openseries 1.2.3__py3-none-any.whl → 1.2.5__py3-none-any.whl

openseries/datefixer.py

@@ -24,7 +24,7 @@ def holiday_calendar(
     startyear: int,
     endyear: int,
     countries: CountriesType = "SE",
-    custom_holidays: HolidayType = None,
+    custom_holidays: Optional[HolidayType] = None,
 ) -> busdaycalendar:
     """
     Generate a business calendar.
@@ -121,14 +121,14 @@ def date_offset_foll(
     adjust: bool = False,
     following: bool = True,
     countries: CountriesType = "SE",
-    custom_holidays: HolidayType = None,
+    custom_holidays: Optional[HolidayType] = None,
 ) -> dt.date:
     """
     Offset dates according to a given calendar.
 
     Parameters
     ----------
-    raw_date: Union[str, dt.date, dt.datetime, datetime64, Timestamp]
+    raw_date: DateType
         The date to offset from
     months_offset: int, default: 12
         Number of months as integer
@@ -175,7 +175,7 @@ def date_offset_foll(
 def get_previous_business_day_before_today(
     today: Optional[dt.date] = None,
     countries: CountriesType = "SE",
-    custom_holidays: HolidayType = None,
+    custom_holidays: Optional[HolidayType] = None,
 ) -> dt.date:
     """
     Bump date backwards to find the previous business day.
@@ -212,7 +212,7 @@ def offset_business_days(
     ddate: dt.date,
     days: int,
     countries: CountriesType = "SE",
-    custom_holidays: HolidayType = None,
+    custom_holidays: Optional[HolidayType] = None,
 ) -> dt.date:
     """
     Bump date by business days.
@@ -481,7 +481,7 @@ def get_calc_range(
 
     Returns
     -------
-    Tuple[datetime.date, datetime.date]
+    tuple[datetime.date, datetime.date]
         Start and end date of the chosen date range
     """
     earlier, later = data.index[0], data.index[-1]

openseries/load_plotly.py

@@ -20,7 +20,8 @@ def load_plotly_dict(
 
     Returns
     -------
-    A dictionary with the Plotly config and layout template
+    PlotlyLayoutType
+        A dictionary with the Plotly config and layout template
     """
     project_root = dirname(dirname(abspath(__file__)))
     layoutfile = join(abspath(project_root), "openseries", "plotly_layouts.json")

openseries/series.py

@@ -7,15 +7,14 @@ from re import compile as re_compile
 from typing import Any, Optional, TypeVar, Union, cast
 
 from numpy import (
+    append,
     array,
     cumprod,
-    float64,
     insert,
     isnan,
     log,
     sqrt,
 )
-from numpy.typing import NDArray
 from pandas import (
     DataFrame,
     DatetimeIndex,
@@ -62,13 +61,13 @@ class OpenTimeSeries(BaseModel, CommonModel):  # type: ignore[misc]
 
     Parameters
     ----------
-    timeseriesId : DatabaseIdStringType
+    timeseries_id : DatabaseIdStringType
         Database identifier of the timeseries
-    instrumentId: DatabaseIdStringType
+    instrument_id: DatabaseIdStringType
         Database identifier of the instrument associated with the timeseries
     name : str
         string identifier of the timeseries and/or instrument
-    valuetype : openseries.types.ValueType
+    valuetype : ValueType
         Identifies if the series is a series of values or returns
     dates : DateListType
         Dates of the individual timeseries items
@@ -84,7 +83,7 @@ class OpenTimeSeries(BaseModel, CommonModel):  # type: ignore[misc]
         ISO 4217 currency code of the timeseries
     domestic : CurrencyStringType, default: "SEK"
         ISO 4217 currency code of the user's home currency
-    countries: Union[CountryStringType, CountryListType], default: "SE"
+    countries: CountriesType, default: "SE"
         (List of) country code(s) according to ISO 3166-1 alpha-2
     isin : str, optional
         ISO 6166 identifier code of the associated instrument
@@ -92,8 +91,8 @@ class OpenTimeSeries(BaseModel, CommonModel):  # type: ignore[misc]
         Placeholder for a name of the timeseries
     """
 
