openseries 1.5.4__tar.gz → 1.5.6__tar.gz

{openseries-1.5.4 → openseries-1.5.6}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: openseries
-Version: 1.5.4
+Version: 1.5.6
 Summary: Tools for analyzing financial timeseries.
 Home-page: https://github.com/CaptorAB/openseries
 License: BSD-3-Clause
@@ -20,7 +20,7 @@ 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: holidays (>=0.30,<1.0)
+Requires-Dist: holidays (>=0.30,<0.50)
 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)
@@ -302,7 +302,7 @@ make lint
 | `value_nan_handle`                 | `OpenTimeSeries`, `OpenFrame` | Fills `Nan` in a value series with the preceding non-Nan value.                                                                                          |
 | `return_nan_handle`                | `OpenTimeSeries`, `OpenFrame` | Replaces `Nan` in a return series with a 0.0 `float`.                                                                                                    |
 | `to_cumret`                        | `OpenTimeSeries`, `OpenFrame` | Converts a return series into a value series and/or resets a value series to be rebased from 1.0.                                                        |
-| `to_json`                          | `OpenTimeSeries`, `OpenFrame` | Method to export the raw unaltered data to a json file.                                                                                                  |
+| `to_json`                          | `OpenTimeSeries`, `OpenFrame` | Method to export object data to a json file.                                                                                                             |
 | `to_xlsx`                          | `OpenTimeSeries`, `OpenFrame` | Method to save the data in the .tsdf DataFrame to an Excel file.                                                                                         |
 | `value_to_ret`                     | `OpenTimeSeries`, `OpenFrame` | Converts a value series into a percentage return series.                                                                                                 |
 | `value_to_diff`                    | `OpenTimeSeries`, `OpenFrame` | Converts a value series into a series of differences.                                                                                                    |

{openseries-1.5.4 → openseries-1.5.6}/README.md

@@ -266,7 +266,7 @@ make lint
 | `value_nan_handle`                 | `OpenTimeSeries`, `OpenFrame` | Fills `Nan` in a value series with the preceding non-Nan value.                                                                                          |
 | `return_nan_handle`                | `OpenTimeSeries`, `OpenFrame` | Replaces `Nan` in a return series with a 0.0 `float`.                                                                                                    |
 | `to_cumret`                        | `OpenTimeSeries`, `OpenFrame` | Converts a return series into a value series and/or resets a value series to be rebased from 1.0.                                                        |
-| `to_json`                          | `OpenTimeSeries`, `OpenFrame` | Method to export the raw unaltered data to a json file.                                                                                                  |
+| `to_json`                          | `OpenTimeSeries`, `OpenFrame` | Method to export object data to a json file.                                                                                                             |
 | `to_xlsx`                          | `OpenTimeSeries`, `OpenFrame` | Method to save the data in the .tsdf DataFrame to an Excel file.                                                                                         |
 | `value_to_ret`                     | `OpenTimeSeries`, `OpenFrame` | Converts a value series into a percentage return series.                                                                                                 |
 | `value_to_diff`                    | `OpenTimeSeries`, `OpenFrame` | Converts a value series into a series of differences.                                                                                                    |

{openseries-1.5.4 → openseries-1.5.6}/openseries/_common_model.py

@@ -38,6 +38,7 @@ from openseries.types import (
     CountriesType,
     DaysInYearType,
     LiteralBarPlotMode,
+    LiteralJsonOutput,
     LiteralLinePlotMode,
     LiteralNanMethod,
     LiteralPlotlyJSlib,
@@ -651,16 +652,18 @@ class _CommonModel(BaseModel):
 
     def to_json(
         self: Self,
+        what_output: LiteralJsonOutput,
         filename: str,
         directory: Optional[DirectoryPath] = None,
     ) -> list[dict[str, Union[str, bool, ValueType, list[str], list[float]]]]:
         """
         Dump timeseries data into a json file.
 
-        The label and tsdf parameters are deleted before the json file is saved
-
         Parameters
         ----------
+        what_output: LiteralJsonOutput
+            Choice on whether the raw values or the tsdf Dataframe values are
+            returned as json and exported as json file.
         filename: str
             Filename including filetype
         directory: DirectoryPath, optional
@@ -669,7 +672,7 @@ class _CommonModel(BaseModel):
         Returns
         -------
         list[Dict[str, Union[str, bool, ValueType, list[str], list[float]]]]
-            A list of dictionaries with the raw original data of the series
+            A list of dictionaries with the data of the series
 
