openseries 1.5.0__py3-none-any.whl → 1.5.2__py3-none-any.whl

openseries/__init__.py

@@ -1 +1 @@
-"""OpenSeries.openseries.__init__.py."""
+"""openseries.openseries.__init__.py."""

openseries/_common_model.py

@@ -1,5 +1,4 @@
 """Defining the _CommonModel class."""
-
 from __future__ import annotations
 
 import datetime as dt

openseries/_risk.py

@@ -124,9 +124,6 @@ def _calc_inv_vol_weights(returns: DataFrame) -> NDArray[float64]:
     """
     Calculate weights proportional to inverse volatility.
 
-    Source: https://github.com/pmorissette/ffn.
-    Function copied here because of FutureWarning from pandas ^2.1.0
-
     Parameters
     ----------
     returns: pandas.DataFrame

openseries/datefixer.py

@@ -5,7 +5,7 @@ import datetime as dt
 from typing import Optional, Union, cast
 
 from dateutil.relativedelta import relativedelta
-from holidays import (  # type: ignore[import-untyped,unused-ignore]
+from holidays import (
     country_holidays,
     list_supported_countries,
 )

openseries/frame.py

@@ -12,10 +12,6 @@ from pathlib import Path
 from typing import Callable, Optional, Union, cast
 
 import statsmodels.api as sm  # type: ignore[import-untyped,unused-ignore]
-from ffn.core import (  # type: ignore[import-untyped,unused-ignore]
-    calc_erc_weights,
-    calc_mean_var_weights,
-)
 from numpy import (
     append,
     array,
@@ -70,7 +66,6 @@ from openseries.types import (
     DaysInYearType,
     LiteralBizDayFreq,
     LiteralCaptureRatio,
-    LiteralCovMethod,
     LiteralFrameProps,
     LiteralHowMerge,
     LiteralLinePlotMode,
@@ -80,13 +75,13 @@ from openseries.types import (
     LiteralPlotlyJSlib,
     LiteralPlotlyOutput,
     LiteralPortfolioWeightings,
-    LiteralRiskParityMethod,
     LiteralTrunc,
     OpenFramePropertiesList,
     ValueType,
 )
 
 
+# noinspection PyUnresolvedReferences
 class OpenFrame(_CommonModel):
 
     """
@@ -249,7 +244,7 @@ class OpenFrame(_CommonModel):
             prop_list = [
                 getattr(self, x) for x in OpenFramePropertiesList.allowed_strings
             ]
-        return concat(prop_list, axis="columns").T
+        return cast(DataFrame, concat(prop_list, axis="columns").T)
 
     @property
     def lengths_of_items(self: Self) -> Series[int]:
@@ -666,6 +661,7 @@ class OpenFrame(_CommonModel):
 
         """
         self.constituents += [new_series]
+        # noinspection PyUnreachableCode
         self.tsdf = concat([self.tsdf, new_series.tsdf], axis="columns", sort=True)
         return self
 
@@ -1476,15 +1472,6 @@ class OpenFrame(_CommonModel):
         self: Self,
         name: str,
         weight_strat: Optional[LiteralPortfolioWeightings] = None,
-        initial_weights: Optional[list[float]] = None,
-        risk_weights: Optional[list[float]] = None,
-        risk_parity_method: LiteralRiskParityMethod = "ccd",
-        maximum_iterations: int = 100,
-        tolerance: float = 1e-8,
-        weight_bounds: tuple[float, float] = (0.0, 1.0),
-        riskfree: float = 0.0,
-        covar_method: LiteralCovMethod = "ledoit-wolf",
-        options: Optional[dict[str, int]] = None,
     ) -> DataFrame:
         """
         Calculate a basket timeseries based on the supplied weights.
@@ -1494,25 +1481,7 @@ class OpenFrame(_CommonModel):
         name: str
             Name of the basket timeseries
         weight_strat: LiteralPortfolioWeightings, optional
-            weight calculation from https://github.com/pmorissette/ffn
-        initial_weights: list[float], optional
-            Starting asset weights, default inverse volatility
-        risk_weights: list[float], optional
-            Risk target weights, default equal weight
-        risk_parity_method: LiteralRiskParityMethod, default: ccd
-            Risk parity estimation method
-        maximum_iterations: int, default: 100
-            Maximum iterations in iterative solutions
-        tolerance: float, default: 1e-8
-            Tolerance level in iterative solutions
-        weight_bounds: tuple[float, float], default: (0.0, 1.0)
-            Weigh limits for optimization
-        riskfree: float, default: 0.0
-            Risk-free rate used in utility calculation
-        covar_method: LiteralCovMethod, default: ledoit-wolf
-            Covariance matrix estimation method
-        options: dict, optional
-            options for minimizing, e.g. {'maxiter': 10000 }
+            weight calculation strategies
 
