openseries 1.7.8__py3-none-any.whl → 1.8.1__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 Self, ValueType
 from .portfoliotools import (
     constrain_optimized_portfolios,
     efficient_frontier,
@@ -19,12 +20,12 @@ from .portfoliotools import (
 )
 from .series import OpenTimeSeries, timeseries_chain
 from .simulation import ReturnSimulation
-from .types import ValueType
 
 __all__ = [
     "OpenFrame",
     "OpenTimeSeries",
     "ReturnSimulation",
+    "Self",
     "ValueType",
     "constrain_optimized_portfolios",
     "date_fix",

openseries/_common_model.py

@@ -1,5 +1,6 @@
 """Defining the _CommonModel class."""
 
+# mypy: disable-error-code="no-any-return"
 from __future__ import annotations
 
 import datetime as dt
@@ -13,11 +14,32 @@ from typing import TYPE_CHECKING, Any, SupportsFloat, cast
 
 from numpy import float64, inf, isnan, log, maximum, sqrt
 
-if TYPE_CHECKING:
-    from numpy.typing import NDArray  # pragma: no cover
+from .owntypes import (
+    DateAlignmentError,
+    InitialValueZeroError,
+    NumberOfItemsAndLabelsNotSameError,
+    Self,
+)
+
+if TYPE_CHECKING:  # pragma: no cover
+    from numpy.typing import NDArray
+    from openpyxl.worksheet.worksheet import Worksheet
+
+    from .owntypes import (
+        CountriesType,
+        DaysInYearType,
+        LiteralBarPlotMode,
+        LiteralJsonOutput,
+        LiteralLinePlotMode,
+        LiteralNanMethod,
+        LiteralPandasReindexMethod,
+        LiteralPlotlyJSlib,
+        LiteralPlotlyOutput,
+        LiteralQuantileInterp,
+        ValueType,
+    )
 from openpyxl.utils.dataframe import dataframe_to_rows
 from openpyxl.workbook.workbook import Workbook
-from openpyxl.worksheet.worksheet import Worksheet
 from pandas import (
     DataFrame,
     DatetimeIndex,
@@ -37,7 +59,6 @@ from scipy.stats import (  # type: ignore[import-untyped,unused-ignore]
     norm,
     skew,
 )
-from typing_extensions import Self
 
 from ._risk import (
     _cvar_down_calc,
@@ -49,19 +70,6 @@ from .datefixer import (
     holiday_calendar,
 )
 from .load_plotly import load_plotly_dict
-from .types import (
-    CountriesType,
-    DaysInYearType,
-    LiteralBarPlotMode,
-    LiteralJsonOutput,
-    LiteralLinePlotMode,
-    LiteralNanMethod,
-    LiteralPandasReindexMethod,
-    LiteralPlotlyJSlib,
-    LiteralPlotlyOutput,
-    LiteralQuantileInterp,
-    ValueType,
-)
 
 
 # noinspection PyTypeChecker
@@ -98,7 +106,7 @@ class _CommonModel(BaseModel):
             The first date in the timeseries
 
         """
-        return cast(dt.date, self.tsdf.index[0])
+        return cast("dt.date", self.tsdf.index[0])
 
     @property
     def last_idx(self: Self) -> dt.date:
@@ -110,7 +118,7 @@ class _CommonModel(BaseModel):
             The last date in the timeseries
 
         """
-        return cast(dt.date, self.tsdf.index[-1])
+        return cast("dt.date", self.tsdf.index[-1])
 
