openseries 1.8.1__py3-none-any.whl → 1.8.3__py3-none-any.whl

openseries/_common_model.py

@@ -33,6 +33,10 @@ if TYPE_CHECKING:  # pragma: no cover
         LiteralLinePlotMode,
         LiteralNanMethod,
         LiteralPandasReindexMethod,
+        LiteralPlotlyHistogramBarMode,
+        LiteralPlotlyHistogramCurveType,
+        LiteralPlotlyHistogramHistNorm,
+        LiteralPlotlyHistogramPlotType,
         LiteralPlotlyJSlib,
         LiteralPlotlyOutput,
         LiteralQuantileInterp,
@@ -50,11 +54,12 @@ 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.figure_factory import create_distplot  # type: ignore[import-untyped]
+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,
@@ -73,7 +78,7 @@ from .load_plotly import load_plotly_dict
 
 
 # noinspection PyTypeChecker
-class _CommonModel(BaseModel):
+class _CommonModel(BaseModel):  # type: ignore[misc]
     """Declare _CommonModel."""
 
     tsdf: DataFrame = DataFrame(dtype="float64")
@@ -88,7 +93,7 @@ class _CommonModel(BaseModel):
     def length(self: Self) -> int:
         """Number of observations.
 
-        Returns
+        Returns:
         -------
         int
             Number of observations
@@ -100,7 +105,7 @@ 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
@@ -112,7 +117,7 @@ class _CommonModel(BaseModel):
     def last_idx(self: Self) -> dt.date:
         """The last date in the timeseries.
 
-        Returns
+        Returns:
         -------
         datetime.date
             The last date in the timeseries
@@ -124,7 +129,7 @@ class _CommonModel(BaseModel):
     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
@@ -136,7 +141,7 @@ 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
@@ -149,7 +154,7 @@ 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
@@ -161,7 +166,7 @@ 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.
@@ -189,7 +194,7 @@ 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)
@@ -201,7 +206,7 @@ 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
@@ -213,7 +218,7 @@ class _CommonModel(BaseModel):
     def value_ret(self: Self) -> float | Series[float]:
         """Simple return.
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Simple return
@@ -228,7 +233,7 @@ 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
@@ -244,7 +249,7 @@ 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
@@ -257,7 +262,7 @@ 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
@@ -271,7 +276,7 @@ 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
@@ -290,7 +295,7 @@ 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
@@ -303,7 +308,7 @@ 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.
@@ -315,7 +320,7 @@ 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
@@ -329,7 +334,7 @@ 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
@@ -352,7 +357,7 @@ class _CommonModel(BaseModel):
     def worst(self: Self) -> float | Series[float]:
         """Most negative percentage change.
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Most negative percentage change
@@ -365,7 +370,7 @@ class _CommonModel(BaseModel):
     def worst_month(self: Self) -> float | Series[float]:
         """Most negative month.
 
-        Returns
+        Returns:
         -------
         Pandas.Series[float]
             Most negative month
@@ -396,7 +401,7 @@ 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
@@ -408,7 +413,7 @@ 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
@@ -420,7 +425,7 @@ 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
@@ -432,7 +437,7 @@ 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"
@@ -448,7 +453,7 @@ 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)
@@ -464,7 +469,7 @@ 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
@@ -493,7 +498,7 @@ 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
@@ -543,14 +548,14 @@ 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,
@@ -574,7 +579,7 @@ class _CommonModel(BaseModel):
 
         Equivalent to LN(value[t] / value[t=0]) in Excel.
 
-        Returns
+        Returns:
         -------
         self
             An object of the same class
@@ -595,7 +600,7 @@ 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
@@ -615,7 +620,7 @@ 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
@@ -630,7 +635,7 @@ 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
@@ -660,7 +665,7 @@ 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
@@ -678,7 +683,7 @@ 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")))
             for item in cleaner_list:
@@ -727,7 +732,7 @@ class _CommonModel(BaseModel):
         overwrite: bool, default: True
             Flag whether to overwrite an existing file
 
-        Returns
+        Returns:
         -------
         str
             The Excel file path
@@ -802,7 +807,7 @@ 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
@@ -917,7 +922,7 @@ 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
@@ -966,7 +971,7 @@ 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},
@@ -1005,6 +1010,174 @@ class _CommonModel(BaseModel):
 
