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

openseries/frame.py

@@ -1,17 +1,21 @@
 """Defining the OpenFrame class."""
 
-# mypy: disable-error-code="index,assignment,arg-type"
+# mypy: disable-error-code="index,assignment,arg-type,no-any-return"
 from __future__ import annotations
 
 from copy import deepcopy
 from functools import reduce
-from logging import warning
+from logging import getLogger
 from typing import TYPE_CHECKING, cast
 
-if TYPE_CHECKING:
-    import datetime as dt  # pragma: no cover
+if TYPE_CHECKING:  # pragma: no cover
+    import datetime as dt
 
-import statsmodels.api as sm  # type: ignore[import-untyped,unused-ignore]
+    from statsmodels.regression.linear_model import (  # type: ignore[import-untyped]
+        OLSResults,
+    )
+
+import statsmodels.api as sm  # type: ignore[import-untyped]
 from numpy import (
     array,
     cov,
@@ -27,7 +31,6 @@ from pandas import (
     DataFrame,
     DatetimeIndex,
     Index,
-    Int64Dtype,
     MultiIndex,
     Series,
     concat,
@@ -35,17 +38,12 @@ from pandas import (
 )
 from pydantic import field_validator
 
-# noinspection PyProtectedMember
-from statsmodels.regression.linear_model import (  # type: ignore[import-untyped,unused-ignore]
-    OLSResults,
-)
-from typing_extensions import Self
-
 from ._common_model import _CommonModel
 from .datefixer import _do_resample_to_business_period_ends
 from .owntypes import (
     CountriesType,
     DaysInYearType,
+    LabelsNotUniqueError,
     LiteralBizDayFreq,
     LiteralCaptureRatio,
     LiteralFrameProps,
@@ -55,11 +53,18 @@ from .owntypes import (
     LiteralPandasReindexMethod,
     LiteralPortfolioWeightings,
     LiteralTrunc,
+    MergingResultedInEmptyError,
+    MixedValuetypesError,
+    NoWeightsError,
     OpenFramePropertiesList,
+    RatioInputError,
+    Self,
     ValueType,
 )
 from .series import OpenTimeSeries
 
+logger = getLogger(__name__)
+
 __all__ = ["OpenFrame"]
 
 
@@ -76,7 +81,7 @@ class OpenFrame(_CommonModel):
     weights: list[float], optional
         List of weights in float format.
 
-    Returns
+    Returns:
     -------
     OpenFrame
         Object of the class OpenFrame
@@ -89,7 +94,7 @@ class OpenFrame(_CommonModel):
 
     # noinspection PyMethodParameters
     @field_validator("constituents")  # type: ignore[misc]
-    def _check_labels_unique(
+    def _check_labels_unique(  # type: ignore[misc]
         cls: OpenFrame,  # noqa: N805
         tseries: list[OpenTimeSeries],
     ) -> list[OpenTimeSeries]:
@@ -97,7 +102,7 @@ class OpenFrame(_CommonModel):
         labls = [x.label for x in tseries]
         if len(set(labls)) != len(labls):
             msg = "TimeSeries names/labels must be unique"
-            raise ValueError(msg)
+            raise LabelsNotUniqueError(msg)
         return tseries
 
     def __init__(
@@ -116,7 +121,7 @@ class OpenFrame(_CommonModel):
         weights: list[float], optional
             List of weights in float format.
 
-        Returns
+        Returns:
         -------
         OpenFrame
             Object of the class OpenFrame
@@ -139,12 +144,12 @@ class OpenFrame(_CommonModel):
                 [x.tsdf for x in self.constituents],
             )
         else:
-            warning("OpenFrame() was passed an empty list.")
+            logger.warning("OpenFrame() was passed an empty list.")
 
     def from_deepcopy(self: Self) -> Self:
         """Create copy of the OpenFrame object.
 
-        Returns
+        Returns:
         -------
         OpenFrame
             An OpenFrame object
@@ -163,7 +168,7 @@ class OpenFrame(_CommonModel):
         how: LiteralHowMerge, default: "outer"
             The Pandas merge method.
 
