Dataframes of the constituent OpenTimeSeries
+        """
+        Merge index of Pandas Dataframes of the constituent OpenTimeSeries.
 
         Parameters
         ----------
@@ -136,7 +156,6 @@ class OpenFrame(BaseModel, CommonModel):
         OpenFrame
             An OpenFrame object
         """
-
         self.tsdf = reduce(
             lambda left, right: merge(
                 left=left,
@@ -150,7 +169,7 @@ class OpenFrame(BaseModel, CommonModel):
         if self.tsdf.empty:
             raise ValueError(
                 f"Merging OpenTimeSeries DataFrames with "
-                f"argument how={how} produced an empty DataFrame."
+                f"argument how={how} produced an empty DataFrame.",
             )
         if how == "inner":
             for xerie in self.constituents:
@@ -158,9 +177,11 @@ class OpenFrame(BaseModel, CommonModel):
         return self
 
     def all_properties(
-        self: TypeOpenFrame, properties: Optional[list[LiteralFrameProps]] = None
+        self: TypeOpenFrame,
+        properties: Optional[list[LiteralFrameProps]] = None,
     ) -> DataFrame:
-        """Calculates the chosen timeseries properties
+        """
+        Calculate chosen timeseries properties.
 
         Parameters
         ----------
@@ -188,7 +209,8 @@ class OpenFrame(BaseModel, CommonModel):
         from_dt: Optional[dt.date] = None,
         to_dt: Optional[dt.date] = None,
     ) -> tuple[dt.date, dt.date]:
-        """Creates user defined date range
+        """
+        Create user defined date range.
 
         Parameters
         ----------
@@ -206,14 +228,18 @@ class OpenFrame(BaseModel, CommonModel):
             Start and end date of the chosen date range
         """
         return get_calc_range(
-            data=self.tsdf, months_offset=months_offset, from_dt=from_dt, to_dt=to_dt
+            data=self.tsdf,
+            months_offset=months_offset,
+            from_dt=from_dt,
+            to_dt=to_dt,
         )
 
     def align_index_to_local_cdays(
-        self: TypeOpenFrame, countries: CountriesType = "SE"
+        self: TypeOpenFrame,
+        countries: CountriesType = "SE",
     ) -> TypeOpenFrame:
-        """Changes the index of the associated Pandas DataFrame .tsdf to align with
-        local calendar business days
+        """
+        Align the index of .tsdf with local calendar business days.
 
         Returns
         -------
@@ -226,12 +252,13 @@ class OpenFrame(BaseModel, CommonModel):
     @property
     def lengths_of_items(self: TypeOpenFrame) -> Series:
         """
+        Number of observations of all constituents.
+
         Returns
         -------
         Pandas.Series
             Number of observations of all constituents
         """
-
         return Series(
             data=[self.tsdf.loc[:, d].count() for d in self.tsdf],
             index=self.tsdf.columns,
@@ -242,72 +269,83 @@ class OpenFrame(BaseModel, CommonModel):
     @property
     def item_count(self: TypeOpenFrame) -> int:
         """
+        Number of constituents.
+
         Returns
         -------
         int
             Number of constituents
         """
-
         return len(self.constituents)
 
     @property
     def columns_lvl_zero(self: TypeOpenFrame) -> list[str]:
         """
+        Level 0 values of the MultiIndex columns in the .tsdf DataFrame.
+
         Returns
         -------
         list[str]
-            Level 0 values of the Pandas.MultiIndex columns in the .tsdf
-            Pandas.DataFrame
+            Level 0 values of the MultiIndex columns in the .tsdf DataFrame
         """
-
         return list(self.tsdf.columns.get_level_values(0))
 
     @property
     def columns_lvl_one(self: TypeOpenFrame) -> list[str]:
         """
+        Level 1 values of the MultiIndex columns in the .tsdf DataFrame.
+
         Returns
         -------
         list[str]
-            Level 1 values of the Pandas.MultiIndex columns in the .tsdf
-            Pandas.DataFrame
+            Level 1 values of the MultiIndex columns in the .tsdf DataFrame
         """
-
         return list(self.tsdf.columns.get_level_values(1))
 
     @property
     def first_indices(self: TypeOpenFrame) -> Series:
         """
+        The first dates in the timeseries of all constituents.
+
         Returns
         -------
         Pandas.Series
             The first dates in the timeseries of all constituents
         """
-
         return Series(
             data=[i.first_idx for i in self.constituents],
             index=self.tsdf.columns,
             name="first indices",
-        )
+            dtype="datetime64[ns]",
+        ).dt.date
 
     @property
     def last_indices(self: TypeOpenFrame) -> Series:
         """
+        The last dates in the timeseries of all constituents.
+
         Returns
         -------
         Pandas.Series
             The last dates in the timeseries of all constituents
         """
-
         return Series(
             data=[i.last_idx for i in self.constituents],
             index=self.tsdf.columns,
             name="last indices",
-        )
+            dtype="datetime64[ns]",
+        ).dt.date
 
