openseries 1.5.7__py3-none-any.whl → 1.7.0__py3-none-any.whl

openseries/series.py

@@ -5,7 +5,7 @@ from __future__ import annotations
 import datetime as dt
 from copy import deepcopy
 from logging import warning
-from typing import Any, Optional, TypeVar, Union, cast
+from typing import Any, TypeVar, cast
 
 from numpy import (
     append,
@@ -28,9 +28,9 @@ from pandas import (
 from pydantic import model_validator
 from typing_extensions import Self
 
-from openseries._common_model import _CommonModel
-from openseries.datefixer import date_fix, do_resample_to_business_period_ends
-from openseries.types import (
+from ._common_model import _CommonModel
+from .datefixer import date_fix, do_resample_to_business_period_ends
+from .types import (
     Countries,
     CountriesType,
     Currency,
@@ -46,14 +46,14 @@ from openseries.types import (
     ValueType,
 )
 
+__all__ = ["OpenTimeSeries", "timeseries_chain"]
+
 TypeOpenTimeSeries = TypeVar("TypeOpenTimeSeries", bound="OpenTimeSeries")
 
 
 # noinspection PyUnresolvedReferences
 class OpenTimeSeries(_CommonModel):
-
-    """
-    OpenTimeSeries objects are at the core of the openseries package.
+    """OpenTimeSeries objects are at the core of the openseries package.
 
     The intended use is to allow analyses of financial timeseries.
     It is only intended for daily or less frequent data samples.
@@ -102,8 +102,8 @@ class OpenTimeSeries(_CommonModel):
     currency: CurrencyStringType
     domestic: CurrencyStringType = "SEK"
     countries: CountriesType = "SE"
-    isin: Optional[str] = None
-    label: Optional[str] = None
+    isin: str | None = None
+    label: str | None = None
 
     @model_validator(mode="after")  # type: ignore[misc,unused-ignore]
     def dates_and_values_validate(self: Self) -> Self:
@@ -132,8 +132,7 @@ class OpenTimeSeries(_CommonModel):
         domestic_ccy: CurrencyStringType = "SEK",
         countries: CountriesType = "SE",
     ) -> None:
-        """
-        Set the domestic currency and calendar of the user.
+        """Set the domestic currency and calendar of the user.
 
         Parameters
         ----------
@@ -158,13 +157,12 @@ class OpenTimeSeries(_CommonModel):
         valuetype: ValueType = ValueType.PRICE,
         timeseries_id: DatabaseIdStringType = "",
         instrument_id: DatabaseIdStringType = "",
-        isin: Optional[str] = None,
+        isin: str | None = None,
         baseccy: CurrencyStringType = "SEK",
         *,
         local_ccy: bool = True,
     ) -> OpenTimeSeries:
-        """
-        Create series from a Pandas DataFrame or Series.
+        """Create series from a Pandas DataFrame or Series.
 
         Parameters
         ----------
@@ -215,19 +213,18 @@ class OpenTimeSeries(_CommonModel):
     @classmethod
     def from_df(
         cls: type[OpenTimeSeries],
-        dframe: Union[DataFrame, Series[float]],
+        dframe: DataFrame | Series[float],
         column_nmbr: int = 0,
         valuetype: ValueType = ValueType.PRICE,
         baseccy: CurrencyStringType = "SEK",
         *,
         local_ccy: bool = True,
     ) -> OpenTimeSeries:
-        """
-        Create series from a Pandas DataFrame or Series.
+        """Create series from a Pandas DataFrame or Series.
 
         Parameters
         ----------
-        dframe: Union[DataFrame, Series[float]]
+        dframe: DataFrame | Series[float]
             Pandas DataFrame or Series
         column_nmbr : int, default: 0
             Using iloc[:, column_nmbr] to pick column
@@ -297,17 +294,16 @@ class OpenTimeSeries(_CommonModel):
     def from_fixed_rate(
         cls: type[OpenTimeSeries],
         rate: float,
-        d_range: Optional[DatetimeIndex] = None,
-        days: Optional[int] = None,
-        end_dt: Optional[dt.date] = None,
+        d_range: DatetimeIndex | None = None,
+        days: int | None = None,
+        end_dt: dt.date | None = None,
         label: str = "Series",
         valuetype: ValueType = ValueType.PRICE,
         baseccy: CurrencyStringType = "SEK",
         *,
         local_ccy: bool = True,
     ) -> OpenTimeSeries:
-        """
-        Create series from values accruing with a given fixed rate return.
+        """Create series from values accruing with a given fixed rate return.
 
