openseries 1.8.0__py3-none-any.whl → 1.8.2__py3-none-any.whl

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,
@@ -28,16 +50,15 @@ from pandas import (
     to_datetime,
 )
 from pandas.tseries.offsets import CustomBusinessDay
-from plotly.graph_objs import Figure  # type: ignore[import-untyped,unused-ignore]
-from plotly.io import to_html  # type: ignore[import-untyped,unused-ignore]
-from plotly.offline import plot  # type: ignore[import-untyped,unused-ignore]
+from plotly.graph_objs import Figure  # type: ignore[import-untyped]
+from plotly.io import to_html  # type: ignore[import-untyped]
+from plotly.offline import plot  # type: ignore[import-untyped]
 from pydantic import BaseModel, ConfigDict, DirectoryPath
-from scipy.stats import (  # type: ignore[import-untyped,unused-ignore]
+from scipy.stats import (  # type: ignore[import-untyped]
     kurtosis,
     norm,
     skew,
 )
-from typing_extensions import Self
 
 from ._risk import (
     _cvar_down_calc,
@@ -49,23 +70,10 @@ from .datefixer import (
     holiday_calendar,
 )
 from .load_plotly import load_plotly_dict
-from .owntypes import (
-    CountriesType,
-    DaysInYearType,
-    LiteralBarPlotMode,
-    LiteralJsonOutput,
-    LiteralLinePlotMode,
-    LiteralNanMethod,
-    LiteralPandasReindexMethod,
-    LiteralPlotlyJSlib,
-    LiteralPlotlyOutput,
-    LiteralQuantileInterp,
-    ValueType,
-)
 
 
 # noinspection PyTypeChecker
-class _CommonModel(BaseModel):
+class _CommonModel(BaseModel):  # type: ignore[misc]
     """Declare _CommonModel."""
 
     tsdf: DataFrame = DataFrame(dtype="float64")
@@ -80,7 +88,7 @@ class _CommonModel(BaseModel):
     def length(self: Self) -> int:
         """Number of observations.
 
-        Returns
+        Returns:
         -------
         int
             Number of observations
@@ -92,31 +100,31 @@ class _CommonModel(BaseModel):
     def first_idx(self: Self) -> dt.date:
         """The first date in the timeseries.
 
-        Returns
+        Returns:
         -------
         datetime.date
             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:
         """The last date in the timeseries.
 
-        Returns
+        Returns:
         -------
         datetime.date
             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:
         """Number of days from the first date to the last.
 
-        Returns
+        Returns:
         -------
         int
             Number of days from the first date to the last
@@ -128,7 +136,7 @@ class _CommonModel(BaseModel):
     def yearfrac(self: Self) -> float:
         """Length of series expressed in years assuming all years have 365.25 days.
 
-        Returns
+        Returns:
         -------
         float
             Length of the timeseries expressed in years assuming all years
@@ -141,7 +149,7 @@ class _CommonModel(BaseModel):
     def periods_in_a_year(self: Self) -> float:
         """The average number of observations per year.
 
-        Returns
+        Returns:
         -------
         float
             The average number of observations per year
@@ -153,7 +161,7 @@ class _CommonModel(BaseModel):
     def max_drawdown_cal_year(self: Self) -> float | Series[float]:
         """https://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp.
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Maximum drawdown in a single calendar year.
@@ -181,7 +189,7 @@ class _CommonModel(BaseModel):
     def geo_ret(self: Self) -> float | Series[float]:
         """https://www.investopedia.com/terms/c/cagr.asp.
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Compounded Annual Growth Rate (CAGR)
@@ -193,7 +201,7 @@ class _CommonModel(BaseModel):
     def arithmetic_ret(self: Self) -> float | Series[float]:
         """https://www.investopedia.com/terms/a/arithmeticmean.asp.
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Annualized arithmetic mean of returns
@@ -205,7 +213,7 @@ class _CommonModel(BaseModel):
     def value_ret(self: Self) -> float | Series[float]:
         """Simple return.
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Simple return
@@ -220,7 +228,7 @@ class _CommonModel(BaseModel):
         Based on Pandas .std() which is the equivalent of stdev.s([...]) in MS Excel.
         https://www.investopedia.com/terms/v/volatility.asp.
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Annualized volatility
@@ -236,7 +244,7 @@ class _CommonModel(BaseModel):
         of zero. It is used to calculate the Sortino Ratio.
         https://www.investopedia.com/terms/d/downside-deviation.asp.
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Downside deviation
@@ -249,7 +257,7 @@ class _CommonModel(BaseModel):
     def ret_vol_ratio(self: Self) -> float | Series[float]:
         """Ratio of annualized arithmetic mean of returns and annualized volatility.
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Ratio of the annualized arithmetic mean of returns and annualized
@@ -263,7 +271,7 @@ class _CommonModel(BaseModel):
     def sortino_ratio(self: Self) -> float | Series[float]:
         """https://www.investopedia.com/terms/s/sortinoratio.asp.
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Sortino ratio calculated as the annualized arithmetic mean of returns
@@ -282,7 +290,7 @@ class _CommonModel(BaseModel):
     def omega_ratio(self: Self) -> float | Series[float]:
         """https://en.wikipedia.org/wiki/Omega_ratio.
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Omega ratio calculation
@@ -295,7 +303,7 @@ class _CommonModel(BaseModel):
     def z_score(self: Self) -> float | Series[float]:
         """https://www.investopedia.com/terms/z/zscore.asp.
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Z-score as (last return - mean return) / standard deviation of returns.
@@ -307,7 +315,7 @@ class _CommonModel(BaseModel):
     def max_drawdown(self: Self) -> float | Series[float]:
         """https://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp.
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Maximum drawdown without any limit on date range
@@ -321,7 +329,7 @@ class _CommonModel(BaseModel):
 