     @property
     def span_of_days(self: Self) -> int:
@@ -504,18 +512,18 @@ class _CommonModel(BaseModel):
                     "Argument months_offset implies start"
                     "date before first date in series."
                 )
-                raise ValueError(msg)
+                raise DateAlignmentError(msg)
             later = self.last_idx
         else:
             if from_dt is not None:
                 if from_dt < self.first_idx:
                     msg = "Given from_dt date < series start"
-                    raise ValueError(msg)
+                    raise DateAlignmentError(msg)
                 earlier = from_dt
             if to_dt is not None:
                 if to_dt > self.last_idx:
                     msg = "Given to_dt date > series end"
-                    raise ValueError(msg)
+                    raise DateAlignmentError(msg)
                 later = to_dt
         while earlier not in self.tsdf.index:
             earlier -= dt.timedelta(days=1)
@@ -552,8 +560,8 @@ class _CommonModel(BaseModel):
         d_range = [
             d.date()
             for d in date_range(
-                start=cast(dt.date, self.tsdf.first_valid_index()),
-                end=cast(dt.date, self.tsdf.last_valid_index()),
+                start=cast("dt.date", self.tsdf.first_valid_index()),
+                end=cast("dt.date", self.tsdf.last_valid_index()),
                 freq=CustomBusinessDay(calendar=calendar),
             )
         ]
@@ -672,15 +680,15 @@ class _CommonModel(BaseModel):
             if what_output == "tsdf":
                 values = self.tsdf.iloc[:, 0].tolist()
             else:
-                values = list(cast(list[float], data.get("values")))
+                values = list(cast("list[float]", data.get("values")))
             for item in cleaner_list:
                 data.pop(item)
-            valuetype = cast(ValueType, data.get("valuetype")).value
+            valuetype = cast("ValueType", data.get("valuetype")).value
             data.update({"valuetype": valuetype})
             data.update({"values": values})
             output.append(dict(data))
         else:
-            for serie in cast(list[Any], data.get("constituents")):
+            for serie in cast("list[Any]", data.get("constituents")):
                 if what_output == "tsdf":
                     values = serie.tsdf.iloc[:, 0].tolist()
                 else:
@@ -688,7 +696,7 @@ class _CommonModel(BaseModel):
                 itemdata = dict(serie.__dict__)
                 for item in cleaner_list:
                     itemdata.pop(item)
-                valuetype = cast(ValueType, itemdata["valuetype"]).value
+                valuetype = cast("ValueType", itemdata["valuetype"]).value
                 itemdata.update({"valuetype": valuetype})
                 itemdata.update({"values": values})
                 output.append(dict(itemdata))
@@ -742,10 +750,10 @@ class _CommonModel(BaseModel):
         wrksheet = wrkbook.active
 
         if sheet_title:
-            cast(Worksheet, wrksheet).title = sheet_title
+            cast("Worksheet", wrksheet).title = sheet_title
 
         for row in dataframe_to_rows(df=self.tsdf, index=True, header=True):
-            cast(Worksheet, wrksheet).append(row)
+            cast("Worksheet", wrksheet).append(row)
 
         if not overwrite and Path(sheetfile).exists():
             msg = f"{sheetfile!s} already exists."
@@ -803,7 +811,7 @@ class _CommonModel(BaseModel):
         if labels:
             if len(labels) != self.tsdf.shape[1]:
                 msg = "Must provide same number of labels as items in frame."
-                raise ValueError(msg)
+                raise NumberOfItemsAndLabelsNotSameError(msg)
         else:
             labels = list(self.tsdf.columns.get_level_values(0))
 
@@ -849,7 +857,7 @@ class _CommonModel(BaseModel):
                 auto_open=auto_open,
                 auto_play=False,
                 link_text="",
-                include_plotlyjs=cast(bool, include_plotlyjs),
+                include_plotlyjs=cast("bool", include_plotlyjs),
                 config=fig["config"],
                 output_type=output_type,
             )
@@ -860,14 +868,14 @@ class _CommonModel(BaseModel):
                 fig=figure,
                 config=fig["config"],
                 auto_play=False,
-                include_plotlyjs=cast(bool, include_plotlyjs),
+                include_plotlyjs=cast("bool", include_plotlyjs),
                 full_html=False,
                 div_id=div_id,
             )
 
         return figure, string_output
 
-    def plot_series(  # noqa: C901
+    def plot_series(
         self: Self,
         mode: LiteralLinePlotMode = "lines",
         tick_fmt: str | None = None,
@@ -918,7 +926,7 @@ class _CommonModel(BaseModel):
         if labels:
             if len(labels) != self.tsdf.shape[1]:
                 msg = "Must provide same number of labels as items in frame."
-                raise ValueError(msg)
+                raise NumberOfItemsAndLabelsNotSameError(msg)
         else:
             labels = list(self.tsdf.columns.get_level_values(0))
 