         """
         if directory:
@@ -683,21 +686,31 @@ class _CommonModel(BaseModel):
         data = dict(self.__dict__)
         output = []
         if "label" in data:
+            if what_output == "tsdf":
+                values = self.tsdf.iloc[:, 0].tolist()
+            else:
+                values = list(cast(list[float], data.get("values")))
             for item in cleaner_list:
                 data.pop(item)
+            valuetype = cast(ValueType, data.get("valuetype")).value
+            data.update({"valuetype": valuetype})
+            data.update({"values": values})
             output.append(dict(data))
         else:
             for serie in cast(list[Any], data.get("constituents")):
+                if what_output == "tsdf":
+                    values = serie.tsdf.iloc[:, 0].tolist()
+                else:
+                    values = list(serie.values)
                 itemdata = dict(serie.__dict__)
                 for item in cleaner_list:
                     itemdata.pop(item)
+                valuetype = cast(ValueType, itemdata["valuetype"]).value
+                itemdata.update({"valuetype": valuetype})
+                itemdata.update({"values": values})
                 output.append(dict(itemdata))
 
-        with Path.open(
-            dirpath.joinpath(filename),
-            "w",
-            encoding="utf-8",
-        ) as jsonfile:
+        with dirpath.joinpath(filename).open(mode="w", encoding="utf-8") as jsonfile:
             dump(output, jsonfile, indent=2, sort_keys=False)
 
         return output

{openseries-1.5.4 → openseries-1.5.6}/openseries/datefixer.py

@@ -62,7 +62,7 @@ def holiday_calendar(
     endyear += 1
     if startyear == endyear:
         endyear += 1
-    years = list(range(startyear, endyear))
+    years = list(range(int(startyear), int(endyear)))
 
     if isinstance(countries, str) and countries in list_supported_countries():
         staging = country_holidays(country=countries, years=years)
@@ -412,9 +412,11 @@ def do_resample_to_business_period_ends(
     data.index = Index(d.date() for d in DatetimeIndex(data.index))
 
     if newhead.index[0] not in data.index:
+        # noinspection PyUnreachableCode
         data = concat([data, newhead])
 
     if newtail.index[0] not in data.index:
+        # noinspection PyUnreachableCode
         data = concat([data, newtail])
 
     data = data.sort_index()

{openseries-1.5.4 → openseries-1.5.6}/openseries/types.py

@@ -113,6 +113,7 @@ PlotlyLayoutType = dict[
 
 CaptorLogoType = dict[str, Union[str, float]]
 
+LiteralJsonOutput = Literal["values", "tsdf"]
 LiteralTrunc = Literal["before", "after", "both"]
 LiteralLinePlotMode = Literal[
     "lines",

{openseries-1.5.4 → openseries-1.5.6}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "openseries"
-version = "1.5.4"
+version = "1.5.6"
 description = "Tools for analyzing financial timeseries."
 authors = ["Martin Karrin <martin.karrin@captor.se>"]
 repository = "https://github.com/CaptorAB/openseries"
@@ -34,7 +34,7 @@ keywords = [
 
 [tool.poetry.dependencies]
 python = ">=3.9,<3.13"
-holidays = ">=0.30,<1.0"
+holidays = ">=0.30,<0.50"
 numpy = ">=1.23.2,<=2.0.0"
 openpyxl = ">=3.1.2,<4.0.0"
 pandas = ">=2.1.2,<3.0.0"
@@ -47,26 +47,21 @@ scipy = ">=1.11.4,<2.0.0"
 statsmodels = ">=0.14.0,<1.0.0"
 
 [tool.poetry.group.dev.dependencies]
-coverage = "^7.5.1"
+coverage = "^7.5.3"
 coverage-badge = "^1.1.1"
 mypy = "^1.10.0"
-pandas-stubs = "^2.2.1.240316"
-pre-commit = "^3.7.0"
-pytest = "^8.2.0"
-ruff = "^0.4.3"
-types-openpyxl = "^3.1.0.20240428"
+pandas-stubs = "^2.2.2.240603"
+pre-commit = "^3.7.1"
+pytest = "^8.2.1"
+ruff = "^0.4.7"
+types-openpyxl = "^3.1.2.20240601"
 types-python-dateutil = "^2.9.0.20240316"
-types-requests = "^2.31.0.20240406"
+types-requests = "^2.32.0.20240602"
 
 [build-system]
-requires = ["poetry-core>=1.8.2"]
+requires = ["poetry-core>=1.8.3"]
 build-backend = "poetry.core.masonry.api"
 
-[tool.pytest.ini_options]
-filterwarnings = [
-    "ignore::DeprecationWarning:openpyxl.*:"
-]
-
 [tool.coverage.run]
 omit = ["venv/*"]
 include = ["openseries/*"]