         Returns
         -------
@@ -1538,32 +1507,9 @@ class OpenFrame(_CommonModel):
         if weight_strat:
             if weight_strat == "eq_weights":
                 self.weights = [1.0 / self.item_count] * self.item_count
-            elif weight_strat == "eq_risk":
-                weight_calc = list(
-                    calc_erc_weights(
-                        returns=dframe,
-                        initial_weights=initial_weights,
-                        risk_weights=risk_weights,
-                        risk_parity_method=risk_parity_method,
-                        maximum_iterations=maximum_iterations,
-                        tolerance=tolerance,
-                    ),
-                )
-                self.weights = weight_calc
             elif weight_strat == "inv_vol":
                 weight_calc = list(_calc_inv_vol_weights(returns=dframe))
                 self.weights = weight_calc
-            elif weight_strat == "mean_var":
-                weight_calc = list(
-                    calc_mean_var_weights(
-                        returns=dframe,
-                        weight_bounds=weight_bounds,
-                        rf=riskfree,
-                        covar_method=covar_method,
-                        options=options,
-                    ),
-                )
-                self.weights = weight_calc
             else:
                 msg = "Weight strategy not implemented"
                 raise NotImplementedError(msg)
@@ -1809,9 +1755,12 @@ def simulate_portfolios(
 
         sharpe_arr[x] = ret_arr[x] / vol_arr[x]
 
-    simdf = DataFrame({"stdev": vol_arr, "ret": ret_arr, "sharpe": sharpe_arr})
+    # noinspection PyUnreachableCode
     simdf = concat(
-        [simdf, DataFrame(all_weights, columns=simframe.columns_lvl_zero)],
+        [
+            DataFrame({"stdev": vol_arr, "ret": ret_arr, "sharpe": sharpe_arr}),
+            DataFrame(all_weights, columns=simframe.columns_lvl_zero),
+        ],
         axis="columns",
     )
     simdf = simdf.replace([inf, -inf], nan)
@@ -1878,9 +1827,9 @@ def efficient_frontier(  # noqa: C901
         return cast(float64, npsum(weights) - 1)
 
     def _get_ret_vol_sr(
-            lg_ret: DataFrame,
-            weights: NDArray[float64],
-            per_in_yr: float,
+        lg_ret: DataFrame,
+        weights: NDArray[float64],
+        per_in_yr: float,
     ) -> NDArray[float64]:
         ret = npsum(lg_ret.mean() * weights) * per_in_yr
         volatility = sqrt(dot(weights.T, dot(lg_ret.cov() * per_in_yr, weights)))
@@ -1888,10 +1837,10 @@ def efficient_frontier(  # noqa: C901
         return cast(NDArray[float64], array([ret, volatility, sr]))
 
     def _diff_return(
-            lg_ret: DataFrame,
-            weights: NDArray[float64],
-            per_in_yr: float,
-            poss_return: float,
+        lg_ret: DataFrame,
+        weights: NDArray[float64],
+        per_in_yr: float,
+        poss_return: float,
     ) -> float64:
         return cast(
             float64,
@@ -1972,9 +1921,12 @@ def efficient_frontier(  # noqa: C901
         frontier_x.append(result["fun"])
         frontier_weights.append(result["x"])
 
-    line_df = DataFrame(data=frontier_weights, columns=eframe.columns_lvl_zero)
+    # noinspection PyUnreachableCode
     line_df = concat(
-        [line_df, DataFrame({"stdev": frontier_x, "ret": frontier_y})],
+        [
+            DataFrame(data=frontier_weights, columns=eframe.columns_lvl_zero),
+            DataFrame({"stdev": frontier_x, "ret": frontier_y}),
+        ],
         axis="columns",
     )
     line_df["sharpe"] = line_df.ret / line_df.stdev

openseries/series.py

@@ -50,6 +50,7 @@ from openseries.types import (
 TypeOpenTimeSeries = TypeVar("TypeOpenTimeSeries", bound="OpenTimeSeries")
 
