openseries 1.7.5__tar.gz → 1.7.7__tar.gz

{openseries-1.7.5 → openseries-1.7.7}/PKG-INFO

@@ -1,13 +1,13 @@
 Metadata-Version: 2.1
 Name: openseries
-Version: 1.7.5
+Version: 1.7.7
 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: >=3.10,<3.13
+Requires-Python: >=3.10,<3.14
 Classifier: Development Status :: 5 - Production/Stable
 Classifier: Framework :: Pydantic
 Classifier: Intended Audience :: Financial and Insurance Industry
@@ -18,13 +18,14 @@ Classifier: Programming Language :: Python :: 3
 Classifier: Programming Language :: Python :: 3.10
 Classifier: Programming Language :: Python :: 3.11
 Classifier: Programming Language :: Python :: 3.12
+Classifier: Programming Language :: Python :: 3.13
 Classifier: Topic :: Office/Business :: Financial :: Investment
 Requires-Dist: holidays (>=0.30,<1.0)
 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)
@@ -33,21 +34,18 @@ Requires-Dist: statsmodels (>=0.14.0,!=0.14.2,<1.0.0)
 Project-URL: Repository, https://github.com/CaptorAB/openseries
 Description-Content-Type: text/markdown
 
-<img src="https://sales.captor.se/captor_logo_sv_1600_icketransparent.png" alt="Captor
-Fund Management AB"
-width="81" height="100" align="left" float="right"/><br/>
+<a href="https://captor.se/"><img src="https://sales.captor.se/captor_logo_sv_1600_icketransparent.png" alt="Captor Fund Management AB" width="81" height="100" align="left" float="right"/></a><br/>
 
 <br><br>
 
 # openseries
 
 [![PyPI version](https://img.shields.io/pypi/v/openseries.svg)](https://pypi.org/project/openseries/)
-[![Conda version](https://img.shields.io/conda/vn/conda-forge/openseries.svg)](https://anaconda.org/conda-forge/openseries)
+[![Conda Version](https://img.shields.io/conda/vn/conda-forge/openseries.svg)](https://anaconda.org/conda-forge/openseries)
 [![Conda platforms](https://img.shields.io/conda/pn/conda-forge/openseries.svg)](https://anaconda.org/conda-forge/openseries)
 [![Python version](https://img.shields.io/pypi/pyversions/openseries.svg)](https://www.python.org/)
 [![GitHub Action Test Suite](https://github.com/CaptorAB/openseries/actions/workflows/test.yml/badge.svg)](https://github.com/CaptorAB/openseries/actions/workflows/test.yml)
 [![Coverage](https://cdn.jsdelivr.net/gh/CaptorAB/openseries@master/coverage.svg)](https://github.com/CaptorAB/openseries/actions/workflows/test.yml)
-[![Styling, Linting & Type checks](https://github.com/CaptorAB/openseries/actions/workflows/check.yml/badge.svg)](https://github.com/CaptorAB/openseries/actions/workflows/check.yml)
 [![Poetry](https://img.shields.io/endpoint?url=https://python-poetry.org/badge/v0.json)](https://python-poetry.org/)
 [![Ruff](https://img.shields.io/endpoint?url=https://raw.githubusercontent.com/astral-sh/ruff/main/assets/badge/v2.json)](https://beta.ruff.rs/docs/)
 [![License](https://img.shields.io/badge/License-BSD%203--Clause-blue.svg)](https://opensource.org/licenses/BSD-3-Clause)
@@ -55,8 +53,6 @@ width="81" height="100" align="left" float="right"/><br/>
 This is a project with tools to analyze financial timeseries of a single
 asset or a group of assets. It is solely made for daily or less frequent data.
 