     @property
     def span_of_days_all(self: TypeOpenFrame) -> Series:
         """
         Number of days from the first date to the last for all items in the frame.
+
+        Returns
+        -------
+        Pandas.Series
+            Number of days from the first date to the last for all
+            items in the frame.
         """
         return Series(
             data=[c.span_of_days for c in self.constituents],
@@ -322,12 +360,15 @@ class OpenFrame(BaseModel, CommonModel):
         market: Union[tuple[str, ValueType], int],
         riskfree_rate: float = 0.0,
     ) -> float:
-        """The Jensen's measure, or Jensen's alpha, is a risk-adjusted performance
+        """
+        Jensen's alpha.
+
+        The Jensen's measure, or Jensen's alpha, is a risk-adjusted performance
         measure that represents the average return on a portfolio or investment,
         above or below that predicted by the capital asset pricing model (CAPM),
         given the portfolio's or investment's beta and the average market return.
         This metric is also commonly referred to as simply alpha.
-        https://www.investopedia.com/terms/j/jensensmeasure.asp
+        https://www.investopedia.com/terms/j/jensensmeasure.asp.
 
         Parameters
         ----------
@@ -344,7 +385,8 @@ class OpenFrame(BaseModel, CommonModel):
             Jensen's alpha
         """
         if all(
-            x == ValueType.RTRN for x in self.tsdf.columns.get_level_values(1).values
+            x == ValueType.RTRN
+            for x in self.tsdf.columns.get_level_values(1).to_numpy()
         ):
             if isinstance(asset, tuple):
                 asset_log = self.tsdf.loc[:, asset]
@@ -354,7 +396,7 @@ class OpenFrame(BaseModel, CommonModel):
                 asset_cagr = asset_log.mean()
             else:
                 raise ValueError(
-                    "asset should be a tuple[str, ValueType] or an integer."
+                    "asset should be a tuple[str, ValueType] or an integer.",
                 )
             if isinstance(market, tuple):
                 market_log = self.tsdf.loc[:, market]
@@ -364,12 +406,12 @@ class OpenFrame(BaseModel, CommonModel):
                 market_cagr = market_log.mean()
             else:
                 raise ValueError(
-                    "market should be a tuple[str, ValueType] or an integer."
+                    "market should be a tuple[str, ValueType] or an integer.",
                 )
         else:
             if isinstance(asset, tuple):
                 asset_log = log(
-                    self.tsdf.loc[:, asset] / self.tsdf.loc[:, asset].iloc[0]
+                    self.tsdf.loc[:, asset] / self.tsdf.loc[:, asset].iloc[0],
                 )
                 if self.yearfrac > 1.0:
                     asset_cagr = (
@@ -394,11 +436,11 @@ class OpenFrame(BaseModel, CommonModel):
                     )
             else:
                 raise ValueError(
-                    "asset should be a tuple[str, ValueType] or an integer."
+                    "asset should be a tuple[str, ValueType] or an integer.",
                 )
             if isinstance(market, tuple):
                 market_log = log(
-                    self.tsdf.loc[:, market] / self.tsdf.loc[:, market].iloc[0]
+                    self.tsdf.loc[:, market] / self.tsdf.loc[:, market].iloc[0],
                 )
                 if self.yearfrac > 1.0:
                     market_cagr = (
@@ -423,7 +465,7 @@ class OpenFrame(BaseModel, CommonModel):
                     )
             else:
                 raise ValueError(
-                    "market should be a tuple[str, ValueType] or an integer."
+                    "market should be a tuple[str, ValueType] or an integer.",
                 )
 
         covariance = cov(asset_log, market_log, ddof=1)
@@ -434,12 +476,13 @@ class OpenFrame(BaseModel, CommonModel):
     @property
     def worst_month(self: TypeOpenFrame) -> Series:
         """
+        Most negative month.
+
         Returns
         -------
         Pandas.Series
             Most negative month
         """
-
         wdf = self.tsdf.copy()
         wdf.index = DatetimeIndex(wdf.index)
         return Series(
@@ -450,12 +493,13 @@ class OpenFrame(BaseModel, CommonModel):
 
     def value_to_ret(self: TypeOpenFrame) -> TypeOpenFrame:
         """
+        Convert series of values into series of returns.
+
         Returns
         -------
         OpenFrame
             The returns of the values in the series
         """
-
         self.tsdf = self.tsdf.pct_change()
         self.tsdf.iloc[0] = 0
         new_labels = [ValueType.RTRN] * self.item_count
@@ -464,7 +508,8 @@ class OpenFrame(BaseModel, CommonModel):
         return self
 
     def value_to_diff(self: TypeOpenFrame, periods: int = 1) -> TypeOpenFrame:
-        """Converts valueseries to series of their period differences
+        """
+        Convert series of values to series of their period differences.
 
