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

openseries/types.py

@@ -1,20 +1,31 @@
-"""
-Declaring types used throughout the project
-"""
+"""Declaring types used throughout the project."""
 from __future__ import annotations
+
+import datetime as dt
 from enum import Enum
-from typing import Annotated, Literal, Union
-from pydantic import confloat, conint, conlist, constr, StringConstraints
+from typing import Annotated, ClassVar, Literal, TypeVar, Union
+
+from numpy import datetime64
+from pandas import Timestamp
+from pydantic import StringConstraints, confloat, conint, conlist, constr
 
 CountryStringType = Annotated[
     str,
     StringConstraints(
-        pattern=r"^[A-Z]{2}$", to_upper=True, min_length=2, max_length=2, strict=True
+        pattern=r"^[A-Z]{2}$",
+        to_upper=True,
+        min_length=2,
+        max_length=2,
+        strict=True,
     ),
 ]
 CountryListType = conlist(
     constr(
-        pattern=r"^[A-Z]{2}$", to_upper=True, min_length=2, max_length=2, strict=True
+        pattern=r"^[A-Z]{2}$",
+        to_upper=True,
+        min_length=2,
+        max_length=2,
+        strict=True,
     ),
     min_length=1,
 )
@@ -23,14 +34,19 @@ CountriesType = Union[CountryListType, CountryStringType]  # type: ignore[valid-
 CurrencyStringType = Annotated[
     str,
     StringConstraints(
-        pattern=r"^[A-Z]{3}$", to_upper=True, min_length=3, max_length=3, strict=True
+        pattern=r"^[A-Z]{3}$",
+        to_upper=True,
+        min_length=3,
+        max_length=3,
+        strict=True,
     ),
 ]
 
 DateListType = Annotated[
     list[str],
     conlist(
-        constr(pattern=r"^\d{4}-(0[1-9]|1[0-2])-(0[1-9]|[12]\d|3[01])$"), min_length=2
+        constr(pattern=r"^\d{4}-(0[1-9]|1[0-2])-(0[1-9]|[12]\d|3[01])$"),
+        min_length=2,
     ),
 ]
 
@@ -46,6 +62,33 @@ SimCountType = Annotated[int, conint(strict=True, ge=1)]
 
 VolatilityType = Annotated[float, confloat(strict=True, gt=0.0)]
 
+DateType = Union[str, dt.date, dt.datetime, datetime64, Timestamp]
+
+HolidayType = Union[
+    dict[Union[dt.date, dt.datetime, str, float, int], str],
+    list[Union[dt.date, dt.datetime, str, float, int]],
+    dt.date,
+    dt.datetime,
+    str,
+    float,
+    int,
+]
+
+PlotlyLayoutType = tuple[
+    dict[
+        str,
+        Union[
+            str,
+            int,
+            float,
+            bool,
+            list[str],
+            dict[str, Union[str, int, float, bool, list[str]]],
+        ],
+    ],
+    dict[str, Union[str, float]],
+]
+
 LiteralLinePlotMode = Literal[
     "lines",
     "markers",
@@ -59,7 +102,12 @@ LiteralQuantileInterp = Literal["linear", "lower", "higher", "midpoint", "neares
 LiteralBizDayFreq = Literal["BM", "BQ", "BA"]
 LiteralPandasResampleConvention = Literal["start", "s", "end", "e"]
 LiteralPandasReindexMethod = Literal[
-    None, "pad", "ffill", "backfill", "bfill", "nearest"
+    None,
+    "pad",
+    "ffill",
+    "backfill",
+    "bfill",
+    "nearest",
 ]
 LiteralNanMethod = Literal["fill", "drop"]
 LiteralCaptureRatio = Literal["up", "down", "both"]
@@ -135,11 +183,17 @@ LiteralFrameProps = Literal[
     "span_of_days_all",
 ]
 
+TypeOpenTimeSeriesPropertiesList = TypeVar(
+    "TypeOpenTimeSeriesPropertiesList",
+    bound="OpenTimeSeriesPropertiesList",
+)
+
 
 class OpenTimeSeriesPropertiesList(list[str]):
-    """Allowed property arguments for the OpenTimeSeries class"""
 
-    allowed_strings = {
+    """Allowed property arguments for the OpenTimeSeries class."""
+
+    allowed_strings: ClassVar[set[str]] = {
         "value_ret",
         "geo_ret",
         "arithmetic_ret",
@@ -167,26 +221,37 @@ class OpenTimeSeriesPropertiesList(list[str]):
         "periods_in_a_year",
     }
 
