openseries 1.7.7__py3-none-any.whl → 1.8.0__py3-none-any.whl

openseries/__init__.py

@@ -10,6 +10,7 @@ from .datefixer import (
 )
 from .frame import OpenFrame
 from .load_plotly import load_plotly_dict
+from .owntypes import ValueType
 from .portfoliotools import (
     constrain_optimized_portfolios,
     efficient_frontier,
@@ -19,7 +20,6 @@ from .portfoliotools import (
 )
 from .series import OpenTimeSeries, timeseries_chain
 from .simulation import ReturnSimulation
-from .types import ValueType
 
 __all__ = [
     "OpenFrame",

openseries/_common_model.py

@@ -49,7 +49,7 @@ from .datefixer import (
     holiday_calendar,
 )
 from .load_plotly import load_plotly_dict
-from .types import (
+from .owntypes import (
     CountriesType,
     DaysInYearType,
     LiteralBarPlotMode,

openseries/_risk.py

@@ -14,7 +14,7 @@ from numpy import (
 from pandas import DataFrame, Series
 
 if TYPE_CHECKING:
-    from .types import LiteralQuantileInterp  # pragma: no cover
+    from .owntypes import LiteralQuantileInterp  # pragma: no cover
 
 
 def _cvar_down_calc(

openseries/datefixer.py

@@ -22,7 +22,7 @@ from pandas import (
 from pandas.tseries.offsets import CustomBusinessDay
 
 if TYPE_CHECKING:
-    from .types import (  # pragma: no cover
+    from .owntypes import (  # pragma: no cover
         CountriesType,
         DateType,
         HolidayType,
@@ -114,7 +114,7 @@ def date_fix(
 
     """
     msg = f"Unknown date format {fixerdate!s} of type {type(fixerdate)!s} encountered"
-    if isinstance(fixerdate, (Timestamp, dt.datetime)):
+    if isinstance(fixerdate, Timestamp | dt.datetime):
         return fixerdate.date()
     if isinstance(fixerdate, dt.date):
         return fixerdate

openseries/frame.py

@@ -43,8 +43,7 @@ from typing_extensions import Self
 
 from ._common_model import _CommonModel
 from .datefixer import _do_resample_to_business_period_ends
-from .series import OpenTimeSeries
-from .types import (
+from .owntypes import (
     CountriesType,
     DaysInYearType,
     LiteralBizDayFreq,
@@ -59,6 +58,7 @@ from .types import (
     OpenFramePropertiesList,
     ValueType,
 )
+from .series import OpenTimeSeries
 
 __all__ = ["OpenFrame"]
 
@@ -181,7 +181,7 @@ class OpenFrame(_CommonModel):
             [x.tsdf for x in self.constituents],
         )
 
-        mapper = dict(zip(self.columns_lvl_zero, lvl_zero))
+        mapper = dict(zip(self.columns_lvl_zero, lvl_zero, strict=True))
         self.tsdf = self.tsdf.rename(columns=mapper, level=0)
 
         if self.tsdf.empty:
@@ -653,7 +653,7 @@ class OpenFrame(_CommonModel):
         """
         if self.weights:
             new_c, new_w = [], []
-            for serie, weight in zip(self.constituents, self.weights):
+            for serie, weight in zip(self.constituents, self.weights, strict=True):
                 if serie.label != lvl_zero_item:
                     new_c.append(serie)
                     new_w.append(weight)

openseries/load_plotly.py

@@ -11,7 +11,7 @@ import requests
 from requests.exceptions import ConnectionError as RequestsConnectionError
 
 if TYPE_CHECKING:
-    from .types import CaptorLogoType, PlotlyLayoutType  # pragma: no cover
+    from .owntypes import CaptorLogoType, PlotlyLayoutType  # pragma: no cover
 
 __all__ = ["load_plotly_dict"]
 

openseries/{types.py → owntypes.py}

@@ -30,7 +30,7 @@ CountryListType = conset(
     item_type=CountryStringType,
     min_length=1,
 )
-CountriesType = Union[CountryListType, CountryStringType]  # type: ignore[valid-type]
+CountriesType = Union[CountryListType, CountryStringType]  # type: ignore[valid-type]  # noqa: UP007
 
 
 class Countries(BaseModel):
@@ -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/portfoliotools.py

@@ -3,9 +3,10 @@
 # mypy: disable-error-code="index,assignment"
 from __future__ import annotations
 