 
+# noinspection PyUnresolvedReferences
 class OpenTimeSeries(_CommonModel):
 
     """

openseries/simulation.py

@@ -1,5 +1,4 @@
 """Defining the ReturnSimulation class."""
-
 from __future__ import annotations
 
 import datetime as dt

openseries/types.py

@@ -1,4 +1,5 @@
 """Declaring types used throughout the project."""
+
 from __future__ import annotations
 
 import datetime as dt
@@ -8,6 +9,7 @@ from typing import Annotated, ClassVar, Literal, Union
 from numpy import datetime64
 from pandas import Timestamp
 from pydantic import BaseModel, Field, StringConstraints, conlist, conset
+from typing_extensions import Self
 
 CountryStringType = Annotated[
     str,
@@ -119,6 +121,7 @@ LiteralLinePlotMode = Literal[
     "lines+text",
     "markers+text",
     "lines+markers+text",
+    None,
 ]
 LiteralHowMerge = Literal["outer", "inner"]
 LiteralQuantileInterp = Literal["linear", "lower", "higher", "midpoint", "nearest"]
@@ -137,9 +140,7 @@ LiteralBarPlotMode = Literal["stack", "group", "overlay", "relative"]
 LiteralPlotlyOutput = Literal["file", "div"]
 LiteralPlotlyJSlib = Literal[True, False, "cdn"]
 LiteralOlsFitMethod = Literal["pinv", "qr"]
-LiteralPortfolioWeightings = Literal["eq_weights", "eq_risk", "inv_vol", "mean_var"]
-LiteralCovMethod = Literal["ledoit-wolf", "standard"]
-LiteralRiskParityMethod = Literal["ccd", "slsqp"]
+LiteralPortfolioWeightings = Literal["eq_weights", "inv_vol"]
 LiteralOlsFitCovType = Literal[
     "nonrobust",
     "fixed scale",
@@ -240,14 +241,14 @@ class OpenTimeSeriesPropertiesList(list[str]):
     }
 
     def __init__(
-        self: OpenTimeSeriesPropertiesList,
+        self: Self,
         *args: LiteralSeriesProps,
     ) -> None:
         """Property arguments for the OpenTimeSeries class."""
         super().__init__(args)
         self._validate()
 
-    def _validate(self: OpenTimeSeriesPropertiesList) -> None:
+    def _validate(self: Self) -> None:
         seen = set()
         for item in self:
             if item not in self.allowed_strings:
@@ -293,12 +294,12 @@ class OpenFramePropertiesList(list[str]):
         "span_of_days_all",
     }
 
-    def __init__(self: OpenFramePropertiesList, *args: LiteralFrameProps) -> None:
+    def __init__(self: Self, *args: LiteralFrameProps) -> None:
         """Property arguments for the OpenFrame class."""
         super().__init__(args)
         self._validate()
 
-    def _validate(self: OpenFramePropertiesList) -> None:
+    def _validate(self: Self) -> None:
         seen = set()
         for item in self:
             if item not in self.allowed_strings:

