openseries 1.7.7__py3-none-any.whl → 1.7.8__py3-none-any.whl

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-1.7.7.dist-info → openseries-1.7.8.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: openseries
-Version: 1.7.7
+Version: 1.7.8
 Summary: Tools for analyzing financial timeseries.
 Home-page: https://github.com/CaptorAB/openseries
 License: BSD-3-Clause

{openseries-1.7.7.dist-info → openseries-1.7.8.dist-info}/RECORD

@@ -6,11 +6,11 @@ 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/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=IbzW9iVuA3MEx3WtjyB6QYeSd3TkGjTOkFnnpSADKlY,7491
-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,,
+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,,