-        Returns
+        Returns:
         -------
         OpenFrame
             An OpenFrame object
@@ -189,7 +194,7 @@ class OpenFrame(_CommonModel):
                 "Merging OpenTimeSeries DataFrames with "
                 f"argument how={how} produced an empty DataFrame."
             )
-            raise ValueError(msg)
+            raise MergingResultedInEmptyError(msg)
 
         if how == "inner":
             for xerie in self.constituents:
@@ -207,7 +212,7 @@ class OpenFrame(_CommonModel):
         properties: list[LiteralFrameProps], optional
             The properties to calculate. Defaults to calculating all available.
 
-        Returns
+        Returns:
         -------
         pandas.DataFrame
             Properties of the contituent OpenTimeSeries
@@ -220,30 +225,29 @@ class OpenFrame(_CommonModel):
             prop_list = [
                 getattr(self, x) for x in OpenFramePropertiesList.allowed_strings
             ]
-        return cast(DataFrame, concat(prop_list, axis="columns").T)
+        return cast("DataFrame", concat(prop_list, axis="columns").T)
 
     @property
     def lengths_of_items(self: Self) -> Series[int]:
         """Number of observations of all constituents.
 
-        Returns
+        Returns:
         -------
         Pandas.Series[int]
             Number of observations of all constituents
 
         """
         return Series(
-            data=[int(self.tsdf.loc[:, d].count()) for d in self.tsdf],
+            data=[self.tsdf.loc[:, d].count() for d in self.tsdf],
             index=self.tsdf.columns,
             name="observations",
-            dtype=Int64Dtype(),
-        )
+        ).astype(int)
 
     @property
     def item_count(self: Self) -> int:
         """Number of constituents.
 
-        Returns
+        Returns:
         -------
         int
             Number of constituents
@@ -255,7 +259,7 @@ class OpenFrame(_CommonModel):
     def columns_lvl_zero(self: Self) -> list[str]:
         """Level 0 values of the MultiIndex columns in the .tsdf DataFrame.
 
-        Returns
+        Returns:
         -------
         list[str]
             Level 0 values of the MultiIndex columns in the .tsdf DataFrame
@@ -267,7 +271,7 @@ class OpenFrame(_CommonModel):
     def columns_lvl_one(self: Self) -> list[ValueType]:
         """Level 1 values of the MultiIndex columns in the .tsdf DataFrame.
 
-        Returns
+        Returns:
         -------
         list[ValueType]
             Level 1 values of the MultiIndex columns in the .tsdf DataFrame
@@ -279,7 +283,7 @@ class OpenFrame(_CommonModel):
     def first_indices(self: Self) -> Series[dt.date]:
         """The first dates in the timeseries of all constituents.
 
-        Returns
+        Returns:
         -------
         Pandas.Series[dt.date]
             The first dates in the timeseries of all constituents
@@ -296,7 +300,7 @@ class OpenFrame(_CommonModel):
     def last_indices(self: Self) -> Series[dt.date]:
         """The last dates in the timeseries of all constituents.
 
-        Returns
+        Returns:
         -------
         Pandas.Series[dt.date]
             The last dates in the timeseries of all constituents
@@ -313,7 +317,7 @@ class OpenFrame(_CommonModel):
     def span_of_days_all(self: Self) -> Series[int]:
         """Number of days from the first date to the last for all items in the frame.
 
-        Returns
+        Returns:
         -------
         Pandas.Series[int]
             Number of days from the first date to the last for all
@@ -324,13 +328,12 @@ class OpenFrame(_CommonModel):
             data=[c.span_of_days for c in self.constituents],
             index=self.tsdf.columns,
             name="span of days",
-            dtype=Int64Dtype(),
-        )
+        ).astype(int)
 
     def value_to_ret(self: Self) -> Self:
         """Convert series of values into series of returns.
 
-        Returns
+        Returns:
         -------
         OpenFrame
             The returns of the values in the series
@@ -353,7 +356,7 @@ class OpenFrame(_CommonModel):
             The number of periods between observations over which difference
             is calculated
 
-        Returns
+        Returns:
         -------
         OpenFrame
             An OpenFrame object
@@ -369,7 +372,7 @@ class OpenFrame(_CommonModel):
     def to_cumret(self: Self) -> Self:
         """Convert series of returns into cumulative series of values.
 