         https://www.investopedia.com/terms/m/maximum-drawdown-mdd.asp.
 
-        Returns
+        Returns:
         -------
         datetime.date | pandas.Series[dt.date]
             Date when the maximum drawdown occurred
@@ -344,7 +352,7 @@ class _CommonModel(BaseModel):
     def worst(self: Self) -> float | Series[float]:
         """Most negative percentage change.
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Most negative percentage change
@@ -357,7 +365,7 @@ class _CommonModel(BaseModel):
     def worst_month(self: Self) -> float | Series[float]:
         """Most negative month.
 
-        Returns
+        Returns:
         -------
         Pandas.Series[float]
             Most negative month
@@ -388,7 +396,7 @@ class _CommonModel(BaseModel):
     def positive_share(self: Self) -> float | Series[float]:
         """The share of percentage changes that are greater than zero.
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             The share of percentage changes that are greater than zero
@@ -400,7 +408,7 @@ class _CommonModel(BaseModel):
     def skew(self: Self) -> float | Series[float]:
         """https://www.investopedia.com/terms/s/skewness.asp.
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Skew of the return distribution
@@ -412,7 +420,7 @@ class _CommonModel(BaseModel):
     def kurtosis(self: Self) -> float | Series[float]:
         """https://www.investopedia.com/terms/k/kurtosis.asp.
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Kurtosis of the return distribution
@@ -424,7 +432,7 @@ class _CommonModel(BaseModel):
     def cvar_down(self: Self) -> float | Series[float]:
         """https://www.investopedia.com/terms/c/conditional_value_at_risk.asp.
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Downside 95% Conditional Value At Risk "CVaR"
@@ -440,7 +448,7 @@ class _CommonModel(BaseModel):
         The equivalent of percentile.inc([...], 1-level) over returns in MS Excel.
         https://www.investopedia.com/terms/v/var.asp.
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Downside 95% Value At Risk (VaR)
@@ -456,7 +464,7 @@ class _CommonModel(BaseModel):
 
         Assumes that returns are normally distributed.
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Implied annualized volatility from the Downside 95% VaR using the
@@ -485,7 +493,7 @@ class _CommonModel(BaseModel):
         to_dt: datetime.date, optional
             Specific from date
 
-        Returns
+        Returns:
         -------
         tuple[datetime.date, datetime.date]
             Start and end date of the chosen date range
@@ -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)
@@ -535,14 +543,14 @@ class _CommonModel(BaseModel):
         countries: CountriesType, default: "SE"
             (List of) country code(s) according to ISO 3166-1 alpha-2
 
-        Returns
+        Returns:
         -------
         OpenFrame
             An OpenFrame object
 
         """
-        startyear = to_datetime(self.tsdf.index[0]).year
-        endyear = to_datetime(self.tsdf.index[-1]).year
+        startyear = cast("int", to_datetime(self.tsdf.index[0]).year)
+        endyear = cast("int", to_datetime(self.tsdf.index[-1]).year)
         calendar = holiday_calendar(
             startyear=startyear,
             endyear=endyear,
@@ -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),
             )
         ]
@@ -566,7 +574,7 @@ class _CommonModel(BaseModel):
 
         Equivalent to LN(value[t] / value[t=0]) in Excel.
 