@@ -979,7 +987,7 @@ class _CommonModel(BaseModel):
                 auto_open=auto_open,
                 auto_play=False,
                 link_text="",
-                include_plotlyjs=cast(bool, include_plotlyjs),
+                include_plotlyjs=cast("bool", include_plotlyjs),
                 config=fig["config"],
                 output_type=output_type,
             )
@@ -990,7 +998,7 @@ class _CommonModel(BaseModel):
                 fig=figure,
                 config=fig["config"],
                 auto_play=False,
-                include_plotlyjs=cast(bool, include_plotlyjs),
+                include_plotlyjs=cast("bool", include_plotlyjs),
                 full_html=False,
                 div_id=div_id,
             )
@@ -1035,13 +1043,13 @@ class _CommonModel(BaseModel):
         else:
             fraction = (later - earlier).days / 365.25
             how_many = self.tsdf.loc[
-                cast(int, earlier) : cast(int, later),
+                cast("int", earlier) : cast("int", later),
                 self.tsdf.columns.to_numpy()[0],
             ].count()
             time_factor = how_many / fraction
 
         result = (
-            self.tsdf.loc[cast(int, earlier) : cast(int, later)]
+            self.tsdf.loc[cast("int", earlier) : cast("int", later)]
             .ffill()
             .pct_change()
             .mean()
@@ -1097,15 +1105,17 @@ class _CommonModel(BaseModel):
         else:
             fraction = (later - earlier).days / 365.25
             how_many = (
-                self.tsdf.loc[cast(int, earlier) : cast(int, later)].count().iloc[0]
+                self.tsdf.loc[cast("int", earlier) : cast("int", later)]
+                .count()
+                .iloc[0]
             )
             time_factor = how_many / fraction
 
-        data = self.tsdf.loc[cast(int, earlier) : cast(int, later)]
+        data = self.tsdf.loc[cast("int", earlier) : cast("int", later)]
         result = data.ffill().pct_change().std().mul(sqrt(time_factor))
 
         if self.tsdf.shape[1] == 1:
-            return float(cast(SupportsFloat, result.iloc[0]))
+            return float(cast("SupportsFloat", result.iloc[0]))
         return Series(
             data=result,
             index=self.tsdf.columns,
@@ -1292,21 +1302,23 @@ class _CommonModel(BaseModel):
         else:
             fraction = (later - earlier).days / 365.25
             how_many = (
-                self.tsdf.loc[cast(int, earlier) : cast(int, later)].count().iloc[0]
+                self.tsdf.loc[cast("int", earlier) : cast("int", later)]
+                .count()
+                .iloc[0]
             )
             time_factor = how_many / fraction
         if drift_adjust:
             imp_vol = (-sqrt(time_factor) / norm.ppf(level)) * (
-                self.tsdf.loc[cast(int, earlier) : cast(int, later)]
+                self.tsdf.loc[cast("int", earlier) : cast("int", later)]
                 .ffill()
                 .pct_change()
                 .quantile(1 - level, interpolation=interpolation)
-                - self.tsdf.loc[cast(int, earlier) : cast(int, later)]
+                - self.tsdf.loc[cast("int", earlier) : cast("int", later)]
                 .ffill()
                 .pct_change()
                 .sum()
                 / len(
-                    self.tsdf.loc[cast(int, earlier) : cast(int, later)]
+                    self.tsdf.loc[cast("int", earlier) : cast("int", later)]
                     .ffill()
                     .pct_change(),
                 )
@@ -1314,7 +1326,7 @@ class _CommonModel(BaseModel):
         else:
             imp_vol = (
                 -sqrt(time_factor)
-                * self.tsdf.loc[cast(int, earlier) : cast(int, later)]
+                * self.tsdf.loc[cast("int", earlier) : cast("int", later)]
                 .ffill()
                 .pct_change()
                 .quantile(1 - level, interpolation=interpolation)
@@ -1334,7 +1346,7 @@ class _CommonModel(BaseModel):
             label = f"Imp vol from VaR {level:.0%}"
 