{openseries-1.5.0.dist-info → openseries-1.5.2.dist-info}/METADATA

@@ -1,8 +1,8 @@
 Metadata-Version: 2.1
 Name: openseries
-Version: 1.5.0
-Summary: Package for analyzing financial timeseries.
-Home-page: https://github.com/CaptorAB/OpenSeries
+Version: 1.5.2
+Summary: Tools for analyzing financial timeseries.
+Home-page: https://github.com/CaptorAB/openseries
 License: BSD-3-Clause
 Keywords: python,finance,fintech,data-science,timeseries,timeseries-data,timeseries-analysis,investment,investment-analysis,investing
 Author: Martin Karrin
@@ -20,18 +20,18 @@ Classifier: Programming Language :: Python :: 3.10
 Classifier: Programming Language :: Python :: 3.11
 Classifier: Programming Language :: Python :: 3.12
 Classifier: Topic :: Office/Business :: Financial :: Investment
-Requires-Dist: ffn (>=1.0.0,<2.0.0)
 Requires-Dist: holidays (>=0.30,<1.0)
 Requires-Dist: numpy (>=1.23.2,<=2.0.0)
 Requires-Dist: openpyxl (>=3.1.2,<4.0.0)
 Requires-Dist: pandas (>=2.1.2,<3.0.0)
 Requires-Dist: plotly (>=5.18.0,<6.0.0)
-Requires-Dist: pyarrow (>=14.0.2,<15.0.1)
+Requires-Dist: pyarrow (>=14.0.2,<16.0.0)
 Requires-Dist: pydantic (>=2.5.2,<3.0.0)
 Requires-Dist: python-dateutil (>=2.8.2,<3.0.0)
+Requires-Dist: requests (>=2.20.0,<3.0.0)
 Requires-Dist: scipy (>=1.11.4,<2.0.0)
 Requires-Dist: statsmodels (>=0.14.0,<1.0.0)
-Project-URL: Repository, https://github.com/CaptorAB/OpenSeries
+Project-URL: Repository, https://github.com/CaptorAB/openseries
 Description-Content-Type: text/markdown
 
 <img src="https://sales.captor.se/captor_logo_sv_1600_icketransparent.png" alt="Captor
@@ -40,23 +40,23 @@ width="81" height="100" align="left" float="right"/><br/>
 
 <br><br>
 
-# OpenSeries
+# openseries
 
 [![PyPI version](https://img.shields.io/pypi/v/openseries.svg)](https://pypi.org/project/openseries/)
 [![Conda version](https://img.shields.io/conda/vn/conda-forge/openseries.svg)](https://anaconda.org/conda-forge/openseries)
 [![Conda platforms](https://img.shields.io/conda/pn/conda-forge/openseries.svg)](https://anaconda.org/conda-forge/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)](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/check.yml/badge.svg)](https://github.com/CaptorAB/OpenSeries/actions/workflows/check.yml)
+[![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/check.yml/badge.svg)](https://github.com/CaptorAB/openseries/actions/workflows/check.yml)
 [![Poetry](https://img.shields.io/endpoint?url=https://python-poetry.org/badge/v0.json)](https://python-poetry.org/)
 [![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` is a project with tools to analyse financial timeseries of a single
 asset or a group of assets. It is solely made for daily or less frequent data.
 
-<span style="font-size:2em;">[CHANGELOG](https://github.com/CaptorAB/OpenSeries/blob/master/CHANGELOG.md)</span>
+<span style="font-size:2em;">[CHANGELOG](https://github.com/CaptorAB/openseries/blob/master/CHANGELOG.md)</span>
 
 
 ## Basic Usage
@@ -138,8 +138,8 @@ on any attributes or methods inherited from this model.
 ### Windows Powershell
 
 ```powershell
-git clone https://github.com/CaptorAB/OpenSeries.git
-cd OpenSeries
+git clone https://github.com/CaptorAB/openseries.git
+cd openseries
 ./make.ps1 make
 
