openseries 1.7.6__py3-none-any.whl → 1.7.8__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/portfoliotools.py

@@ -189,7 +189,7 @@ def efficient_frontier(  # noqa: C901
     frontier_max = cleaned_arithmetic_means.max()
 
     def _check_sum(weights: NDArray[float64]) -> float64:
-        return cast(float64, npsum(weights) - 1)
+        return npsum(weights) - 1
 
     def _get_ret_vol_sr(
         lg_ret: DataFrame,

openseries/series.py

@@ -3,6 +3,7 @@
 from __future__ import annotations
 
 import datetime as dt
+from collections.abc import Iterable
 from copy import deepcopy
 from logging import warning
 from typing import Any, TypeVar, cast
@@ -35,7 +36,6 @@ from .types import (
     CountriesType,
     Currency,
     CurrencyStringType,
-    DatabaseIdStringType,
     DateListType,
     DaysInYearType,
     LiteralBizDayFreq,
@@ -60,9 +60,9 @@ class OpenTimeSeries(_CommonModel):
 
     Parameters
     ----------
-    timeseries_id : DatabaseIdStringType
+    timeseries_id : str
         Database identifier of the timeseries
-    instrument_id: DatabaseIdStringType
+    instrument_id: str
         Database identifier of the instrument associated with the timeseries
     name : str
         string identifier of the timeseries and/or instrument
@@ -91,8 +91,8 @@ class OpenTimeSeries(_CommonModel):
 
     """
 
-    timeseries_id: DatabaseIdStringType
-    instrument_id: DatabaseIdStringType
+    timeseries_id: str
+    instrument_id: str
     name: str
     valuetype: ValueType
     dates: DateListType
@@ -147,8 +147,8 @@ class OpenTimeSeries(_CommonModel):
         dates: DateListType,
         values: ValueListType,
         valuetype: ValueType = ValueType.PRICE,
-        timeseries_id: DatabaseIdStringType = "",
-        instrument_id: DatabaseIdStringType = "",
+        timeseries_id: str = "",
+        instrument_id: str = "",
         isin: str | None = None,
         baseccy: CurrencyStringType = "SEK",
         *,
@@ -166,9 +166,9 @@ class OpenTimeSeries(_CommonModel):
             Array of float values
         valuetype : ValueType, default: ValueType.PRICE
             Identifies if the series is a series of values or returns
-        timeseries_id : DatabaseIdStringType, optional
+        timeseries_id : str, optional
             Database identifier of the timeseries
-        instrument_id: DatabaseIdStringType, optional
+        instrument_id: str, optional
             Database identifier of the instrument associated with the timeseries
         isin : str, optional
             ISO 6166 identifier code of the associated instrument
@@ -234,12 +234,13 @@ class OpenTimeSeries(_CommonModel):
 
         """
         msg = "Argument dframe must be pandas Series or DataFrame."
+        values: list[float]
         if isinstance(dframe, Series):
             if isinstance(dframe.name, tuple):
                 label, _ = dframe.name
             else:
                 label = dframe.name
-            values = dframe.to_numpy().tolist()
+            values = cast(list[float], dframe.to_numpy().tolist())
         elif isinstance(dframe, DataFrame):
             values = dframe.iloc[:, column_nmbr].to_list()
             if isinstance(dframe.columns, MultiIndex):
@@ -331,24 +332,19 @@ class OpenTimeSeries(_CommonModel):
             An OpenTimeSeries object
 
         """
-        if not isinstance(d_range, DatetimeIndex) and all([days, end_dt]):
+        if not isinstance(d_range, Iterable) and all([days, end_dt]):
             d_range = DatetimeIndex(
                 [d.date() for d in date_range(periods=days, end=end_dt, freq="D")],
             )
-        elif not isinstance(d_range, DatetimeIndex) and not all([days, end_dt]):
+        elif not isinstance(d_range, Iterable) and not all([days, end_dt]):
             msg = "If d_range is not provided both days and end_dt must be."
             raise ValueError(msg)
 
         deltas = array(
-            [
-                i.days
-                for i in cast(DatetimeIndex, d_range)[1:]
-                - cast(DatetimeIndex, d_range)[:-1]
-            ],
+            [i.days for i in DatetimeIndex(d_range)[1:] - DatetimeIndex(d_range)[:-1]],  # type: ignore[arg-type]
         )
-        # noinspection PyTypeChecker
-        arr = list(cumprod(insert(1 + deltas * rate / 365, 0, 1.0)))
-        dates = [d.strftime("%Y-%m-%d") for d in cast(DatetimeIndex, d_range)]
+        arr: list[float] = list(cumprod(insert(1 + deltas * rate / 365, 0, 1.0)))
+        dates = [d.strftime("%Y-%m-%d") for d in DatetimeIndex(d_range)]  # type: ignore[arg-type]
 
         return cls(
             timeseries_id="",

openseries/types.py

@@ -77,16 +77,6 @@ DateListType = Annotated[
 
 ValueListType = Annotated[list[float], conlist(float, min_length=1)]
 
-DatabaseIdStringType = Annotated[
-    str,
-    StringConstraints(
-        pattern=r"^([0-9a-f]{24})?$",
-        strict=True,
-        strip_whitespace=True,
-        max_length=24,
-    ),
-]
-
 DaysInYearType = Annotated[int, Field(strict=True, ge=1, le=366)]
 
 DateType = str | dt.date | dt.datetime | datetime64 | Timestamp

{openseries-1.7.6.dist-info → openseries-1.7.8.dist-info}/METADATA

@@ -1,13 +1,13 @@
 Metadata-Version: 2.1
 Name: openseries
-Version: 1.7.6
+Version: 1.7.8
 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-1.7.8.dist-info/RECORD

@@ -0,0 +1,16 @@
+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=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=B4oJkT_j44h3IsRsFAQcepGonvXda8uriAWGXEHyWmE,19087
+openseries/series.py,sha256=vvwpTH-My5ju-m2LOQOYzXV0VCU4DJCxOo6v-DXpWHI,27514
+openseries/simulation.py,sha256=Gc5h3KD3K5AySWqXzm1lbsn2_mwOEWjHr6EVNHb1R-w,13878
+openseries/types.py,sha256=J102TI1x1X6BQxsF65RN3U1heBUfzrCFVRwXAJj_R7k,7302
+openseries-1.7.8.dist-info/LICENSE.md,sha256=IQ8_IMXgHxyv4M48G14fJsjcrkiSASdalASTXWCOsj4,1515
+openseries-1.7.8.dist-info/METADATA,sha256=8030LLO_xBVZTcuFhmR4_YJieAG17NepGvoi7M_hgZ8,43744
+openseries-1.7.8.dist-info/WHEEL,sha256=Nq82e9rUAnEjt98J6MlVmMCZb-t9cYE2Ir1kpBmnWfs,88
+openseries-1.7.8.dist-info/RECORD,,

openseries-1.7.6.dist-info/RECORD

@@ -1,16 +0,0 @@
-openseries/__init__.py,sha256=gD2dMKRTJ9HMXLca_5sR67xGiU5sWExwaNUi-9N_RGQ,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/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,,