         Providing a date_range of type Pandas DatetimeIndex takes priority over
         providing a combination of days and an end date.
@@ -378,8 +374,7 @@ class OpenTimeSeries(_CommonModel):
         )
 
     def from_deepcopy(self: Self) -> Self:
-        """
-        Create copy of OpenTimeSeries object.
+        """Create copy of OpenTimeSeries object.
 
         Returns
         -------
@@ -390,8 +385,7 @@ class OpenTimeSeries(_CommonModel):
         return deepcopy(self)
 
     def pandas_df(self: Self) -> Self:
-        """
-        Populate .tsdf Pandas DataFrame from the .dates and .values lists.
+        """Populate .tsdf Pandas DataFrame from the .dates and .values lists.
 
         Returns
         -------
@@ -411,10 +405,9 @@ class OpenTimeSeries(_CommonModel):
 
     def all_properties(
         self: Self,
-        properties: Optional[list[LiteralSeriesProps]] = None,
+        properties: list[LiteralSeriesProps] | None = None,
     ) -> DataFrame:
-        """
-        Calculate chosen properties.
+        """Calculate chosen properties.
 
         Parameters
         ----------
@@ -439,8 +432,7 @@ class OpenTimeSeries(_CommonModel):
         return pdf
 
     def value_to_ret(self: Self) -> Self:
-        """
-        Convert series of values into series of returns.
+        """Convert series of values into series of returns.
 
         Returns
         -------
@@ -448,7 +440,7 @@ class OpenTimeSeries(_CommonModel):
             The returns of the values in the series
 
         """
-        self.tsdf = self.tsdf.pct_change(fill_method=cast(str, None))
+        self.tsdf = self.tsdf.pct_change(fill_method=None)  # type: ignore[arg-type]
         self.tsdf.iloc[0] = 0
         self.valuetype = ValueType.RTRN
         self.tsdf.columns = MultiIndex.from_arrays(
@@ -460,8 +452,7 @@ class OpenTimeSeries(_CommonModel):
         return self
 
     def value_to_diff(self: Self, periods: int = 1) -> Self:
-        """
-        Convert series of values to series of their period differences.
+        """Convert series of values to series of their period differences.
 
         Parameters
         ----------
@@ -487,8 +478,7 @@ class OpenTimeSeries(_CommonModel):
         return self
 
     def to_cumret(self: Self) -> Self:
-        """
-        Convert series of returns into cumulative series of values.
+        """Convert series of returns into cumulative series of values.
 
         Returns
         -------
@@ -518,8 +508,7 @@ class OpenTimeSeries(_CommonModel):
         days_in_year: int = 365,
         divider: float = 1.0,
     ) -> Self:
-        """
-        Convert series of 1-day rates into series of cumulative values.
+        """Convert series of 1-day rates into series of cumulative values.
 
         Parameters
         ----------
@@ -553,14 +542,13 @@ class OpenTimeSeries(_CommonModel):
 
     def resample(
         self: Self,
-        freq: Union[LiteralBizDayFreq, str] = "BME",
+        freq: LiteralBizDayFreq | str = "BME",
     ) -> Self:
-        """
-        Resamples the timeseries frequency.
+        """Resamples the timeseries frequency.
 
         Parameters
         ----------
-        freq: Union[LiteralBizDayFreq, str], default "BME"
+        freq: LiteralBizDayFreq | str, default "BME"
             The date offset string that sets the resampled frequency
 
         Returns
@@ -579,8 +567,7 @@ class OpenTimeSeries(_CommonModel):
         freq: LiteralBizDayFreq = "BME",
         method: LiteralPandasReindexMethod = "nearest",
     ) -> Self:
-        """
-        Resamples timeseries frequency to the business calendar month end dates.
+        """Resamples timeseries frequency to the business calendar month end dates.
 
         Stubs left in place. Stubs will be aligned to the shortest stub.
 
