openseries 1.8.0__py3-none-any.whl → 1.8.1__py3-none-any.whl

openseries/portfoliotools.py

@@ -3,7 +3,6 @@
 # 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, cast
@@ -22,7 +21,6 @@ from numpy import (
 from numpy import (
     sum as npsum,
 )
-from numpy.typing import NDArray
 from pandas import (
     DataFrame,
     Series,
@@ -35,10 +33,12 @@ from scipy.optimize import minimize  # type: ignore[import-untyped,unused-ignore
 
 from .load_plotly import load_plotly_dict
 from .owntypes import (
+    AtLeastOneFrameError,
     LiteralLinePlotMode,
     LiteralMinimizeMethods,
     LiteralPlotlyJSlib,
     LiteralPlotlyOutput,
+    MixedValuetypesError,
     ValueType,
 )
 from .series import OpenTimeSeries
@@ -47,6 +47,9 @@ from .series import OpenTimeSeries
 from .simulation import _random_generator
 
 if TYPE_CHECKING:  # pragma: no cover
+    from collections.abc import Callable
+
+    from numpy.typing import NDArray
     from pydantic import DirectoryPath
 
     from .frame import OpenFrame
@@ -92,7 +95,7 @@ def simulate_portfolios(
         log_ret = copi.tsdf.copy()
     else:
         msg = "Mix of series types will give inconsistent results"
-        raise ValueError(msg)
+        raise MixedValuetypesError(msg)
 
     log_ret.columns = log_ret.columns.droplevel(level=1)
 
@@ -128,7 +131,7 @@ def simulate_portfolios(
 
 
 # noinspection PyUnusedLocal
-def efficient_frontier(  # noqa: C901
+def efficient_frontier(
     eframe: OpenFrame,
     num_ports: int = 5000,
     seed: int = 71,
@@ -176,7 +179,7 @@ def efficient_frontier(  # noqa: C901
         log_ret = copi.tsdf.copy()
     else:
         msg = "Mix of series types will give inconsistent results"
-        raise ValueError(msg)
+        raise MixedValuetypesError(msg)
 
     log_ret.columns = log_ret.columns.droplevel(level=1)
 
@@ -200,7 +203,7 @@ def efficient_frontier(  # noqa: C901
         ret = npsum(lg_ret.mean() * weights) * per_in_yr
         volatility = sqrt(weights.T @ (lg_ret.cov() * per_in_yr @ weights))
         sr = ret / volatility
-        return cast(NDArray[float64], array([ret, volatility, sr]))
+        return cast("NDArray[float64]", array([ret, volatility, sr]))
 
     def _diff_return(
         lg_ret: DataFrame,
@@ -209,14 +212,14 @@ def efficient_frontier(  # noqa: C901
         poss_return: float,
     ) -> float64:
         return cast(
-            float64,
+            "float64",
             _get_ret_vol_sr(lg_ret=lg_ret, weights=weights, per_in_yr=per_in_yr)[0]
             - poss_return,
         )
 
     def _neg_sharpe(weights: NDArray[float64]) -> float64:
         return cast(
-            float64,
+            "float64",
             _get_ret_vol_sr(
                 lg_ret=log_ret,
                 weights=weights,
@@ -229,7 +232,7 @@ def efficient_frontier(  # noqa: C901
         weights: NDArray[float64],
     ) -> float64:
         return cast(
-            float64,
+            "float64",
             _get_ret_vol_sr(
                 lg_ret=log_ret,
                 weights=weights,
@@ -262,7 +265,7 @@ def efficient_frontier(  # noqa: C901
 
     for possible_return in frontier_y:
         cons = cast(
-            dict[str, str | Callable[[float, NDArray[float64]], float64]],
+            "dict[str, str | Callable[[float, NDArray[float64]], float64]]",
             (
                 {"type": "eq", "fun": _check_sum},
                 {
@@ -414,7 +417,7 @@ def prepare_plot_data(
         [
             f"{wgt:.1%}  {nm}"
             for wgt, nm in zip(
-                cast(list[float], assets.weights),
+                cast("list[float]", assets.weights),
                 assets.columns_lvl_zero,
                 strict=True,
             )
@@ -445,7 +448,7 @@ def prepare_plot_data(
     return plotframe
 