         Parameters
         ----------
@@ -477,7 +522,6 @@ class OpenFrame(BaseModel, CommonModel):
         OpenFrame
             An OpenFrame object
         """
-
         self.tsdf = self.tsdf.diff(periods=periods)
         self.tsdf.iloc[0] = 0
         new_labels = [ValueType.RTRN] * self.item_count
@@ -486,7 +530,8 @@ class OpenFrame(BaseModel, CommonModel):
         return self
 
     def to_cumret(self: TypeOpenFrame) -> TypeOpenFrame:
-        """Converts returnseries into cumulative valueseries
+        """
+        Convert series of returns into cumulative series of values.
 
         Returns
         -------
@@ -494,7 +539,8 @@ class OpenFrame(BaseModel, CommonModel):
             An OpenFrame object
         """
         if any(
-            x == ValueType.PRICE for x in self.tsdf.columns.get_level_values(1).values
+            x == ValueType.PRICE
+            for x in self.tsdf.columns.get_level_values(1).to_numpy()
         ):
             self.value_to_ret()
 
@@ -506,9 +552,11 @@ class OpenFrame(BaseModel, CommonModel):
         return self
 
     def resample(
-        self: TypeOpenFrame, freq: Union[LiteralBizDayFreq, str] = "BM"
+        self: TypeOpenFrame,
+        freq: Union[LiteralBizDayFreq, str] = "BM",
     ) -> TypeOpenFrame:
-        """Resamples the timeseries frequency
+        """
+        Resample the timeseries frequency.
 
         Parameters
         ----------
@@ -521,7 +569,6 @@ class OpenFrame(BaseModel, CommonModel):
         OpenFrame
             An OpenFrame object
         """
-
         self.tsdf.index = DatetimeIndex(self.tsdf.index)
         self.tsdf = self.tsdf.resample(freq).last()
         self.tsdf.index = [d.date() for d in DatetimeIndex(self.tsdf.index)]
@@ -541,15 +588,16 @@ class OpenFrame(BaseModel, CommonModel):
         convention: LiteralPandasResampleConvention = "end",
         method: LiteralPandasReindexMethod = "nearest",
     ) -> TypeOpenFrame:
-        """Resamples timeseries frequency to the business calendar
-        month end dates of each period while leaving any stubs
-        in place. Stubs will be aligned to the shortest stub
+        """
+        Resamples timeseries frequency to the business calendar month end dates.
+
+        Stubs left in place. Stubs will be aligned to the shortest stub.
 
         Parameters
         ----------
         freq: LiteralBizDayFreq, default BM
             The date offset string that sets the resampled frequency
-        countries: list | str, default: "SE"
+        countries: CountriesType, default: "SE"
             (List of) country code(s) according to ISO 3166-1 alpha-2
             to create a business day calendar used for date adjustments
         convention: LiteralPandasResampleConvention, default; end
@@ -562,7 +610,6 @@ class OpenFrame(BaseModel, CommonModel):
         OpenFrame
             An OpenFrame object
         """
-
         head = self.tsdf.loc[self.first_indices.max()].copy()
         tail = self.tsdf.loc[self.last_indices.min()].copy()
         dates = do_resample_to_business_period_ends(
@@ -576,13 +623,14 @@ class OpenFrame(BaseModel, CommonModel):
         self.tsdf = self.tsdf.reindex([deyt.date() for deyt in dates], method=method)
         for xerie in self.constituents:
             xerie.tsdf = xerie.tsdf.reindex(
-                [deyt.date() for deyt in dates], method=method
+                [deyt.date() for deyt in dates],
+                method=method,
             )
         return self
 
     def drawdown_details(self: TypeOpenFrame, min_periods: int = 1) -> DataFrame:
-        """Calculates 'Max Drawdown', 'Start of drawdown', 'Date of bottom',
-        'Days from start to bottom', & 'Average fall per day'
+        """
+        Details of the maximum drawdown.
 
         Parameters
         ----------
@@ -592,9 +640,12 @@ class OpenFrame(BaseModel, CommonModel):
         Returns
         -------
         Pandas.DataFrame
-            Drawdown details
+            Max Drawdown
+            Start of drawdown
+            Date of bottom
+            Days from start to bottom
+            Average fall per day
         """
-
         mxdwndf = DataFrame()
         for i in self.constituents:
             tmpdf = i.tsdf.copy()
@@ -616,15 +667,17 @@ class OpenFrame(BaseModel, CommonModel):
         to_date: Optional[dt.date] = None,
         periods_in_a_year_fixed: Optional[int] = None,
     ) -> DataFrame:
-        """Exponentially Weighted Moving Average Model for Volatilities and
-        Correlation.
-        https://www.investopedia.com/articles/07/ewma.asp
+        """
+        Exponentially Weighted Moving Average Volatilities and Correlation.
+
+        Exponentially Weighted Moving Average (EWMA) for Volatilities and
+        Correlation. https://www.investopedia.com/articles/07/ewma.asp.
 