@@ -614,13 +601,12 @@ class OpenTimeSeries(_CommonModel):
         lmbda: float = 0.94,
         day_chunk: int = 11,
         dlta_degr_freedms: int = 0,
-        months_from_last: Optional[int] = None,
-        from_date: Optional[dt.date] = None,
-        to_date: Optional[dt.date] = None,
-        periods_in_a_year_fixed: Optional[DaysInYearType] = None,
+        months_from_last: int | None = None,
+        from_date: dt.date | None = None,
+        to_date: dt.date | None = None,
+        periods_in_a_year_fixed: DaysInYearType | None = None,
     ) -> Series[float]:
-        """
-        Exponentially Weighted Moving Average Model for Volatility.
+        """Exponentially Weighted Moving Average Model for Volatility.
 
         https://www.investopedia.com/articles/07/ewma.asp.
 
@@ -692,8 +678,7 @@ class OpenTimeSeries(_CommonModel):
         adjustment: float,
         days_in_year: int = 365,
     ) -> Self:
-        """
-        Add or subtract a fee from the timeseries return.
+        """Add or subtract a fee from the timeseries return.
 
         Parameters
         ----------
@@ -719,7 +704,7 @@ class OpenTimeSeries(_CommonModel):
             returns_input = True
         else:
             values = [cast(float, self.tsdf.iloc[0, 0])]
-            ra_df = self.tsdf.pct_change(fill_method=cast(str, None))
+            ra_df = self.tsdf.pct_change(fill_method=None)  # type: ignore[arg-type]
             returns_input = False
         ra_df = ra_df.dropna()
 
@@ -752,13 +737,12 @@ class OpenTimeSeries(_CommonModel):
 
     def set_new_label(
         self: Self,
-        lvl_zero: Optional[str] = None,
-        lvl_one: Optional[ValueType] = None,
+        lvl_zero: str | None = None,
+        lvl_one: ValueType | None = None,
         *,
         delete_lvl_one: bool = False,
     ) -> Self:
-        """
-        Set the column labels of the .tsdf Pandas Dataframe.
+        """Set the column labels of the .tsdf Pandas Dataframe.
 
         Parameters
         ----------
@@ -797,9 +781,8 @@ def timeseries_chain(
     front: TypeOpenTimeSeries,
     back: TypeOpenTimeSeries,
     old_fee: float = 0.0,
-) -> Union[TypeOpenTimeSeries, OpenTimeSeries]:
-    """
-    Chain two timeseries together.
+) -> TypeOpenTimeSeries | OpenTimeSeries:
+    """Chain two timeseries together.
 
     The function assumes that the two series have at least one date in common.
 
@@ -814,7 +797,7 @@ def timeseries_chain(
 
     Returns
     -------
-    Union[TypeOpenTimeSeries, OpenTimeSeries]
+    TypeOpenTimeSeries | OpenTimeSeries
         An OpenTimeSeries object or a subclass thereof
 
     """
@@ -885,8 +868,7 @@ def timeseries_chain(
 
 
 def _check_if_none(item: Any) -> bool:  # noqa: ANN401
-    """
-    Check if a variable is None or equivalent.
+    """Check if a variable is None or equivalent.
 
     Parameters
     ----------

openseries/simulation.py

@@ -2,8 +2,10 @@
 
 from __future__ import annotations
 
-import datetime as dt
-from typing import Optional, cast
+from typing import TYPE_CHECKING, cast
+
+if TYPE_CHECKING:
+    import datetime as dt  # pragma: no cover
 
 from numpy import multiply, sqrt
 from numpy.random import PCG64, Generator, SeedSequence
@@ -22,17 +24,18 @@ from pydantic import (
 )
 from typing_extensions import Self
 
-from openseries.datefixer import generate_calendar_date_range
-from openseries.types import (
+from .datefixer import generate_calendar_date_range
+from .types import (
     CountriesType,
     DaysInYearType,
     ValueType,
 )
 
+__all__ = ["ReturnSimulation"]
 
-def random_generator(seed: Optional[int]) -> Generator:
-    """
-    Make a Numpy Random Generator object.
+
+def _random_generator(seed: int | None) -> Generator:
+    """Make a Numpy Random Generator object.
 
     Parameters
     ----------
@@ -46,14 +49,12 @@ def random_generator(seed: Optional[int]) -> Generator:
 
     """
     ss = SeedSequence(entropy=seed)
-    bg = PCG64(seed=cast(Optional[int], ss))
+    bg = PCG64(seed=cast(int | None, ss))
     return Generator(bit_generator=bg)
 
 
 class ReturnSimulation(BaseModel):
-
-    """
-    The class ReturnSimulation allows for simulating financial timeseries.
+    """The class ReturnSimulation allows for simulating financial timeseries.
 