         return figure, string_output
 
+    def plot_histogram(
+        self: Self,
+        plot_type: LiteralPlotlyHistogramPlotType = "bars",
+        histnorm: LiteralPlotlyHistogramHistNorm = "percent",
+        barmode: LiteralPlotlyHistogramBarMode = "overlay",
+        xbins_size: float | None = None,
+        opacity: float = 0.75,
+        bargap: float = 0.0,
+        bargroupgap: float = 0.0,
+        curve_type: LiteralPlotlyHistogramCurveType = "kde",
+        x_fmt: str | None = None,
+        y_fmt: str | None = None,
+        filename: str | None = None,
+        directory: DirectoryPath | None = None,
+        labels: list[str] | None = None,
+        output_type: LiteralPlotlyOutput = "file",
+        include_plotlyjs: LiteralPlotlyJSlib = "cdn",
+        *,
+        cumulative: bool = False,
+        show_rug: bool = False,
+        auto_open: bool = True,
+        add_logo: bool = True,
+    ) -> tuple[Figure, str]:
+        """Create a Plotly Histogram Figure.
+
+        Parameters
+        ----------
+        plot_type: LiteralPlotlyHistogramPlotType, default: bars
+            Type of plot
+        histnorm: LiteralPlotlyHistogramHistNorm, default: percent
+            Sets the normalization mode
+        barmode: LiteralPlotlyHistogramBarMode, default: overlay
+            Specifies how bar traces are displayed relative to one another
+        xbins_size: float, optional
+            Explicitly sets the width of each bin along the x-axis in data units
+        opacity: float, default: 0.75
+            Sets the trace opacity, must be between 0 (fully transparent) and 1
+        bargap: float, default: 0.0
+            Sets the gap between bars of adjacent location coordinates
+        bargroupgap: float, default: 0.0
+            Sets the gap between bar “groups” at the same location coordinate
+        curve_type: LiteralPlotlyHistogramCurveType, default: kde
+            Specifies the type of distribution curve to overlay on the histogram
+        y_fmt: str, optional
+            None, '%', '.1%' depending on number of decimals to show on the y-axis
+        x_fmt: str, optional
+            None, '%', '.1%' depending on number of decimals to show on the x-axis
+        filename: str, optional
+            Name of the Plotly html file
+        directory: DirectoryPath, optional
+            Directory where Plotly html file is saved
+        labels: list[str], optional
+            A list of labels to manually override using the names of
+            the input self.tsdf
+        output_type: LiteralPlotlyOutput, default: "file"
+            Determines output type
+        include_plotlyjs: LiteralPlotlyJSlib, default: "cdn"
+            Determines how the plotly.js library is included in the output
+        cumulative: bool, default: False
+            Determines whether to compute a cumulative histogram
+        show_rug: bool, default: False
+            Determines whether to draw a rug plot alongside the distribution
+        auto_open: bool, default: True
+            Determines whether to open a browser window with the plot
+        add_logo: bool, default: True
+            If True a Captor logo is added to the plot
+
+        Returns:
+        -------
+        tuple[plotly.go.Figure, str]
+            Plotly Figure and a div section or a html filename with location
+
+        """
+        if labels:
+            if len(labels) != self.tsdf.shape[1]:
+                msg = "Must provide same number of labels as items in frame."
+                raise NumberOfItemsAndLabelsNotSameError(msg)
+        else:
+            labels = list(self.tsdf.columns.get_level_values(0))
+
+        if directory:
+            dirpath = Path(directory).resolve()
+        elif Path.home().joinpath("Documents").exists():
+            dirpath = Path.home().joinpath("Documents")
+        else:
+            dirpath = Path(stack()[1].filename).parent
+
+        if not filename:
+            filename = "".join(choice(ascii_letters) for _ in range(6)) + ".html"
+        plotfile = dirpath.joinpath(filename)
+
+        fig_dict, logo = load_plotly_dict()
+
+        hovertemplate = f"Count: %{{y:{y_fmt}}}" if y_fmt else "Count: %{y}"
+
+        if x_fmt:
+            hovertemplate += f"<br>%{{x:{x_fmt}}}"
+        else:
+            hovertemplate += "<br>%{x}"
+
+        msg = "plot_type must be 'bars' or 'lines'."
+        if plot_type == "bars":
+            figure = Figure(fig_dict)
+            for item in range(self.tsdf.shape[1]):
+                figure.add_histogram(
+                    x=self.tsdf.iloc[:, item],
+                    cumulative={"enabled": cumulative},
+                    histnorm=histnorm,
+                    name=labels[item],
+                    xbins={"size": xbins_size},
+                    opacity=opacity,
+                    hovertemplate=hovertemplate,
+                )
+            figure.update_layout(
+                barmode=barmode,
+                bargap=bargap,
+                bargroupgap=bargroupgap,
+            )
+        elif plot_type == "lines":
+            hist_data = [
+                cast("Series[float]", self.tsdf.loc[:, ds]).dropna().tolist()
+                for ds in self.tsdf
+            ]
+            figure = create_distplot(
+                hist_data=hist_data,
+                curve_type=curve_type,
+                group_labels=labels,
+                show_hist=False,
+                show_rug=show_rug,
+                histnorm=histnorm,
+            )
+            figure.update_layout(dict1=fig_dict["layout"])
+        else:
+            raise TypeError(msg)
+
+        figure.update_layout(xaxis={"tickformat": x_fmt}, yaxis={"tickformat": y_fmt})
+
+        figure.update_xaxes(zeroline=True, zerolinewidth=2, zerolinecolor="lightgrey")
+        figure.update_yaxes(zeroline=True, zerolinewidth=2, zerolinecolor="lightgrey")
+
+        if add_logo:
+            figure.add_layout_image(logo)
+
+        if output_type == "file":
+            plot(
+                figure_or_data=figure,
+                filename=str(plotfile),
+                auto_open=auto_open,
+                auto_play=False,
+                link_text="",
+                include_plotlyjs=cast("bool", include_plotlyjs),
+                config=fig_dict["config"],
+                output_type=output_type,
+            )
+            string_output = str(plotfile)
+        else:
+            div_id = filename.rsplit(".", 1)[0]
+            string_output = to_html(
+                fig=figure,
+                config=fig_dict["config"],
+                auto_play=False,
+                include_plotlyjs=cast("bool", include_plotlyjs),
+                full_html=False,
+                div_id=div_id,
+            )
+
+        return figure, string_output
+
     def arithmetic_ret_func(
         self: Self,
         months_from_last: int | None = None,
@@ -1027,7 +1200,7 @@ 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
@@ -1046,7 +1219,7 @@ class _CommonModel(BaseModel):
                 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)]
@@ -1089,7 +1262,7 @@ 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
@@ -1158,7 +1331,7 @@ 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
@@ -1219,7 +1392,7 @@ 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
@@ -1285,7 +1458,7 @@ 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
@@ -1377,7 +1550,7 @@ class _CommonModel(BaseModel):
         to_date : datetime.date, optional
             Specific to date
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Downside Conditional Value At Risk "CVaR"
@@ -1392,14 +1565,14 @@ class _CommonModel(BaseModel):
             deep=True
         )
         result = [
-            cvar_df.loc[:, x]  # type: ignore[call-overload,index,unused-ignore]
+            cvar_df.loc[:, x]  # type: ignore[call-overload,index]
             .ffill()
             .pct_change()
             .sort_values()
             .iloc[
                 : ceil(
                     (1 - level)
-                    * cvar_df.loc[:, x]  # type: ignore[index,unused-ignore]
+                    * cvar_df.loc[:, x]  # type: ignore[index]
                     .ffill()
                     .pct_change()
                     .count(),
@@ -1446,7 +1619,7 @@ class _CommonModel(BaseModel):
             Allows locking the periods-in-a-year to simplify test cases and
             comparisons
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Downside deviation
@@ -1514,7 +1687,7 @@ class _CommonModel(BaseModel):
         to_date : datetime.date, optional
             Specific to date
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Compounded Annual Growth Rate (CAGR)
@@ -1529,7 +1702,7 @@ class _CommonModel(BaseModel):
         fraction = (later - earlier).days / 365.25
 