         Parameters
         ----------
         lmbda: float, default: 0.94
             Scaling factor to determine weighting.
-        day_chunk: int, default: 0
+        day_chunk: int, default: 11
             Sampling the data which is assumed to be daily.
         dlta_degr_freedms: int, default: 0
             Variance bias factor taking the value 0 or 1.
@@ -648,7 +701,6 @@ class OpenFrame(BaseModel, CommonModel):
         Pandas.DataFrame
             Series volatilities and correlation
         """
-
         earlier, later = self.calc_range(months_from_last, from_date, to_date)
         if periods_in_a_year_fixed is None:
             fraction = (later - earlier).days / 365.25
@@ -680,20 +732,20 @@ class OpenFrame(BaseModel, CommonModel):
             data.loc[:, (cols[0], "Returns")]
             .iloc[1:day_chunk]
             .std(ddof=dlta_degr_freedms)
-            * sqrt(time_factor)
+            * sqrt(time_factor),
         ]
         raw_two = [
             data.loc[:, (cols[1], "Returns")]
             .iloc[1:day_chunk]
             .std(ddof=dlta_degr_freedms)
-            * sqrt(time_factor)
+            * sqrt(time_factor),
         ]
         raw_cov = [
             cov(
                 m=data.loc[:, (cols[0], "Returns")].iloc[1:day_chunk].to_numpy(),
                 y=data.loc[:, (cols[1], "Returns")].iloc[1:day_chunk].to_numpy(),
                 ddof=dlta_degr_freedms,
-            )[0][1]
+            )[0][1],
         ]
         raw_corr = [raw_cov[0] / (2 * raw_one[0] * raw_two[0])]
 
@@ -724,7 +776,7 @@ class OpenFrame(BaseModel, CommonModel):
             raw_corr.append(tmp_raw_corr)
 
         return DataFrame(
-            index=cols + [corr_label],
+            index=[*cols, corr_label],
             columns=data.index,
             data=[raw_one, raw_two, raw_corr],
         ).T
@@ -732,6 +784,8 @@ class OpenFrame(BaseModel, CommonModel):
     @property
     def correl_matrix(self: TypeOpenFrame) -> DataFrame:
         """
+        Correlation matrix.
+
         Returns
         -------
         Pandas.DataFrame
@@ -744,9 +798,12 @@ class OpenFrame(BaseModel, CommonModel):
         return corr_matrix
 
     def add_timeseries(
-        self: TypeOpenFrame, new_series: OpenTimeSeries
+        self: TypeOpenFrame,
+        new_series: OpenTimeSeries,
     ) -> TypeOpenFrame:
         """
+        To add an OpenTimeSeries object.
+
         Parameters
         ----------
         new_series: OpenTimeSeries
@@ -763,6 +820,8 @@ class OpenFrame(BaseModel, CommonModel):
 
     def delete_timeseries(self: TypeOpenFrame, lvl_zero_item: str) -> TypeOpenFrame:
         """
+        To delete an OpenTimeSeries object.
+
         Parameters
         ----------
         lvl_zero_item: str
@@ -785,7 +844,7 @@ class OpenFrame(BaseModel, CommonModel):
             self.constituents = [
                 item for item in self.constituents if item.label != lvl_zero_item
             ]
-        self.tsdf.drop(lvl_zero_item, axis="columns", level=0, inplace=True)
+        self.tsdf = self.tsdf.drop(lvl_zero_item, axis="columns", level=0)
         return self
 
     def trunc_frame(
@@ -795,7 +854,8 @@ class OpenFrame(BaseModel, CommonModel):
         before: bool = True,
         after: bool = True,
     ) -> TypeOpenFrame:
-        """Truncates DataFrame such that all timeseries have the same time span
+        """
+        Truncate DataFrame such that all timeseries have the same time span.
 
         Parameters
         ----------
@@ -815,29 +875,30 @@ class OpenFrame(BaseModel, CommonModel):
         OpenFrame
             An OpenFrame object
         """
-
         if not start_cut and before:
             start_cut = self.first_indices.max()
         if not end_cut and after:
             end_cut = self.last_indices.min()
-        self.tsdf.sort_index(inplace=True)
+        self.tsdf = self.tsdf.sort_index()
         self.tsdf = self.tsdf.truncate(before=start_cut, after=end_cut, copy=False)
 
         for xerie in self.constituents:
             xerie.tsdf = xerie.tsdf.truncate(
-                before=start_cut, after=end_cut, copy=False
+                before=start_cut,
+                after=end_cut,
+                copy=False,
             )
         if len(set(self.first_indices)) != 1:
             warning(
                 f"One or more constituents still not truncated to same "
                 f"start dates.\n"
-                f"{self.tsdf.head()}"
+                f"{self.tsdf.head()}",
             )
         if len(set(self.last_indices)) != 1:
             warning(
                 f"One or more constituents still not truncated to same "
                 f"end dates.\n"
-                f"{self.tsdf.tail()}"
+                f"{self.tsdf.tail()}",
             )
         return self
 
@@ -847,8 +908,8 @@ class OpenFrame(BaseModel, CommonModel):
         short_column: int = 1,
         base_zero: bool = True,
     ) -> None:
-        """Calculates cumulative relative return between two series.
-        A new series is added to the frame.
+        """
+        Calculate cumulative relative return between two series.
 