     Parameters
     ----------
@@ -89,7 +90,7 @@ class ReturnSimulation(BaseModel):
     jumps_lamda: NonNegativeFloat = 0.0
     jumps_sigma: NonNegativeFloat = 0.0
     jumps_mu: float = 0.0
-    seed: Optional[int] = None
+    seed: int | None = None
 
     model_config = ConfigDict(
         arbitrary_types_allowed=True,
@@ -99,8 +100,7 @@ class ReturnSimulation(BaseModel):
 
     @property
     def results(self: Self) -> DataFrame:
-        """
-        Simulation data.
+        """Simulation data.
 
         Returns
         -------
@@ -112,8 +112,7 @@ class ReturnSimulation(BaseModel):
 
     @property
     def realized_mean_return(self: Self) -> float:
-        """
-        Annualized arithmetic mean of returns.
+        """Annualized arithmetic mean of returns.
 
         Returns
         -------
@@ -131,8 +130,7 @@ class ReturnSimulation(BaseModel):
 
     @property
     def realized_vol(self: Self) -> float:
-        """
-        Annualized volatility.
+        """Annualized volatility.
 
         Returns
         -------
@@ -157,10 +155,9 @@ class ReturnSimulation(BaseModel):
         trading_days: PositiveInt,
         seed: int,
         trading_days_in_year: DaysInYearType = 252,
-        randomizer: Optional[Generator] = None,
+        randomizer: Generator | None = None,
     ) -> ReturnSimulation:
-        """
-        Create a Normal distribution simulation.
+        """Create a Normal distribution simulation.
 
         Parameters
         ----------
@@ -187,7 +184,7 @@ class ReturnSimulation(BaseModel):
 
         """
         if not randomizer:
-            randomizer = random_generator(seed=seed)
+            randomizer = _random_generator(seed=seed)
 
         returns = randomizer.normal(
             loc=mean_annual_return / trading_days_in_year,
@@ -214,10 +211,9 @@ class ReturnSimulation(BaseModel):
         trading_days: PositiveInt,
         seed: int,
         trading_days_in_year: DaysInYearType = 252,
-        randomizer: Optional[Generator] = None,
+        randomizer: Generator | None = None,
     ) -> ReturnSimulation:
-        """
-        Create a Lognormal distribution simulation.
+        """Create a Lognormal distribution simulation.
 
         Parameters
         ----------
@@ -244,7 +240,7 @@ class ReturnSimulation(BaseModel):
 
         """
         if not randomizer:
-            randomizer = random_generator(seed=seed)
+            randomizer = _random_generator(seed=seed)
 
         returns = (
             randomizer.lognormal(
@@ -274,10 +270,9 @@ class ReturnSimulation(BaseModel):
         trading_days: PositiveInt,
         seed: int,
         trading_days_in_year: DaysInYearType = 252,
-        randomizer: Optional[Generator] = None,
+        randomizer: Generator | None = None,
     ) -> ReturnSimulation:
-        """
-        Create a Geometric Brownian Motion simulation.
+        """Create a Geometric Brownian Motion simulation.
 
         Parameters
         ----------
@@ -303,7 +298,7 @@ class ReturnSimulation(BaseModel):
 
         """
         if not randomizer:
-            randomizer = random_generator(seed=seed)
+            randomizer = _random_generator(seed=seed)
 
         drift = (mean_annual_return - 0.5 * mean_annual_vol**2.0) * (
             1.0 / trading_days_in_year
@@ -340,10 +335,9 @@ class ReturnSimulation(BaseModel):
         jumps_sigma: NonNegativeFloat = 0.0,
         jumps_mu: float = 0.0,
         trading_days_in_year: DaysInYearType = 252,
-        randomizer: Optional[Generator] = None,
+        randomizer: Generator | None = None,
     ) -> ReturnSimulation:
-        """
-        Create a Merton Jump-Diffusion model simulation.
+        """Create a Merton Jump-Diffusion model simulation.
 
