openseries 1.5.6__py3-none-any.whl → 1.6.0__py3-none-any.whl

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Files changed (15) hide show
  1. openseries/__init__.py +43 -0
  2. openseries/_common_model.py +6 -5
  3. openseries/_risk.py +0 -61
  4. openseries/datefixer.py +21 -10
  5. openseries/frame.py +21 -589
  6. openseries/load_plotly.py +2 -0
  7. openseries/portfoliotools.py +613 -0
  8. openseries/series.py +6 -9
  9. openseries/simulation.py +7 -5
  10. openseries/types.py +20 -0
  11. {openseries-1.5.6.dist-info → openseries-1.6.0.dist-info}/METADATA +3 -3
  12. openseries-1.6.0.dist-info/RECORD +16 -0
  13. openseries-1.5.6.dist-info/RECORD +0 -15
  14. {openseries-1.5.6.dist-info → openseries-1.6.0.dist-info}/LICENSE.md +0 -0
  15. {openseries-1.5.6.dist-info → openseries-1.6.0.dist-info}/WHEEL +0 -0
openseries/types.py CHANGED
@@ -11,6 +11,9 @@ from pandas import Timestamp
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  from pydantic import BaseModel, Field, StringConstraints, conlist, conset
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  from typing_extensions import Self
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+ __all__ = ["ValueType"]
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+
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+
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  CountryStringType = Annotated[
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  str,
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  StringConstraints(
@@ -155,6 +158,23 @@ LiteralOlsFitCovType = Literal[
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  "cluster",
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  ]
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+ LiteralMinimizeMethods = Literal[
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+ "SLSQP",
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+ "Nelder-Mead",
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+ "Powell",
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+ "CG",
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+ "BFGS",
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+ "Newton-CG",
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+ "L-BFGS-B",
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+ "TNC",
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+ "COBYLA",
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+ "trust-constr",
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+ "dogleg",
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+ "trust-ncg",
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+ "trust-exact",
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+ "trust-krylov",
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+ ]
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+
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  LiteralSeriesProps = Literal[
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  "value_ret",
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  "geo_ret",
{openseries-1.5.6.dist-info → openseries-1.6.0.dist-info}/METADATA RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: openseries
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- Version: 1.5.6
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+ Version: 1.6.0
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  Summary: Tools for analyzing financial timeseries.
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  Home-page: https://github.com/CaptorAB/openseries
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  License: BSD-3-Clause
@@ -20,8 +20,8 @@ Classifier: Programming Language :: Python :: 3.10
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  Classifier: Programming Language :: Python :: 3.11
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  Classifier: Programming Language :: Python :: 3.12