-    timeseriesId: DatabaseIdStringType  # noqa: N815
-    instrumentId: DatabaseIdStringType  # noqa: N815
+    timeseries_id: DatabaseIdStringType
+    instrument_id: DatabaseIdStringType
     name: str
     valuetype: ValueType
     dates: DateListType
@@ -236,8 +235,8 @@ class OpenTimeSeries(BaseModel, CommonModel):  # type: ignore[misc]
             dates=dates,
             values=values,
             valuetype=valuetype,
-            timeseriesId=timeseries_id,
-            instrumentId=instrument_id,
+            timeseries_id=timeseries_id,
+            instrument_id=instrument_id,
             isin=isin,
             currency=baseccy,
             local_ccy=local_ccy,
@@ -315,8 +314,8 @@ class OpenTimeSeries(BaseModel, CommonModel):  # type: ignore[misc]
         dates = [date_fix(d).strftime("%Y-%m-%d") for d in dframe.index]
 
         return cls(
-            timeseriesId="",
-            instrumentId="",
+            timeseries_id="",
+            instrument_id="",
             currency=baseccy,
             dates=dates,
             name=label,
@@ -396,8 +395,8 @@ class OpenTimeSeries(BaseModel, CommonModel):  # type: ignore[misc]
         d_range = [d.strftime("%Y-%m-%d") for d in cast(DatetimeIndex, d_range)]
 
         return cls(
-            timeseriesId="",
-            instrumentId="",
+            timeseries_id="",
+            instrument_id="",
             currency=baseccy,
             dates=d_range,
             name=label,
@@ -784,7 +783,7 @@ class OpenTimeSeries(BaseModel, CommonModel):  # type: ignore[misc]
         days_in_year: int = 365,
     ) -> TypeOpenTimeSeries:
         """
-        Add (+) or subtract (-) a fee from the timeseries return.
+        Add or subtract a fee from the timeseries return.
 
         Parameters
         ----------
@@ -913,21 +912,19 @@ 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.to_numpy()][: len(dates)])
-    values = cast(
-        NDArray[float64],
-        list(values * new.tsdf.iloc[:, 0].loc[first] / olddf.iloc[:, 0].loc[first]),
-    )
+
+    values = old.tsdf.iloc[: len(dates), 0]
+    values = values.mul(new.tsdf.iloc[:, 0].loc[first] / olddf.iloc[:, 0].loc[first])
+    values = append(values, new.tsdf.iloc[:, 0])
 
     dates.extend([x.strftime("%Y-%m-%d") for x in new.tsdf.index])
-    values += [x[0] for x in new.tsdf.to_numpy()]
 
     if back.__class__.__subclasscheck__(
         OpenTimeSeries,
     ):
         return OpenTimeSeries(
-            timeseriesId=new.timeseriesId,
-            instrumentId=new.instrumentId,
+            timeseries_id=new.timeseries_id,
+            instrument_id=new.instrument_id,
             currency=new.currency,
             dates=dates,
             name=new.name,
@@ -943,8 +940,8 @@ def timeseries_chain(
             ),
         )
     return back.__class__(
-        timeseriesId=new.timeseriesId,
-        instrumentId=new.instrumentId,
+        timeseries_id=new.timeseries_id,
+        instrument_id=new.instrument_id,
         currency=new.currency,
         dates=dates,
         name=new.name,

openseries/types.py

@@ -72,7 +72,6 @@ HolidayType = Union[
     str,
     float,
     int,
-    None,
 ]
 
 PlotlyLayoutType = tuple[
@@ -297,7 +296,7 @@ class OpenFramePropertiesList(list[str]):
 
 class ValueType(str, Enum):
 
-    """Class defining the different timeseries types within the project."""
+    """Enum types of OpenTimeSeries to identify the output."""
 
     EWMA = "EWMA"
     PRICE = "Price(Close)"

{openseries-1.2.3.dist-info → openseries-1.2.5.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: openseries
-Version: 1.2.3
+Version: 1.2.5
 Summary: Package for simple financial time series analysis.
 Home-page: https://github.com/CaptorAB/OpenSeries
 License: BSD-3-Clause
@@ -24,8 +24,8 @@ 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 (>=2.2.1,<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 (>=1.19,<2.0)
 Requires-Dist: scipy (>=1.11.2,<2.0.0)
@@ -43,10 +43,11 @@ width="81" height="100" align="left" float="right"/><br/>
 