         Parameters
         ----------
@@ -375,7 +369,7 @@ class ReturnSimulation(BaseModel):
 
         """
         if not randomizer:
-            randomizer = random_generator(seed=seed)
+            randomizer = _random_generator(seed=seed)
 
         normal_mean = 0.0
         wiener = randomizer.normal(
@@ -422,12 +416,11 @@ class ReturnSimulation(BaseModel):
     def to_dataframe(
         self: Self,
         name: str,
-        start: Optional[dt.date] = None,
-        end: Optional[dt.date] = None,
+        start: dt.date | None = None,
+        end: dt.date | None = None,
         countries: CountriesType = "SE",
     ) -> DataFrame:
-        """
-        Create a pandas.DataFrame from simulation(s).
+        """Create a pandas.DataFrame from simulation(s).
 
         Parameters
         ----------

openseries/types.py

@@ -11,6 +11,9 @@ from pandas import Timestamp
 from pydantic import BaseModel, Field, StringConstraints, conlist, conset
 from typing_extensions import Self
 
+__all__ = ["ValueType"]
+
+
 CountryStringType = Annotated[
     str,
     StringConstraints(
@@ -30,7 +33,6 @@ CountriesType = Union[CountryListType, CountryStringType]  # type: ignore[valid-
 
 
 class Countries(BaseModel):
-
     """Declare Countries."""
 
     countryinput: CountriesType
@@ -50,7 +52,6 @@ CurrencyStringType = Annotated[
 
 
 class Currency(BaseModel):
-
     """Declare Currency."""
 
     ccy: CurrencyStringType
@@ -87,31 +88,29 @@ DatabaseIdStringType = Annotated[
 
 DaysInYearType = Annotated[int, Field(strict=True, ge=1, le=366)]
 
-DateType = Union[str, dt.date, dt.datetime, datetime64, Timestamp]
+DateType = str | dt.date | dt.datetime | datetime64 | Timestamp
 
-HolidayType = Union[
-    dict[Union[dt.date, dt.datetime, str, float, int], str],
-    list[Union[dt.date, dt.datetime, str, float, int]],
-    dt.date,
-    dt.datetime,
-    str,
-    float,
-    int,
-]
+HolidayType = (
+    dict[dt.date | dt.datetime | str | float | int, str]
+    | list[dt.date | dt.datetime | str | float | int]
+    | dt.date
+    | dt.datetime
+    | str
+    | float
+    | int
+)
 
 PlotlyLayoutType = dict[
     str,
-    Union[
-        str,
-        int,
-        float,
-        bool,
-        list[str],
-        dict[str, Union[str, int, float, bool, list[str]]],
-    ],
+    str
+    | int
+    | float
+    | bool
+    | list[str]
+    | dict[str, str | int | float | bool | list[str]],
 ]
 
-CaptorLogoType = dict[str, Union[str, float]]
+CaptorLogoType = dict[str, str | float]
 
 LiteralJsonOutput = Literal["values", "tsdf"]
 LiteralTrunc = Literal["before", "after", "both"]
@@ -155,6 +154,23 @@ LiteralOlsFitCovType = Literal[
     "cluster",
 ]
 
+LiteralMinimizeMethods = Literal[
+    "SLSQP",
+    "Nelder-Mead",
+    "Powell",
+    "CG",
+    "BFGS",
+    "Newton-CG",
+    "L-BFGS-B",
+    "TNC",
+    "COBYLA",
+    "trust-constr",
+    "dogleg",
+    "trust-ncg",
+    "trust-exact",
+    "trust-krylov",
+]
+
 LiteralSeriesProps = Literal[
     "value_ret",
     "geo_ret",
@@ -210,7 +226,6 @@ LiteralFrameProps = Literal[
 
 
 class OpenTimeSeriesPropertiesList(list[str]):
-
     """Allowed property arguments for the OpenTimeSeries class."""
 
     allowed_strings: ClassVar[set[str]] = {
@@ -267,7 +282,6 @@ class OpenTimeSeriesPropertiesList(list[str]):
 
 
 class OpenFramePropertiesList(list[str]):
-
     """Allowed property arguments for the OpenFrame class."""
 
     allowed_strings: ClassVar[set[str]] = {
@@ -319,7 +333,6 @@ class OpenFramePropertiesList(list[str]):
 
 
 class ValueType(str, Enum):
-
     """Enum types of OpenTimeSeries to identify the output."""
 