-    def __init__(self, *args: LiteralSeriesProps) -> None:
+    def __init__(
+        self: TypeOpenTimeSeriesPropertiesList,
+        *args: LiteralSeriesProps,
+    ) -> None:
+        """Property arguments for the OpenTimeSeries class."""
         super().__init__(args)
         self._validate()
 
-    def _validate(self) -> None:
+    def _validate(self: TypeOpenTimeSeriesPropertiesList) -> None:
         seen = set()
         for item in self:
             if item not in self.allowed_strings:
                 raise ValueError(
-                    f"Invalid string: {item}. Allowed strings: {self.allowed_strings}"
+                    f"Invalid string: {item}. Allowed strings: {self.allowed_strings}",
                 )
             if item in seen:
                 raise ValueError(f"Duplicate string: {item}")
             seen.add(item)
 
 
+TypeOpenFramePropertiesList = TypeVar(
+    "TypeOpenFramePropertiesList",
+    bound="OpenFramePropertiesList",
+)
+
+
 class OpenFramePropertiesList(list[str]):
-    """Allowed property arguments for the OpenFrame class"""
 
-    allowed_strings = {
+    """Allowed property arguments for the OpenFrame class."""
+
+    allowed_strings: ClassVar[set[str]] = {
         "value_ret",
         "geo_ret",
         "arithmetic_ret",
@@ -212,16 +277,17 @@ class OpenFramePropertiesList(list[str]):
         "span_of_days_all",
     }
 
-    def __init__(self, *args: LiteralFrameProps) -> None:
+    def __init__(self: TypeOpenFramePropertiesList, *args: LiteralFrameProps) -> None:
+        """Property arguments for the OpenFrame class."""
         super().__init__(args)
         self._validate()
 
-    def _validate(self) -> None:
+    def _validate(self: TypeOpenFramePropertiesList) -> None:
         seen = set()
         for item in self:
             if item not in self.allowed_strings:
                 raise ValueError(
-                    f"Invalid string: {item}. Allowed strings: {self.allowed_strings}"
+                    f"Invalid string: {item}. Allowed strings: {self.allowed_strings}",
                 )
             if item in seen:
                 raise ValueError(f"Duplicate string: {item}")
@@ -229,7 +295,8 @@ class OpenFramePropertiesList(list[str]):
 
 
 class ValueType(str, Enum):
-    """Class defining the different timeseries types within the project"""
+
+    """Class defining the different timeseries types within the project."""
 
     EWMA = "EWMA"
     PRICE = "Price(Close)"

{openseries-1.2.2.dist-info → openseries-1.2.4.dist-info}/METADATA

@@ -1,10 +1,10 @@
 Metadata-Version: 2.1
 Name: openseries
-Version: 1.2.2
+Version: 1.2.4
 Summary: Package for simple financial time series analysis.
 Home-page: https://github.com/CaptorAB/OpenSeries
 License: BSD-3-Clause
-Keywords: python,python3,plotly,pandas,finance,fintech,data-science,timeseries,timeseries-data,timeseries-analysis,investment,investment-analysis,investing
+Keywords: python,finance,fintech,data-science,timeseries,timeseries-data,timeseries-analysis,investment,investment-analysis,investing
 Author: Martin Karrin
 Author-email: martin.karrin@captor.se
 Requires-Python: >=3.9,<3.12
@@ -20,15 +20,15 @@ Classifier: Programming Language :: Python :: 3.10
 Classifier: Programming Language :: Python :: 3.11
 Classifier: Topic :: Office/Business :: Financial :: Investment
 Requires-Dist: ffn (>=0.3.7,<0.4.0)
-Requires-Dist: holidays (>=0.30,<0.31)
+Requires-Dist: holidays (>=0.31,<0.32)
 Requires-Dist: numpy (>=1.25.2,<2.0.0)
 Requires-Dist: openpyxl (>=3.1.2,<4.0.0)
 Requires-Dist: pandas (>=2.0.3,<3.0.0)
-Requires-Dist: plotly (>=5.16.0,<6.0.0)
-Requires-Dist: pydantic (>=2.2.0,<3.0.0)
+Requires-Dist: plotly (>=5.16.1,<6.0.0)
+Requires-Dist: pydantic (>=2.3.0,<3.0.0)
 Requires-Dist: python-dateutil (>=2.8.2,<3.0.0)
-Requires-Dist: python-stdnum (>=1.18,<2.0)
-Requires-Dist: scipy (>=1.11.1,<2.0.0)
+Requires-Dist: python-stdnum (>=1.19,<2.0)
+Requires-Dist: scipy (>=1.11.2,<2.0.0)
 Requires-Dist: statsmodels (>=0.14.0,<0.15.0)
 Project-URL: Repository, https://github.com/CaptorAB/OpenSeries
 Description-Content-Type: text/markdown
@@ -46,7 +46,7 @@ width="81" height="100" align="left" float="right"/><br/>
 ![GitHub Action Test Suite](https://github.com/CaptorAB/OpenSeries/actions/workflows/test.yml/badge.svg)
 ![Coverage](https://cdn.jsdelivr.net/gh/CaptorAB/OpenSeries@master/coverage.svg)
 [![Code Style](https://img.shields.io/badge/code%20style-black-000000.svg)](https://black.readthedocs.io/en/stable/index.html)
-![pylint](https://github.com/CaptorAB/OpenSeries/actions/workflows/pylint.yml/badge.svg)
+![ruff](https://github.com/CaptorAB/OpenSeries/actions/workflows/ruff.yml/badge.svg)
 [![License](https://img.shields.io/badge/License-BSD%203--Clause-blue.svg)](https://opensource.org/licenses/BSD-3-Clause)
 