 ```
@@ -147,8 +147,8 @@ cd OpenSeries
 ### Mac Terminal/Linux
 
 ```bash
-git clone https://github.com/CaptorAB/OpenSeries.git
-cd OpenSeries
+git clone https://github.com/CaptorAB/openseries.git
+cd openseries
 make
 source source_me
 make install
@@ -161,7 +161,7 @@ Ruff and Mypy checking is embedded in the pre-commit hook. Both
 are also used in the project's GitHub workflows and are run when the `lint`
 alternative is chosen in the below commands.
 Any silenced error codes can be found in the
-[pyproject.toml](https://github.com/CaptorAB/OpenSeries/blob/master/pyproject.toml)
+[pyproject.toml](https://github.com/CaptorAB/openseries/blob/master/pyproject.toml)
 file or in in-line comments.
 
 ### Windows Powershell
@@ -201,9 +201,9 @@ make lint
 
 | File                                                                                                             | Description                                                                                                                                                                                                                               |
 |:-----------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
-| [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. The module also defines functions to simulate, optimize, and plot portfolios. |
-| [simulation.py](https://github.com/CaptorAB/OpenSeries/blob/master/openseries/simulation.py)                     | Defines the class _ReturnSimulation_ to create simulated financial timeseries. Used in the project's test suite                                                                                                                           |
+| [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. The module also defines functions to simulate, optimize, and plot portfolios. |
+| [simulation.py](https://github.com/CaptorAB/openseries/blob/master/openseries/simulation.py)                     | Defines the class _ReturnSimulation_ to create simulated financial timeseries. Used in the project's test suite                                                                                                                           |
 
 ### Class methods used to construct objects.
 
@@ -214,7 +214,7 @@ make lint
 | `from_fixed_rate` | `OpenTimeSeries`              | Class method to create an OpenTimeSeries object from a fixed rate, number of days and an end date. |
 | `from_deepcopy`   | `OpenTimeSeries`, `OpenFrame` | Creates a copy of an OpenTimeSeries object.                                                        |
 
-### Non-numerical or "helper" properties that apply only to the [OpenTimeSeries](https://github.com/CaptorAB/OpenSeries/blob/master/openseries/series.py) class.
+### Non-numerical or "helper" properties that apply only to the [OpenTimeSeries](https://github.com/CaptorAB/openseries/blob/master/openseries/series.py) class.
 
 | Property        | type            | Applies to       | Description                                                                                                                                  |
 |:----------------|:----------------|:-----------------|:---------------------------------------------------------------------------------------------------------------------------------------------|
@@ -231,7 +231,7 @@ make lint
 | `countries`     | `list` or `str` | `OpenTimeSeries` | (List of) country code(s) according to ISO 3166-1 alpha-2 used to generate business days.                                                    |
 | `valuetype`     | `ValueType`     | `OpenTimeSeries` | Field identifies the type of values in the series. ValueType is an Enum.                                                                     |
 
-### Non-numerical or "helper" properties that apply only to the [OpenFrame](https://github.com/CaptorAB/OpenSeries/blob/master/openseries/frame.py) class.
+### Non-numerical or "helper" properties that apply only to the [OpenFrame](https://github.com/CaptorAB/openseries/blob/master/openseries/frame.py) class.
 
 | Property           | type                   | Applies to  | Description                                                              |
 |:-------------------|:-----------------------|:------------|:-------------------------------------------------------------------------|
@@ -245,7 +245,7 @@ make lint
 | `lengths_of_items` | `pandas.Series`        | `OpenFrame` | Number of items in each of the series in the OpenFrame.                  |
 | `span_of_days_all` | `pandas.Series`        | `OpenFrame` | Number of days from the first to the last in each of the series.         |
 
-### Non-numerical or "helper" properties that apply to both the [OpenTimeSeries](https://github.com/CaptorAB/OpenSeries/blob/master/openseries/series.py) and the [OpenFrame](https://github.com/CaptorAB/OpenSeries/blob/master/openseries/frame.py) class.
+### Non-numerical or "helper" properties that apply to both the [OpenTimeSeries](https://github.com/CaptorAB/openseries/blob/master/openseries/series.py) and the [OpenFrame](https://github.com/CaptorAB/openseries/blob/master/openseries/frame.py) class.
 
 | Property            | type                             | Applies to                    | Description                                                                       |
 |:--------------------|:---------------------------------|:------------------------------|:----------------------------------------------------------------------------------|
@@ -258,7 +258,7 @@ make lint
 | `periods_in_a_year` | `float`                          | `OpenTimeSeries`, `OpenFrame` | The number of observations in an average year for all days in the data.           |
 | `yearfrac`          | `float`                          | `OpenTimeSeries`, `OpenFrame` | Length of timeseries expressed as np.float64 fraction of a year with 365.25 days. |
 
-### Methods that apply only to the [OpenTimeSeries](https://github.com/CaptorAB/OpenSeries/blob/master/openseries/series.py) class.
+### Methods that apply only to the [OpenTimeSeries](https://github.com/CaptorAB/openseries/blob/master/openseries/series.py) class.
 
 | Method                   | Applies to       | Description                                                                                                                                    |
