openseries 1.7.6__py3-none-any.whl → 1.7.7__py3-none-any.whl

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",
 ]

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/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-1.7.6.dist-info → openseries-1.7.7.dist-info}/METADATA

@@ -1,13 +1,13 @@
 Metadata-Version: 2.1
 Name: openseries
-Version: 1.7.6
+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
@@ -18,6 +18,7 @@ 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)
@@ -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-1.7.6.dist-info → openseries-1.7.7.dist-info}/RECORD

@@ -1,16 +1,16 @@
-openseries/__init__.py,sha256=gD2dMKRTJ9HMXLca_5sR67xGiU5sWExwaNUi-9N_RGQ,1032
+openseries/__init__.py,sha256=gWSOyzR78BMAANZokCz2CoC1RxZM4eSpJOHFGQfFToc,1032
 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
-openseries/load_plotly.py,sha256=Uuk_-iIY4_C6Z5U3rAneOh8ZlGYWbkuis9s4Amxzko4,1921
+openseries/frame.py,sha256=nGqqLlENLuSj0YuR1AXtgLg-w8kPCfUQf6xkjGiOTEI,55378
+openseries/load_plotly.py,sha256=vL4nZuX20d3F5q-NbaHldIsKInUc9tXOu6S-rDGHuDw,1956
 openseries/plotly_captor_logo.json,sha256=F5nhMzEyxKywtjvQqMTKgKRCJQYMDIiBgDSxdte8Clo,178
 openseries/plotly_layouts.json,sha256=ahx8-dL4_RPzvHtBOX0SiL0AH7xQJzNRSDhGrSmU-Og,1429
 openseries/portfoliotools.py,sha256=s8bQ1SfcXF-xY3GbpyOvMHfypPBXtEl6jDZwVRcrSY4,19102
 openseries/series.py,sha256=i-zVf3lsk4u_4VlWCSFRQax51LAStMewKIVgiqlo7gQ,27654
 openseries/simulation.py,sha256=Gc5h3KD3K5AySWqXzm1lbsn2_mwOEWjHr6EVNHb1R-w,13878
 openseries/types.py,sha256=IbzW9iVuA3MEx3WtjyB6QYeSd3TkGjTOkFnnpSADKlY,7491
-openseries-1.7.6.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-1.7.7.dist-info/LICENSE.md,sha256=IQ8_IMXgHxyv4M48G14fJsjcrkiSASdalASTXWCOsj4,1515
+openseries-1.7.7.dist-info/METADATA,sha256=nnf395aWacK9fb1hkrRk65fx250WqtnGFth8JDm2XAs,43744
+openseries-1.7.7.dist-info/WHEEL,sha256=Nq82e9rUAnEjt98J6MlVmMCZb-t9cYE2Ir1kpBmnWfs,88
+openseries-1.7.7.dist-info/RECORD,,