-        Returns
+        Returns:
         -------
         self
             An object of the same class
@@ -587,7 +595,7 @@ class _CommonModel(BaseModel):
         method: LiteralNanMethod, default: "fill"
             Method used to handle NaN. Either fill with last known or drop
 
-        Returns
+        Returns:
         -------
         self
             An object of the same class
@@ -607,7 +615,7 @@ class _CommonModel(BaseModel):
         method: LiteralNanMethod, default: "fill"
             Method used to handle NaN. Either fill with zero or drop
 
-        Returns
+        Returns:
         -------
         self
             An object of the same class
@@ -622,7 +630,7 @@ class _CommonModel(BaseModel):
     def to_drawdown_series(self: Self) -> Self:
         """Convert timeseries into a drawdown series.
 
-        Returns
+        Returns:
         -------
         self
             An object of the same class
@@ -652,7 +660,7 @@ class _CommonModel(BaseModel):
         directory: DirectoryPath, optional
             File folder location
 
-        Returns
+        Returns:
         -------
         list[dict[str, str | bool | ValueType | list[str] | list[float]]]
             A list of dictionaries with the data of the series
@@ -670,17 +678,17 @@ class _CommonModel(BaseModel):
         output = []
         if "label" in data:
             if what_output == "tsdf":
-                values = self.tsdf.iloc[:, 0].tolist()
+                values = Series(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))
@@ -719,7 +727,7 @@ class _CommonModel(BaseModel):
         overwrite: bool, default: True
             Flag whether to overwrite an existing file
 
-        Returns
+        Returns:
         -------
         str
             The Excel file path
@@ -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."
@@ -794,7 +802,7 @@ class _CommonModel(BaseModel):
         add_logo: bool, default: True
             If True a Captor logo is added to the plot
 
-        Returns
+        Returns:
         -------
         tuple[plotly.go.Figure, str]
             Plotly Figure and a div section or a html filename with location
@@ -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,
@@ -909,7 +917,7 @@ class _CommonModel(BaseModel):
         show_last: bool, default: False
             If True the last self.tsdf point is highlighted as red dot with a label
 
-        Returns
+        Returns:
         -------
         tuple[plotly.go.Figure, str]
             Plotly Figure and a div section or a html filename with location
@@ -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))
 
@@ -958,7 +966,7 @@ class _CommonModel(BaseModel):
 
             for item in range(self.tsdf.shape[1]):
                 figure.add_scatter(
-                    x=[self.tsdf.iloc[:, item].index[-1]],
+                    x=[Series(self.tsdf.iloc[:, item]).index[-1]],
                     y=[self.tsdf.iloc[-1, item]],
                     mode="markers + text",
                     marker={"color": "red", "size": 12},
@@ -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,
             )
@@ -1019,7 +1027,7 @@ class _CommonModel(BaseModel):
             Allows locking the periods-in-a-year to simplify test cases and
             comparisons
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Annualized arithmetic mean of returns
@@ -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
+            time_factor = cast("int", 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()
@@ -1081,7 +1089,7 @@ class _CommonModel(BaseModel):
         periods_in_a_year_fixed : DaysInYearType, optional
             Allows locking the periods-in-a-year to simplify test cases and comparisons
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Annualized volatility
@@ -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,
@@ -1148,7 +1158,7 @@ class _CommonModel(BaseModel):
         drift_adjust: bool, default: False
             An adjustment to remove the bias implied by the average return
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Implied annualized volatility from the Downside VaR using the
@@ -1209,7 +1219,7 @@ class _CommonModel(BaseModel):
         drift_adjust: bool, default: False
             An adjustment to remove the bias implied by the average return
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             A position weight multiplier from the ratio between a VaR implied
@@ -1275,7 +1285,7 @@ class _CommonModel(BaseModel):
         drift_adjust: bool, default: False
             An adjustment to remove the bias implied by the average return
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Target volatility if target_vol is provided otherwise the VaR
@@ -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,
@@ -1365,7 +1377,7 @@ class _CommonModel(BaseModel):
         to_date : datetime.date, optional
             Specific to date
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Downside Conditional Value At Risk "CVaR"
@@ -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]
             .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]
+                    .ffill()
+                    .pct_change()
+                    .count(),
+                ),
             ]
             .mean()
             for x in self.tsdf
@@ -1434,7 +1446,7 @@ class _CommonModel(BaseModel):
             Allows locking the periods-in-a-year to simplify test cases and
             comparisons
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Downside deviation
@@ -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)
@@ -1502,7 +1514,7 @@ class _CommonModel(BaseModel):
         to_date : datetime.date, optional
             Specific to date
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Compounded Annual Growth Rate (CAGR)
@@ -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]
+            .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
 
