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

openseries/series.py

@@ -1,11 +1,11 @@
-"""
-Defining the OpenTimeSeries class
-"""
+"""Defining the OpenTimeSeries class."""
 from __future__ import annotations
-from copy import deepcopy
+
 import datetime as dt
+from copy import deepcopy
 from re import compile as re_compile
-from typing import cast, Optional, Type, Union, TypeVar, Any
+from typing import Any, Optional, TypeVar, Union, cast
+
 from numpy import (
     array,
     cumprod,
@@ -19,9 +19,9 @@ from numpy.typing import NDArray
 from pandas import (
     DataFrame,
     DatetimeIndex,
-    date_range,
     MultiIndex,
     Series,
+    date_range,
 )
 from pydantic import BaseModel, ConfigDict, field_validator, model_validator
 from stdnum import isin as isincode
@@ -29,34 +29,36 @@ from stdnum.exceptions import InvalidChecksum
 
 from openseries.common_model import CommonModel
 from openseries.datefixer import (
-    date_fix,
     align_dataframe_to_local_cdays,
+    date_fix,
     do_resample_to_business_period_ends,
     get_calc_range,
 )
+from openseries.risk import (
+    drawdown_details,
+    ewma_calc,
+)
 from openseries.types import (
     CountriesType,
     CurrencyStringType,
     DatabaseIdStringType,
     DateListType,
-    ValueListType,
     LiteralBizDayFreq,
-    LiteralPandasResampleConvention,
     LiteralPandasReindexMethod,
+    LiteralPandasResampleConvention,
     LiteralSeriesProps,
     OpenTimeSeriesPropertiesList,
+    ValueListType,
     ValueType,
 )
-from openseries.risk import (
-    drawdown_details,
-    ewma_calc,
-)
 
 TypeOpenTimeSeries = TypeVar("TypeOpenTimeSeries", bound="OpenTimeSeries")
 
 
-class OpenTimeSeries(BaseModel, CommonModel):
-    """Object of the class OpenTimeSeries.
+class OpenTimeSeries(BaseModel, CommonModel):  # type: ignore[misc]
+
+    """
+    Object of the class OpenTimeSeries.
 
     Parameters
     ----------
@@ -90,8 +92,8 @@ class OpenTimeSeries(BaseModel, CommonModel):
         Placeholder for a name of the timeseries
     """
 
-    timeseriesId: DatabaseIdStringType
-    instrumentId: DatabaseIdStringType
+    timeseriesId: DatabaseIdStringType  # noqa: N815
+    instrumentId: DatabaseIdStringType  # noqa: N815
     name: str
     valuetype: ValueType
     dates: DateListType
@@ -111,23 +113,21 @@ class OpenTimeSeries(BaseModel, CommonModel):
         extra="allow",
     )
 
-    @field_validator("isin")
-    def check_isincode(  # pylint: disable=no-self-argument
-        cls: TypeOpenTimeSeries, isin_code: str
-    ) -> str:
-        """Pydantic validator to ensure that the ISIN code is valid if provided"""
+    @field_validator("isin")  # type: ignore[misc]
+    def check_isincode(cls: TypeOpenTimeSeries, isin_code: str) -> str:  # noqa: N805
+        """Pydantic validator to ensure that the ISIN code is valid if provided."""
         if isin_code:
             try:
                 isincode.validate(isin_code)
             except InvalidChecksum as exc:
                 raise ValueError(
-                    "The ISIN code's checksum or check digit is invalid."
+                    "The ISIN code's checksum or check digit is invalid.",
                 ) from exc
         return isin_code
 
-    @model_validator(mode="after")
-    def check_dates_unique(self) -> OpenTimeSeries:
-        """Pydantic validator to ensure that the dates are unique"""
+    @model_validator(mode="after")  # type: ignore[misc]
+    def check_dates_unique(self: TypeOpenTimeSeries) -> OpenTimeSeries:
+        """Pydantic validator to ensure that the dates are unique."""
         dates_list_length = len(self.dates)
         dates_set_length = len(set(self.dates))
         if dates_list_length != dates_set_length:
@@ -136,17 +136,18 @@ class OpenTimeSeries(BaseModel, CommonModel):
 