         Parameters
         ----------
@@ -860,7 +921,6 @@ class OpenFrame(BaseModel, CommonModel):
             If set to False 1.0 is added to allow for a capital base and
             to allow a volatility calculation
         """
-
         rel_label = (
             self.tsdf.iloc[:, long_column].name[0]
             + "_over_"
@@ -883,9 +943,12 @@ class OpenFrame(BaseModel, CommonModel):
         to_date: Optional[dt.date] = None,
         periods_in_a_year_fixed: Optional[int] = None,
     ) -> Series:
-        """Calculates the Tracking Error which is the standard deviation of the
-        difference between the fund and its index returns. \n
-        https://www.investopedia.com/terms/t/trackingerror.asp
+        """
+        Tracking Error.
+
+        Calculates Tracking Error which is the standard deviation of the
+        difference between the fund and its index returns.
+        https://www.investopedia.com/terms/t/trackingerror.asp.
 
         Parameters
         ----------
@@ -907,25 +970,26 @@ class OpenFrame(BaseModel, CommonModel):
         Pandas.Series
             Tracking Errors
         """
-
         earlier, later = self.calc_range(months_from_last, from_date, to_date)
         fraction = (later - earlier).days / 365.25
 
         if isinstance(base_column, tuple):
             shortdf = self.tsdf.loc[cast(int, earlier) : cast(int, later)].loc[
-                :, base_column
+                :,
+                base_column,
             ]
             short_item = base_column
             short_label = self.tsdf.loc[:, base_column].name[0]
         elif isinstance(base_column, int):
             shortdf = self.tsdf.loc[cast(int, earlier) : cast(int, later)].iloc[
-                :, base_column
+                :,
+                base_column,
             ]
             short_item = self.tsdf.iloc[:, base_column].name
             short_label = self.tsdf.iloc[:, base_column].name[0]
         else:
             raise ValueError(
-                "base_column should be a tuple[str, ValueType] or an integer."
+                "base_column should be a tuple[str, ValueType] or an integer.",
             )
 
         if periods_in_a_year_fixed:
@@ -939,7 +1003,8 @@ class OpenFrame(BaseModel, CommonModel):
                 terrors.append(0.0)
             else:
                 longdf = self.tsdf.loc[cast(int, earlier) : cast(int, later)].loc[
-                    :, item
+                    :,
+                    item,
                 ]
                 relative = 1.0 + longdf - shortdf
                 vol = float(relative.pct_change().std() * sqrt(time_factor))
@@ -960,7 +1025,10 @@ class OpenFrame(BaseModel, CommonModel):
         to_date: Optional[dt.date] = None,
         periods_in_a_year_fixed: Optional[int] = None,
     ) -> Series:
-        """The Information Ratio equals ( fund return less index return ) divided
+        """
+        Information Ratio.
+
+        The Information Ratio equals ( fund return less index return ) divided
         by the Tracking Error. And the Tracking Error is the standard deviation of
         the difference between the fund and its index returns.
         The ratio is calculated using the annualized arithmetic mean of returns.
@@ -985,25 +1053,26 @@ class OpenFrame(BaseModel, CommonModel):
         Pandas.Series
             Information Ratios
         """
-
         earlier, later = self.calc_range(months_from_last, from_date, to_date)
         fraction = (later - earlier).days / 365.25
 
         if isinstance(base_column, tuple):
             shortdf = self.tsdf.loc[cast(int, earlier) : cast(int, later)].loc[
-                :, base_column
+                :,
+                base_column,
             ]
             short_item = base_column
             short_label = self.tsdf.loc[:, base_column].name[0]
         elif isinstance(base_column, int):
             shortdf = self.tsdf.loc[cast(int, earlier) : cast(int, later)].iloc[
-                :, base_column
+                :,
+                base_column,
             ]
             short_item = self.tsdf.iloc[:, base_column].name
             short_label = self.tsdf.iloc[:, base_column].name[0]
         else:
             raise ValueError(
-                "base_column should be a tuple[str, ValueType] or an integer."
+                "base_column should be a tuple[str, ValueType] or an integer.",
             )
 