 |:-------------------------|:-----------------|:-----------------------------------------------------------------------------------------------------------------------------------------------|
@@ -270,28 +270,28 @@ make lint
 | `from_1d_rate_to_cumret` | `OpenTimeSeries` | Converts a series of 1-day rates into a cumulative valueseries.                                                                                |
                                                                            |
 
-### Methods that apply only to the [OpenFrame](https://github.com/CaptorAB/OpenSeries/blob/master/openseries/frame.py) class.
-
-| Method                  | Applies to  | Description                                                                                                                                                                                                                                                                                   |
-|:------------------------|:------------|:----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
-| `merge_series`          | `OpenFrame` | Merges the Pandas Dataframes of the constituent OpenTimeSeries.                                                                                                                                                                                                                               |
-| `trunc_frame`           | `OpenFrame` | Truncates the OpenFrame to a common period.                                                                                                                                                                                                                                                   |
-| `add_timeseries`        | `OpenFrame` | Adds a given OpenTimeSeries to the OpenFrame.                                                                                                                                                                                                                                                 |
-| `delete_timeseries`     | `OpenFrame` | Deletes an OpenTimeSeries from the OpenFrame.                                                                                                                                                                                                                                                 |
-| `relative`              | `OpenFrame` | Calculates a new series that is the relative performance of two others.                                                                                                                                                                                                                       |
-| `make_portfolio`        | `OpenFrame` | Calculates a portfolio timeseries based on the series and weights. Weights can be provided as a list, or a weight strategy can be chosen from *equal weights*, *equal risk*, *inverted volatility* or *minimum variance* as defined in the [ffn](https://github.com/pmorissette/ffn) package. |
-| `ord_least_squares_fit` | `OpenFrame` | Performs a regression and an [Ordinary Least Squares](https://www.statsmodels.org/stable/examples/notebooks/generated/ols.html) fit.                                                                                                                                                          |
-| `beta`                  | `OpenFrame` | Calculates [Beta](https://www.investopedia.com/terms/b/beta.asp) of an asset relative a market.                                                                                                                                                                                               |
-| `jensen_alpha`          | `OpenFrame` | Calculates [Jensen's Alpha](https://www.investopedia.com/terms/j/jensensmeasure.asp) of an asset relative a market.                                                                                                                                                                           |
-| `tracking_error_func`   | `OpenFrame` | Calculates the [tracking errors](https://www.investopedia.com/terms/t/trackingerror.asp) relative to a selected series in the OpenFrame.                                                                                                                                                      |
-| `info_ratio_func`       | `OpenFrame` | Calculates the [information ratios](https://www.investopedia.com/terms/i/informationratio.asp) relative to a selected series in the OpenFrame.                                                                                                                                                |
-| `capture_ratio_func`    | `OpenFrame` | Calculates up, down and up/down [capture ratios](https://www.investopedia.com/terms/d/down-market-capture-ratio.asp) relative to a selected series.                                                                                                                                           |
-| `rolling_info_ratio`    | `OpenFrame` | Returns a pandas.DataFrame with the rolling [information ratio](https://www.investopedia.com/terms/i/informationratio.asp) between two series.                                                                                                                                                |
-| `rolling_beta`          | `OpenFrame` | Returns a pandas.DataFrame with the rolling [Beta](https://www.investopedia.com/terms/b/beta.asp) of an asset relative a market.                                                                                                                                                              |
-| `rolling_corr`          | `OpenFrame` | Calculates and adds a series of rolling [correlations](https://www.investopedia.com/terms/c/correlation.asp) between two other series.                                                                                                                                                        |
-| `ewma_risk`             | `OpenFrame` | Returns a `pandas.DataFrame` with volatility and correlation based on [Exponentially Weighted Moving Average](https://www.investopedia.com/articles/07/ewma.asp).                                                                                                                             |
-
-### Methods that apply to both the [OpenTimeSeries](https://github.com/CaptorAB/OpenSeries/blob/master/openseries/series.py) and the [OpenFrame](https://github.com/CaptorAB/OpenSeries/blob/master/openseries/frame.py) class.
