openseries 1.5.5__tar.gz → 1.5.6__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- {openseries-1.5.5 → openseries-1.5.6}/PKG-INFO +3 -3
- {openseries-1.5.5 → openseries-1.5.6}/README.md +1 -1
- {openseries-1.5.5 → openseries-1.5.6}/openseries/datefixer.py +3 -1
- {openseries-1.5.5 → openseries-1.5.6}/pyproject.toml +7 -12
- {openseries-1.5.5 → openseries-1.5.6}/LICENSE.md +0 -0
- {openseries-1.5.5 → openseries-1.5.6}/openseries/__init__.py +0 -0
- {openseries-1.5.5 → openseries-1.5.6}/openseries/_common_model.py +0 -0
- {openseries-1.5.5 → openseries-1.5.6}/openseries/_risk.py +0 -0
- {openseries-1.5.5 → openseries-1.5.6}/openseries/frame.py +0 -0
- {openseries-1.5.5 → openseries-1.5.6}/openseries/load_plotly.py +0 -0
- {openseries-1.5.5 → openseries-1.5.6}/openseries/plotly_captor_logo.json +0 -0
- {openseries-1.5.5 → openseries-1.5.6}/openseries/plotly_layouts.json +0 -0
- {openseries-1.5.5 → openseries-1.5.6}/openseries/series.py +0 -0
- {openseries-1.5.5 → openseries-1.5.6}/openseries/simulation.py +0 -0
- {openseries-1.5.5 → openseries-1.5.6}/openseries/types.py +0 -0
@@ -1,6 +1,6 @@
|
|
1
1
|
Metadata-Version: 2.1
|
2
2
|
Name: openseries
|
3
|
-
Version: 1.5.
|
3
|
+
Version: 1.5.6
|
4
4
|
Summary: Tools for analyzing financial timeseries.
|
5
5
|
Home-page: https://github.com/CaptorAB/openseries
|
6
6
|
License: BSD-3-Clause
|
@@ -20,7 +20,7 @@ Classifier: Programming Language :: Python :: 3.10
|
|
20
20
|
Classifier: Programming Language :: Python :: 3.11
|
21
21
|
Classifier: Programming Language :: Python :: 3.12
|
22
22
|
Classifier: Topic :: Office/Business :: Financial :: Investment
|
23
|
-
Requires-Dist: holidays (>=0.30,<
|
23
|
+
Requires-Dist: holidays (>=0.30,<0.50)
|
24
24
|
Requires-Dist: numpy (>=1.23.2,<=2.0.0)
|
25
25
|
Requires-Dist: openpyxl (>=3.1.2,<4.0.0)
|
26
26
|
Requires-Dist: pandas (>=2.1.2,<3.0.0)
|
@@ -302,7 +302,7 @@ make lint
|
|
302
302
|
| `value_nan_handle` | `OpenTimeSeries`, `OpenFrame` | Fills `Nan` in a value series with the preceding non-Nan value. |
|
303
303
|
| `return_nan_handle` | `OpenTimeSeries`, `OpenFrame` | Replaces `Nan` in a return series with a 0.0 `float`. |
|
304
304
|
| `to_cumret` | `OpenTimeSeries`, `OpenFrame` | Converts a return series into a value series and/or resets a value series to be rebased from 1.0. |
|
305
|
-
| `to_json` | `OpenTimeSeries`, `OpenFrame` | Method to export
|
305
|
+
| `to_json` | `OpenTimeSeries`, `OpenFrame` | Method to export object data to a json file. |
|
306
306
|
| `to_xlsx` | `OpenTimeSeries`, `OpenFrame` | Method to save the data in the .tsdf DataFrame to an Excel file. |
|
307
307
|
| `value_to_ret` | `OpenTimeSeries`, `OpenFrame` | Converts a value series into a percentage return series. |
|
308
308
|
| `value_to_diff` | `OpenTimeSeries`, `OpenFrame` | Converts a value series into a series of differences. |
|
@@ -266,7 +266,7 @@ make lint
|
|
266
266
|
| `value_nan_handle` | `OpenTimeSeries`, `OpenFrame` | Fills `Nan` in a value series with the preceding non-Nan value. |
|
267
267
|
| `return_nan_handle` | `OpenTimeSeries`, `OpenFrame` | Replaces `Nan` in a return series with a 0.0 `float`. |
|
268
268
|