         if self.tsdf.shape[1] == 1:
-            return float(cast(SupportsFloat, result.iloc[0]))
+            return float(cast("SupportsFloat", result.iloc[0]))
         return Series(
             data=result,
             index=self.tsdf.columns,
@@ -1376,22 +1388,22 @@ class _CommonModel(BaseModel):
             from_dt=from_date,
             to_dt=to_date,
         )
-        cvar_df = self.tsdf.loc[cast(int, earlier) : cast(int, later)].copy(deep=True)
+        cvar_df = self.tsdf.loc[cast("int", earlier) : cast("int", later)].copy(
+            deep=True
+        )
         result = [
-            cvar_df.loc[:, x]  # type: ignore[call-overload,index]
+            cvar_df.loc[:, x]  # type: ignore[call-overload,index,unused-ignore]
             .ffill()
             .pct_change()
             .sort_values()
             .iloc[
-                : int(
-                    ceil(
-                        (1 - level)
-                        * cvar_df.loc[:, x]  # type: ignore[index]
-                        .ffill()
-                        .pct_change()
-                        .count(),
-                    ),
-                )
+                : ceil(
+                    (1 - level)
+                    * cvar_df.loc[:, x]  # type: ignore[index,unused-ignore]
+                    .ffill()
+                    .pct_change()
+                    .count(),
+                ),
             ]
             .mean()
             for x in self.tsdf
@@ -1447,7 +1459,7 @@ class _CommonModel(BaseModel):
             to_dt=to_date,
         )
         how_many = (
-            self.tsdf.loc[cast(int, earlier) : cast(int, later)]
+            self.tsdf.loc[cast("int", earlier) : cast("int", later)]
             .ffill()
             .pct_change()
             .count(numeric_only=True)
@@ -1463,7 +1475,7 @@ class _CommonModel(BaseModel):
             time_factor = how_many.div(fraction)
 
         dddf = (
-            self.tsdf.loc[cast(int, earlier) : cast(int, later)]
+            self.tsdf.loc[cast("int", earlier) : cast("int", later)]
             .ffill()
             .pct_change()
             .sub(min_accepted_return / time_factor)
@@ -1516,13 +1528,18 @@ class _CommonModel(BaseModel):
         )
         fraction = (later - earlier).days / 365.25
 
-        any_below_zero = any(self.tsdf.loc[[earlier, later]].lt(0.0).any().to_numpy())
+        any_below_zero = any(
+            self.tsdf.loc[[earlier, later]]  # type: ignore[index,unused-ignore]
+            .lt(0.0)
+            .any()
+            .to_numpy()
+        )
         if zero in self.tsdf.loc[earlier].to_numpy() or any_below_zero:
             msg = (
                 "Geometric return cannot be calculated due to "
                 "an initial value being zero or a negative value."
             )
-            raise ValueError(msg)
+            raise InitialValueZeroError(msg)
 
         result = (self.tsdf.loc[later] / self.tsdf.loc[earlier]) ** (1 / fraction) - 1
 
@@ -1567,7 +1584,7 @@ class _CommonModel(BaseModel):
             to_dt=to_date,
         )
         result: NDArray[float64] = skew(
-            a=self.tsdf.loc[cast(int, earlier) : cast(int, later)]
+            a=self.tsdf.loc[cast("int", earlier) : cast("int", later)]
             .ffill()
             .pct_change()
             .to_numpy(),
@@ -1616,7 +1633,11 @@ class _CommonModel(BaseModel):
             to_dt=to_date,
         )
         result: NDArray[float64] = kurtosis(
-            self.tsdf.loc[cast(int, earlier) : cast(int, later)].ffill().pct_change(),
+            a=(
+                self.tsdf.loc[cast("int", earlier) : cast("int", later)]
+                .ffill()
+                .pct_change()
+            ),
             fisher=True,
             bias=True,
             nan_policy="omit",
@@ -1666,8 +1687,8 @@ class _CommonModel(BaseModel):
             to_dt=to_date,
         )
         result = (
-            self.tsdf.loc[cast(int, earlier) : cast(int, later)]
-            / self.tsdf.loc[cast(int, earlier) : cast(int, later)]
+            self.tsdf.loc[cast("int", earlier) : cast("int", later)]
+            / self.tsdf.loc[cast("int", earlier) : cast("int", later)]
             .expanding(min_periods=min_periods)
             .max()
         ).min() - 1
@@ -1711,10 +1732,10 @@ class _CommonModel(BaseModel):
             to_dt=to_date,
         )
         pos = (
-            self.tsdf.loc[cast(int, earlier) : cast(int, later)]
+            self.tsdf.loc[cast("int", earlier) : cast("int", later)]
             .ffill()
             .pct_change()[1:][
-                self.tsdf.loc[cast(int, earlier) : cast(int, later)]
+                self.tsdf.loc[cast("int", earlier) : cast("int", later)]
                 .ffill()
                 .pct_change()[1:]
                 > zero
@@ -1722,7 +1743,7 @@ class _CommonModel(BaseModel):
             .count()
         )
         tot = (
-            self.tsdf.loc[cast(int, earlier) : cast(int, later)]
+            self.tsdf.loc[cast("int", earlier) : cast("int", later)]
             .ffill()
             .pct_change()
             .count()
@@ -1791,7 +1812,7 @@ class _CommonModel(BaseModel):
         )
 