-        Returns
+        Returns:
         -------
         OpenFrame
             An OpenFrame object
@@ -384,7 +387,7 @@ class OpenFrame(_CommonModel):
             returns.iloc[0] = 0
         else:
             msg = "Mix of series types will give inconsistent results"
-            raise ValueError(msg)
+            raise MixedValuetypesError(msg)
 
         returns = returns.add(1.0)
         self.tsdf = returns.cumprod(axis=0) / returns.iloc[0]
@@ -405,7 +408,7 @@ class OpenFrame(_CommonModel):
         freq: LiteralBizDayFreq | str, default "BME"
             The date offset string that sets the resampled frequency
 
-        Returns
+        Returns:
         -------
         OpenFrame
             An OpenFrame object
@@ -443,7 +446,7 @@ class OpenFrame(_CommonModel):
         method: LiteralPandasReindexMethod, default: nearest
             Controls the method used to align values across columns
 
-        Returns
+        Returns:
         -------
         OpenFrame
             An OpenFrame object
@@ -511,7 +514,7 @@ class OpenFrame(_CommonModel):
             Allows locking the periods-in-a-year to simplify test cases and
             comparisons
 
-        Returns
+        Returns:
         -------
         Pandas.DataFrame
             Series volatilities and correlation
@@ -521,23 +524,25 @@ class OpenFrame(_CommonModel):
         if periods_in_a_year_fixed is None:
             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
         else:
             time_factor = periods_in_a_year_fixed
 
         corr_label = (
-            cast(tuple[str, str], self.tsdf.iloc[:, first_column].name)[0]
+            cast("tuple[str, str]", self.tsdf.iloc[:, first_column].name)[0]
             + "_VS_"
-            + cast(tuple[str, str], self.tsdf.iloc[:, second_column].name)[0]
+            + cast("tuple[str, str]", self.tsdf.iloc[:, second_column].name)[0]
         )
         cols = [
-            cast(tuple[str, str], self.tsdf.iloc[:, first_column].name)[0],
-            cast(tuple[str, str], self.tsdf.iloc[:, second_column].name)[0],
+            cast("tuple[str, str]", self.tsdf.iloc[:, first_column].name)[0],
+            cast("tuple[str, str]", self.tsdf.iloc[:, second_column].name)[0],
         ]
 
-        data = self.tsdf.loc[cast(int, earlier) : cast(int, later)].copy()
+        data = self.tsdf.loc[cast("int", earlier) : cast("int", later)].copy()
 
         for rtn in cols:
             data[rtn, ValueType.RTRN] = (
@@ -597,7 +602,7 @@ class OpenFrame(_CommonModel):
     def correl_matrix(self: Self) -> DataFrame:
         """Correlation matrix.
 
-        Returns
+        Returns:
         -------
         Pandas.DataFrame
             Correlation matrix
@@ -627,7 +632,7 @@ class OpenFrame(_CommonModel):
         new_series: OpenTimeSeries
             The timeseries to add
 
-        Returns
+        Returns:
         -------
         OpenFrame
             An OpenFrame object
@@ -645,7 +650,7 @@ class OpenFrame(_CommonModel):
         lvl_zero_item: str
             The .tsdf column level 0 value of the timeseries to delete
 
-        Returns
+        Returns:
         -------
         OpenFrame
             An OpenFrame object
@@ -684,7 +689,7 @@ class OpenFrame(_CommonModel):
             Determines where dataframe is truncated also when start_cut
             or end_cut is None.
 