+### Methods that apply only to the [OpenFrame](https://github.com/CaptorAB/openseries/blob/master/openseries/frame.py) class.
+
+| Method                  | Applies to  | Description                                                                                                                                                                        |
+|:------------------------|:------------|:-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
+| `merge_series`          | `OpenFrame` | Merges the Pandas Dataframes of the constituent OpenTimeSeries.                                                                                                                    |
+| `trunc_frame`           | `OpenFrame` | Truncates the OpenFrame to a common period.                                                                                                                                        |
+| `add_timeseries`        | `OpenFrame` | Adds a given OpenTimeSeries to the OpenFrame.                                                                                                                                      |
+| `delete_timeseries`     | `OpenFrame` | Deletes an OpenTimeSeries from the OpenFrame.                                                                                                                                      |
+| `relative`              | `OpenFrame` | Calculates a new series that is the relative performance of two others.                                                                                                            |
+| `make_portfolio`        | `OpenFrame` | Calculates a portfolio timeseries based on the series and weights. Weights can be provided as a list, or a weight strategy can be set as *equal weights* or *inverted volatility*. |
+| `ord_least_squares_fit` | `OpenFrame` | Performs a regression and an [Ordinary Least Squares](https://www.statsmodels.org/stable/examples/notebooks/generated/ols.html) fit.                                               |
+| `beta`                  | `OpenFrame` | Calculates [Beta](https://www.investopedia.com/terms/b/beta.asp) of an asset relative a market.                                                                                    |
+| `jensen_alpha`          | `OpenFrame` | Calculates [Jensen's Alpha](https://www.investopedia.com/terms/j/jensensmeasure.asp) of an asset relative a market.                                                                |
+| `tracking_error_func`   | `OpenFrame` | Calculates the [tracking errors](https://www.investopedia.com/terms/t/trackingerror.asp) relative to a selected series in the OpenFrame.                                           |
+| `info_ratio_func`       | `OpenFrame` | Calculates the [information ratios](https://www.investopedia.com/terms/i/informationratio.asp) relative to a selected series in the OpenFrame.                                     |
+| `capture_ratio_func`    | `OpenFrame` | Calculates up, down and up/down [capture ratios](https://www.investopedia.com/terms/d/down-market-capture-ratio.asp) relative to a selected series.                                |
+| `rolling_info_ratio`    | `OpenFrame` | Returns a pandas.DataFrame with the rolling [information ratio](https://www.investopedia.com/terms/i/informationratio.asp) between two series.                                     |
+| `rolling_beta`          | `OpenFrame` | Returns a pandas.DataFrame with the rolling [Beta](https://www.investopedia.com/terms/b/beta.asp) of an asset relative a market.                                                   |
+| `rolling_corr`          | `OpenFrame` | Calculates and adds a series of rolling [correlations](https://www.investopedia.com/terms/c/correlation.asp) between two other series.                                             |
+| `ewma_risk`             | `OpenFrame` | Returns a `pandas.DataFrame` with volatility and correlation based on [Exponentially Weighted Moving Average](https://www.investopedia.com/articles/07/ewma.asp).                  |
+
+### Methods that apply to both the [OpenTimeSeries](https://github.com/CaptorAB/openseries/blob/master/openseries/series.py) and the [OpenFrame](https://github.com/CaptorAB/openseries/blob/master/openseries/frame.py) class.
 
 | Method                             | Applies to                    | Description                                                                                                                                              |
 |:-----------------------------------|:------------------------------|:---------------------------------------------------------------------------------------------------------------------------------------------------------|
@@ -316,7 +316,7 @@ make lint
 | `rolling_cvar_down`                | `OpenTimeSeries`, `OpenFrame` | Returns a pandas.DataFrame with rolling CVaR figures.                                                                                                    |
 | `calc_range`                       | `OpenTimeSeries`, `OpenFrame` | Returns the start and end dates of a range from specific period definitions. Used by the below numerical methods and not meant to be used independently. |
 
-### Numerical properties available for individual [OpenTimeSeries](https://github.com/CaptorAB/OpenSeries/blob/master/openseries/series.py) or on all series in an [OpenFrame](https://github.com/CaptorAB/OpenSeries/blob/master/openseries/frame.py).
+### Numerical properties available for individual [OpenTimeSeries](https://github.com/CaptorAB/openseries/blob/master/openseries/series.py) or on all series in an [OpenFrame](https://github.com/CaptorAB/openseries/blob/master/openseries/frame.py).
 
 | Property                | type                     | Applies to                    | Description                                                                                                                                                                                                             |
 |:------------------------|:-------------------------|:------------------------------|:------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|

openseries-1.5.2.dist-info/RECORD

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openseries-1.5.0.dist-info/RECORD

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