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

openseries/load_plotly.py

@@ -3,7 +3,7 @@
 from __future__ import annotations
 
 from json import load
-from logging import warning
+from logging import getLogger
 from pathlib import Path
 from typing import TYPE_CHECKING
 
@@ -13,6 +13,8 @@ from requests.exceptions import ConnectionError as RequestsConnectionError
 if TYPE_CHECKING:
     from .owntypes import CaptorLogoType, PlotlyLayoutType  # pragma: no cover
 
+logger = getLogger(__name__)
+
 __all__ = ["load_plotly_dict"]
 
 
@@ -24,7 +26,7 @@ def _check_remote_file_existence(url: str) -> bool:
     url: str
         Path to remote file
 
-    Returns
+    Returns:
     -------
     bool
         True if url is valid and False otherwise
@@ -52,7 +54,7 @@ def load_plotly_dict(
     responsive : bool
         Flag whether to load as responsive
 
-    Returns
+    Returns:
     -------
     tuple[PlotlyLayoutType, CaptorLogoType]
         A dictionary with the Plotly config and layout template
@@ -69,7 +71,7 @@ def load_plotly_dict(
 
     if _check_remote_file_existence(url=logo["source"]) is False:
         msg = f"Failed to add logo image from URL {logo['source']}"
-        warning(msg)
+        logger.warning(msg)
         logo = {}
 
     fig["config"].update({"responsive": responsive})

openseries/owntypes.py

@@ -10,9 +10,14 @@ from typing import Annotated, ClassVar, Literal, Union
 from numpy import datetime64
 from pandas import Timestamp
 from pydantic import BaseModel, Field, StringConstraints, conlist, conset
-from typing_extensions import Self
 
-__all__ = ["ValueType"]
+try:
+    from typing import Self  # type: ignore[attr-defined,unused-ignore]
+except ImportError:  # pragma: no cover
+    from typing_extensions import Self
+
+
+__all__ = ["Self", "ValueType"]
 
 
 CountryStringType = Annotated[
@@ -33,7 +38,7 @@ CountryListType = conset(
 CountriesType = Union[CountryListType, CountryStringType]  # type: ignore[valid-type]  # noqa: UP007
 
 
-class Countries(BaseModel):
+class Countries(BaseModel):  # type: ignore[misc]
     """Declare Countries."""
 
     countryinput: CountriesType
@@ -52,7 +57,7 @@ CurrencyStringType = Annotated[
 ]
 
 
-class Currency(BaseModel):
+class Currency(BaseModel):  # type: ignore[misc]
     """Declare Currency."""
 
     ccy: CurrencyStringType
@@ -262,7 +267,7 @@ class PropertiesList(list[str]):
         if len(duplicates) != 0:
             msg += f"Duplicate string(s): {list(duplicates)}."
         if len(msg) != 0:
-            raise ValueError(msg)
+            raise PropertiesInputValidationError(msg)
 
 
 class OpenTimeSeriesPropertiesList(PropertiesList):
@@ -316,3 +321,59 @@ class ValueType(str, Enum):
     ROLLRTRN = "Rolling returns"
     ROLLVAR = "Rolling VaR"
     ROLLVOL = "Rolling volatility"
+
+
+class MixedValuetypesError(Exception):
+    """Raised when provided timeseries valuetypes are not the same."""
+
+
+class AtLeastOneFrameError(Exception):
+    """Raised when none of the possible frame inputs is provided."""
+
+
+class DateAlignmentError(Exception):
+    """Raised when date input is not aligned with existing range."""
+
+
+class NumberOfItemsAndLabelsNotSameError(Exception):
+    """Raised when number of labels is not matching the number of timeseries."""
+
+
+class InitialValueZeroError(Exception):
+    """Raised when a calculation cannot be performed due to initial value(s) zero."""
+
+
+class CountriesNotStringNorListStrError(Exception):
+    """Raised when countries argument is not provided in correct format."""
+
+
+class TradingDaysNotAboveZeroError(Exception):
+    """Raised when trading days argument is not above zero."""
+
+
+class BothStartAndEndError(Exception):
+    """Raised when both start and end dates are provided."""
+
+
+class NoWeightsError(Exception):
+    """Raised when no weights are provided to function where necessary."""
+
+
+class LabelsNotUniqueError(Exception):
+    """Raised when provided label names are not unique."""
+
+
+class RatioInputError(Exception):
+    """Raised when ratio keyword not provided correctly."""
+
+
+class MergingResultedInEmptyError(Exception):
+    """Raised when a merge resulted in an empty DataFrame."""
+
+
+class IncorrectArgumentComboError(Exception):
+    """Raised when correct combination of arguments is not provided."""
+
+
+class PropertiesInputValidationError(Exception):
+    """Raised when duplicate strings are provided."""