-        Returns
+        Returns:
         -------
         OpenFrame
             An OpenFrame object
@@ -709,14 +714,14 @@ class OpenFrame(_CommonModel):
                 f"not truncated to same start dates.\n"
                 f"{self.tsdf.head()}"
             )
-            warning(msg=msg)
+            logger.warning(msg=msg)
         if len(set(self.last_indices)) != 1:
             msg = (
                 f"One or more constituents still "
                 f"not truncated to same end dates.\n"
                 f"{self.tsdf.tail()}"
             )
-            warning(msg=msg)
+            logger.warning(msg=msg)
         return self
 
     def relative(
@@ -740,9 +745,9 @@ class OpenFrame(_CommonModel):
 
         """
         rel_label = (
-            cast(tuple[str, str], self.tsdf.iloc[:, long_column].name)[0]
+            cast("tuple[str, str]", self.tsdf.iloc[:, long_column].name)[0]
             + "_over_"
-            + cast(tuple[str, str], self.tsdf.iloc[:, short_column].name)[0]
+            + cast("tuple[str, str]", self.tsdf.iloc[:, short_column].name)[0]
         )
         if base_zero:
             self.tsdf[rel_label, ValueType.RELRTRN] = (
@@ -785,7 +790,7 @@ class OpenFrame(_CommonModel):
             Allows locking the periods-in-a-year to simplify test cases and
             comparisons
 
-        Returns
+        Returns:
         -------
         Pandas.Series[float]
             Tracking Errors
@@ -796,17 +801,17 @@ class OpenFrame(_CommonModel):
 
         msg = "base_column should be a tuple[str, ValueType] or an integer."
         if isinstance(base_column, tuple):
-            shortdf = self.tsdf.loc[cast(int, earlier) : cast(int, later)].loc[
+            shortdf = self.tsdf.loc[cast("int", earlier) : cast("int", later)].loc[
                 :,
                 base_column,
             ]
             short_item = base_column
             short_label = cast(
-                tuple[str, ValueType],
+                "tuple[str, ValueType]",
                 self.tsdf.loc[:, base_column].name,
             )[0]
         elif isinstance(base_column, int):
-            shortdf = self.tsdf.loc[cast(int, earlier) : cast(int, later)].iloc[
+            shortdf = self.tsdf.loc[cast("int", earlier) : cast("int", later)].iloc[
                 :,
                 base_column,
             ]
@@ -814,7 +819,9 @@ class OpenFrame(_CommonModel):
                 :,
                 base_column,
             ].name
-            short_label = cast(tuple[str, str], self.tsdf.iloc[:, base_column].name)[0]
+            short_label = cast("tuple[str, str]", self.tsdf.iloc[:, base_column].name)[
+                0
+            ]
         else:
             raise TypeError(msg)
 
@@ -828,7 +835,7 @@ class OpenFrame(_CommonModel):
             if item == short_item:
                 terrors.append(0.0)
             else:
-                longdf = self.tsdf.loc[cast(int, earlier) : cast(int, later)].loc[
+                longdf = self.tsdf.loc[cast("int", earlier) : cast("int", later)].loc[
                     :,
                     item,
                 ]
@@ -875,7 +882,7 @@ class OpenFrame(_CommonModel):
             Allows locking the periods-in-a-year to simplify test cases and
             comparisons
 
-        Returns
+        Returns:
         -------
         Pandas.Series[float]
             Information Ratios
@@ -886,17 +893,17 @@ class OpenFrame(_CommonModel):
 
         msg = "base_column should be a tuple[str, ValueType] or an integer."
         if isinstance(base_column, tuple):
-            shortdf = self.tsdf.loc[cast(int, earlier) : cast(int, later)].loc[
+            shortdf = self.tsdf.loc[cast("int", earlier) : cast("int", later)].loc[
                 :,
                 base_column,
             ]
             short_item = base_column
             short_label = cast(
-                tuple[str, str],
+                "tuple[str, str]",
                 self.tsdf.loc[:, base_column].name,
             )[0]
         elif isinstance(base_column, int):
-            shortdf = self.tsdf.loc[cast(int, earlier) : cast(int, later)].iloc[
+            shortdf = self.tsdf.loc[cast("int", earlier) : cast("int", later)].iloc[
                 :,
                 base_column,
             ]
@@ -904,7 +911,9 @@ class OpenFrame(_CommonModel):
                 :,
                 base_column,
             ].name
-            short_label = cast(tuple[str, str], self.tsdf.iloc[:, base_column].name)[0]
+            short_label = cast("tuple[str, str]", self.tsdf.iloc[:, base_column].name)[
+                0
+            ]
         else:
             raise TypeError(msg)
 