     @classmethod
     def setup_class(
-        cls: Type[TypeOpenTimeSeries],
+        cls: type[TypeOpenTimeSeries],
         domestic_ccy: CurrencyStringType = "SEK",
         countries: CountriesType = "SE",
     ) -> None:
-        """Sets the domestic currency and calendar of the user.
+        """
+        Set the domestic currency and calendar of the user.
 
         Parameters
         ----------
-        domestic_ccy : str, default: "SEK"
+        domestic_ccy : CurrencyStringType, default: "SEK"
             Currency code according to ISO 4217
-        countries: list[str] | str, default: "SE"
+        countries: CountriesType, default: "SE"
             (List of) country code(s) according to ISO 3166-1 alpha-2
         """
         ccy_pattern = re_compile(r"^[A-Z]{3}$")
@@ -155,7 +156,7 @@ class OpenTimeSeries(BaseModel, CommonModel):
             ccy_ok = ccy_pattern.match(domestic_ccy)
         except TypeError as exc:
             raise ValueError(
-                "domestic currency must be a code according to ISO 4217"
+                "domestic currency must be a code according to ISO 4217",
             ) from exc
         if not ccy_ok:
             raise ValueError("domestic currency must be a code according to ISO 4217")
@@ -163,7 +164,7 @@ class OpenTimeSeries(BaseModel, CommonModel):
             if not ctry_pattern.match(countries):
                 raise ValueError(
                     "countries must be a country code according to "
-                    "ISO 3166-1 alpha-2"
+                    "ISO 3166-1 alpha-2",
                 )
         elif isinstance(countries, list):
             try:
@@ -171,17 +172,17 @@ class OpenTimeSeries(BaseModel, CommonModel):
             except TypeError as exc:
                 raise ValueError(
                     "countries must be a list of country codes "
-                    "according to ISO 3166-1 alpha-2"
+                    "according to ISO 3166-1 alpha-2",
                 ) from exc
             if not all_ctries:
                 raise ValueError(
                     "countries must be a list of country codes "
-                    "according to ISO 3166-1 alpha-2"
+                    "according to ISO 3166-1 alpha-2",
                 )
         else:
             raise ValueError(
                 "countries must be a (list of) country code(s) "
-                "according to ISO 3166-1 alpha-2"
+                "according to ISO 3166-1 alpha-2",
             )
 
         cls.domestic = domestic_ccy
@@ -189,7 +190,7 @@ class OpenTimeSeries(BaseModel, CommonModel):
 
     @classmethod
     def from_arrays(
-        cls: Type[TypeOpenTimeSeries],
+        cls: type[TypeOpenTimeSeries],
         name: str,
         dates: DateListType,
         values: ValueListType,
@@ -200,7 +201,8 @@ class OpenTimeSeries(BaseModel, CommonModel):
         baseccy: CurrencyStringType = "SEK",
         local_ccy: bool = True,
     ) -> TypeOpenTimeSeries:
-        """Creates a timeseries from a Pandas DataFrame or Series
+        """
+        Create series from a Pandas DataFrame or Series.
 
         Parameters
         ----------
@@ -228,7 +230,6 @@ class OpenTimeSeries(BaseModel, CommonModel):
         OpenTimeSeries
             An OpenTimeSeries object
         """
-
         return cls(
             name=name,
             label=name,
@@ -250,14 +251,15 @@ class OpenTimeSeries(BaseModel, CommonModel):
 
     @classmethod
     def from_df(
-        cls: Type[TypeOpenTimeSeries],
+        cls: type[TypeOpenTimeSeries],
         dframe: Union[DataFrame, Series],
         column_nmbr: int = 0,
         valuetype: ValueType = ValueType.PRICE,
         baseccy: CurrencyStringType = "SEK",
         local_ccy: bool = True,
     ) -> TypeOpenTimeSeries:
-        """Creates a timeseries from a Pandas DataFrame or Series
+        """
+        Create series from a Pandas DataFrame or Series.
 
