openseries 1.5.7__tar.gz → 1.6.0__tar.gz

{openseries-1.5.7 → openseries-1.6.0}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: openseries
-Version: 1.5.7
+Version: 1.6.0
 Summary: Tools for analyzing financial timeseries.
 Home-page: https://github.com/CaptorAB/openseries
 License: BSD-3-Clause

openseries-1.6.0/openseries/__init__.py

@@ -0,0 +1,44 @@
+"""openseries.openseries.__init__.py."""
+
+from .datefixer import (
+    date_fix,
+    date_offset_foll,
+    do_resample_to_business_period_ends,
+    generate_calendar_date_range,
+    get_previous_business_day_before_today,
+    holiday_calendar,
+    offset_business_days,
+)
+from .frame import OpenFrame
+from .load_plotly import load_plotly_dict
+from .portfoliotools import (
+    constrain_optimized_portfolios,
+    efficient_frontier,
+    prepare_plot_data,
+    sharpeplot,
+    simulate_portfolios,
+)
+from .series import OpenTimeSeries, timeseries_chain
+from .simulation import ReturnSimulation
+from .types import ValueType
+
+__all__ = [
+    "OpenFrame",
+    "constrain_optimized_portfolios",
+    "efficient_frontier",
+    "prepare_plot_data",
+    "sharpeplot",
+    "simulate_portfolios",
+    "date_fix",
+    "date_offset_foll",
+    "do_resample_to_business_period_ends",
+    "generate_calendar_date_range",
+    "get_previous_business_day_before_today",
+    "holiday_calendar",
+    "offset_business_days",
+    "load_plotly_dict",
+    "OpenTimeSeries",
+    "timeseries_chain",
+    "ReturnSimulation",
+    "ValueType",
+]

{openseries-1.5.7 → openseries-1.6.0}/openseries/_common_model.py

@@ -9,9 +9,10 @@ from math import ceil
 from pathlib import Path
 from secrets import choice
 from string import ascii_letters
-from typing import Any, Optional, Union, cast
+from typing import Any, Optional, SupportsFloat, Union, cast
 
 from numpy import float64, inf, isnan, log, maximum, sqrt
+from numpy.typing import NDArray
 from openpyxl.utils.dataframe import dataframe_to_rows
 from openpyxl.workbook.workbook import Workbook
 from openpyxl.worksheet.worksheet import Worksheet
@@ -1132,7 +1133,7 @@ class _CommonModel(BaseModel):
         )
 
         if self.tsdf.shape[1] == 1:
-            return float(result.iloc[0])
+            return float(cast(SupportsFloat, result.iloc[0]))
         return Series(
             data=result,
             index=self.tsdf.columns,
@@ -1361,7 +1362,7 @@ class _CommonModel(BaseModel):
             label = f"Imp vol from VaR {level:.0%}"
 
         if self.tsdf.shape[1] == 1:
-            return float(result.iloc[0])
+            return float(cast(SupportsFloat, result.iloc[0]))
         return Series(
             data=result,
             index=self.tsdf.columns,
@@ -1593,7 +1594,7 @@ class _CommonModel(BaseModel):
             from_dt=from_date,
             to_dt=to_date,
         )
-        result = skew(
+        result: NDArray[float64] = skew(
             a=self.tsdf.loc[cast(int, earlier) : cast(int, later)]
             .pct_change(fill_method=cast(str, None))
             .to_numpy(),
@@ -1642,7 +1643,7 @@ class _CommonModel(BaseModel):
             from_dt=from_date,
             to_dt=to_date,
         )
-        result = kurtosis(
+        result: NDArray[float64] = kurtosis(
             self.tsdf.loc[cast(int, earlier) : cast(int, later)].pct_change(
                 fill_method=cast(str, None),
             ),

{openseries-1.5.7 → openseries-1.6.0}/openseries/datefixer.py

@@ -30,6 +30,16 @@ from openseries.types import (
     LiteralBizDayFreq,
 )
 
+__all__ = [
+    "date_fix",
+    "date_offset_foll",
+    "do_resample_to_business_period_ends",
+    "generate_calendar_date_range",
+    "get_previous_business_day_before_today",
+    "holiday_calendar",
+    "offset_business_days",
+]
+
 
 def holiday_calendar(
     startyear: int,