@@ -918,7 +927,7 @@ class OpenFrame(_CommonModel):
             if item == short_item:
                 ratios.append(0.0)
             else:
-                longdf = self.tsdf.loc[cast(int, earlier) : cast(int, later)].loc[
+                longdf = self.tsdf.loc[cast("int", earlier) : cast("int", later)].loc[
                     :,
                     item,
                 ]
@@ -938,7 +947,7 @@ class OpenFrame(_CommonModel):
             dtype="float64",
         )
 
-    def capture_ratio_func(  # noqa: C901
+    def capture_ratio_func(
         self: Self,
         ratio: LiteralCaptureRatio,
         base_column: tuple[str, ValueType] | int = -1,
@@ -975,7 +984,7 @@ class OpenFrame(_CommonModel):
             Allows locking the periods-in-a-year to simplify test cases and
             comparisons
 
-        Returns
+        Returns:
         -------
         Pandas.Series[float]
             Capture Ratios
@@ -987,17 +996,17 @@ class OpenFrame(_CommonModel):
 
         msg = "base_column should be a tuple[str, ValueType] or an integer."
         if isinstance(base_column, tuple):
-            shortdf = self.tsdf.loc[cast(int, earlier) : cast(int, later)].loc[
+            shortdf = self.tsdf.loc[cast("int", earlier) : cast("int", later)].loc[
                 :,
                 base_column,
             ]
             short_item = base_column
             short_label = cast(
-                tuple[str, str],
+                "tuple[str, str]",
                 self.tsdf.loc[:, base_column].name,
             )[0]
         elif isinstance(base_column, int):
-            shortdf = self.tsdf.loc[cast(int, earlier) : cast(int, later)].iloc[
+            shortdf = self.tsdf.loc[cast("int", earlier) : cast("int", later)].iloc[
                 :,
                 base_column,
             ]
@@ -1005,7 +1014,9 @@ class OpenFrame(_CommonModel):
                 :,
                 base_column,
             ].name
-            short_label = cast(tuple[str, str], self.tsdf.iloc[:, base_column].name)[0]
+            short_label = cast("tuple[str, str]", self.tsdf.iloc[:, base_column].name)[
+                0
+            ]
         else:
             raise TypeError(msg)
 
@@ -1019,7 +1030,7 @@ class OpenFrame(_CommonModel):
             if item == short_item:
                 ratios.append(0.0)
             else:
-                longdf = self.tsdf.loc[cast(int, earlier) : cast(int, later)].loc[
+                longdf = self.tsdf.loc[cast("int", earlier) : cast("int", later)].loc[
                     :,
                     item,
                 ]
@@ -1119,7 +1130,7 @@ class OpenFrame(_CommonModel):
                         (up_rtrn / up_idx_return) / (down_return / down_idx_return),
                     )
                 else:
-                    raise ValueError(msg)
+                    raise RatioInputError(msg)
 
         if ratio == "up":
             resultname = f"Up Capture Ratios vs {short_label}"
@@ -1155,7 +1166,7 @@ class OpenFrame(_CommonModel):
         dlta_degr_freedms: int, default: 1
             Variance bias factor taking the value 0 or 1.
 
-        Returns
+        Returns:
         -------
         float
             Beta as Co-variance of x & y divided by Variance of x
@@ -1188,7 +1199,7 @@ class OpenFrame(_CommonModel):
                 )
             elif isinstance(asset, int):
                 y_value = log(
-                    self.tsdf.iloc[:, asset] / cast(float, self.tsdf.iloc[0, asset]),
+                    self.tsdf.iloc[:, asset] / cast("float", self.tsdf.iloc[0, asset]),
                 )
             else:
                 raise TypeError(msg)
@@ -1200,7 +1211,8 @@ class OpenFrame(_CommonModel):
                 )
             elif isinstance(market, int):
                 x_value = log(
-                    self.tsdf.iloc[:, market] / cast(float, self.tsdf.iloc[0, market]),
+                    self.tsdf.iloc[:, market]
+                    / cast("float", self.tsdf.iloc[0, market]),
                 )
             else:
                 raise TypeError(msg)
@@ -1238,7 +1250,7 @@ class OpenFrame(_CommonModel):
         fitted_series: bool, default: True
             If True the fit is added as a new column in the .tsdf Pandas.DataFrame
 