         Parameters
         ----------
@@ -277,38 +279,39 @@ class OpenTimeSeries(BaseModel, CommonModel):
         OpenTimeSeries
             An OpenTimeSeries object
         """
-
         if isinstance(dframe, Series):
             if isinstance(dframe.name, tuple):
                 label, _ = dframe.name
             else:
                 label = dframe.name
-            values = dframe.values.tolist()
+            values = dframe.to_numpy().tolist()
         else:
             values = dframe.iloc[:, column_nmbr].tolist()
             if isinstance(dframe.columns, MultiIndex):
                 if check_if_none(
-                    dframe.columns.get_level_values(0).values[column_nmbr]
+                    dframe.columns.get_level_values(0).to_numpy()[column_nmbr],
                 ):
                     print(
                         "checked item",
-                        dframe.columns.get_level_values(0).values[column_nmbr],
+                        dframe.columns.get_level_values(0).to_numpy()[column_nmbr],
                     )
                     label = "Series"
                     print(f"label missing. Adding '{label}' as label")
                 else:
-                    label = dframe.columns.get_level_values(0).values[column_nmbr]
+                    label = dframe.columns.get_level_values(0).to_numpy()[column_nmbr]
                 if check_if_none(
-                    dframe.columns.get_level_values(1).values[column_nmbr]
+                    dframe.columns.get_level_values(1).to_numpy()[column_nmbr],
                 ):
                     valuetype = ValueType.PRICE
                     print(
-                        f"valuetype missing. Adding '{valuetype.value}' as valuetype"
+                        f"valuetype missing. Adding '{valuetype.value}' as valuetype",
                     )
                 else:
-                    valuetype = dframe.columns.get_level_values(1).values[column_nmbr]
+                    valuetype = dframe.columns.get_level_values(1).to_numpy()[
+                        column_nmbr
+                    ]
             else:
-                label = dframe.columns.values[column_nmbr]
+                label = dframe.columns.to_numpy()[column_nmbr]
         dates = [date_fix(d).strftime("%Y-%m-%d") for d in dframe.index]
 
         return cls(
@@ -331,7 +334,7 @@ class OpenTimeSeries(BaseModel, CommonModel):
 
     @classmethod
     def from_fixed_rate(
-        cls: Type[TypeOpenTimeSeries],
+        cls: type[TypeOpenTimeSeries],
         rate: float,
         d_range: Optional[DatetimeIndex] = None,
         days: Optional[int] = None,
@@ -341,7 +344,8 @@ class OpenTimeSeries(BaseModel, CommonModel):
         baseccy: CurrencyStringType = "SEK",
         local_ccy: bool = True,
     ) -> TypeOpenTimeSeries:
-        """Creates a timeseries from values accruing with a given fixed rate return
+        """
+        Create series from values accruing with a given fixed rate return.
 
         Providing a date_range of type Pandas DatetimeIndex takes priority over
         providing a combination of days and an end date.
@@ -374,11 +378,11 @@ class OpenTimeSeries(BaseModel, CommonModel):
         """
         if not isinstance(d_range, DatetimeIndex) and all([days, end_dt]):
             d_range = DatetimeIndex(
-                [d.date() for d in date_range(periods=days, end=end_dt, freq="D")]
+                [d.date() for d in date_range(periods=days, end=end_dt, freq="D")],
             )
         elif not isinstance(d_range, DatetimeIndex) and not all([days, end_dt]):
             raise ValueError(
-                "If d_range is not provided both days and end_dt must be."
+                "If d_range is not provided both days and end_dt must be.",
             )
 