 [![PyPI version](https://img.shields.io/pypi/v/openseries.svg)](https://pypi.org/project/openseries/)
 [![Python version](https://img.shields.io/pypi/pyversions/openseries.svg)](https://www.python.org/)
-![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)
+[![GitHub Action Test Suite](https://github.com/CaptorAB/OpenSeries/actions/workflows/test.yml/badge.svg)](https://github.com/CaptorAB/OpenSeries/actions/workflows/test.yml)
+[![Coverage](https://cdn.jsdelivr.net/gh/CaptorAB/OpenSeries@master/coverage.svg)](https://github.com/CaptorAB/OpenSeries/actions/workflows/test.yml)
+[![Styling, Linting & Type checks](https://github.com/CaptorAB/OpenSeries/actions/workflows/checks.yml/badge.svg)](https://github.com/CaptorAB/OpenSeries/actions/workflows/checks.yml)
 [![Code Style](https://img.shields.io/badge/code%20style-black-000000.svg)](https://black.readthedocs.io/en/stable/index.html)
-![ruff](https://github.com/CaptorAB/OpenSeries/actions/workflows/ruff.yml/badge.svg)
+[![Ruff](https://img.shields.io/endpoint?url=https://raw.githubusercontent.com/astral-sh/ruff/main/assets/badge/v2.json)](https://beta.ruff.rs/docs/)
 [![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

{openseries-1.2.3.dist-info → openseries-1.2.5.dist-info}/RECORD

@@ -1,15 +1,15 @@
 openseries/__init__.py,sha256=hA7I5IFk88EnX6eyBbI1KLT_FGcmPIKF49xa5g3T8Yg,41
 openseries/common_model.py,sha256=wS-e5Kvgy3kGXOBvvOLfPcmaYYf6UhJlWb0-o_-Fk1M,62340
-openseries/datefixer.py,sha256=uhRe4TsHBbpisLYQnnlcJSZRNSCeRNFpQJIFnM_9IGE,15658
+openseries/datefixer.py,sha256=sgPqd8UpHPysuEE_f4Q69kl8lrbZo4KdiCMXXkM18zA,15651
 openseries/frame.py,sha256=1if8q37ZaUzFJXfeV8P7tGCZ0S6PtMjlO6_EgYer_QI,56963
-openseries/load_plotly.py,sha256=U5UQ3R2VktEA_QneCfFObiOV1yfzZBuVmRmyXiLSwc8,1001
+openseries/load_plotly.py,sha256=nPIit1-dAyVlNRuD8hOzTmidFqIhVVrgl9R0rhrSD7I,1026
 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/series.py,sha256=udatilM5KnmyR_gUGqxYPtg4q16sGXcUQsgVse2J7zg,31736
 openseries/simulation.py,sha256=-QfiiVqzKh-Ar_i33WECHuMq1IQcpFJUBBGxhDHDWEM,35504
-openseries/types.py,sha256=aXOx9qQZtvSHJuwAsUKCMBjHv_-NzzEYREDurLCDjdA,7599
-openseries-1.2.3.dist-info/LICENSE.md,sha256=NJjeq3wyB7EnnHLmsdK1EK6zT00T1eB3FgAmHAPT_vM,1521
-openseries-1.2.3.dist-info/METADATA,sha256=PSNybn7uLyyN5E1vu3NAbAeJS8CFlh7MvmqDOC6yeSE,47916
-openseries-1.2.3.dist-info/WHEEL,sha256=d2fvjOD7sXsVzChCqf0Ty0JbHKBaLYwDbGQDwQTnJ50,88
-openseries-1.2.3.dist-info/RECORD,,
+openseries/types.py,sha256=sM-Bayvw8ubMyaRwEt-LSHLARPJ6y3k-P_edG3mqkl8,7576
+openseries-1.2.5.dist-info/LICENSE.md,sha256=NJjeq3wyB7EnnHLmsdK1EK6zT00T1eB3FgAmHAPT_vM,1521
+openseries-1.2.5.dist-info/METADATA,sha256=BHZJf5GBUb8o03828rXmhzpmuJASA2E9u1NhuNQcxzg,48303
+openseries-1.2.5.dist-info/WHEEL,sha256=d2fvjOD7sXsVzChCqf0Ty0JbHKBaLYwDbGQDwQTnJ50,88
+openseries-1.2.5.dist-info/RECORD,,