openseries 1.7.8__tar.gz → 1.8.0__tar.gz

{openseries-1.7.8 → openseries-1.8.0}/PKG-INFO

@@ -1,36 +1,38 @@
-Metadata-Version: 2.1
+Metadata-Version: 2.3
 Name: openseries
-Version: 1.7.8
+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-1.7.8 → openseries-1.8.0}/README.md

@@ -7,6 +7,7 @@
 [![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)
@@ -44,10 +45,10 @@ 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()
 
 ```
@@ -81,11 +82,6 @@ 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-1.7.8 → openseries-1.8.0}/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-1.7.8 → openseries-1.8.0}/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-1.7.8 → openseries-1.8.0}/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-1.7.8 → openseries-1.8.0}/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-1.7.8 → openseries-1.8.0}/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-1.7.8 → openseries-1.8.0}/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-1.7.8/openseries/types.py → openseries-1.8.0/openseries/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):

{openseries-1.7.8 → openseries-1.8.0}/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
@@ -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-1.7.8 → openseries-1.8.0}/openseries/series.py

@@ -31,7 +31,7 @@ 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,
@@ -513,7 +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-1.7.8 → openseries-1.8.0}/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-1.7.8 → openseries-1.8.0}/pyproject.toml

@@ -1,11 +1,17 @@
-[tool.poetry]
+[project]
 name = "openseries"
-version = "1.7.8"
+version = "1.8.0"
 description = "Tools for analyzing financial timeseries."
-authors = ["Martin Karrin <martin.karrin@captor.se>"]
-repository = "https://github.com/CaptorAB/openseries"
+authors = [
+    { name = "Martin Karrin", email = "martin.karrin@captor.se" },
+]
+maintainers = [
+    { name = "Martin Karrin", email = "martin.karrin@captor.se" },
+]
 license = "BSD-3-Clause"
 readme = "README.md"
+requires-python = ">=3.10,<3.14"
+
 classifiers = [
     "Programming Language :: Python :: 3.10",
     "Programming Language :: Python :: 3.11",
@@ -19,6 +25,7 @@ classifiers = [
     "Operating System :: OS Independent",
     "Framework :: Pydantic",
 ]
+
 keywords = [
     "python",
     "finance",
@@ -32,35 +39,40 @@ keywords = [
     "investing"
 ]
 
-[tool.poetry.dependencies]
-python = ">=3.10,<3.14"
-holidays = ">=0.30,<1.0"
-numpy = ">=1.23.2,<3.0.0"
-openpyxl = ">=3.1.2,<4.0.0"
-pandas = ">=2.1.2,<3.0.0"
-plotly = ">=5.18.0,<6.0.0"
-pyarrow = ">=14.0.2,<19.0.0"
-pydantic = ">=2.5.2,<3.0.0"
-python-dateutil = ">=2.8.2,<3.0.0"
-requests = ">=2.20.0,<3.0.0"
-scipy = ">=1.11.4,<2.0.0"
-statsmodels = ">=0.14.0,!=0.14.2,<1.0.0"
+dependencies = [
+    "holidays (>=0.30,<1.0)",
+    "numpy (>=1.23.2,<3.0.0)",
+    "openpyxl (>=3.1.2,<4.0.0)",
+    "pandas (>=2.1.2,<3.0.0)",
+    "plotly (>=5.18.0,<6.0.0)",
+    "pyarrow (>=14.0.2,<20.0.0)",
+    "pydantic (>=2.5.2,<3.0.0)",
+    "python-dateutil (>=2.8.2,<3.0.0)",
+    "requests (>=2.20.0,<3.0.0)",
+    "scipy (>=1.11.4,<2.0.0)",
+    "statsmodels (>=0.14.0,!=0.14.2,<1.0.0)"
+]
+
+[project.urls]
+homepage = "https://github.com/CaptorAB/openseries"
+repository = "https://github.com/CaptorAB/openseries"
+documentation = "https://github.com/CaptorAB/openseries"
 
 [tool.poetry.group.dev.dependencies]
 black = ">=24.4.2,<25.0.0"
 coverage = ">=7.2.7,<9.0.0"
-genbadge = {version = ">=1.1.1,<2.0.0", extras = ["coverage"]}
+genbadge = { version = ">=1.1.1,<2.0.0", extras = ["coverage"] }
 mypy = "1.14.1"
 pandas-stubs = ">=2.1.2,<3.0.0"
 pre-commit = ">=3.7.1,<6.0.0"
 pytest = ">=8.2.2,<9.0.0"
-ruff = "0.8.6"
+ruff = "0.9.3"
 types-openpyxl = ">=3.1.2,<4.0.0"
 types-python-dateutil = ">=2.8.2,<3.0.0"
 types-requests = ">=2.20.0,<3.0.0"
 
 [build-system]
-requires = ["poetry-core>=1.8.4"]
+requires = ["poetry-core>=2.0.1"]
 build-backend = "poetry.core.masonry.api"
 
 [tool.coverage.run]