         if self.tsdf.shape[1] == 1:
-            return float(cast(float64, ratio.iloc[0]))
+            return float(cast("float64", ratio.iloc[0]))
         return Series(
             data=ratio,
             index=self.tsdf.columns,
@@ -1857,7 +1878,7 @@ class _CommonModel(BaseModel):
         )
 
         if self.tsdf.shape[1] == 1:
-            return float(cast(float64, ratio.iloc[0]))
+            return float(cast("float64", ratio.iloc[0]))
         return Series(
             data=ratio,
             index=self.tsdf.columns,
@@ -1903,14 +1924,16 @@ class _CommonModel(BaseModel):
             to_dt=to_date,
         )
         retdf = (
-            self.tsdf.loc[cast(int, earlier) : cast(int, later)].ffill().pct_change()
+            self.tsdf.loc[cast("int", earlier) : cast("int", later)]
+            .ffill()
+            .pct_change()
         )
         pos = retdf[retdf > min_accepted_return].sub(min_accepted_return).sum()
         neg = retdf[retdf < min_accepted_return].sub(min_accepted_return).sum()
         ratio = pos / -neg
 
         if self.tsdf.shape[1] == 1:
-            return float(cast(float64, ratio.iloc[0]))
+            return float(cast("float64", ratio.iloc[0]))
         return Series(
             data=ratio,
             index=self.tsdf.columns,
@@ -1953,7 +1976,7 @@ class _CommonModel(BaseModel):
                 "Simple return cannot be calculated due to "
                 f"an initial value being zero. ({self.tsdf.head(3)})"
             )
-            raise ValueError(msg)
+            raise InitialValueZeroError(msg)
 
         result = self.tsdf.loc[later] / self.tsdf.loc[earlier] - 1
 
@@ -2043,7 +2066,7 @@ class _CommonModel(BaseModel):
             to_dt=to_date,
         )
         result = (
-            self.tsdf.loc[cast(int, earlier) : cast(int, later)]
+            self.tsdf.loc[cast("int", earlier) : cast("int", later)]
             .ffill()
             .pct_change()
             .quantile(1 - level, interpolation=interpolation)
@@ -2092,7 +2115,7 @@ class _CommonModel(BaseModel):
             to_dt=to_date,
         )
         result = (
-            self.tsdf.loc[cast(int, earlier) : cast(int, later)]
+            self.tsdf.loc[cast("int", earlier) : cast("int", later)]
             .ffill()
             .pct_change()
             .rolling(observations, min_periods=observations)
@@ -2141,7 +2164,9 @@ class _CommonModel(BaseModel):
             to_dt=to_date,
         )
         zscframe = (
-            self.tsdf.loc[cast(int, earlier) : cast(int, later)].ffill().pct_change()
+            self.tsdf.loc[cast("int", earlier) : cast("int", later)]
+            .ffill()
+            .pct_change()
         )
         result = (zscframe.iloc[-1] - zscframe.mean()) / zscframe.std()
 
@@ -2177,7 +2202,7 @@ class _CommonModel(BaseModel):
             Calculate rolling annualized downside CVaR
 