 
-def sharpeplot(  # noqa: C901
+def sharpeplot(
     sim_frame: DataFrame | None = None,
     line_frame: DataFrame | None = None,
     point_frame: DataFrame | None = None,
@@ -514,7 +517,7 @@ def sharpeplot(  # noqa: C901
 
     if sim_frame is None and line_frame is None and point_frame is None:
         msg = "One of sim_frame, line_frame or point_frame must be provided."
-        raise ValueError(msg)
+        raise AtLeastOneFrameError(msg)
 
     if sim_frame is not None:
         returns.extend(list(sim_frame.loc[:, "ret"]))
@@ -552,7 +555,7 @@ def sharpeplot(  # noqa: C901
 
     if point_frame is not None:
         colorway = cast(
-            dict[str, str | int | float | bool | list[str]],
+            "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, strict=True):
@@ -600,7 +603,7 @@ def sharpeplot(  # noqa: C901
             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,
         )
@@ -611,7 +614,7 @@ def sharpeplot(  # noqa: C901
             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,
         )

openseries/series.py

@@ -1,12 +1,15 @@
 """Defining the OpenTimeSeries class."""
 
+# mypy: disable-error-code="no-any-return"
 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
+from logging import getLogger
+from typing import TYPE_CHECKING, Any, TypeVar, cast
+
+if TYPE_CHECKING:  # pragma: no cover
+    import datetime as dt
 
 from numpy import (
     append,
@@ -27,7 +30,6 @@ from pandas import (
     date_range,
 )
 from pydantic import field_validator, model_validator
-from typing_extensions import Self
 
 from ._common_model import _CommonModel
 from .datefixer import _do_resample_to_business_period_ends, date_fix
@@ -36,22 +38,27 @@ from .owntypes import (
     CountriesType,
     Currency,
     CurrencyStringType,
+    DateAlignmentError,
     DateListType,
     DaysInYearType,
+    IncorrectArgumentComboError,
     LiteralBizDayFreq,
     LiteralPandasReindexMethod,
     LiteralSeriesProps,
     OpenTimeSeriesPropertiesList,
+    Self,
     ValueListType,
     ValueType,
 )
 
+logger = getLogger(__name__)
+
 __all__ = ["OpenTimeSeries", "timeseries_chain"]
 
 TypeOpenTimeSeries = TypeVar("TypeOpenTimeSeries", bound="OpenTimeSeries")
 
 
-# noinspection PyUnresolvedReferences
+# noinspection PyUnresolvedReferences,PyNestedDecorators
 class OpenTimeSeries(_CommonModel):
     """OpenTimeSeries objects are at the core of the openseries package.
 
@@ -142,7 +149,7 @@ class OpenTimeSeries(_CommonModel):
 
     @classmethod
     def from_arrays(
-        cls: type[OpenTimeSeries],
+        cls,
         name: str,
         dates: DateListType,
         values: ValueListType,
@@ -153,7 +160,7 @@ class OpenTimeSeries(_CommonModel):
         baseccy: CurrencyStringType = "SEK",
         *,
         local_ccy: bool = True,
-    ) -> OpenTimeSeries:
+    ) -> Self:
         """Create series from a Pandas DataFrame or Series.
 
         Parameters
@@ -204,14 +211,14 @@ class OpenTimeSeries(_CommonModel):
 
     @classmethod
     def from_df(
-        cls: type[OpenTimeSeries],
+        cls,
         dframe: Series[float] | DataFrame,
         column_nmbr: int = 0,
         valuetype: ValueType = ValueType.PRICE,
         baseccy: CurrencyStringType = "SEK",
         *,
         local_ccy: bool = True,
-    ) -> OpenTimeSeries:
+    ) -> Self:
         """Create series from a Pandas DataFrame or Series.
 
