openseries 1.7.5__tar.gz → 1.7.6__tar.gz

{openseries-1.7.5 → openseries-1.7.6}/PKG-INFO

@@ -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 → openseries-1.7.6}/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 → openseries-1.7.6}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "openseries"
-version = "1.7.5"
+version = "1.7.6"
 description = "Tools for analyzing financial timeseries."
 authors = ["Martin Karrin <martin.karrin@captor.se>"]
 repository = "https://github.com/CaptorAB/openseries"
@@ -38,7 +38,7 @@ numpy = ">=1.23.2,<3.0.0"
 openpyxl = ">=3.1.2,<4.0.0"
 pandas = ">=2.1.2,<3.0.0"
 plotly = ">=5.18.0,<6.0.0"
-pyarrow = ">=14.0.2,<18.0.0"
+pyarrow = ">=14.0.2,<19.0.0"
 pydantic = ">=2.5.2,<3.0.0"
 python-dateutil = ">=2.8.2,<3.0.0"
 requests = ">=2.20.0,<3.0.0"
@@ -47,19 +47,19 @@ statsmodels = ">=0.14.0,!=0.14.2,<1.0.0"
 
 [tool.poetry.group.dev.dependencies]
 black = ">=24.4.2,<25.0.0"
-coverage = ">=7.6.0,<8.0.0"
+coverage = "^7.6.4"
 genbadge = {version = ">=1.1.1,<2.0.0", extras = ["coverage"]}
-mypy = "^1.11.2"
+mypy = "^1.13.0"
 pandas-stubs = ">=2.1.2,<3.0.0"
 pre-commit = ">=3.7.1,<6.0.0"
 pytest = ">=8.2.2,<9.0.0"
-ruff = "^0.6.9"
+ruff = "^0.7.1"
 types-openpyxl = ">=3.1.2,<4.0.0"
 types-python-dateutil = ">=2.8.2,<3.0.0"
 types-requests = ">=2.20.0,<3.0.0"
 
 [build-system]
-requires = ["poetry-core>=1.8.3"]
+requires = ["poetry-core>=1.8.4"]
 build-backend = "poetry.core.masonry.api"
 
 [tool.coverage.run]