 **OpenSeries** is a project with tools to analyse financial timeseries of a single
@@ -153,10 +153,10 @@ make install
 
 ## Testing and Linting / Type-checking
 
-Flake8, Black and Pylint checking is embedded in the pre-commit hook but not mypy. All
-packages are used in the project's GitHub workflows and are run when the `lint`
+Ruff, Black and Mypy checking is embedded in the pre-commit hook. All
+are also used in the project's GitHub workflows and are run when the `lint`
 alternative is chosen in the below commands.
-The silenced error codes can be found in the
+Any silenced error codes can be found in the
 [pyproject.toml](https://github.com/CaptorAB/OpenSeries/blob/master/pyproject.toml)
 file or in in-line comments.
 
@@ -200,7 +200,6 @@ make lint
 | [series.py](https://github.com/CaptorAB/OpenSeries/blob/master/openseries/series.py)                             | Defines the class _OpenTimeSeries_ for managing and analyzing a single timeseries. The module also defines a function `timeseries_chain` that can be used to chain two timeseries objects together. |
 | [frame.py](https://github.com/CaptorAB/OpenSeries/blob/master/openseries/frame.py)                               | Defines the class _OpenFrame_ for managing a group of timeseries, and e.g. calculate a portfolio timeseries from a rebalancing strategy between timeseries.                                         |
 | [common_model.py](https://github.com/CaptorAB/OpenSeries/blob/master/openseries/common_model.py)                 | Defines the class _CommonModel_ which is a base class for both the above classes.                                                                                                                   |
-| [common_tools.py](https://github.com/CaptorAB/OpenSeries/blob/master/openseries/common_tools.py)                 | Contains a few functions used elsewhere in the project.                                                                                                                                             |
 | [datefixer.py](https://github.com/CaptorAB/OpenSeries/blob/master/openseries/datefixer.py)                       | Date utilities. Please read the docstring of each function for its description.                                                                                                                     |
 | [load_plotly.py](https://github.com/CaptorAB/OpenSeries/blob/master/openseries/load_plotly.py)                   | Functions to load [Plotly](https://plotly.com/python/) default layout and configuration from local json file.                                                                                       |
 | [plotly_layouts.json](https://github.com/CaptorAB/OpenSeries/blob/master/openseries/plotly_layouts.json)         | [Plotly](https://plotly.com/python/) defaults used in the `plot_bars` and `plot_series` methods.                                                                                                    |