         Parameters
@@ -240,7 +247,7 @@ class OpenTimeSeries(_CommonModel):
                 label, _ = dframe.name
             else:
                 label = dframe.name
-            values = cast(list[float], 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):
@@ -249,7 +256,7 @@ class OpenTimeSeries(_CommonModel):
                 ):
                     label = "Series"
                     msg = f"Label missing. Adding: {label}"
-                    warning(msg=msg)
+                    logger.warning(msg=msg)
                 else:
                     label = dframe.columns.get_level_values(0).to_numpy()[column_nmbr]
                 if _check_if_none(
@@ -257,13 +264,13 @@ class OpenTimeSeries(_CommonModel):
                 ):
                     valuetype = ValueType.PRICE
                     msg = f"valuetype missing. Adding: {valuetype.value}"
-                    warning(msg=msg)
+                    logger.warning(msg=msg)
                 else:
                     valuetype = dframe.columns.get_level_values(1).to_numpy()[
                         column_nmbr
                     ]
             else:
-                label = cast(MultiIndex, dframe.columns).to_numpy()[column_nmbr]
+                label = cast("MultiIndex", dframe.columns).to_numpy()[column_nmbr]
         else:
             raise TypeError(msg)
 
@@ -289,7 +296,7 @@ class OpenTimeSeries(_CommonModel):
 
     @classmethod
     def from_fixed_rate(
-        cls: type[OpenTimeSeries],
+        cls,
         rate: float,
         d_range: DatetimeIndex | None = None,
         days: int | None = None,
@@ -299,7 +306,7 @@ class OpenTimeSeries(_CommonModel):
         baseccy: CurrencyStringType = "SEK",
         *,
         local_ccy: bool = True,
-    ) -> OpenTimeSeries:
+    ) -> Self:
         """Create series from values accruing with a given fixed rate return.
 
         Providing a date_range of type Pandas DatetimeIndex takes priority over
@@ -338,7 +345,7 @@ class OpenTimeSeries(_CommonModel):
             )
         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)
+            raise IncorrectArgumentComboError(msg)
 
         deltas = array(
             [i.days for i in DatetimeIndex(d_range)[1:] - DatetimeIndex(d_range)[:-1]],  # type: ignore[arg-type]
@@ -413,7 +420,7 @@ class OpenTimeSeries(_CommonModel):
         """
         if not properties:
             properties = cast(
-                list[LiteralSeriesProps],
+                "list[LiteralSeriesProps]",
                 OpenTimeSeriesPropertiesList.allowed_strings,
             )
 
@@ -435,7 +442,9 @@ class OpenTimeSeries(_CommonModel):
         returns.iloc[0] = 0
         self.valuetype = ValueType.RTRN
         arrays = [[self.label], [self.valuetype]]
-        returns.columns = MultiIndex.from_arrays(arrays=arrays)
+        returns.columns = MultiIndex.from_arrays(
+            arrays=arrays  # type: ignore[arg-type,unused-ignore]
+        )
         self.tsdf = returns.copy()
         return self
 
@@ -624,26 +633,26 @@ class OpenTimeSeries(_CommonModel):
             time_factor = float(periods_in_a_year_fixed)
         else:
             how_many = self.tsdf.loc[
-                cast(int, earlier) : cast(int, later),
+                cast("int", earlier) : cast("int", later),
                 self.tsdf.columns.to_numpy()[0],
             ].count()
             fraction = (later - earlier).days / 365.25
             time_factor = how_many / fraction
 
-        data = self.tsdf.loc[cast(int, earlier) : cast(int, later)].copy()
+        data = self.tsdf.loc[cast("int", earlier) : cast("int", later)].copy()
 
         data[self.label, ValueType.RTRN] = (
             data.loc[:, self.tsdf.columns.to_numpy()[0]].apply(log).diff()
         )
 
         rawdata = [
-            data.loc[:, cast(int, (self.label, ValueType.RTRN))]
+            data.loc[:, cast("int", (self.label, ValueType.RTRN))]
             .iloc[1:day_chunk]
             .std(ddof=dlta_degr_freedms)
             * sqrt(time_factor),
         ]
 