         """
-        cvar_label = cast(tuple[str], self.tsdf.iloc[:, column].name)[0]
+        cvar_label = cast("tuple[str]", self.tsdf.iloc[:, column].name)[0]
         cvarseries = (
             self.tsdf.iloc[:, column]
             .rolling(observations, min_periods=observations)
@@ -2208,7 +2233,7 @@ class _CommonModel(BaseModel):
             Calculate rolling returns
 
         """
-        ret_label = cast(tuple[str], self.tsdf.iloc[:, column].name)[0]
+        ret_label = cast("tuple[str]", self.tsdf.iloc[:, column].name)[0]
         retseries = (
             self.tsdf.iloc[:, column]
             .ffill()
@@ -2247,7 +2272,7 @@ class _CommonModel(BaseModel):
            Calculate rolling annualized downside Value At Risk "VaR"
 
         """
-        var_label = cast(tuple[str], self.tsdf.iloc[:, column].name)[0]
+        var_label = cast("tuple[str]", self.tsdf.iloc[:, column].name)[0]
         varseries = (
             self.tsdf.iloc[:, column]
             .rolling(observations, min_periods=observations)
@@ -2288,7 +2313,7 @@ class _CommonModel(BaseModel):
             time_factor = float(periods_in_a_year_fixed)
         else:
             time_factor = self.periods_in_a_year
-        vol_label = cast(tuple[str, ValueType], self.tsdf.iloc[:, column].name)[0]
+        vol_label = cast("tuple[str, ValueType]", self.tsdf.iloc[:, column].name)[0]
         dframe = self.tsdf.iloc[:, column].ffill().pct_change()
         volseries = dframe.rolling(
             observations,

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(
@@ -44,7 +44,7 @@ def _cvar_down_calc(
         clean = nan_to_num(data)
     ret = clean[1:] / clean[:-1] - 1
     array = sort(ret)
-    return cast(float, mean(array[: int(ceil(len(array) * (1 - level)))]))
+    return cast("float", mean(array[: ceil(len(array) * (1 - level))]))
 
 
 def _var_down_calc(
@@ -77,4 +77,4 @@ def _var_down_calc(
     else:
         clean = nan_to_num(data)
     ret = clean[1:] / clean[:-1] - 1
-    return cast(float, quantile(ret, 1 - level, method=interpolation))
+    return cast("float", quantile(ret, 1 - level, method=interpolation))

openseries/datefixer.py

@@ -21,8 +21,14 @@ from pandas import (
 )
 from pandas.tseries.offsets import CustomBusinessDay
 
+from .owntypes import (
+    BothStartAndEndError,
+    CountriesNotStringNorListStrError,
+    TradingDaysNotAboveZeroError,
+)
+
 if TYPE_CHECKING:
-    from .types import (  # pragma: no cover
+    from .owntypes import (  # pragma: no cover
         CountriesType,
         DateType,
         HolidayType,
@@ -92,7 +98,7 @@ def holiday_calendar(
             "Argument countries must be a string country code or "
             "a list of string country codes according to ISO 3166-1 alpha-2."
         )
-        raise ValueError(msg)
+        raise CountriesNotStringNorListStrError(msg)
 
     return busdaycalendar(holidays=hols)
 
@@ -114,7 +120,7 @@ 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
@@ -296,7 +302,7 @@ def offset_business_days(
 
     idx = where(array(local_bdays) == ddate)[0]
 
-    return cast(dt.date, local_bdays[idx[0] + days])
+    return cast("dt.date", local_bdays[idx[0] + days])
 
 
 def generate_calendar_date_range(
@@ -326,7 +332,7 @@ def generate_calendar_date_range(
     """
     if trading_days < 1:
         msg = "Argument trading_days must be greater than zero."
-        raise ValueError(msg)
+        raise TradingDaysNotAboveZeroError(msg)
 
     if start and not end:
         tmp_range = date_range(
@@ -368,7 +374,7 @@ def generate_calendar_date_range(
         "Provide one of start or end date, but not both. "
         "Date range is inferred from number of trading days."
     )
-    raise ValueError(msg)
+    raise BothStartAndEndError(msg)
 
 
 def _do_resample_to_business_period_ends(