openseries 1.5.1__py3-none-any.whl → 1.5.3__py3-none-any.whl

openseries/__init__.py

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

openseries/_risk.py

@@ -1,4 +1,5 @@
 """Various risk related functions."""
+
 from __future__ import annotations
 
 from math import ceil

openseries/datefixer.py

@@ -1,11 +1,12 @@
 """Date related utilities."""
+
 from __future__ import annotations
 
 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

@@ -1934,8 +1934,9 @@ def efficient_frontier(  # noqa: C901
     limit_small = 0.0001
     line_df = line_df.mask(line_df.abs() < limit_small, 0.0)
     line_df["text"] = line_df.apply(
-        lambda c: "<br>".join(
-            [f"{c[nm]:.1%} - {nm}" for nm in eframe.columns_lvl_zero],
+        lambda c: "<br><br>Weights:<br>"
+        + "<br>".join(
+            [f"{c[nm]:.1%}  {nm}" for nm in eframe.columns_lvl_zero],
         ),
         axis="columns",
     )
@@ -2038,9 +2039,9 @@ def prepare_plot_data(
         The data prepared with mean returns, volatility and weights
 
     """
-    txt = "<br>".join(
+    txt = "<br><br>Weights:<br>" + "<br>".join(
         [
-            f"{wgt:.1%} - {nm}"
+            f"{wgt:.1%}  {nm}"
             for wgt, nm in zip(
                 cast(list[float], assets.weights),
                 assets.columns_lvl_zero,
@@ -2048,12 +2049,10 @@ def prepare_plot_data(
         ],
     )
 
-    opt_text = "<br>".join(
-        [
-            f"{wgt:.1%} - {nm}"
-            for wgt, nm in zip(optimized[3:], assets.columns_lvl_zero)
-        ],
-    )
+    opt_text_list = [
+        f"{wgt:.1%}  {nm}" for wgt, nm in zip(optimized[3:], assets.columns_lvl_zero)
+    ]
+    opt_text = "<br><br>Weights:<br>" + "<br>".join(opt_text_list)
     vol: Series[float] = assets.vol
     plotframe = DataFrame(
         data=[
@@ -2166,7 +2165,10 @@ def sharpeplot(  # noqa: C901
             x=line_frame.loc[:, "stdev"],
             y=line_frame.loc[:, "ret"],
             text=line_frame.loc[:, "text"],
-            hovertemplate="%{text}<br>Return %{y}<br>Vol %{x}",
+            xhoverformat=".2%",
+            yhoverformat=".2%",
+            hovertemplate="Return %{y}<br>Vol %{x}%{text}",
+            hoverlabel_align="right",
             line={"width": 2.5, "dash": "solid"},
             mode="lines",
             name="Efficient frontier",
@@ -2182,11 +2184,12 @@ def sharpeplot(  # noqa: C901
             risk.extend([point_frame.loc["stdev", col]])
             figure.add_scatter(
                 x=[point_frame.loc["stdev", col]],
-                xhoverformat=".2%",
                 y=[point_frame.loc["ret", col]],
+                xhoverformat=".2%",
                 yhoverformat=".2%",
                 hovertext=[point_frame.loc["text", col]],
-                hoverinfo="x+y+text+name",
+                hovertemplate=("Return %{y}<br>Vol %{x}%{hovertext}"),
+                hoverlabel_align="right",
                 marker={"size": 20, "color": clr},
                 mode=point_frame_mode,
                 name=col,

openseries/load_plotly.py

@@ -1,4 +1,5 @@
 """Function to load plotly layout and configuration from local json file."""
+
 from __future__ import annotations
 
 from json import load

openseries/series.py

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

openseries/simulation.py

@@ -77,8 +77,6 @@ class ReturnSimulation(BaseModel):
         This is the average jump size
     seed: int, optional
         Seed for random process initiation
-    randomizer: numpy.random.Generator, optional
-        Random process generator
 
     """
 
@@ -92,7 +90,6 @@ class ReturnSimulation(BaseModel):
     jumps_sigma: NonNegativeFloat = 0.0
     jumps_mu: float = 0.0
     seed: Optional[int] = None
-    randomizer: Optional[Generator] = None
 
     model_config = ConfigDict(
         arbitrary_types_allowed=True,
@@ -160,6 +157,7 @@ class ReturnSimulation(BaseModel):
         trading_days: PositiveInt,
         seed: int,
         trading_days_in_year: DaysInYearType = 252,
+        randomizer: Optional[Generator] = None,
     ) -> ReturnSimulation:
         """
         Create a Normal distribution simulation.
@@ -179,6 +177,8 @@ class ReturnSimulation(BaseModel):
         trading_days_in_year: DaysInYearType,
             default: 252
             Number of trading days used to annualize
+        randomizer: numpy.random.Generator, optional
+            Random process generator
 