         deltas = array(
@@ -386,7 +390,7 @@ class OpenTimeSeries(BaseModel, CommonModel):
                 i.days
                 for i in cast(DatetimeIndex, d_range)[1:]
                 - cast(DatetimeIndex, d_range)[:-1]
-            ]
+            ],
         )
         arr = list(cumprod(insert(1 + deltas * rate / 365, 0, 1.0)))
         d_range = [d.strftime("%Y-%m-%d") for d in cast(DatetimeIndex, d_range)]
@@ -410,19 +414,19 @@ class OpenTimeSeries(BaseModel, CommonModel):
         )
 
     def from_deepcopy(self: TypeOpenTimeSeries) -> TypeOpenTimeSeries:
-        """Creates a copy of an OpenTimeSeries object
+        """
+        Create copy of OpenTimeSeries object.
 
         Returns
         -------
         OpenTimeSeries
             An OpenTimeSeries object
         """
-
         return deepcopy(self)
 
     def pandas_df(self: TypeOpenTimeSeries) -> TypeOpenTimeSeries:
-        """Sets the .tsdf parameter as a Pandas DataFrame from the .dates and
-        .values lists
+        """
+        Populate .tsdf Pandas DataFrame from the .dates and .values lists.
 
         Returns
         -------
@@ -437,7 +441,7 @@ class OpenTimeSeries(BaseModel, CommonModel):
         )
         dframe.index = [d.date() for d in DatetimeIndex(dframe.index)]
 
-        dframe.sort_index(inplace=True)
+        dframe = dframe.sort_index()
         self.tsdf = dframe
 
         return self
@@ -448,7 +452,8 @@ class OpenTimeSeries(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
         ----------
@@ -466,12 +471,15 @@ class OpenTimeSeries(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: TypeOpenTimeSeries) -> TypeOpenTimeSeries:
-        """Changes the index of the associated Pandas DataFrame .tsdf to align with
-        local calendar business days
+        """
+        Align the index .tsdf with local calendar business days.
 
         Returns
         -------
@@ -479,14 +487,17 @@ class OpenTimeSeries(BaseModel, CommonModel):
             An OpenTimeSeries object
         """
         self.tsdf = align_dataframe_to_local_cdays(
-            data=self.tsdf, countries=self.countries
+            data=self.tsdf,
+            countries=self.countries,
         )
         return self
 
     def all_properties(
-        self: TypeOpenTimeSeries, properties: Optional[list[LiteralSeriesProps]] = None
+        self: TypeOpenTimeSeries,
+        properties: Optional[list[LiteralSeriesProps]] = None,
     ) -> DataFrame:
-        """Calculates the chosen timeseries properties
+        """
+        Calculate chosen properties.
 
         Parameters
         ----------
@@ -498,10 +509,10 @@ class OpenTimeSeries(BaseModel, CommonModel):
         pandas.DataFrame
             Properties of the OpenTimeSeries
         """
-
         if not properties:
             properties = cast(
-                list[LiteralSeriesProps], OpenTimeSeriesPropertiesList.allowed_strings
+                list[LiteralSeriesProps],
+                OpenTimeSeriesPropertiesList.allowed_strings,
             )
 
         props = OpenTimeSeriesPropertiesList(*properties)
@@ -512,24 +523,26 @@ class OpenTimeSeries(BaseModel, CommonModel):
     @property
     def worst_month(self: TypeOpenTimeSeries) -> float:
         """
+        Most negative month.
+
         Returns
         -------
         float
             Most negative month
         """
-
         resdf = self.tsdf.copy()
         resdf.index = DatetimeIndex(resdf.index)
         return float((resdf.resample("BM").last().pct_change().min()).iloc[0])
 
     def value_to_ret(self: TypeOpenTimeSeries) -> TypeOpenTimeSeries:
         """
+        Convert series of values into series of returns.
+
         Returns
         -------
         OpenTimeSeries
             The returns of the values in the series
         """
-
         self.tsdf = self.tsdf.pct_change()
         self.tsdf.iloc[0] = 0
         self.valuetype = ValueType.RTRN
@@ -537,9 +550,11 @@ class OpenTimeSeries(BaseModel, CommonModel):
         return self
 
     def value_to_diff(
-        self: TypeOpenTimeSeries, periods: int = 1
+        self: TypeOpenTimeSeries,
+        periods: int = 1,
     ) -> TypeOpenTimeSeries:
-        """Converts a valueseries to a series of its period differences
+        """
+        Convert series of values to series of their period differences.
 