         if periods_in_a_year_fixed:
@@ -1017,7 +1086,8 @@ class OpenFrame(BaseModel, CommonModel):
                 ratios.append(0.0)
             else:
                 longdf = self.tsdf.loc[cast(int, earlier) : cast(int, later)].loc[
-                    :, item
+                    :,
+                    item,
                 ]
                 relative = 1.0 + longdf - shortdf
                 ret = float(relative.pct_change().mean() * time_factor)
@@ -1040,14 +1110,17 @@ class OpenFrame(BaseModel, CommonModel):
         to_date: Optional[dt.date] = None,
         periods_in_a_year_fixed: Optional[int] = None,
     ) -> Series:
-        """The Up (Down) Capture Ratio is calculated by dividing the CAGR
+        """
+        Capture Ratio.
+
+        The Up (Down) Capture Ratio is calculated by dividing the CAGR
         of the asset during periods that the benchmark returns are positive (negative)
         by the CAGR of the benchmark during the same periods.
         CaptureRatio.BOTH is the Up ratio divided by the Down ratio.
         Source: 'Capture Ratios: A Popular Method of Measuring Portfolio Performance
         in Practice', Don R. Cox and Delbert C. Goff, Journal of Economics and
         Finance Education (Vol 2 Winter 2013).
-        https://www.economics-finance.org/jefe/volume12-2/11ArticleCox.pdf
+        https://www.economics-finance.org/jefe/volume12-2/11ArticleCox.pdf.
 
         Parameters
         ----------
@@ -1082,19 +1155,21 @@ class OpenFrame(BaseModel, CommonModel):
 
         if isinstance(base_column, tuple):
             shortdf = self.tsdf.loc[cast(int, earlier) : cast(int, later)].loc[
-                :, base_column
+                :,
+                base_column,
             ]
             short_item = base_column
             short_label = self.tsdf.loc[:, base_column].name[0]
         elif isinstance(base_column, int):
             shortdf = self.tsdf.loc[cast(int, earlier) : cast(int, later)].iloc[
-                :, base_column
+                :,
+                base_column,
             ]
             short_item = self.tsdf.iloc[:, base_column].name
             short_label = self.tsdf.iloc[:, base_column].name[0]
         else:
             raise ValueError(
-                "base_column should be a tuple[str, ValueType] or an integer."
+                "base_column should be a tuple[str, ValueType] or an integer.",
             )
 
         if periods_in_a_year_fixed:
@@ -1108,21 +1183,22 @@ class OpenFrame(BaseModel, CommonModel):
                 ratios.append(0.0)
             else:
                 longdf = self.tsdf.loc[cast(int, earlier) : cast(int, later)].loc[
-                    :, item
+                    :,
+                    item,
                 ]
                 if ratio == "up":
                     uparray = (
-                        longdf.pct_change()[shortdf.pct_change().values > 0.0]
+                        longdf.pct_change()[shortdf.pct_change().to_numpy() > 0.0]
                         .add(1)
-                        .values
+                        .to_numpy()
                     )
                     up_return = (
                         uparray.prod() ** (1 / (len(uparray) / time_factor)) - 1
                     )
                     upidxarray = (
-                        shortdf.pct_change()[shortdf.pct_change().values > 0.0]
+                        shortdf.pct_change()[shortdf.pct_change().to_numpy() > 0.0]
                         .add(1)
-                        .values
+                        .to_numpy()
                     )
                     up_idx_return = (
                         upidxarray.prod() ** (1 / (len(upidxarray) / time_factor)) - 1
@@ -1130,17 +1206,17 @@ class OpenFrame(BaseModel, CommonModel):
                     ratios.append(up_return / up_idx_return)
                 elif ratio == "down":
                     downarray = (
-                        longdf.pct_change()[shortdf.pct_change().values < 0.0]
+                        longdf.pct_change()[shortdf.pct_change().to_numpy() < 0.0]
                         .add(1)
-                        .values
+                        .to_numpy()
                     )
                     down_return = (
                         downarray.prod() ** (1 / (len(downarray) / time_factor)) - 1
                     )
                     downidxarray = (
-                        shortdf.pct_change()[shortdf.pct_change().values < 0.0]
+                        shortdf.pct_change()[shortdf.pct_change().to_numpy() < 0.0]
                         .add(1)
-                        .values
+                        .to_numpy()
                     )
                     down_idx_return = (
                         downidxarray.prod() ** (1 / (len(downidxarray) / time_factor))
@@ -1149,40 +1225,40 @@ class OpenFrame(BaseModel, CommonModel):
                     ratios.append(down_return / down_idx_return)
                 elif ratio == "both":
                     uparray = (
-                        longdf.pct_change()[shortdf.pct_change().values > 0.0]
+                        longdf.pct_change()[shortdf.pct_change().to_numpy() > 0.0]
                         .add(1)
-                        .values
+                        .to_numpy()
                     )
                     up_return = (
                         uparray.prod() ** (1 / (len(uparray) / time_factor)) - 1
                     )
                     upidxarray = (
-                        shortdf.pct_change()[shortdf.pct_change().values > 0.0]
+                        shortdf.pct_change()[shortdf.pct_change().to_numpy() > 0.0]
                         .add(1)
-                        .values
+                        .to_numpy()
                     )
                     up_idx_return = (
                         upidxarray.prod() ** (1 / (len(upidxarray) / time_factor)) - 1
                     )
                     downarray = (
-                        longdf.pct_change()[shortdf.pct_change().values < 0.0]
+                        longdf.pct_change()[shortdf.pct_change().to_numpy() < 0.0]
                         .add(1)
-                        .values
+                        .to_numpy()
                     )
                     down_return = (
                         downarray.prod() ** (1 / (len(downarray) / time_factor)) - 1
                     )
                     downidxarray = (
-                        shortdf.pct_change()[shortdf.pct_change().values < 0.0]
+                        shortdf.pct_change()[shortdf.pct_change().to_numpy() < 0.0]
                         .add(1)
-                        .values
+                        .to_numpy()
                     )
                     down_idx_return = (
                         downidxarray.prod() ** (1 / (len(downidxarray) / time_factor))
                         - 1
                     )
                     ratios.append(
-                        (up_return / up_idx_return) / (down_return / down_idx_return)
+                        (up_return / up_idx_return) / (down_return / down_idx_return),
                     )
 