-        Returns
+        Returns:
         -------
         OLSResults
             The Statsmodels regression output
@@ -1248,12 +1260,12 @@ class OpenFrame(_CommonModel):
         if isinstance(y_column, tuple):
             y_value = self.tsdf.loc[:, y_column]
             y_label = cast(
-                tuple[str, str],
+                "tuple[str, str]",
                 self.tsdf.loc[:, y_column].name,
             )[0]
         elif isinstance(y_column, int):
             y_value = self.tsdf.iloc[:, y_column]
-            y_label = cast(tuple[str, str], self.tsdf.iloc[:, y_column].name)[0]
+            y_label = cast("tuple[str, str]", self.tsdf.iloc[:, y_column].name)[0]
         else:
             raise TypeError(msg)
 
@@ -1261,12 +1273,12 @@ class OpenFrame(_CommonModel):
         if isinstance(x_column, tuple):
             x_value = self.tsdf.loc[:, x_column]
             x_label = cast(
-                tuple[str, str],
+                "tuple[str, str]",
                 self.tsdf.loc[:, x_column].name,
             )[0]
         elif isinstance(x_column, int):
             x_value = self.tsdf.iloc[:, x_column]
-            x_label = cast(tuple[str, str], self.tsdf.iloc[:, x_column].name)[0]
+            x_label = cast("tuple[str, str]", self.tsdf.iloc[:, x_column].name)[0]
         else:
             raise TypeError(msg)
 
@@ -1274,9 +1286,9 @@ class OpenFrame(_CommonModel):
         if fitted_series:
             self.tsdf[y_label, x_label] = results.predict(x_value)
 
-        return cast(OLSResults, results)
+        return cast("OLSResults", results)
 
-    def jensen_alpha(  # noqa: C901
+    def jensen_alpha(
         self: Self,
         asset: tuple[str, ValueType] | int,
         market: tuple[str, ValueType] | int,
@@ -1303,7 +1315,7 @@ class OpenFrame(_CommonModel):
         dlta_degr_freedms: int, default: 1
             Variance bias factor taking the value 0 or 1.
 
-        Returns
+        Returns:
         -------
         float
             Jensen's alpha
@@ -1330,17 +1342,17 @@ class OpenFrame(_CommonModel):
                     )
             elif isinstance(asset, int):
                 asset_log = log(
-                    self.tsdf.iloc[:, asset] / cast(float, self.tsdf.iloc[0, asset]),
+                    self.tsdf.iloc[:, asset] / cast("float", self.tsdf.iloc[0, asset]),
                 )
                 if self.yearfrac > full_year:
                     asset_cagr = (
-                        cast(float, self.tsdf.iloc[-1, asset])
-                        / cast(float, self.tsdf.iloc[0, asset])
+                        cast("float", self.tsdf.iloc[-1, asset])
+                        / cast("float", self.tsdf.iloc[0, asset])
                     ) ** (1 / self.yearfrac) - 1
                 else:
                     asset_cagr = (
-                        cast(float, self.tsdf.iloc[-1, asset])
-                        / cast(float, self.tsdf.iloc[0, asset])
+                        cast("float", self.tsdf.iloc[-1, asset])
+                        / cast("float", self.tsdf.iloc[0, asset])
                         - 1
                     )
             else:
@@ -1364,17 +1376,18 @@ class OpenFrame(_CommonModel):
                     )
             elif isinstance(market, int):
                 market_log = log(
-                    self.tsdf.iloc[:, market] / cast(float, self.tsdf.iloc[0, market]),
+                    self.tsdf.iloc[:, market]
+                    / cast("float", self.tsdf.iloc[0, market]),
                 )
                 if self.yearfrac > full_year:
                     market_cagr = (
-                        cast(float, self.tsdf.iloc[-1, market])
-                        / cast(float, self.tsdf.iloc[0, market])
+                        cast("float", self.tsdf.iloc[-1, market])
+                        / cast("float", self.tsdf.iloc[0, market])
                     ) ** (1 / self.yearfrac) - 1
                 else:
                     market_cagr = (
-                        cast(float, self.tsdf.iloc[-1, market])
-                        / cast(float, self.tsdf.iloc[0, market])
+                        cast("float", self.tsdf.iloc[-1, market])
+                        / cast("float", self.tsdf.iloc[0, market])
                         - 1
                     )
             else:
@@ -1401,7 +1414,7 @@ class OpenFrame(_CommonModel):
                 raise TypeError(msg)
         else:
             msg = "Mix of series types will give inconsistent results"
-            raise ValueError(msg)
+            raise MixedValuetypesError(msg)
 