@@ -1555,7 +1572,7 @@ class _CommonModel(BaseModel):
         to_date : datetime.date, optional
             Specific to date
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Skew of the return distribution
@@ -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(),
@@ -1604,7 +1621,7 @@ class _CommonModel(BaseModel):
         to_date : datetime.date, optional
             Specific to date
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Kurtosis of the return distribution
@@ -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",
@@ -1654,7 +1675,7 @@ class _CommonModel(BaseModel):
         min_periods: int, default: 1
             Smallest number of observations to use to find the maximum drawdown
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Maximum drawdown without any limit on date range
@@ -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
@@ -1698,7 +1719,7 @@ class _CommonModel(BaseModel):
         to_date : datetime.date, optional
             Specific to date
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Calculate share of percentage changes that are greater than zero
@@ -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()
@@ -1768,7 +1789,7 @@ class _CommonModel(BaseModel):
             Allows locking the periods-in-a-year to simplify test cases and
             comparisons
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Ratio of the annualized arithmetic mean of returns and annualized
@@ -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,
@@ -1833,7 +1854,7 @@ class _CommonModel(BaseModel):
             Allows locking the periods-in-a-year to simplify test cases and
             comparisons
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Sortino ratio calculated as ( return - riskfree return ) /
@@ -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,
@@ -1891,7 +1912,7 @@ class _CommonModel(BaseModel):
         to_date : datetime.date, optional
             Specific to date
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Omega ratio calculation
@@ -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,
@@ -1936,7 +1959,7 @@ class _CommonModel(BaseModel):
         to_date : datetime.date, optional
             Specific to date
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Calculate simple return
@@ -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
 
@@ -1980,7 +2003,7 @@ class _CommonModel(BaseModel):
         month : int, optional
             Calendar month of the period to calculate.
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Calculate simple return for a specific calendar period
@@ -2031,7 +2054,7 @@ class _CommonModel(BaseModel):
         interpolation: LiteralQuantileInterp, default: "lower"
             Type of interpolation in Pandas.DataFrame.quantile() function.
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Downside Value At Risk
@@ -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)
@@ -2079,7 +2102,7 @@ class _CommonModel(BaseModel):
         to_date : datetime.date, optional
             Specific to date
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Most negative percentage change over a rolling number of observations
@@ -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)
@@ -2129,7 +2152,7 @@ class _CommonModel(BaseModel):
         to_date : datetime.date, optional
             Specific to date
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Z-score as (last return - mean return) / standard deviation of returns
@@ -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()
 
@@ -2171,15 +2196,15 @@ class _CommonModel(BaseModel):
         observations: int, default: 252
             Number of observations in the overlapping window.
 
-        Returns
+        Returns:
         -------
         Pandas.DataFrame
             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]
+            Series(self.tsdf.iloc[:, column])
             .rolling(observations, min_periods=observations)
             .apply(lambda x: _cvar_down_calc(x, level=level))
         )
@@ -2202,15 +2227,15 @@ class _CommonModel(BaseModel):
         observations: int, default: 21
             Number of observations in the overlapping window.
 
-        Returns
+        Returns:
         -------
         Pandas.DataFrame
             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]
+            Series(self.tsdf.iloc[:, column])
             .ffill()
             .pct_change()
             .rolling(observations, min_periods=observations)
@@ -2241,15 +2266,15 @@ class _CommonModel(BaseModel):
         interpolation: LiteralQuantileInterp, default: "lower"
             Type of interpolation in Pandas.DataFrame.quantile() function.
 
-        Returns
+        Returns:
         -------
         Pandas.DataFrame
            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]
+            Series(self.tsdf.iloc[:, column])
             .rolling(observations, min_periods=observations)
             .apply(
                 lambda x: _var_down_calc(x, level=level, interpolation=interpolation),
@@ -2278,7 +2303,7 @@ class _CommonModel(BaseModel):
             Allows locking the periods-in-a-year to simplify test cases and
             comparisons
 
-        Returns
+        Returns:
         -------
         Pandas.DataFrame
             Calculate rolling annualised volatilities
@@ -2288,8 +2313,8 @@ 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]
-        dframe = self.tsdf.iloc[:, column].ffill().pct_change()
+        vol_label = cast("tuple[str, ValueType]", self.tsdf.iloc[:, column].name)[0]
+        dframe = Series(self.tsdf.iloc[:, column]).ffill().pct_change()
         volseries = dframe.rolling(
             observations,
             min_periods=observations,