| `to_cumret` | `OpenTimeSeries`, `OpenFrame` | Converts a return series into a value series and/or resets a value series to be rebased from 1.0. |
|
269
|
-
| `to_json` | `OpenTimeSeries`, `OpenFrame` | Method to export
|
269
|
+
| `to_json` | `OpenTimeSeries`, `OpenFrame` | Method to export object data to a json file. |
|
270
270
|
| `to_xlsx` | `OpenTimeSeries`, `OpenFrame` | Method to save the data in the .tsdf DataFrame to an Excel file. |
|
271
271
|
| `value_to_ret` | `OpenTimeSeries`, `OpenFrame` | Converts a value series into a percentage return series. |
|
272
272
|
| `value_to_diff` | `OpenTimeSeries`, `OpenFrame` | Converts a value series into a series of differences. |
|
@@ -62,7 +62,7 @@ def holiday_calendar(
|
|
62
62
|
endyear += 1
|
63
63
|
if startyear == endyear:
|
64
64
|
endyear += 1
|
65
|
-
years = list(range(startyear, endyear))
|
65
|
+
years = list(range(int(startyear), int(endyear)))
|
66
66
|
|
67
67
|
if isinstance(countries, str) and countries in list_supported_countries():
|
68
68
|
staging = country_holidays(country=countries, years=years)
|
@@ -412,9 +412,11 @@ def do_resample_to_business_period_ends(
|
|
412
412
|
data.index = Index(d.date() for d in DatetimeIndex(data.index))
|
413
413
|
|
414
414
|
if newhead.index[0] not in data.index:
|
415
|
+
# noinspection PyUnreachableCode
|
415
416
|
data = concat([data, newhead])
|
416
417
|
|
417
418
|
if newtail.index[0] not in data.index:
|
419
|
+
# noinspection PyUnreachableCode
|
418
420
|
data = concat([data, newtail])
|
419
421
|
|
420
422
|
data = data.sort_index()
|
@@ -1,6 +1,6 @@
|
|
1
1
|
[tool.poetry]
|
2
2
|
name = "openseries"
|
3
|
-
version = "1.5.
|
3
|
+
version = "1.5.6"
|
4
4
|
description = "Tools for analyzing financial timeseries."
|
5
5
|
authors = ["Martin Karrin <martin.karrin@captor.se>"]
|
6
6
|
repository = "https://github.com/CaptorAB/openseries"
|
@@ -34,7 +34,7 @@ keywords = [
|
|
34
34
|
|
35
35
|
[tool.poetry.dependencies]
|
36
36
|
python = ">=3.9,<3.13"
|
37
|
-
holidays = ">=0.30,<
|
37
|
+
holidays = ">=0.30,<0.50"
|
38
38
|
numpy = ">=1.23.2,<=2.0.0"
|
39
39
|
openpyxl = ">=3.1.2,<4.0.0"
|
40
40
|
pandas = ">=2.1.2,<3.0.0"
|
@@ -47,26 +47,21 @@ scipy = ">=1.11.4,<2.0.0"
|
|
47
47
|
statsmodels = ">=0.14.0,<1.0.0"
|
48
48
|
|
49
49
|
[tool.poetry.group.dev.dependencies]
|
50
|
-
coverage = "^7.5.
|
50
|
+
coverage = "^7.5.3"
|
51
51
|
coverage-badge = "^1.1.1"
|
52
52
|
mypy = "^1.10.0"
|
53
|
-
pandas-stubs = "^2.2.2.
|
53
|
+
pandas-stubs = "^2.2.2.240603"
|
54
54
|
pre-commit = "^3.7.1"
|
55
55
|
pytest = "^8.2.1"
|
56
|
-
ruff = "^0.4.
|
57
|
-
types-openpyxl = "^3.1.
|
56
|
+
ruff = "^0.4.7"
|
57
|
+
types-openpyxl = "^3.1.2.20240601"
|
58
58
|
types-python-dateutil = "^2.9.0.20240316"
|
59
|
-
types-requests = "^2.32.0.
|
59
|
+
types-requests = "^2.32.0.20240602"
|
60
60
|
|
61
61
|
[build-system]
|
62
62
|
requires = ["poetry-core>=1.8.3"]
|
63
63
|
build-backend = "poetry.core.masonry.api"
|
64
64
|
|
65
|
-
[tool.pytest.ini_options]
|
66
|
-
filterwarnings = [
|
67
|
-
"ignore::DeprecationWarning:openpyxl.*:"
|
68
|
-
]
|
69
|
-
|
70
65
|
[tool.coverage.run]
|
71
66
|
omit = ["venv/*"]
|
72
67
|
include = ["openseries/*"]
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|
File without changes
|