         Parameters
         ----------
@@ -552,7 +567,6 @@ class OpenTimeSeries(BaseModel, CommonModel):
         OpenTimeSeries
             An OpenTimeSeries object
         """
-
         self.tsdf = self.tsdf.diff(periods=periods)
         self.tsdf.iloc[0] = 0
         self.valuetype = ValueType.RTRN
@@ -560,7 +574,8 @@ class OpenTimeSeries(BaseModel, CommonModel):
         return self
 
     def to_cumret(self: TypeOpenTimeSeries) -> TypeOpenTimeSeries:
-        """Converts a returnseries into a cumulative valueseries
+        """
+        Convert series of returns into cumulative series of values.
 
         Returns
         -------
@@ -569,7 +584,7 @@ class OpenTimeSeries(BaseModel, CommonModel):
         """
         if not any(
             x == ValueType.RTRN
-            for x in cast(MultiIndex, self.tsdf.columns).get_level_values(1).values
+            for x in cast(MultiIndex, self.tsdf.columns).get_level_values(1).to_numpy()
         ):
             self.value_to_ret()
 
@@ -580,9 +595,12 @@ class OpenTimeSeries(BaseModel, CommonModel):
         return self
 
     def from_1d_rate_to_cumret(
-        self: TypeOpenTimeSeries, days_in_year: int = 365, divider: float = 1.0
+        self: TypeOpenTimeSeries,
+        days_in_year: int = 365,
+        divider: float = 1.0,
     ) -> TypeOpenTimeSeries:
-        """Converts a series of 1-day rates into a cumulative valueseries
+        """
+        Convert series of 1-day rates into series of cumulative values.
 
         Parameters
         ----------
@@ -596,7 +614,6 @@ class OpenTimeSeries(BaseModel, CommonModel):
         OpenTimeSeries
             An OpenTimeSeries object
         """
-
         arr = array(self.values) / divider
 
         deltas = array([i.days for i in self.tsdf.index[1:] - self.tsdf.index[:-1]])
@@ -610,9 +627,11 @@ class OpenTimeSeries(BaseModel, CommonModel):
         return self
 
     def resample(
-        self: TypeOpenTimeSeries, freq: Union[LiteralBizDayFreq, str] = "BM"
+        self: TypeOpenTimeSeries,
+        freq: Union[LiteralBizDayFreq, str] = "BM",
     ) -> TypeOpenTimeSeries:
-        """Resamples the timeseries frequency
+        """
+        Resamples the timeseries frequency.
 
         Parameters
         ----------
@@ -625,7 +644,6 @@ class OpenTimeSeries(BaseModel, CommonModel):
         OpenTimeSeries
             An OpenTimeSeries 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)]
@@ -637,9 +655,10 @@ class OpenTimeSeries(BaseModel, CommonModel):
         convention: LiteralPandasResampleConvention = "end",
         method: LiteralPandasReindexMethod = "nearest",
     ) -> TypeOpenTimeSeries:
-        """Resamples timeseries frequency to the business calendar
-        month end dates of each period while leaving any stubs
-        in place
+        """
+        Resamples timeseries frequency to the business calendar month end dates.
+
+        Stubs left in place. Stubs will be aligned to the shortest stub.
 
