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

openseries/_risk.py

@@ -32,7 +32,7 @@ def _cvar_down_calc(
     level: float, default: 0.95
         The sought CVaR level
 
-    Returns
+    Returns:
     -------
     float
         Downside Conditional Value At Risk "CVaR"
@@ -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(
@@ -66,7 +66,7 @@ def _var_down_calc(
     interpolation: LiteralQuantileInterp, default: "lower"
         type of interpolation in Pandas.DataFrame.quantile() function.
 
-    Returns
+    Returns:
     -------
     float
         Downside Value At Risk
@@ -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

@@ -21,6 +21,12 @@ from pandas import (
 )
 from pandas.tseries.offsets import CustomBusinessDay
 
+from .owntypes import (
+    BothStartAndEndError,
+    CountriesNotStringNorListStrError,
+    TradingDaysNotAboveZeroError,
+)
+
 if TYPE_CHECKING:
     from .owntypes import (  # pragma: no cover
         CountriesType,
@@ -59,7 +65,7 @@ def holiday_calendar(
         Argument where missing holidays can be added as
         {"2021-02-12": "Jack's birthday"} or ["2021-02-12"]
 
-    Returns
+    Returns:
     -------
     numpy.busdaycalendar
         Generate a business calendar
@@ -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)
 
@@ -107,7 +113,7 @@ def date_fix(
     fixerdate: DateType
         The data item to parse
 
-    Returns
+    Returns:
     -------
     datetime.date
         Parsed date
@@ -154,7 +160,7 @@ def date_offset_foll(
     following: bool, default: True
         Determines if days should be offset forward (following) or backward
 
-    Returns
+    Returns:
     -------
     datetime.date
         Off-set date
@@ -179,7 +185,7 @@ def date_offset_foll(
         while not is_busday(dates=new_date, busdaycal=calendar):
             new_date += day_delta
 
-    return new_date
+    return new_date  # type: ignore[no-any-return]
 
 
 def get_previous_business_day_before_today(
@@ -199,7 +205,7 @@ def get_previous_business_day_before_today(
         Argument where missing holidays can be added as
         {"2021-02-12": "Jack's birthday"} or ["2021-02-12"]
 
-    Returns
+    Returns:
     -------
     datetime.date
         The previous business day
@@ -242,7 +248,7 @@ def offset_business_days(
         Argument where missing holidays can be added as
         {"2021-02-12": "Jack's birthday"} or ["2021-02-12"]
 
-    Returns
+    Returns:
     -------
     datetime.date
         The new offset business day
@@ -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(
@@ -318,7 +324,7 @@ def generate_calendar_date_range(
     countries: CountriesType, default: "SE"
         (List of) country code(s) according to ISO 3166-1 alpha-2
 
-    Returns
+    Returns:
     -------
     list[dt.date]
         List of business day calendar dates
@@ -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(
@@ -336,7 +342,7 @@ def generate_calendar_date_range(
         )
         calendar = holiday_calendar(
             startyear=start.year,
-            endyear=date_fix(tmp_range[-1]).year,
+            endyear=date_fix(tmp_range.tolist()[-1]).year,
             countries=countries,
         )
         return [
@@ -351,7 +357,7 @@ def generate_calendar_date_range(
     if end and not start:
         tmp_range = date_range(end=end, periods=trading_days * 365 // 252, freq="D")
         calendar = holiday_calendar(
-            startyear=date_fix(tmp_range[0]).year,
+            startyear=date_fix(tmp_range.tolist()[0]).year,
             endyear=end.year,
             countries=countries,
         )
@@ -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(
@@ -390,7 +396,7 @@ def _do_resample_to_business_period_ends(
         (List of) country code(s) according to ISO 3166-1 alpha-2
         to create a business day calendar used for date adjustments
 
-    Returns
+    Returns:
     -------
     Pandas.DatetimeIndex
         A date range aligned to business period ends