-<span style="font-size:2em;">[CHANGELOG](https://github.com/CaptorAB/openseries/blob/master/CHANGELOG.md)</span>
-
 
 ## Basic Usage
 
@@ -66,6 +62,8 @@ To install:
 pip install openseries
 ```
 
+or:
+
 ```bash
 conda install -c conda-forge openseries
 ```
@@ -82,10 +80,10 @@ Install openseries and yfinance first.
 from openseries import OpenTimeSeries
 import yfinance as yf
 
-msft=yf.Ticker("MSFT")
-history=msft.history(period="max")
+move=yf.Ticker("^MOVE")
+history=move.history(period="max")
 series=OpenTimeSeries.from_df(history.loc[:, "Close"])
-_=series.value_to_log().set_new_label("Microsoft Log Returns of Close Prices")
+_=series.set_new_label("ICE BofAML MOVE Index")
 _,_=series.plot_series()
 
 ```

{openseries-1.7.5 → openseries-1.7.7}/README.md

@@ -1,18 +1,15 @@
-<img src="https://sales.captor.se/captor_logo_sv_1600_icketransparent.png" alt="Captor
-Fund Management AB"
-width="81" height="100" align="left" float="right"/><br/>
+<a href="https://captor.se/"><img src="https://sales.captor.se/captor_logo_sv_1600_icketransparent.png" alt="Captor Fund Management AB" width="81" height="100" align="left" float="right"/></a><br/>
 
 <br><br>
 
 # openseries
 
 [![PyPI version](https://img.shields.io/pypi/v/openseries.svg)](https://pypi.org/project/openseries/)
-[![Conda version](https://img.shields.io/conda/vn/conda-forge/openseries.svg)](https://anaconda.org/conda-forge/openseries)
+[![Conda Version](https://img.shields.io/conda/vn/conda-forge/openseries.svg)](https://anaconda.org/conda-forge/openseries)
 [![Conda platforms](https://img.shields.io/conda/pn/conda-forge/openseries.svg)](https://anaconda.org/conda-forge/openseries)
 [![Python version](https://img.shields.io/pypi/pyversions/openseries.svg)](https://www.python.org/)
 [![GitHub Action Test Suite](https://github.com/CaptorAB/openseries/actions/workflows/test.yml/badge.svg)](https://github.com/CaptorAB/openseries/actions/workflows/test.yml)
 [![Coverage](https://cdn.jsdelivr.net/gh/CaptorAB/openseries@master/coverage.svg)](https://github.com/CaptorAB/openseries/actions/workflows/test.yml)
-[![Styling, Linting & Type checks](https://github.com/CaptorAB/openseries/actions/workflows/check.yml/badge.svg)](https://github.com/CaptorAB/openseries/actions/workflows/check.yml)
 [![Poetry](https://img.shields.io/endpoint?url=https://python-poetry.org/badge/v0.json)](https://python-poetry.org/)
 [![Ruff](https://img.shields.io/endpoint?url=https://raw.githubusercontent.com/astral-sh/ruff/main/assets/badge/v2.json)](https://beta.ruff.rs/docs/)
 [![License](https://img.shields.io/badge/License-BSD%203--Clause-blue.svg)](https://opensource.org/licenses/BSD-3-Clause)
@@ -20,8 +17,6 @@ width="81" height="100" align="left" float="right"/><br/>
 This is a project with tools to analyze financial timeseries of a single
 asset or a group of assets. It is solely made for daily or less frequent data.
 
-<span style="font-size:2em;">[CHANGELOG](https://github.com/CaptorAB/openseries/blob/master/CHANGELOG.md)</span>
-
 
 ## Basic Usage
 
@@ -31,6 +26,8 @@ To install:
 pip install openseries
 ```
 
+or:
+
 ```bash
 conda install -c conda-forge openseries
 ```
@@ -47,10 +44,10 @@ Install openseries and yfinance first.
 from openseries import OpenTimeSeries
 import yfinance as yf
 
-msft=yf.Ticker("MSFT")
-history=msft.history(period="max")
+move=yf.Ticker("^MOVE")
+history=move.history(period="max")
 series=OpenTimeSeries.from_df(history.loc[:, "Close"])
-_=series.value_to_log().set_new_label("Microsoft Log Returns of Close Prices")
+_=series.set_new_label("ICE BofAML MOVE Index")
 _,_=series.plot_series()
 