-        for item in data.loc[:, cast(int, (self.label, ValueType.RTRN))].iloc[1:]:
+        for item in data.loc[:, cast("int", (self.label, ValueType.RTRN))].iloc[1:]:
             prev = rawdata[-1]
             rawdata.append(
                 sqrt(
@@ -684,7 +693,7 @@ class OpenTimeSeries(_CommonModel):
             values = [1.0]
             returns_input = True
         else:
-            values = [cast(float, self.tsdf.iloc[0, 0])]
+            values = [cast("float", self.tsdf.iloc[0, 0])]
             ra_df = self.tsdf.ffill().pct_change()
             returns_input = False
         ra_df = ra_df.dropna()
@@ -693,16 +702,16 @@ class OpenTimeSeries(_CommonModel):
         dates: list[dt.date] = [prev]
 
         for idx, row in ra_df.iterrows():
-            dates.append(cast(dt.date, idx))
+            dates.append(cast("dt.date", idx))
             values.append(
                 values[-1]
                 * (
                     1
                     + row.iloc[0]
-                    + adjustment * (cast(dt.date, idx) - prev).days / days_in_year
+                    + adjustment * (cast("dt.date", idx) - prev).days / days_in_year
                 ),
             )
-            prev = cast(dt.date, idx)
+            prev = cast("dt.date", idx)
         self.tsdf = DataFrame(data=values, index=dates)
         self.valuetype = ValueType.PRICE
         self.tsdf.columns = MultiIndex.from_arrays(
@@ -752,7 +761,7 @@ class OpenTimeSeries(_CommonModel):
             self.valuetype = lvl_one
         else:
             self.tsdf.columns = MultiIndex.from_arrays([[lvl_zero], [lvl_one]])
-            self.label, self.valuetype = lvl_zero, cast(ValueType, lvl_one)
+            self.label, self.valuetype = lvl_zero, cast("ValueType", lvl_one)
         if delete_lvl_one:
             self.tsdf.columns = self.tsdf.columns.droplevel(level=1)
         return self
@@ -762,7 +771,7 @@ def timeseries_chain(
     front: TypeOpenTimeSeries,
     back: TypeOpenTimeSeries,
     old_fee: float = 0.0,
-) -> TypeOpenTimeSeries | OpenTimeSeries:
+) -> TypeOpenTimeSeries:
     """Chain two timeseries together.
 
     The function assumes that the two series have at least one date in common.
@@ -778,7 +787,7 @@ def timeseries_chain(
 
     Returns
     -------
-    TypeOpenTimeSeries | OpenTimeSeries
+    TypeOpenTimeSeries
         An OpenTimeSeries object or a subclass thereof
 
     """
@@ -790,14 +799,14 @@ def timeseries_chain(
 
     if old.last_idx < first:
         msg = "Timeseries dates must overlap to allow them to be chained."
-        raise ValueError(msg)
+        raise DateAlignmentError(msg)
 
     while first not in old.tsdf.index:
         idx += 1
         first = new.tsdf.index[idx]
         if first > old.tsdf.index[-1]:
             msg = "Failed to find a matching date between series"
-            raise ValueError(msg)
+            raise DateAlignmentError(msg)
 
     dates: list[str] = [x.strftime("%Y-%m-%d") for x in old.tsdf.index if x < first]
 
@@ -809,27 +818,6 @@ def timeseries_chain(
 
     dates.extend([x.strftime("%Y-%m-%d") for x in new.tsdf.index])
 