         Parameters
         ----------
@@ -655,7 +674,6 @@ class OpenTimeSeries(BaseModel, CommonModel):
         OpenTimeSeries
             An OpenTimeSeries object
         """
-
         head = self.tsdf.iloc[0].copy()
         tail = self.tsdf.iloc[-1].copy()
         dates = do_resample_to_business_period_ends(
@@ -671,13 +689,14 @@ class OpenTimeSeries(BaseModel, CommonModel):
 
     def drawdown_details(self: TypeOpenTimeSeries) -> DataFrame:
         """
+        Details of the maximum drawdown.
+
         Returns
         -------
         Pandas.DataFrame
             Calculates 'Max Drawdown', 'Start of drawdown', 'Date of bottom',
             'Days from start to bottom', & 'Average fall per day'
         """
-
         dddf = self.tsdf.copy()
         dddf.index = DatetimeIndex(dddf.index)
         return drawdown_details(dddf).to_frame()
@@ -692,8 +711,10 @@ class OpenTimeSeries(BaseModel, CommonModel):
         to_date: Optional[dt.date] = None,
         periods_in_a_year_fixed: Optional[int] = None,
     ) -> Series:
-        """Exponentially Weighted Moving Average Model for Volatility.
-        https://www.investopedia.com/articles/07/ewma.asp
+        """
+        Exponentially Weighted Moving Average Model for Volatility.
+
+        https://www.investopedia.com/articles/07/ewma.asp.
 
         Parameters
         ----------
@@ -718,13 +739,13 @@ class OpenTimeSeries(BaseModel, CommonModel):
         Pandas.DataFrame
             Series EWMA volatility
         """
-
         earlier, later = self.calc_range(months_from_last, from_date, to_date)
         if periods_in_a_year_fixed:
             time_factor = float(periods_in_a_year_fixed)
         else:
             how_many = self.tsdf.loc[
-                cast(int, earlier) : cast(int, later), self.tsdf.columns.values[0]
+                cast(int, earlier) : cast(int, later),
+                self.tsdf.columns.to_numpy()[0],
             ].count()
             fraction = (later - earlier).days / 365.25
             time_factor = how_many / fraction
@@ -732,14 +753,14 @@ class OpenTimeSeries(BaseModel, CommonModel):
         data = self.tsdf.loc[cast(int, earlier) : cast(int, later)].copy()
 
         data[self.label, "Returns"] = (
-            data.loc[:, self.tsdf.columns.values[0]].apply(log).diff()
+            data.loc[:, self.tsdf.columns.to_numpy()[0]].apply(log).diff()
         )
 
         rawdata = [
             data.loc[:, (self.label, "Returns")]
             .iloc[1:day_chunk]
             .std(ddof=dlta_degr_freedms)
-            * sqrt(time_factor)
+            * sqrt(time_factor),
         ]
 
         for item in data.loc[:, (self.label, "Returns")].iloc[1:]:
@@ -750,7 +771,7 @@ class OpenTimeSeries(BaseModel, CommonModel):
                     prev_ewma=previous,
                     time_factor=time_factor,
                     lmbda=lmbda,
-                )
+                ),
             )
 
         data.loc[:, (self.label, ValueType.EWMA)] = rawdata
@@ -758,9 +779,12 @@ class OpenTimeSeries(BaseModel, CommonModel):
         return data.loc[:, (self.label, ValueType.EWMA)]
 
     def running_adjustment(
-        self: TypeOpenTimeSeries, adjustment: float, days_in_year: int = 365
+        self: TypeOpenTimeSeries,
+        adjustment: float,
+        days_in_year: int = 365,
     ) -> TypeOpenTimeSeries:
-        """Adds (+) or subtracts (-) a fee from the timeseries return
+        """
+        Add (+) or subtract (-) a fee from the timeseries return.
 