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  Classifier: Topic :: Office/Business :: Financial :: Investment
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- Requires-Dist: holidays (>=0.30,<0.50)
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- Requires-Dist: numpy (>=1.23.2,<=2.0.0)
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+ Requires-Dist: holidays (>=0.30,<1.0)
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+ Requires-Dist: numpy (>=1.23.2,<=3.0.0)
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  Requires-Dist: openpyxl (>=3.1.2,<4.0.0)
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  Requires-Dist: pandas (>=2.1.2,<3.0.0)
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  Requires-Dist: plotly (>=5.18.0,<6.0.0)
openseries-1.6.0.dist-info/RECORD ADDED
@@ -0,0 +1,16 @@
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+ openseries/__init__.py,sha256=k2r-yXfmxqBT7_voQ-4HL5dBxfkQIItsm-o77ot3aDQ,1116
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+ openseries/_common_model.py,sha256=qDrEjLLz7FmXbfMl07eocz7i892JdighGpigWCFBpmo,75623
3
+ openseries/_risk.py,sha256=etureOLszoEgD48NEOZkx24gaK8I-PfjRXV4Ymjkh7w,2072
4
+ openseries/datefixer.py,sha256=rNHH5yT8gV9iHgd_TCiVuwTMNB5TcxeqSsvIAq36dXU,12717
5
+ openseries/frame.py,sha256=w6eZgfPx9gRnmUj_i0--KdurBoy5p18B7k0kpGwSoTM,56440
6
+ openseries/load_plotly.py,sha256=GLsYrbRYEC3HcKHb7vwZIrlRl3ZjnRhSXoMGJsO8weA,1888
7
+ openseries/plotly_captor_logo.json,sha256=F5nhMzEyxKywtjvQqMTKgKRCJQYMDIiBgDSxdte8Clo,178
8
+ openseries/plotly_layouts.json,sha256=ahx8-dL4_RPzvHtBOX0SiL0AH7xQJzNRSDhGrSmU-Og,1429
9
+ openseries/portfoliotools.py,sha256=r6Y1ZRuTV4nsRL4s7WEJfv1u6__6kkc3d5Rb-MhQn2k,18807
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+ openseries/series.py,sha256=gZCASMtN6Drw7CcmRTNtKBT66YCsnP7Ei7Jhdytp-oE,28236
11
+ openseries/simulation.py,sha256=LlssueX0tXHvnEZqiubkfsluOkdd9oQE57RbHZDD7_k,13942
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+ openseries/types.py,sha256=hIEPm-5BFs_ZIXoMw2DWnbJWe2xFmWDYkSQsEYlLEEA,7968
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+ openseries-1.6.0.dist-info/LICENSE.md,sha256=cPUabMxJ6-ziqzqS6aLGkR-ilIOKe_s3Qtyp0ioTmo0,1521
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+ openseries-1.6.0.dist-info/METADATA,sha256=wD4JNrn68QfVpJtZRm7y8BgN7c6jykxMWUmOhHJVH1M,44222
15
+ openseries-1.6.0.dist-info/WHEEL,sha256=sP946D7jFCHeNz5Iq4fL4Lu-PrWrFsgfLXbbkciIZwg,88
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+ openseries-1.6.0.dist-info/RECORD,,
openseries-1.5.6.dist-info/RECORD DELETED
@@ -1,15 +0,0 @@
1
- openseries/__init__.py,sha256=W429Ojwa-wPgHV5PDAOQOBOAzPOR4wrVHRwdZQjRKcQ,41
2
- openseries/_common_model.py,sha256=gHJfvxsOjrjGnuoTm62LRYho_VeEhRKmbY9xM6tiRUk,75497
3
- openseries/_risk.py,sha256=4ckiA-0-uuoUOsuc_uElUA_2rLS_U3xJyiva2BX4W1s,3300
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- openseries/datefixer.py,sha256=DtluyFPfrnXTqRnSfYyNfAE4KzAOiFwgDW8bJM3NjBA,12470
5
- openseries/frame.py,sha256=SH1sPUFoJS71o2uVJBLoDl3rSC8AP7wQZw3baMD9T4U,74019
6
- openseries/load_plotly.py,sha256=L4A3Fa5Jk47FY7pcg0NPZ0gm0JD_uCXjVlGC7FWVSJg,1856
7
- openseries/plotly_captor_logo.json,sha256=F5nhMzEyxKywtjvQqMTKgKRCJQYMDIiBgDSxdte8Clo,178
8
- openseries/plotly_layouts.json,sha256=ahx8-dL4_RPzvHtBOX0SiL0AH7xQJzNRSDhGrSmU-Og,1429
9
- openseries/series.py,sha256=pIpiD3v8z7SyIppBatbsPuqOWCf3qI_us2145JnPUkQ,28313
10
- openseries/simulation.py,sha256=VYxc-e5VSyC55DdfACpQen-necYbhso-6RMyOhYX-5k,13905
11
- openseries/types.py,sha256=yJmGZcBFwvMQQEaRVb0vhVMP463xu7MSydjWr12X38M,7689
12
- openseries-1.5.6.dist-info/LICENSE.md,sha256=cPUabMxJ6-ziqzqS6aLGkR-ilIOKe_s3Qtyp0ioTmo0,1521
13
- openseries-1.5.6.dist-info/METADATA,sha256=aE0BWMcUlTQgJxWNK52MCYkO9dFFccqzn4BpR6_R9bA,44223
14
- openseries-1.5.6.dist-info/WHEEL,sha256=sP946D7jFCHeNz5Iq4fL4Lu-PrWrFsgfLXbbkciIZwg,88
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- openseries-1.5.6.dist-info/RECORD,,