         Returns
         -------
@@ -186,9 +186,10 @@ class ReturnSimulation(BaseModel):
             Normal distribution simulation
 
         """
-        cls.randomizer = random_generator(seed=seed)
+        if not randomizer:
+            randomizer = random_generator(seed=seed)
 
-        returns = cls.randomizer.normal(
+        returns = randomizer.normal(
             loc=mean_annual_return / trading_days_in_year,
             scale=mean_annual_vol / sqrt(trading_days_in_year),
             size=(number_of_sims, trading_days),
@@ -202,7 +203,6 @@ class ReturnSimulation(BaseModel):
             mean_annual_vol=mean_annual_vol,
             dframe=DataFrame(data=returns, dtype="float64"),
             seed=seed,
-            randomizer=cls.randomizer,
         )
 
     @classmethod
@@ -214,6 +214,7 @@ class ReturnSimulation(BaseModel):
         trading_days: PositiveInt,
         seed: int,
         trading_days_in_year: DaysInYearType = 252,
+        randomizer: Optional[Generator] = None,
     ) -> ReturnSimulation:
         """
         Create a Lognormal distribution simulation.
@@ -233,6 +234,8 @@ class ReturnSimulation(BaseModel):
         trading_days_in_year: DaysInYearType,
             default: 252
             Number of trading days used to annualize
+        randomizer: numpy.random.Generator, optional
+            Random process generator
 
         Returns
         -------
@@ -240,10 +243,11 @@ class ReturnSimulation(BaseModel):
             Lognormal distribution simulation
 
         """
-        cls.randomizer = random_generator(seed=seed)
+        if not randomizer:
+            randomizer = random_generator(seed=seed)
 
         returns = (
-            cls.randomizer.lognormal(
+            randomizer.lognormal(
                 mean=mean_annual_return / trading_days_in_year,
                 sigma=mean_annual_vol / sqrt(trading_days_in_year),
                 size=(number_of_sims, trading_days),
@@ -259,7 +263,6 @@ class ReturnSimulation(BaseModel):
             mean_annual_vol=mean_annual_vol,
             dframe=DataFrame(data=returns, dtype="float64"),
             seed=seed,
-            randomizer=cls.randomizer,
         )
 
     @classmethod
@@ -271,6 +274,7 @@ class ReturnSimulation(BaseModel):
         trading_days: PositiveInt,
         seed: int,
         trading_days_in_year: DaysInYearType = 252,
+        randomizer: Optional[Generator] = None,
     ) -> ReturnSimulation:
         """
         Create a Geometric Brownian Motion simulation.
@@ -289,6 +293,8 @@ class ReturnSimulation(BaseModel):
             Seed for random process initiation
         trading_days_in_year: DaysInYearType, default: 252
             Number of trading days used to annualize
+        randomizer: numpy.random.Generator, optional
+            Random process generator
 
         Returns
         -------
@@ -296,14 +302,15 @@ class ReturnSimulation(BaseModel):
             Geometric Brownian Motion simulation
 
         """
-        cls.randomizer = random_generator(seed=seed)
+        if not randomizer:
+            randomizer = random_generator(seed=seed)
 
         drift = (mean_annual_return - 0.5 * mean_annual_vol**2.0) * (
             1.0 / trading_days_in_year
         )
 
         normal_mean = 0.0
-        wiener = cls.randomizer.normal(
+        wiener = randomizer.normal(
             loc=normal_mean,
             scale=sqrt(1.0 / trading_days_in_year) * mean_annual_vol,
             size=(number_of_sims, trading_days),
@@ -319,7 +326,6 @@ class ReturnSimulation(BaseModel):
             mean_annual_vol=mean_annual_vol,
             dframe=DataFrame(data=returns, dtype="float64"),
             seed=seed,
-            randomizer=cls.randomizer,
         )
 