         covariance = cov(asset_log, market_log, ddof=dlta_degr_freedms)
         beta = covariance[0, 1] / covariance[1, 1]
@@ -1422,7 +1435,7 @@ class OpenFrame(_CommonModel):
         weight_strat: LiteralPortfolioWeightings, optional
             weight calculation strategies
 
-        Returns
+        Returns:
         -------
         Pandas.DataFrame
             A basket timeseries
@@ -1433,7 +1446,7 @@ class OpenFrame(_CommonModel):
                 "OpenFrame weights property must be provided "
                 "to run the make_portfolio method."
             )
-            raise ValueError(msg)
+            raise NoWeightsError(msg)
 
         vtypes = [x == ValueType.RTRN for x in self.tsdf.columns.get_level_values(1)]
         if not any(vtypes):
@@ -1443,7 +1456,7 @@ class OpenFrame(_CommonModel):
             returns = self.tsdf.copy()
         else:
             msg = "Mix of series types will give inconsistent results"
-            raise ValueError(msg)
+            raise MixedValuetypesError(msg)
 
         msg = "Weight strategy not implemented"
         if weight_strat:
@@ -1487,18 +1500,18 @@ class OpenFrame(_CommonModel):
         periods_in_a_year_fixed : DaysInYearType, optional
             Allows locking the periods-in-a-year to simplify test cases and comparisons
 
-        Returns
+        Returns:
         -------
         Pandas.DataFrame
             Rolling Information Ratios
 
         """
         long_label = cast(
-            tuple[str, str],
+            "tuple[str, str]",
             self.tsdf.iloc[:, long_column].name,
         )[0]
         short_label = cast(
-            tuple[str, str],
+            "tuple[str, str]",
             self.tsdf.iloc[:, short_column].name,
         )[0]
         ratio_label = f"{long_label} / {short_label}"
@@ -1553,14 +1566,16 @@ class OpenFrame(_CommonModel):
         dlta_degr_freedms: int, default: 1
             Variance bias factor taking the value 0 or 1.
 
-        Returns
+        Returns:
         -------
         Pandas.DataFrame
             Rolling Betas
 
         """
-        market_label = cast(tuple[str, str], self.tsdf.iloc[:, market_column].name)[0]
-        asset_label = cast(tuple[str, str], self.tsdf.iloc[:, asset_column].name)[0]
+        market_label = cast("tuple[str, str]", self.tsdf.iloc[:, market_column].name)[
+            0
+        ]
+        asset_label = cast("tuple[str, str]", self.tsdf.iloc[:, asset_column].name)[0]
         beta_label = f"{asset_label} / {market_label}"
 
         rolling = (
@@ -1611,16 +1626,16 @@ class OpenFrame(_CommonModel):
         observations: int, default: 21
             The length of the rolling window to use is set as number of observations
 
-        Returns
+        Returns:
         -------
         Pandas.DataFrame
             Rolling Correlations
 
         """
         corr_label = (
-            cast(tuple[str, str], self.tsdf.iloc[:, first_column].name)[0]
+            cast("tuple[str, str]", self.tsdf.iloc[:, first_column].name)[0]
             + "_VS_"
-            + cast(tuple[str, str], self.tsdf.iloc[:, second_column].name)[0]
+            + cast("tuple[str, str]", self.tsdf.iloc[:, second_column].name)[0]
         )
         first_series = (
             self.tsdf.iloc[:, first_column]