     EWMA = "EWMA"

{openseries-1.5.7.dist-info → openseries-1.7.0.dist-info}/LICENSE.md

@@ -1,6 +1,6 @@
 # BSD 3-Clause License
 
-## Copyright (c) 2024, Captor Fund Management AB
+## Copyright (c) Captor Fund Management AB
 
 Redistribution and use in source and binary forms, with or without modification, are
 permitted provided that the following conditions are met:

{openseries-1.5.7.dist-info → openseries-1.7.0.dist-info}/METADATA

@@ -1,13 +1,13 @@
 Metadata-Version: 2.1
 Name: openseries
-Version: 1.5.7
+Version: 1.7.0
 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
 Author-email: martin.karrin@captor.se
-Requires-Python: >=3.9,<3.13
+Requires-Python: >=3.10,<3.13
 Classifier: Development Status :: 5 - Production/Stable
 Classifier: Framework :: Pydantic
 Classifier: Intended Audience :: Financial and Insurance Industry
@@ -15,7 +15,6 @@ Classifier: License :: OSI Approved :: BSD License
 Classifier: Natural Language :: English
 Classifier: Operating System :: OS Independent
 Classifier: Programming Language :: Python :: 3
-Classifier: Programming Language :: Python :: 3.9
 Classifier: Programming Language :: Python :: 3.10
 Classifier: Programming Language :: Python :: 3.11
 Classifier: Programming Language :: Python :: 3.12
@@ -25,7 +24,7 @@ Requires-Dist: numpy (>=1.23.2,<=3.0.0)
 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,<17.0.0)
+Requires-Dist: pyarrow (>=14.0.2,<18.0.0)
 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)
@@ -80,7 +79,7 @@ The code snippet can be pasted into a Python console to run it.
 Install openseries and yfinance first.
 
 ```python
-from openseries.series import OpenTimeSeries
+from openseries import OpenTimeSeries
 import yfinance as yf
 
 msft=yf.Ticker("MSFT")

openseries-1.7.0.dist-info/RECORD

@@ -0,0 +1,16 @@
+openseries/__init__.py,sha256=k2r-yXfmxqBT7_voQ-4HL5dBxfkQIItsm-o77ot3aDQ,1116
+openseries/_common_model.py,sha256=smkqaErhDGbcihsqzFeF7tbwstlmlkgcPF2C1KaaGbU,74369
+openseries/_risk.py,sha256=PReIfkzhInvIgJkzI4k1wYvhmLZ4cCurYKuQAvlHLlE,2082
+openseries/datefixer.py,sha256=CFsZfooXIl2q7w8x8O2xRwfmQP67offwbWEaNYpEJGU,12778
+openseries/frame.py,sha256=6u5UGLSVyaBC3YdB84mF3iBSw70Gwnrk4iBQiNeJppg,55580
+openseries/load_plotly.py,sha256=Uuk_-iIY4_C6Z5U3rAneOh8ZlGYWbkuis9s4Amxzko4,1921
+openseries/plotly_captor_logo.json,sha256=F5nhMzEyxKywtjvQqMTKgKRCJQYMDIiBgDSxdte8Clo,178
+openseries/plotly_layouts.json,sha256=ahx8-dL4_RPzvHtBOX0SiL0AH7xQJzNRSDhGrSmU-Og,1429
+openseries/portfoliotools.py,sha256=asD8n8m8roEN0SuJK_LoLc5OnTcPmFVl64598dG2sUQ,18749
+openseries/series.py,sha256=WqDSGOEBFuVQkfdrysXS4PBi2B7HFT-v9f41vt9JaSA,27984
+openseries/simulation.py,sha256=QpeEC2nsG3DAqd51spAccrYWhUbsFWfCyyCkrjCMd7Y,13860
+openseries/types.py,sha256=KoqDGI-DOJGP3zPzhx0an7IGIttWG0zYw-VJqolc1xA,7908
+openseries-1.7.0.dist-info/LICENSE.md,sha256=IQ8_IMXgHxyv4M48G14fJsjcrkiSASdalASTXWCOsj4,1515
+openseries-1.7.0.dist-info/METADATA,sha256=G82OxH9BK1fRJVI45Lr-PNu_hbHKmdo1uKnZZa8JIx0,44166
+openseries-1.7.0.dist-info/WHEEL,sha256=sP946D7jFCHeNz5Iq4fL4Lu-PrWrFsgfLXbbkciIZwg,88
+openseries-1.7.0.dist-info/RECORD,,