+from collections.abc import Callable
 from inspect import stack
 from pathlib import Path
-from typing import TYPE_CHECKING, Callable, cast
+from typing import TYPE_CHECKING, cast
 
 from numpy import (
     append,
@@ -33,17 +34,17 @@ from plotly.offline import plot  # type: ignore[import-untyped,unused-ignore]
 from scipy.optimize import minimize  # type: ignore[import-untyped,unused-ignore]
 
 from .load_plotly import load_plotly_dict
-from .series import OpenTimeSeries
-
-# noinspection PyProtectedMember
-from .simulation import _random_generator
-from .types import (
+from .owntypes import (
     LiteralLinePlotMode,
     LiteralMinimizeMethods,
     LiteralPlotlyJSlib,
     LiteralPlotlyOutput,
     ValueType,
 )
+from .series import OpenTimeSeries
+
+# noinspection PyProtectedMember
+from .simulation import _random_generator
 
 if TYPE_CHECKING:  # pragma: no cover
     from pydantic import DirectoryPath
@@ -189,7 +190,7 @@ 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,
@@ -415,12 +416,14 @@ def prepare_plot_data(
             for wgt, nm in zip(
                 cast(list[float], assets.weights),
                 assets.columns_lvl_zero,
+                strict=True,
             )
         ],
     )
 
     opt_text_list = [
-        f"{wgt:.1%}  {nm}" for wgt, nm in zip(optimized[3:], assets.columns_lvl_zero)
+        f"{wgt:.1%}  {nm}"
+        for wgt, nm in zip(optimized[3:], assets.columns_lvl_zero, strict=True)
     ]
     opt_text = "<br><br>Weights:<br>" + "<br>".join(opt_text_list)
     vol: Series[float] = assets.vol
@@ -552,7 +555,7 @@ def sharpeplot(  # noqa: C901
             dict[str, str | int | float | bool | list[str]],
             fig["layout"],
         ).get("colorway")[: len(point_frame.columns)]
-        for col, clr in zip(point_frame.columns, colorway):
+        for col, clr in zip(point_frame.columns, colorway, strict=True):
             returns.extend([point_frame.loc["ret", col]])
             risk.extend([point_frame.loc["stdev", col]])
             figure.add_scatter(

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
@@ -30,12 +31,11 @@ from typing_extensions import Self
 
 from ._common_model import _CommonModel
 from .datefixer import _do_resample_to_business_period_ends, date_fix
-from .types import (
+from .owntypes import (
     Countries,
     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="",
@@ -517,7 +513,9 @@ class OpenTimeSeries(_CommonModel):
 
         deltas = array([i.days for i in self.tsdf.index[1:] - self.tsdf.index[:-1]])
         # noinspection PyTypeChecker
-        arr = cumprod(insert(1.0 + deltas * arr[:-1] / days_in_year, 0, 1.0))
+        arr = cumprod(  # type: ignore[assignment,unused-ignore]
+            a=insert(arr=1.0 + deltas * arr[:-1] / days_in_year, obj=0, values=1.0)
+        )
 
         self.dates = [d.strftime("%Y-%m-%d") for d in self.tsdf.index]
         self.values = list(arr)

openseries/simulation.py

@@ -25,7 +25,7 @@ from pydantic import (
 from typing_extensions import Self
 
 from .datefixer import generate_calendar_date_range
-from .types import (
+from .owntypes import (
     CountriesType,
     DaysInYearType,
     ValueType,

{openseries-1.7.7.dist-info → openseries-1.8.0.dist-info}/METADATA

@@ -1,36 +1,38 @@
-Metadata-Version: 2.1
+Metadata-Version: 2.3
 Name: openseries
-Version: 1.7.7
+Version: 1.8.0
 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
+Maintainer: Martin Karrin
+Maintainer-email: martin.karrin@captor.se
 Requires-Python: >=3.10,<3.14
-Classifier: Development Status :: 5 - Production/Stable
-Classifier: Framework :: Pydantic
-Classifier: Intended Audience :: Financial and Insurance Industry
-Classifier: License :: OSI Approved :: BSD License
-Classifier: Natural Language :: English
-Classifier: Operating System :: OS Independent
-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: License :: OSI Approved :: BSD License
+Classifier: Intended Audience :: Financial and Insurance Industry
 Classifier: Topic :: Office/Business :: Financial :: Investment
+Classifier: Natural Language :: English
+Classifier: Development Status :: 5 - Production/Stable
+Classifier: Operating System :: OS Independent
+Classifier: Framework :: Pydantic
 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,<19.0.0)
+Requires-Dist: pyarrow (>=14.0.2,<20.0.0)
 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)
 Requires-Dist: scipy (>=1.11.4,<2.0.0)
 Requires-Dist: statsmodels (>=0.14.0,!=0.14.2,<1.0.0)
+Project-URL: Documentation, https://github.com/CaptorAB/openseries
+Project-URL: Homepage, https://github.com/CaptorAB/openseries
 Project-URL: Repository, https://github.com/CaptorAB/openseries
 Description-Content-Type: text/markdown
 