-    # noinspection PyUnresolvedReferences
-    if back.__class__.__subclasscheck__(
-        OpenTimeSeries,
-    ):
-        return OpenTimeSeries(
-            timeseries_id=new.timeseries_id,
-            instrument_id=new.instrument_id,
-            currency=new.currency,
-            dates=dates,
-            name=new.name,
-            label=new.name,
-            valuetype=new.valuetype,
-            values=list(values),
-            local_ccy=new.local_ccy,
-            tsdf=DataFrame(
-                data=values,
-                index=[d.date() for d in DatetimeIndex(dates)],
-                columns=[[new.label], [new.valuetype]],
-                dtype="float64",
-            ),
-        )
     return back.__class__(
         timeseries_id=new.timeseries_id,
         instrument_id=new.instrument_id,
@@ -864,7 +852,7 @@ def _check_if_none(item: Any) -> bool:  # noqa: ANN401
 
     """
     try:
-        return cast(bool, isnan(item))
+        return cast("bool", isnan(item))
     except TypeError:
         if item is None:
             return True

openseries/simulation.py

@@ -1,5 +1,6 @@
 """Defining the ReturnSimulation class."""
 
+# mypy: disable-error-code="no-any-return"
 from __future__ import annotations
 
 from typing import TYPE_CHECKING, cast
@@ -22,12 +23,12 @@ from pydantic import (
     PositiveFloat,
     PositiveInt,
 )
-from typing_extensions import Self
 
 from .datefixer import generate_calendar_date_range
 from .owntypes import (
     CountriesType,
     DaysInYearType,
+    Self,
     ValueType,
 )
 
@@ -49,7 +50,7 @@ def _random_generator(seed: int | None) -> Generator:
 
     """
     ss = SeedSequence(entropy=seed)
-    bg = PCG64(seed=cast(int | None, ss))
+    bg = PCG64(seed=cast("int | None", ss))
     return Generator(bit_generator=bg)
 
 
@@ -121,7 +122,7 @@ class ReturnSimulation(BaseModel):
 
         """
         return cast(
-            float,
+            "float",
             (
                 self.results.ffill().pct_change().mean() * self.trading_days_in_year
             ).iloc[0],
@@ -138,7 +139,7 @@ class ReturnSimulation(BaseModel):
 
         """
         return cast(
-            float,
+            "float",
             (
                 self.results.ffill().pct_change().std()
                 * sqrt(self.trading_days_in_year)

openseries-1.8.1.dist-info/LICENSE.md

@@ -0,0 +1,27 @@
+# BSD 3-Clause License
+
+## Copyright (c) Captor Fund Management AB
+
+Redistribution and use in source and binary forms, with or without modification, are
+permitted provided that the following conditions are met:
+
+1. Redistributions of source code must retain the above copyright notice, this list of
+   conditions and the following disclaimer.
+
+2. Redistributions in binary form must reproduce the above copyright notice, this list
+   of conditions and the following disclaimer in the documentation and/or other
+   materials provided with the distribution.
+
+3. Neither the name of the copyright holder nor the names of its contributors may be
+   used to endorse or promote products derived from this software without specific prior
+   written permission.
+
+This software is provided by the copyright holders and contributors “as is” and any
+express or implied warranties, including, but not limited to, the implied warranties of
+merchantability and fitness for a particular purpose, are disclaimed. In no event shall
+the copyright holder or contributors be liable for any direct, indirect, incidental,
+special, exemplary, or consequential damages (including, but not limited to, procurement
+of substitute goods or services; loss of use, data, or profits; or business interruption)
+however caused and on any theory of liability, whether in contract, strict liability,
+or tort (including negligence or otherwise) arising in any way out of the use of this
+software, even if advised of the possibility of such damage.

