openseries 1.7.5__py3-none-any.whl → 1.7.6__py3-none-any.whl

openseries/_common_model.py

@@ -43,7 +43,11 @@ from ._risk import (
     _cvar_down_calc,
     _var_down_calc,
 )
-from .datefixer import date_offset_foll, holiday_calendar
+from .datefixer import (
+    _do_resample_to_business_period_ends,
+    date_offset_foll,
+    holiday_calendar,
+)
 from .load_plotly import load_plotly_dict
 from .types import (
     CountriesType,
@@ -52,6 +56,7 @@ from .types import (
     LiteralJsonOutput,
     LiteralLinePlotMode,
     LiteralNanMethod,
+    LiteralPandasReindexMethod,
     LiteralPlotlyJSlib,
     LiteralPlotlyOutput,
     LiteralQuantileInterp,
@@ -358,9 +363,17 @@ class _CommonModel(BaseModel):
             Most negative month
 
         """
+        method: LiteralPandasReindexMethod = "nearest"
+        countries = "SE"
         wmdf = self.tsdf.copy()
+        dates = _do_resample_to_business_period_ends(
+            data=wmdf,
+            freq="BME",
+            countries=countries,
+        )
+        wmdf = wmdf.reindex(index=[deyt.date() for deyt in dates], method=method)
         wmdf.index = DatetimeIndex(wmdf.index)
-        result = wmdf.resample("BME").last().ffill().pct_change().min()
+        result = wmdf.ffill().pct_change().min()
 
         if self.tsdf.shape[1] == 1:
             return float(result.iloc[0])

{openseries-1.7.5.dist-info → openseries-1.7.6.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: openseries
-Version: 1.7.5
+Version: 1.7.6
 Summary: Tools for analyzing financial timeseries.
 Home-page: https://github.com/CaptorAB/openseries
 License: BSD-3-Clause
@@ -24,7 +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,<18.0.0)
+Requires-Dist: pyarrow (>=14.0.2,<19.0.0)
 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)

{openseries-1.7.5.dist-info → openseries-1.7.6.dist-info}/RECORD

@@ -1,5 +1,5 @@
 openseries/__init__.py,sha256=gD2dMKRTJ9HMXLca_5sR67xGiU5sWExwaNUi-9N_RGQ,1032
-openseries/_common_model.py,sha256=vA950_VY8mD82ZOD2m0J4ndNTUeEdm71kqfZHGJdz1g,73398
+openseries/_common_model.py,sha256=R9PhG5hrOk5pJjv3aox9fI1-Pv90wXYjbdbOU_YNlVA,73768
 openseries/_risk.py,sha256=PReIfkzhInvIgJkzI4k1wYvhmLZ4cCurYKuQAvlHLlE,2082
 openseries/datefixer.py,sha256=3E8Ddf3Ps9k5qUWqL13ONelyMECZsvtyrsFJg7r3bxE,12298
 openseries/frame.py,sha256=bg9R0KDjSw29sPQClKJ4Cvyj7_O3eVtIGM-ISbD75xk,55360
@@ -10,7 +10,7 @@ openseries/portfoliotools.py,sha256=s8bQ1SfcXF-xY3GbpyOvMHfypPBXtEl6jDZwVRcrSY4,
 openseries/series.py,sha256=i-zVf3lsk4u_4VlWCSFRQax51LAStMewKIVgiqlo7gQ,27654
 openseries/simulation.py,sha256=Gc5h3KD3K5AySWqXzm1lbsn2_mwOEWjHr6EVNHb1R-w,13878
 openseries/types.py,sha256=IbzW9iVuA3MEx3WtjyB6QYeSd3TkGjTOkFnnpSADKlY,7491
-openseries-1.7.5.dist-info/LICENSE.md,sha256=IQ8_IMXgHxyv4M48G14fJsjcrkiSASdalASTXWCOsj4,1515
-openseries-1.7.5.dist-info/METADATA,sha256=bWivyL3wdnGRDRJOtjwDYAhkcLkFZT4Bi6_DN7cKydk,43981
-openseries-1.7.5.dist-info/WHEEL,sha256=sP946D7jFCHeNz5Iq4fL4Lu-PrWrFsgfLXbbkciIZwg,88
-openseries-1.7.5.dist-info/RECORD,,
+openseries-1.7.6.dist-info/LICENSE.md,sha256=IQ8_IMXgHxyv4M48G14fJsjcrkiSASdalASTXWCOsj4,1515
+openseries-1.7.6.dist-info/METADATA,sha256=e6wq3V6hQOzCPnuZB0V-ogpETHWfcWp537EYBpYORkw,43981
+openseries-1.7.6.dist-info/WHEEL,sha256=Nq82e9rUAnEjt98J6MlVmMCZb-t9cYE2Ir1kpBmnWfs,88
+openseries-1.7.6.dist-info/RECORD,,

{openseries-1.7.5.dist-info → openseries-1.7.6.dist-info}/WHEEL

@@ -1,4 +1,4 @@
 Wheel-Version: 1.0
-Generator: poetry-core 1.9.0
+Generator: poetry-core 1.9.1
 Root-Is-Purelib: true
 Tag: py3-none-any