         if ratio == "up":
@@ -1204,8 +1280,11 @@ class OpenFrame(BaseModel, CommonModel):
         asset: Union[tuple[str, ValueType], int],
         market: Union[tuple[str, ValueType], int],
     ) -> float:
-        """https://www.investopedia.com/terms/b/beta.asp
-        Calculates Beta as Co-variance of asset & market divided by Variance of market
+        """
+        Market Beta.
+
+        Calculates Beta as Co-variance of asset & market divided by Variance
+        of the market. https://www.investopedia.com/terms/b/beta.asp.
 
         Parameters
         ----------
@@ -1221,7 +1300,7 @@ class OpenFrame(BaseModel, CommonModel):
         """
         if all(
             x_value == ValueType.RTRN
-            for x_value in self.tsdf.columns.get_level_values(1).values
+            for x_value in self.tsdf.columns.get_level_values(1).to_numpy()
         ):
             if isinstance(asset, tuple):
                 y_value = self.tsdf.loc[:, asset]
@@ -1229,7 +1308,7 @@ class OpenFrame(BaseModel, CommonModel):
                 y_value = self.tsdf.iloc[:, asset]
             else:
                 raise ValueError(
-                    "asset should be a tuple[str, ValueType] or an integer."
+                    "asset should be a tuple[str, ValueType] or an integer.",
                 )
             if isinstance(market, tuple):
                 x_value = self.tsdf.loc[:, market]
@@ -1237,28 +1316,28 @@ class OpenFrame(BaseModel, CommonModel):
                 x_value = self.tsdf.iloc[:, market]
             else:
                 raise ValueError(
-                    "market should be a tuple[str, ValueType] or an integer."
+                    "market should be a tuple[str, ValueType] or an integer.",
                 )
         else:
             if isinstance(asset, tuple):
                 y_value = log(
-                    self.tsdf.loc[:, asset] / self.tsdf.loc[:, asset].iloc[0]
+                    self.tsdf.loc[:, asset] / self.tsdf.loc[:, asset].iloc[0],
                 )
             elif isinstance(asset, int):
                 y_value = log(self.tsdf.iloc[:, asset] / self.tsdf.iloc[0, asset])
             else:
                 raise ValueError(
-                    "asset should be a tuple[str, ValueType] or an integer."
+                    "asset should be a tuple[str, ValueType] or an integer.",
                 )
             if isinstance(market, tuple):
                 x_value = log(
-                    self.tsdf.loc[:, market] / self.tsdf.loc[:, market].iloc[0]
+                    self.tsdf.loc[:, market] / self.tsdf.loc[:, market].iloc[0],
                 )
             elif isinstance(market, int):
                 x_value = log(self.tsdf.iloc[:, market] / self.tsdf.iloc[0, market])
             else:
                 raise ValueError(
-                    "market should be a tuple[str, ValueType] or an integer."
+                    "market should be a tuple[str, ValueType] or an integer.",
                 )
 
         covariance = cov(y_value, x_value, ddof=1)
@@ -1274,9 +1353,12 @@ class OpenFrame(BaseModel, CommonModel):
         method: LiteralOlsFitMethod = "pinv",
         cov_type: LiteralOlsFitCovType = "nonrobust",
     ) -> RegressionResults:
-        """https://www.statsmodels.org/stable/examples/notebooks/generated/ols.html
+        """
+        Ordinary Least Squares fit.
+
         Performs a linear regression and adds a new column with a fitted line
         using Ordinary Least Squares fit
+        https://www.statsmodels.org/stable/examples/notebooks/generated/ols.html.
 
