openseries 1.6.0__py3-none-any.whl → 1.7.0__py3-none-any.whl

openseries/load_plotly.py

@@ -5,18 +5,19 @@ from __future__ import annotations
 from json import load
 from logging import warning
 from pathlib import Path
+from typing import TYPE_CHECKING
 
 import requests
 from requests.exceptions import ConnectionError
 
-from openseries.types import CaptorLogoType, PlotlyLayoutType
+if TYPE_CHECKING:
+    from .types import CaptorLogoType, PlotlyLayoutType  # pragma: no cover
 
 __all__ = ["load_plotly_dict"]
 
 
 def _check_remote_file_existence(url: str) -> bool:
-    """
-    Check if remote file exists.
+    """Check if remote file exists.
 
     Parameters
     ----------
@@ -44,8 +45,7 @@ def load_plotly_dict(
     *,
     responsive: bool = True,
 ) -> tuple[PlotlyLayoutType, CaptorLogoType]:
-    """
-    Load Plotly defaults.
+    """Load Plotly defaults.
 
     Parameters
     ----------
@@ -58,13 +58,13 @@ def load_plotly_dict(
         A dictionary with the Plotly config and layout template
 
     """
-    project_root = Path(__file__).resolve().parent.parent
+    project_root = Path(__file__).parent.parent
     layoutfile = project_root.joinpath("openseries").joinpath("plotly_layouts.json")
     logofile = project_root.joinpath("openseries").joinpath("plotly_captor_logo.json")
 
-    with Path.open(layoutfile, mode="r", encoding="utf-8") as layout_file:
+    with layoutfile.open(mode="r", encoding="utf-8") as layout_file:
         fig = load(layout_file)
-    with Path.open(logofile, mode="r", encoding="utf-8") as logo_file:
+    with logofile.open(mode="r", encoding="utf-8") as logo_file:
         logo = load(logo_file)
 
     if _check_remote_file_existence(url=logo["source"]) is False:

openseries/portfoliotools.py

@@ -5,7 +5,7 @@ from __future__ import annotations
 
 from inspect import stack
 from pathlib import Path
-from typing import Callable, Optional, Union, cast
+from typing import TYPE_CHECKING, Callable, cast
 
 from numpy import (
     append,
@@ -30,15 +30,14 @@ from pandas import (
 from plotly.graph_objs import Figure  # type: ignore[import-untyped,unused-ignore]
 from plotly.io import to_html  # type: ignore[import-untyped,unused-ignore]
 from plotly.offline import plot  # type: ignore[import-untyped,unused-ignore]
-from pydantic import DirectoryPath
 from scipy.optimize import minimize  # type: ignore[import-untyped,unused-ignore]
 
+from .load_plotly import load_plotly_dict
+from .series import OpenTimeSeries
+
 # noinspection PyProtectedMember
-from openseries.frame import OpenFrame
-from openseries.load_plotly import load_plotly_dict
-from openseries.series import OpenTimeSeries
-from openseries.simulation import _random_generator
-from openseries.types import (
+from .simulation import _random_generator
+from .types import (
     LiteralLinePlotMode,
     LiteralMinimizeMethods,
     LiteralPlotlyJSlib,
@@ -46,6 +45,11 @@ from openseries.types import (
     ValueType,
 )
 
+if TYPE_CHECKING:  # pragma: no cover
+    from pydantic import DirectoryPath
+
+    from .frame import OpenFrame
+
 __all__ = [
     "constrain_optimized_portfolios",
     "efficient_frontier",
@@ -60,8 +64,7 @@ def simulate_portfolios(
     num_ports: int,
     seed: int,
 ) -> DataFrame:
-    """
-    Generate random weights for simulated portfolios.
+    """Generate random weights for simulated portfolios.
 
     Parameters
     ----------
@@ -130,14 +133,13 @@ def efficient_frontier(  # noqa: C901
     eframe: OpenFrame,
     num_ports: int = 5000,
     seed: int = 71,
-    bounds: Optional[tuple[tuple[float]]] = None,
+    bounds: tuple[tuple[float]] | None = None,
     frontier_points: int = 200,
     minimize_method: LiteralMinimizeMethods = "SLSQP",
     *,
     tweak: bool = True,
 ) -> tuple[DataFrame, DataFrame, NDArray[float64]]:
-    """
-    Identify an efficient frontier.
+    """Identify an efficient frontier.
 