 ```

{openseries-1.7.5 → openseries-1.7.7}/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-1.7.7}/openseries/frame.py

@@ -13,6 +13,7 @@ if TYPE_CHECKING:
 
 import statsmodels.api as sm  # type: ignore[import-untyped,unused-ignore]
 from numpy import (
+    array,
     cov,
     divide,
     isinf,
@@ -1456,7 +1457,7 @@ class OpenFrame(_CommonModel):
                 raise NotImplementedError(msg)
 
         return DataFrame(
-            data=(returns @ self.weights).add(1.0).cumprod(),
+            data=(returns @ array(self.weights)).add(1.0).cumprod(),
             index=self.tsdf.index,
             columns=[[name], [ValueType.PRICE]],
             dtype="float64",

{openseries-1.7.5 → openseries-1.7.7}/openseries/load_plotly.py

@@ -8,7 +8,7 @@ from pathlib import Path
 from typing import TYPE_CHECKING
 
 import requests
-from requests.exceptions import ConnectionError
+from requests.exceptions import ConnectionError as RequestsConnectionError
 
 if TYPE_CHECKING:
     from .types import CaptorLogoType, PlotlyLayoutType  # pragma: no cover
@@ -36,7 +36,7 @@ def _check_remote_file_existence(url: str) -> bool:
         response = requests.head(url, timeout=30)
         if response.status_code != ok_code:
             return False
-    except ConnectionError:
+    except RequestsConnectionError:
         return False
     return True
 

{openseries-1.7.5 → openseries-1.7.7}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "openseries"
-version = "1.7.5"
+version = "1.7.7"
 description = "Tools for analyzing financial timeseries."
 authors = ["Martin Karrin <martin.karrin@captor.se>"]
 repository = "https://github.com/CaptorAB/openseries"
@@ -10,6 +10,7 @@ classifiers = [
     "Programming Language :: Python :: 3.10",
     "Programming Language :: Python :: 3.11",
     "Programming Language :: Python :: 3.12",
+    "Programming Language :: Python :: 3.13",
     "License :: OSI Approved :: BSD License",
     "Intended Audience :: Financial and Insurance Industry",
     "Topic :: Office/Business :: Financial :: Investment",
@@ -32,13 +33,13 @@ keywords = [
 ]
 
 [tool.poetry.dependencies]
-python = ">=3.10,<3.13"
+python = ">=3.10,<3.14"
 holidays = ">=0.30,<1.0"
 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 +48,19 @@ 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 = ">=7.2.7,<9.0.0"
 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 = "0.8.1"
 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]
@@ -105,7 +106,7 @@ line-length = 87
 
 [tool.ruff.lint]
 select = ["ALL"]
-ignore = ["D203", "D213"]
+ignore = ["COM812", "D203", "D213", "ISC001"]
 fixable = ["ALL"]
 
 [tool.ruff.lint.pylint]

{openseries-1.7.5 → openseries-1.7.7}/openseries/__init__.py

@@ -23,20 +23,20 @@ from .types import ValueType
 
 __all__ = [
     "OpenFrame",
+    "OpenTimeSeries",
+    "ReturnSimulation",
+    "ValueType",
     "constrain_optimized_portfolios",
-    "efficient_frontier",
-    "prepare_plot_data",
-    "sharpeplot",
-    "simulate_portfolios",
     "date_fix",
     "date_offset_foll",
+    "efficient_frontier",
     "generate_calendar_date_range",
     "get_previous_business_day_before_today",
     "holiday_calendar",
-    "offset_business_days",
     "load_plotly_dict",
-    "OpenTimeSeries",
+    "offset_business_days",
+    "prepare_plot_data",
+    "sharpeplot",
+    "simulate_portfolios",
     "timeseries_chain",
-    "ReturnSimulation",
-    "ValueType",
 ]