     @classmethod
@@ -334,6 +340,7 @@ class ReturnSimulation(BaseModel):
         jumps_sigma: NonNegativeFloat = 0.0,
         jumps_mu: float = 0.0,
         trading_days_in_year: DaysInYearType = 252,
+        randomizer: Optional[Generator] = None,
     ) -> ReturnSimulation:
         """
         Create a Merton Jump-Diffusion model simulation.
@@ -358,6 +365,8 @@ class ReturnSimulation(BaseModel):
             This is the average jump size
         trading_days_in_year: DaysInYearType, default: 252
             Number of trading days used to annualize
+        randomizer: numpy.random.Generator, optional
+            Random process generator
 
         Returns
         -------
@@ -365,21 +374,22 @@ class ReturnSimulation(BaseModel):
             Merton Jump-Diffusion model simulation
 
         """
-        cls.randomizer = random_generator(seed=seed)
+        if not randomizer:
+            randomizer = random_generator(seed=seed)
 
         normal_mean = 0.0
-        wiener = cls.randomizer.normal(
+        wiener = randomizer.normal(
             loc=normal_mean,
             scale=sqrt(1.0 / trading_days_in_year) * mean_annual_vol,
             size=(number_of_sims, trading_days),
         )
 
         poisson_jumps = multiply(
-            cls.randomizer.poisson(
+            randomizer.poisson(
                 lam=jumps_lamda * (1.0 / trading_days_in_year),
                 size=(number_of_sims, trading_days),
             ),
-            cls.randomizer.normal(
+            randomizer.normal(
                 loc=jumps_mu,
                 scale=jumps_sigma,
                 size=(number_of_sims, trading_days),
@@ -407,7 +417,6 @@ class ReturnSimulation(BaseModel):
             jumps_mu=jumps_mu,
             dframe=DataFrame(data=returns, dtype="float64"),
             seed=seed,
-            randomizer=cls.randomizer,
         )
 
     def to_dataframe(

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"]
@@ -137,7 +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"]
+LiteralPortfolioWeightings = Literal["eq_weights", "inv_vol"]
 LiteralOlsFitCovType = Literal[
     "nonrobust",
     "fixed scale",
@@ -238,14 +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:
@@ -291,12 +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-1.5.1.dist-info → openseries-1.5.3.dist-info}/METADATA

@@ -1,8 +1,8 @@
 Metadata-Version: 2.1
 Name: openseries
-Version: 1.5.1
-Summary: Package for analyzing financial timeseries.
-Home-page: https://github.com/CaptorAB/OpenSeries
+Version: 1.5.3
+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
@@ -25,13 +25,13 @@ 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,<16.0.0)
+Requires-Dist: pyarrow (>=14.0.2,<17.0.0)
 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                                                                                                                                    |
 |:-------------------------|:-----------------|:-----------------------------------------------------------------------------------------------------------------------------------------------|
@@ -270,7 +270,7 @@ 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.
+### Methods that apply only to the [OpenFrame](https://github.com/CaptorAB/openseries/blob/master/openseries/frame.py) class.
 
 | Method                  | Applies to  | Description                                                                                                                                                                        |
 |:------------------------|:------------|:-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
@@ -289,9 +289,10 @@ make lint
 | `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.                                             |
+| `correl_matrix`         | `OpenFrame` | Returns a `pandas.DataFrame` with a correlation matrix.                                                                                                                            |
 | `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 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 +317,7 @@ 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                                                                                                                                                                                                             |
 |:------------------------|:-------------------------|:------------------------------|:------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
@@ -339,7 +340,6 @@ make lint
 | `skew`                  | `float`, `pandas.Series` | `OpenTimeSeries`, `OpenFrame` | [Skew](https://www.investopedia.com/terms/s/skewness.asp) of the return distribution.                                                                                                                                   |
 | `kurtosis`              | `float`, `pandas.Series` | `OpenTimeSeries`, `OpenFrame` | [Kurtosis](https://www.investopedia.com/terms/k/kurtosis.asp) of the return distribution.                                                                                                                               |
 | `z_score`               | `float`, `pandas.Series` | `OpenTimeSeries`, `OpenFrame` | [Z-score](https://www.investopedia.com/terms/z/zscore.asp) as (last return - mean return) / standard deviation of returns.                                                                                              |
-| `correl_matrix`         | `pandas.DataFrame`       | `OpenFrame`                   | A correlation matrix.                                                                                                                                                                                                   |
 