         any_below_zero = any(
-            self.tsdf.loc[[earlier, later]]  # type: ignore[index,unused-ignore]
+            self.tsdf.loc[[earlier, later]]  # type: ignore[index]
             .lt(0.0)
             .any()
             .to_numpy()
@@ -1572,7 +1745,7 @@ class _CommonModel(BaseModel):
         to_date : datetime.date, optional
             Specific to date
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Skew of the return distribution
@@ -1621,7 +1794,7 @@ class _CommonModel(BaseModel):
         to_date : datetime.date, optional
             Specific to date
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Kurtosis of the return distribution
@@ -1675,7 +1848,7 @@ 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
@@ -1719,7 +1892,7 @@ 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
@@ -1789,7 +1962,7 @@ 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
@@ -1854,7 +2027,7 @@ 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 ) /
@@ -1912,7 +2085,7 @@ class _CommonModel(BaseModel):
         to_date : datetime.date, optional
             Specific to date
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Omega ratio calculation
@@ -1959,7 +2132,7 @@ class _CommonModel(BaseModel):
         to_date : datetime.date, optional
             Specific to date
 
-        Returns
+        Returns:
         -------
         float | Pandas.Series[float]
             Calculate simple return
@@ -2003,7 +2176,7 @@ 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
@@ -2054,7 +2227,7 @@ 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
@@ -2102,7 +2275,7 @@ 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
@@ -2152,7 +2325,7 @@ 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
@@ -2196,7 +2369,7 @@ class _CommonModel(BaseModel):
         observations: int, default: 252
             Number of observations in the overlapping window.
 
-        Returns
+        Returns:
         -------
         Pandas.DataFrame
             Calculate rolling annualized downside CVaR
@@ -2204,7 +2377,7 @@ class _CommonModel(BaseModel):
         """
         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))
         )
@@ -2227,7 +2400,7 @@ class _CommonModel(BaseModel):
         observations: int, default: 21
             Number of observations in the overlapping window.
 
-        Returns
+        Returns:
         -------
         Pandas.DataFrame
             Calculate rolling returns
@@ -2235,7 +2408,7 @@ class _CommonModel(BaseModel):
         """
         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)
@@ -2266,7 +2439,7 @@ 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"
@@ -2274,7 +2447,7 @@ class _CommonModel(BaseModel):
         """
         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),
@@ -2303,7 +2476,7 @@ class _CommonModel(BaseModel):
             Allows locking the periods-in-a-year to simplify test cases and
             comparisons
 
-        Returns
+        Returns:
         -------
         Pandas.DataFrame
             Calculate rolling annualised volatilities
@@ -2314,7 +2487,7 @@ class _CommonModel(BaseModel):
         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()
+        dframe = Series(self.tsdf.iloc[:, column]).ffill().pct_change()
         volseries = dframe.rolling(
             observations,
             min_periods=observations,