{openseries-1.8.0.dist-info → openseries-1.8.1.dist-info}/METADATA

@@ -1,8 +1,34 @@
 Metadata-Version: 2.3
 Name: openseries
-Version: 1.8.0
+Version: 1.8.1
 Summary: Tools for analyzing financial timeseries.
-License: BSD-3-Clause
+License: # BSD 3-Clause License
+         
+         ## Copyright (c) Captor Fund Management AB
+         
+         Redistribution and use in source and binary forms, with or without modification, are
+         permitted provided that the following conditions are met:
+         
+         1. Redistributions of source code must retain the above copyright notice, this list of
+            conditions and the following disclaimer.
+         
+         2. Redistributions in binary form must reproduce the above copyright notice, this list
+            of conditions and the following disclaimer in the documentation and/or other
+            materials provided with the distribution.
+         
+         3. Neither the name of the copyright holder nor the names of its contributors may be
+            used to endorse or promote products derived from this software without specific prior
+            written permission.
+         
+         This software is provided by the copyright holders and contributors “as is” and any
+         express or implied warranties, including, but not limited to, the implied warranties of
+         merchantability and fitness for a particular purpose, are disclaimed. In no event shall
+         the copyright holder or contributors be liable for any direct, indirect, incidental,
+         special, exemplary, or consequential damages (including, but not limited to, procurement
+         of substitute goods or services; loss of use, data, or profits; or business interruption)
+         however caused and on any theory of liability, whether in contract, strict liability,
+         or tort (including negligence or otherwise) arising in any way out of the use of this
+         software, even if advised of the possibility of such damage.
 Keywords: python,finance,fintech,data-science,timeseries,timeseries-data,timeseries-analysis,investment,investment-analysis,investing
 Author: Martin Karrin
 Author-email: martin.karrin@captor.se
@@ -22,18 +48,19 @@ 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: openpyxl (>=3.1.2,<5.0.0)
 Requires-Dist: pandas (>=2.1.2,<3.0.0)
-Requires-Dist: plotly (>=5.18.0,<6.0.0)
-Requires-Dist: pyarrow (>=14.0.2,<20.0.0)
+Requires-Dist: plotly (>=5.18.0,<7.0.0)
+Requires-Dist: pyarrow (>=14.0.2,<21.0.0)
 Requires-Dist: pydantic (>=2.5.2,<3.0.0)
-Requires-Dist: python-dateutil (>=2.8.2,<3.0.0)
+Requires-Dist: python-dateutil (>=2.8.2,<4.0.0)
 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
+Project-URL: Issue Tracker, https://github.com/CaptorAB/openseries/issues
+Project-URL: Release Notes, https://github.com/CaptorAB/openseries/releases
+Project-URL: Source, https://github.com/CaptorAB/openseries
 Description-Content-Type: text/markdown
 
 <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/>
@@ -194,11 +221,12 @@ make lint
 
 ### On some files in the project
 
-| File                                                                                                             | Description                                                                                                                                                                                                                               |
-|:-----------------------------------------------------------------------------------------------------------------|:------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
-| [series.py](https://github.com/CaptorAB/openseries/blob/master/openseries/series.py)                             | Defines the class _OpenTimeSeries_ for managing and analyzing a single timeseries. The module also defines a function `timeseries_chain` that can be used to chain two timeseries objects together.                                       |
-| [frame.py](https://github.com/CaptorAB/openseries/blob/master/openseries/frame.py)                               | Defines the class _OpenFrame_ for managing a group of timeseries, and e.g. calculate a portfolio timeseries from a rebalancing strategy between timeseries. The module also defines functions to simulate, optimize, and plot portfolios. |
-| [simulation.py](https://github.com/CaptorAB/openseries/blob/master/openseries/simulation.py)                     | Defines the class _ReturnSimulation_ to create simulated financial timeseries. Used in the project's test suite                                                                                                                           |
+| File                                                                                                 | Description                                                                                                                                                                                         |
+|:-----------------------------------------------------------------------------------------------------|:----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
+| [series.py](https://github.com/CaptorAB/openseries/blob/master/openseries/series.py)                 | Defines the class _OpenTimeSeries_ for managing and analyzing a single timeseries. The module also defines a function `timeseries_chain` that can be used to chain two timeseries objects together. |
+| [frame.py](https://github.com/CaptorAB/openseries/blob/master/openseries/frame.py)                   | Defines the class _OpenFrame_ for managing a group of timeseries, and e.g. calculate a portfolio timeseries from a rebalancing strategy between timeseries.                                         |
+| [portfoliotools.py](https://github.com/CaptorAB/openseries/blob/master/openseries/portfoliotools.py) | Defines functions to simulate, optimize, and plot portfolios.                                                                                                                                       |
+| [simulation.py](https://github.com/CaptorAB/openseries/blob/master/openseries/simulation.py)         | Defines the class _ReturnSimulation_ to create simulated financial timeseries. Used in the project's test suite                                                                                     |
 