openseries/plotly_layouts.json

@@ -43,25 +43,25 @@
       "size": 14
     },
     "legend": {
-      "bgcolor": "rgba(0, 0, 0, 0)",
+      "bgcolor": "rgba(255,255,255,1)",
       "orientation": "h",
       "x": 0.98,
       "xanchor": "right",
       "y": -0.15,
       "yanchor": "bottom"
     },
-    "paper_bgcolor": "rgba(0, 0, 0, 0)",
-    "plot_bgcolor": "rgba(0, 0, 0, 0)",
+    "paper_bgcolor": "rgba(255,255,255,1)",
+    "plot_bgcolor": "rgba(255,255,255,1)",
     "showlegend": true,
     "title": {
+      "font": {
+        "size": 32
+      },
       "x": 0.5,
       "xanchor": "center",
       "y": 0.95,
       "yanchor": "top"
     },
-    "titlefont": {
-      "size": 24
-    },
     "xaxis": {
       "gridcolor": "#EEEEEE",
       "tickangle": -45,

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
@@ -22,23 +21,24 @@ from numpy import (
 from numpy import (
     sum as npsum,
 )
-from numpy.typing import NDArray
 from pandas import (
     DataFrame,
     Series,
     concat,
 )
-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 scipy.optimize import minimize  # 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 scipy.optimize import minimize  # type: ignore[import-untyped]
 
 from .load_plotly import load_plotly_dict
 from .owntypes import (
+    AtLeastOneFrameError,
     LiteralLinePlotMode,
     LiteralMinimizeMethods,
     LiteralPlotlyJSlib,
     LiteralPlotlyOutput,
+    MixedValuetypesError,
     ValueType,
 )
 from .series import OpenTimeSeries
@@ -47,6 +47,10 @@ from .series import OpenTimeSeries
 from .simulation import _random_generator
 
 if TYPE_CHECKING:  # pragma: no cover
+    # noinspection PyUnresolvedReferences
+    from collections.abc import Callable
+
+    from numpy.typing import NDArray
     from pydantic import DirectoryPath
 
     from .frame import OpenFrame
@@ -76,7 +80,7 @@ def simulate_portfolios(
     seed: int
         The seed for the random process
 
-    Returns
+    Returns:
     -------
     pandas.DataFrame
         The resulting data
@@ -92,7 +96,7 @@ 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 +132,7 @@ def simulate_portfolios(
 
 
 # noinspection PyUnusedLocal
-def efficient_frontier(  # noqa: C901
+def efficient_frontier(
     eframe: OpenFrame,
     num_ports: int = 5000,
     seed: int = 71,
@@ -157,7 +161,7 @@ def efficient_frontier(  # noqa: C901
     tweak: bool, default: True
         cutting the frontier to exclude multiple points with almost the same risk
 
-    Returns
+    Returns:
     -------
     tuple[DataFrame, DataFrame, NDArray[float]]
         The efficient frontier data, simulation data and optimal portfolio
@@ -176,7 +180,7 @@ 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)
 
@@ -189,8 +193,8 @@ def efficient_frontier(  # noqa: C901
 
     frontier_max = cleaned_arithmetic_means.max()
 
-    def _check_sum(weights: NDArray[float64]) -> float64:
-        return npsum(weights) - 1
+    def _check_sum(weights: NDArray[float64]) -> float:
+        return cast("float", npsum(weights) - 1)
 
     def _get_ret_vol_sr(
         lg_ret: DataFrame,
@@ -200,7 +204,7 @@ 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 +213,14 @@ 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 +233,7 @@ 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 +266,7 @@ 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},
                 {
@@ -344,7 +348,7 @@ def constrain_optimized_portfolios(
     minimize_method: LiteralMinimizeMethods, default: SLSQP
         The method passed into the scipy.minimize function
 
-    Returns
+    Returns:
     -------
     tuple[OpenFrame, OpenTimeSeries, OpenFrame, OpenTimeSeries]
         The constrained optimal portfolio data
@@ -404,7 +408,7 @@ def prepare_plot_data(
     optimized: DataFrame
         Data optimized with the efficient_frontier method
 
-    Returns
+    Returns:
     -------
     DataFrame
         The data prepared with mean returns, volatility and weights
@@ -414,7 +418,7 @@ 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 +449,7 @@ 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,
@@ -489,7 +493,7 @@ def sharpeplot(  # noqa: C901
     auto_open: bool, default: True
         Determines whether to open a browser window with the plot
 
-    Returns
+    Returns:
     -------
     Figure
         The scatter plot with simulated and optimized results
@@ -514,7 +518,7 @@ 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"]))
@@ -552,12 +556,12 @@ 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):
-            returns.extend([point_frame.loc["ret", col]])
-            risk.extend([point_frame.loc["stdev", col]])
+            returns.extend([cast("float", point_frame.loc["ret", col])])
+            risk.extend([cast("float", point_frame.loc["stdev", col])])
             figure.add_scatter(
                 x=[point_frame.loc["stdev", col]],
                 y=[point_frame.loc["ret", col]],
@@ -600,7 +604,7 @@ 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 +615,7 @@ 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,
         )