openseries-1.2.4.dist-info/RECORD

@@ -0,0 +1,15 @@
+openseries/__init__.py,sha256=hA7I5IFk88EnX6eyBbI1KLT_FGcmPIKF49xa5g3T8Yg,41
+openseries/common_model.py,sha256=wS-e5Kvgy3kGXOBvvOLfPcmaYYf6UhJlWb0-o_-Fk1M,62340
+openseries/datefixer.py,sha256=o6vePHinMhJeC_z82ekGdKGePriP8d_0pCravckYoCI,15651
+openseries/frame.py,sha256=1if8q37ZaUzFJXfeV8P7tGCZ0S6PtMjlO6_EgYer_QI,56963
+openseries/load_plotly.py,sha256=U5UQ3R2VktEA_QneCfFObiOV1yfzZBuVmRmyXiLSwc8,1001
+openseries/plotly_captor_logo.json,sha256=pGMuPVu4cEO3ZsCH1wU03hxqbIQkHFNoJUs1k1WK89Y,178
+openseries/plotly_layouts.json,sha256=xhrMOqW8LXb4QMtPiNBGdkPX518OHThiIJ68jpQk524,1429
+openseries/risk.py,sha256=3l73XY78R1IuyafSKYF1Ly8GTnPBWmKXGK57HVek0e0,5504
+openseries/series.py,sha256=RmZUSyvYJk1AuWeHYFbnHQ4RQFdqXmzWL_dkn5FNomk,31909
+openseries/simulation.py,sha256=-QfiiVqzKh-Ar_i33WECHuMq1IQcpFJUBBGxhDHDWEM,35504
+openseries/types.py,sha256=7BJKEjnUPyIEAUBo6NjDa6MggJwVT3C0W42e57IXCXw,7589
+openseries-1.2.4.dist-info/LICENSE.md,sha256=NJjeq3wyB7EnnHLmsdK1EK6zT00T1eB3FgAmHAPT_vM,1521
+openseries-1.2.4.dist-info/METADATA,sha256=7WPSH4miwPHTQK-pEGpQaOLtu7Hs7WvazHQt2U_tGpU,47916
+openseries-1.2.4.dist-info/WHEEL,sha256=d2fvjOD7sXsVzChCqf0Ty0JbHKBaLYwDbGQDwQTnJ50,88
+openseries-1.2.4.dist-info/RECORD,,

{openseries-1.2.2.dist-info → openseries-1.2.4.dist-info}/WHEEL

@@ -1,4 +1,4 @@
 Wheel-Version: 1.0
-Generator: poetry-core 1.6.1
+Generator: poetry-core 1.7.0
 Root-Is-Purelib: true
 Tag: py3-none-any

openseries-1.2.2.dist-info/RECORD

@@ -1,15 +0,0 @@
-openseries/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-openseries/common_model.py,sha256=d2gnWYdBc84OafOYzxx-KkmFZb0dH31r8rd6kDPJSXg,60281
-openseries/datefixer.py,sha256=si-sFJgS5RPf42bZHHHZ3JQLJLBNST11cpI2X37cQ30,17466
-openseries/frame.py,sha256=7gu6H3XVhHQlcF7wnP0y3louqLpqtZXM7PwENgV82L8,54862
-openseries/load_plotly.py,sha256=zBLlO8gjPrguWmf3u3nfyUd-EhI_ZmCk9AQDZ9QSx3E,1161
-openseries/plotly_captor_logo.json,sha256=pGMuPVu4cEO3ZsCH1wU03hxqbIQkHFNoJUs1k1WK89Y,178
-openseries/plotly_layouts.json,sha256=xhrMOqW8LXb4QMtPiNBGdkPX518OHThiIJ68jpQk524,1429
-openseries/risk.py,sha256=9JzGSXPjcOOpuZmlaTca7OeEwSihipNWoh6zJyDT090,5139
-openseries/series.py,sha256=qTYeaLMSUb7vojY9Y1yuAK1Zv4GtnC1kklIH70Emy1I,31426
-openseries/simulation.py,sha256=Cs8cjiVsiwvSQxEXb3J6EMxXsZqaqZuBVRto5EkNVFk,34667
-openseries/types.py,sha256=_UohZyqbJqsP_rtGM3tAHXuOOyOZmraMvtIHZHyjonM,6253
-openseries-1.2.2.dist-info/LICENSE.md,sha256=NJjeq3wyB7EnnHLmsdK1EK6zT00T1eB3FgAmHAPT_vM,1521
-openseries-1.2.2.dist-info/METADATA,sha256=iN1jB5D3fTT9bdWrqwP8gz8cklGVFLt0tPwPThz8K6Q,48278
-openseries-1.2.2.dist-info/WHEEL,sha256=Zb28QaM1gQi8f4VCBhsUklF61CTlNYfs9YAZn-TOGFk,88
-openseries-1.2.2.dist-info/RECORD,,