         Parameters
         ----------
@@ -778,7 +802,7 @@ class OpenTimeSeries(BaseModel, CommonModel):
         values: list[float]
         if any(
             x == ValueType.RTRN
-            for x in cast(MultiIndex, self.tsdf.columns).get_level_values(1).values
+            for x in cast(MultiIndex, self.tsdf.columns).get_level_values(1).to_numpy()
         ):
             ra_df = self.tsdf.copy()
             values = [1.0]
@@ -787,7 +811,7 @@ class OpenTimeSeries(BaseModel, CommonModel):
             values = [self.tsdf.iloc[0, 0]]
             ra_df = self.tsdf.pct_change().copy()
             returns_input = False
-        ra_df.dropna(inplace=True)
+        ra_df = ra_df.dropna()
 
         prev = self.first_idx
         idx: dt.date
@@ -797,7 +821,7 @@ class OpenTimeSeries(BaseModel, CommonModel):
             dates.append(idx)
             values.append(
                 values[-1]
-                * (1 + row.iloc[0] + adjustment * (idx - prev).days / days_in_year)
+                * (1 + row.iloc[0] + adjustment * (idx - prev).days / days_in_year),
             )
             prev = idx
         self.tsdf = DataFrame(data=values, index=dates)
@@ -814,8 +838,8 @@ class OpenTimeSeries(BaseModel, CommonModel):
         lvl_one: Optional[ValueType] = None,
         delete_lvl_one: bool = False,
     ) -> TypeOpenTimeSeries:
-        """Sets the column labels of the .tsdf Pandas Dataframe associated
-        with the timeseries
+        """
+        Set the column labels of the .tsdf Pandas Dataframe.
 
         Parameters
         ----------
@@ -831,10 +855,9 @@ class OpenTimeSeries(BaseModel, CommonModel):
         OpenTimeSeries
             An OpenTimeSeries object
         """
-
         if lvl_zero is None and lvl_one is None:
             self.tsdf.columns = MultiIndex.from_arrays(
-                [[self.label], [self.valuetype]]
+                [[self.label], [self.valuetype]],
             )
         elif lvl_zero is not None and lvl_one is None:
             self.tsdf.columns = MultiIndex.from_arrays([[lvl_zero], [self.valuetype]])
@@ -855,7 +878,8 @@ def timeseries_chain(
     back: TypeOpenTimeSeries,
     old_fee: float = 0.0,
 ) -> Union[TypeOpenTimeSeries, OpenTimeSeries]:
-    """Chain two timeseries together
+    """
+    Chain two timeseries together.
 
     Parameters
     ----------
@@ -868,7 +892,7 @@ def timeseries_chain(
 
     Returns
     -------
-    TypeOpenTimeSeries
+    Union[TypeOpenTimeSeries, OpenTimeSeries]
         An OpenTimeSeries object or a subclass thereof
     """
     old = front.from_deepcopy()
@@ -889,17 +913,17 @@ def timeseries_chain(
             raise ValueError("Failed to find a matching date between series")
 
     dates: list[str] = [x.strftime("%Y-%m-%d") for x in olddf.index if x < first]
-    values = array([x[0] for x in old.tsdf.values][: len(dates)])
+    values = array([x[0] for x in old.tsdf.to_numpy()][: len(dates)])
     values = cast(
         NDArray[float64],
         list(values * new.tsdf.iloc[:, 0].loc[first] / olddf.iloc[:, 0].loc[first]),
     )
 
     dates.extend([x.strftime("%Y-%m-%d") for x in new.tsdf.index])
-    values += [x[0] for x in new.tsdf.values]
+    values += [x[0] for x in new.tsdf.to_numpy()]
 
-    if back.__class__.__subclasscheck__(  # pylint: disable=unnecessary-dunder-call
-        OpenTimeSeries
+    if back.__class__.__subclasscheck__(
+        OpenTimeSeries,
     ):
         return OpenTimeSeries(
             timeseriesId=new.timeseriesId,
@@ -937,8 +961,9 @@ def timeseries_chain(
     )
 
 
-def check_if_none(item: Any) -> bool:
-    """Function to check if a variable is None or equivalent
+def check_if_none(item: Any) -> bool:  # noqa: ANN401
+    """
+    Check if a variable is None or equivalent.
 
     Parameters
     ----------