 ### Class methods used to construct objects.
 

openseries-1.8.1.dist-info/RECORD

@@ -0,0 +1,16 @@
+openseries/__init__.py,sha256=dKw_wEfgrCwwV1IRljesrtxjE9AVFwTyhE8k4CFIck8,1053
+openseries/_common_model.py,sha256=x1CqaMjWo-nG-sRYxhKaIT_UBPGhfsNTGFF2x4tf3Gk,74451
+openseries/_risk.py,sha256=5Lu4vK2oQlDdtv5WKD2ZTGrMIlsa0TiPxk6opgtnVlA,2084
+openseries/datefixer.py,sha256=w_3lH9cmAm-Xl8t8-X3FdW22AA3zb5OqS0A4FrgS9vc,12479
+openseries/frame.py,sha256=j5kD6s6kXLDjlSQEpKaFzT1bDN9Pmb2PbAF-hSf-NGc,55894
+openseries/load_plotly.py,sha256=CzD-ZJNk6WGzIkzIHso4aULDpoWXsjH3xL7p7MP0lqY,1998
+openseries/owntypes.py,sha256=aqidJ09w3autlgLD6fVEtANbgzh28K53gWDB6j_P4T4,9047
+openseries/plotly_captor_logo.json,sha256=F5nhMzEyxKywtjvQqMTKgKRCJQYMDIiBgDSxdte8Clo,178
+openseries/plotly_layouts.json,sha256=im8QZPRB--zV_rOu1OiSbvJPA52oJ6QZRFzkwB1C708,1430
+openseries/portfoliotools.py,sha256=8XTjPMPHuazh20LeYj-y4hTZnGX8hrArLwS9Ot_MufM,19261
+openseries/series.py,sha256=rwd-J_cD1lElC7W65kt2xGLPHFRfmWAwxe_KEJvi3Pc,27099
+openseries/simulation.py,sha256=TLEsIZq8SzQ5BRQqjQMIeCY8ibPX5tkftnx4R-zLspQ,13905
+openseries-1.8.1.dist-info/LICENSE.md,sha256=wNupG-KLsG0aTncb_SMNDh1ExtrKXlpxSJ6RC-g-SWs,1516
+openseries-1.8.1.dist-info/METADATA,sha256=JcL-WQlrWAvJu2cfcxNwqDKsIrSgFrK6Uad2jqC-Xzs,45658
+openseries-1.8.1.dist-info/WHEEL,sha256=XbeZDeTWKc1w7CSIyre5aMDU_-PohRwTQceYnisIYYY,88
+openseries-1.8.1.dist-info/RECORD,,

{openseries-1.8.0.dist-info → openseries-1.8.1.dist-info}/WHEEL

@@ -1,4 +1,4 @@
 Wheel-Version: 1.0
-Generator: poetry-core 2.0.1
+Generator: poetry-core 2.1.1
 Root-Is-Purelib: true
 Tag: py3-none-any

openseries-1.8.0.dist-info/LICENSE.md

@@ -1,27 +0,0 @@
-# BSD 3-Clause License
-
-## Copyright (c) Captor Fund Management AB
-
-Redistribution and use in source and binary forms, with or without modification, are
-permitted provided that the following conditions are met:
-
-1. Redistributions of source code must retain the above copyright notice, this list of
-   conditions and the following disclaimer.
-
-2. Redistributions in binary form must reproduce the above copyright notice, this list
-   of conditions and the following disclaimer in the documentation and/or other
-   materials provided with the distribution.
-
-3. Neither the name of the copyright holder nor the names of its contributors may be
-   used to endorse or promote products derived from this software without specific prior
-   written permission.
-
-THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS “AS IS” AND ANY
-EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF
-MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL
-THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
-SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT
-OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
-INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT
-LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
-OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.