 ### Methods below are identical to the Numerical Properties above.
 

openseries-1.5.3.dist-info/RECORD

@@ -0,0 +1,15 @@
+openseries/__init__.py,sha256=W429Ojwa-wPgHV5PDAOQOBOAzPOR4wrVHRwdZQjRKcQ,41
+openseries/_common_model.py,sha256=whzIHppEGjXqv2C5ZBg7c-QTCC6dHWBjNKX40WV_c6g,72469
+openseries/_risk.py,sha256=4ckiA-0-uuoUOsuc_uElUA_2rLS_U3xJyiva2BX4W1s,3300
+openseries/datefixer.py,sha256=ZOSPp4kLkMEsZv50GQaSo2vAEDVaXEr9iX3wTO7ZdB4,12378
+openseries/frame.py,sha256=SH1sPUFoJS71o2uVJBLoDl3rSC8AP7wQZw3baMD9T4U,74019
+openseries/load_plotly.py,sha256=V99KNaG3OAYsQYKRmpp2-WHgLAQNxKcgrDXpXZ7K8io,1808
+openseries/plotly_captor_logo.json,sha256=F5nhMzEyxKywtjvQqMTKgKRCJQYMDIiBgDSxdte8Clo,178
+openseries/plotly_layouts.json,sha256=ahx8-dL4_RPzvHtBOX0SiL0AH7xQJzNRSDhGrSmU-Og,1429
+openseries/series.py,sha256=pIpiD3v8z7SyIppBatbsPuqOWCf3qI_us2145JnPUkQ,28313
+openseries/simulation.py,sha256=VYxc-e5VSyC55DdfACpQen-necYbhso-6RMyOhYX-5k,13905
+openseries/types.py,sha256=qOKWorkGsv22Q0b2RvMW8IS2pkO3PJlbhQfAviRYNts,7597
+openseries-1.5.3.dist-info/LICENSE.md,sha256=cPUabMxJ6-ziqzqS6aLGkR-ilIOKe_s3Qtyp0ioTmo0,1521
+openseries-1.5.3.dist-info/METADATA,sha256=3OfZAp-QudbPL2HwXiVCMz-zVAMkSVLV2n4APtzZSLg,43579
+openseries-1.5.3.dist-info/WHEEL,sha256=sP946D7jFCHeNz5Iq4fL4Lu-PrWrFsgfLXbbkciIZwg,88
+openseries-1.5.3.dist-info/RECORD,,

openseries-1.5.1.dist-info/RECORD

@@ -1,15 +0,0 @@
-openseries/__init__.py,sha256=hA7I5IFk88EnX6eyBbI1KLT_FGcmPIKF49xa5g3T8Yg,41
-openseries/_common_model.py,sha256=whzIHppEGjXqv2C5ZBg7c-QTCC6dHWBjNKX40WV_c6g,72469
-openseries/_risk.py,sha256=JnwAklqs2G3YIp9KTNKbumqs4VgfFIk-eFs0dZ-_jCY,3299
-openseries/datefixer.py,sha256=_HNiPR6S3agwOAk8gl3wIdegR6uDbh-00J1Zgo4GMl8,12423
-openseries/frame.py,sha256=en_GL0_l9OHsZk6AmYin5Pip7geLyTeLZNAZqIR4xcI,73772
-openseries/load_plotly.py,sha256=kIjvJ2H1sIXWsjd-mZclLvj7ebh-4Hdb1dwB2gR9b-Y,1807
-openseries/plotly_captor_logo.json,sha256=F5nhMzEyxKywtjvQqMTKgKRCJQYMDIiBgDSxdte8Clo,178
-openseries/plotly_layouts.json,sha256=ahx8-dL4_RPzvHtBOX0SiL0AH7xQJzNRSDhGrSmU-Og,1429
-openseries/series.py,sha256=jHbJkzFUeGokUJZ1Md4Hx1keSwpNMjPq1r_FDCputIE,28312
-openseries/simulation.py,sha256=_1cYO4VnlRI6khk6Th8ziN5Toz1iry0jFKICHQub3V0,13550
-openseries/types.py,sha256=Qw-ny6IZtdMeuHJF6FvIE0B2stnN3sdqq9fySIKUWK4,7660
-openseries-1.5.1.dist-info/LICENSE.md,sha256=cPUabMxJ6-ziqzqS6aLGkR-ilIOKe_s3Qtyp0ioTmo0,1521
-openseries-1.5.1.dist-info/METADATA,sha256=N1NAZ6l6V2pfc-EZAzF1kVTaLNAg7OrfVr1juoaUPMA,43665
-openseries-1.5.1.dist-info/WHEEL,sha256=sP946D7jFCHeNz5Iq4fL4Lu-PrWrFsgfLXbbkciIZwg,88
-openseries-1.5.1.dist-info/RECORD,,