     Parameters
     ----------
@@ -258,7 +260,7 @@ def efficient_frontier(  # noqa: C901
 
     for possible_return in frontier_y:
         cons = cast(
-            dict[str, Union[str, Callable[[float, NDArray[float64]], float64]]],
+            dict[str, str | Callable[[float, NDArray[float64]], float64]],
             (
                 {"type": "eq", "fun": _check_sum},
                 {
@@ -319,11 +321,10 @@ def constrain_optimized_portfolios(
     portfolioname: str = "Current Portfolio",
     simulations: int = 10000,
     curve_points: int = 200,
-    bounds: Optional[tuple[tuple[float]]] = None,
+    bounds: tuple[tuple[float]] | None = None,
     minimize_method: LiteralMinimizeMethods = "SLSQP",
 ) -> tuple[OpenFrame, OpenTimeSeries, OpenFrame, OpenTimeSeries]:
-    """
-    Constrain optimized portfolios to those that improve on the current one.
+    """Constrain optimized portfolios to those that improve on the current one.
 
     Parameters
     ----------
@@ -391,8 +392,7 @@ def prepare_plot_data(
     current: OpenTimeSeries,
     optimized: NDArray[float64],
 ) -> DataFrame:
-    """
-    Prepare date to be used as point_frame in the sharpeplot function.
+    """Prepare date to be used as point_frame in the sharpeplot function.
 
     Parameters
     ----------
@@ -443,13 +443,13 @@ def prepare_plot_data(
 
 
 def sharpeplot(  # noqa: C901
-    sim_frame: Optional[DataFrame] = None,
-    line_frame: Optional[DataFrame] = None,
-    point_frame: Optional[DataFrame] = None,
+    sim_frame: DataFrame | None = None,
+    line_frame: DataFrame | None = None,
+    point_frame: DataFrame | None = None,
     point_frame_mode: LiteralLinePlotMode = "markers",
-    filename: Optional[str] = None,
-    directory: Optional[DirectoryPath] = None,
-    titletext: Optional[str] = None,
+    filename: str | None = None,
+    directory: DirectoryPath | None = None,
+    titletext: str | None = None,
     output_type: LiteralPlotlyOutput = "file",
     include_plotlyjs: LiteralPlotlyJSlib = "cdn",
     *,
@@ -457,8 +457,7 @@ def sharpeplot(  # noqa: C901
     add_logo: bool = True,
     auto_open: bool = True,
 ) -> tuple[Figure, str]:
-    """
-    Create scatter plot coloured by Sharpe Ratio.
+    """Create scatter plot coloured by Sharpe Ratio.
 
     Parameters
     ----------

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,
@@ -53,9 +53,7 @@ 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.
@@ -104,8 +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:
@@ -134,8 +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
         ----------
@@ -160,13 +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
         ----------
@@ -217,19 +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
@@ -299,17 +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.
@@ -380,8 +374,7 @@ class OpenTimeSeries(_CommonModel):
         )
 
     def from_deepcopy(self: Self) -> Self:
-        """
-        Create copy of OpenTimeSeries object.
+        """Create copy of OpenTimeSeries object.
 
         Returns
         -------
@@ -392,8 +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
         -------
@@ -413,10 +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
         ----------
@@ -441,8 +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
         -------
@@ -450,7 +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(
@@ -462,8 +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
         ----------
@@ -489,8 +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
         -------
@@ -520,8 +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
         ----------
@@ -555,14 +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
@@ -581,8 +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.
 
@@ -616,13 +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.
 
@@ -694,8 +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
         ----------
@@ -721,7 +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()
 
@@ -754,13 +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
         ----------
@@ -799,9 +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.
 
@@ -816,7 +797,7 @@ def timeseries_chain(
 
     Returns
     -------
-    Union[TypeOpenTimeSeries, OpenTimeSeries]
+    TypeOpenTimeSeries | OpenTimeSeries
         An OpenTimeSeries object or a subclass thereof
 
     """
@@ -887,8 +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
@@ -22,8 +24,8 @@ 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,
@@ -32,9 +34,8 @@ from openseries.types import (
 __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
     ----------
@@ -48,14 +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
     ----------
@@ -91,7 +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,
@@ -101,8 +100,7 @@ class ReturnSimulation(BaseModel):
 
     @property
     def results(self: Self) -> DataFrame:
-        """
-        Simulation data.
+        """Simulation data.
 
         Returns
         -------
@@ -114,8 +112,7 @@ class ReturnSimulation(BaseModel):
 
     @property
     def realized_mean_return(self: Self) -> float:
-        """
-        Annualized arithmetic mean of returns.
+        """Annualized arithmetic mean of returns.
 
         Returns
         -------
@@ -133,8 +130,7 @@ class ReturnSimulation(BaseModel):
 
     @property
     def realized_vol(self: Self) -> float:
-        """
-        Annualized volatility.
+        """Annualized volatility.
 
         Returns
         -------
@@ -159,10 +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
         ----------
@@ -216,10 +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
         ----------
@@ -276,10 +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
         ----------
@@ -342,10 +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
         ----------
@@ -424,12 +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
         ----------