@@ -43,6 +45,7 @@ Description-Content-Type: text/markdown
 [![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 platforms](https://img.shields.io/conda/pn/conda-forge/openseries.svg)](https://anaconda.org/conda-forge/openseries)
+[![Code Sample](https://img.shields.io/badge/-Code%20Sample-blue)](https://nbviewer.org/github/karrmagadgeteer2/NoteBook/blob/master/openseriesnotebook.ipynb)
 [![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)
@@ -80,10 +83,10 @@ Install openseries and yfinance first.
 from openseries import OpenTimeSeries
 import yfinance as yf
 
-move=yf.Ticker("^MOVE")
+move=yf.Ticker(ticker="^MOVE")
 history=move.history(period="max")
-series=OpenTimeSeries.from_df(history.loc[:, "Close"])
-_=series.set_new_label("ICE BofAML MOVE Index")
+series=OpenTimeSeries.from_df(dframe=history.loc[:, "Close"])
+_=series.set_new_label(lvl_zero="ICE BofAML MOVE Index")
 _,_=series.plot_series()
 
 ```
@@ -117,11 +120,6 @@ first indices                                        2006-01-03
 last indices                                         2023-04-05                       2023-04-05
 ```
 
-### Usage example on Jupyter Nbviewer
-
-[![nbviewer](https://raw.githubusercontent.com/jupyter/design/master/logos/Badges/nbviewer_badge.svg)](https://nbviewer.org/github/karrmagadgeteer2/NoteBook/blob/master/openseriesnotebook.ipynb)
-
-
 ## Development Instructions
 
 These instructions assume that you have a compatible Python version installed on

openseries-1.8.0.dist-info/RECORD

@@ -0,0 +1,16 @@
+openseries/__init__.py,sha256=DrWDr7AJuhhBVivuFyLRIcVIYepuDoJO4k0ztQT9MR0,1035
+openseries/_common_model.py,sha256=w80ce2Qw9eV75m3DWmuLfg_Bf3T1LN7m3_x6Qlfoz7c,73771
+openseries/_risk.py,sha256=Dx-ZcQpc27qCs3j6o_Q1WshJ5m-vvf2ufYrKWD_q7PE,2085
+openseries/datefixer.py,sha256=2QvioTNIzL067srtzBWB8mEgbPYydiNmjTPM9YICPl0,12300
+openseries/frame.py,sha256=3uqlGTY6wu5OhXaS7gwhroj4gEjeEGE7zJjqrr9lCdg,55407
+openseries/load_plotly.py,sha256=-s_KkLSU0Zvw3bdjV1kFtbNd5ShS-z5nd46tzGvZiYU,1959
+openseries/owntypes.py,sha256=TwKCjD_911x2mEUcK_KM0d-I5sNH46OKt8ttLq-33-Q,7317
+openseries/plotly_captor_logo.json,sha256=F5nhMzEyxKywtjvQqMTKgKRCJQYMDIiBgDSxdte8Clo,178
+openseries/plotly_layouts.json,sha256=ahx8-dL4_RPzvHtBOX0SiL0AH7xQJzNRSDhGrSmU-Og,1429
+openseries/portfoliotools.py,sha256=eVFs-ded4mt4IqdDS2S665_u0P213oC4ZkW_nmc-mWw,19180
+openseries/series.py,sha256=vtjnn1UJedXqFIMJSG0DaVt-MyIw58qnxwyG2nfqG-w,27598
+openseries/simulation.py,sha256=3bMG9wYKMlXY6BZuORGAPQvLvvDg3qp7e2JPSwMHyOo,13881
+openseries-1.8.0.dist-info/LICENSE.md,sha256=IQ8_IMXgHxyv4M48G14fJsjcrkiSASdalASTXWCOsj4,1515
+openseries-1.8.0.dist-info/METADATA,sha256=gXQGuyWqwhd7gMSw5DvMOQOW_kC4l6saD4kvICDV6AM,43789
+openseries-1.8.0.dist-info/WHEEL,sha256=IYZQI976HJqqOpQU6PHkJ8fb3tMNBFjg-Cn-pwAbaFM,88
+openseries-1.8.0.dist-info/RECORD,,

{openseries-1.7.7.dist-info → openseries-1.8.0.dist-info}/WHEEL

@@ -1,4 +1,4 @@
 Wheel-Version: 1.0
-Generator: poetry-core 1.9.1
+Generator: poetry-core 2.0.1
 Root-Is-Purelib: true
 Tag: py3-none-any

openseries-1.7.7.dist-info/RECORD

@@ -1,16 +0,0 @@
-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=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-1.7.7.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,,