         Parameters
         ----------
@@ -1296,7 +1378,6 @@ class OpenFrame(BaseModel, CommonModel):
         RegressionResults
             The Statsmodels regression output
         """
-
         if isinstance(y_column, tuple):
             y_value = self.tsdf.loc[:, y_column]
             y_label = self.tsdf.loc[:, y_column].name[0]
@@ -1305,7 +1386,7 @@ class OpenFrame(BaseModel, CommonModel):
             y_label = self.tsdf.iloc[:, y_column].name[0]
         else:
             raise ValueError(
-                "y_column should be a tuple[str, ValueType] or an integer."
+                "y_column should be a tuple[str, ValueType] or an integer.",
             )
 
         if isinstance(x_column, tuple):
@@ -1316,7 +1397,7 @@ class OpenFrame(BaseModel, CommonModel):
             x_label = self.tsdf.iloc[:, x_column].name[0]
         else:
             raise ValueError(
-                "x_column should be a tuple[str, ValueType] or an integer."
+                "x_column should be a tuple[str, ValueType] or an integer.",
             )
 
         results = sm.OLS(y_value, x_value).fit(method=method, cov_type=cov_type)
@@ -1339,7 +1420,8 @@ class OpenFrame(BaseModel, CommonModel):
         covar_method: LiteralCovMethod = "ledoit-wolf",
         options: Optional[dict[str, int]] = None,
     ) -> DataFrame:
-        """Calculates a basket timeseries based on the supplied weights
+        """
+        Calculate a basket timeseries based on the supplied weights.
 
         Parameters
         ----------
@@ -1374,11 +1456,12 @@ class OpenFrame(BaseModel, CommonModel):
         if self.weights is None and weight_strat is None:
             raise ValueError(
                 "OpenFrame weights property must be provided to run the "
-                "make_portfolio method."
+                "make_portfolio method.",
             )
         dframe = self.tsdf.copy()
         if not any(
-            x == ValueType.RTRN for x in self.tsdf.columns.get_level_values(1).values
+            x == ValueType.RTRN
+            for x in self.tsdf.columns.get_level_values(1).to_numpy()
         ):
             dframe = dframe.pct_change()
             dframe.iloc[0] = 0
@@ -1427,7 +1510,10 @@ class OpenFrame(BaseModel, CommonModel):
         observations: int = 21,
         periods_in_a_year_fixed: Optional[int] = None,
     ) -> DataFrame:
-        """The Information Ratio equals ( fund return less index return ) divided by
+        """
+        Calculate rolling Information Ratio.
+
+        The Information Ratio equals ( fund return less index return ) divided by
         the Tracking Error. And the Tracking Error is the standard deviation of the
         difference between the fund and its index returns.
 
@@ -1447,7 +1533,6 @@ class OpenFrame(BaseModel, CommonModel):
         Pandas.DataFrame
             Rolling Information Ratios
         """
-
         ratio_label = (
             f"{self.tsdf.iloc[:, long_column].name[0]}"
             f" / {self.tsdf.iloc[:, short_column].name[0]}"
@@ -1467,7 +1552,8 @@ class OpenFrame(BaseModel, CommonModel):
         retdf = retdf.dropna().to_frame()
 
         voldf = relative.pct_change().rolling(
-            observations, min_periods=observations
+            observations,
+            min_periods=observations,
         ).std() * sqrt(time_factor)
         voldf = voldf.dropna().to_frame()
 
@@ -1482,8 +1568,11 @@ class OpenFrame(BaseModel, CommonModel):
         market_column: int = 1,
         observations: int = 21,
     ) -> DataFrame:
-        """https://www.investopedia.com/terms/b/beta.asp
-        Calculates Beta as Co-variance of asset & market divided by Variance of market
+        """
+        Calculate rolling Market Beta.
+
+        Calculates Beta as Co-variance of asset & market divided by Variance
+        of the market. https://www.investopedia.com/terms/b/beta.asp.
 
         Parameters
         ----------
@@ -1506,10 +1595,11 @@ class OpenFrame(BaseModel, CommonModel):
         rolling = rolling.pct_change().rolling(observations, min_periods=observations)
 
         rcov = rolling.cov()
-        rcov.dropna(inplace=True)
+        rcov = rcov.dropna()
 
         rollbeta = rcov.iloc[:, asset_column].xs(market_label, level=1) / rcov.iloc[
-            :, market_column
+            :,
+            market_column,
         ].xs(market_label, level=1)
         rollbeta = rollbeta.to_frame()
         rollbeta.index = rollbeta.index.droplevel(level=1)
@@ -1523,7 +1613,10 @@ class OpenFrame(BaseModel, CommonModel):
         second_column: int = 1,
         observations: int = 21,
     ) -> DataFrame:
-        """Calculates correlation between two series. The period with
+        """
+        Calculate rolling Correlation.
+
+        Calculates correlation between two series. The period with
         at least the given number of observations is the first period calculated.
 
         Parameters
@@ -1540,7 +1633,6 @@ class OpenFrame(BaseModel, CommonModel):
         Pandas.DataFrame
             Rolling Correlations
         """
-
         corr_label = (
             self.tsdf.iloc[:, first_column].name[0]
             + "_VS_"