openseries 1.8.1__tar.gz → 1.8.3__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- {openseries-1.8.1 → openseries-1.8.3}/PKG-INFO +7 -6
- {openseries-1.8.1 → openseries-1.8.3}/README.md +6 -5
- {openseries-1.8.1 → openseries-1.8.3}/openseries/_common_model.py +250 -77
- {openseries-1.8.1 → openseries-1.8.3}/openseries/_risk.py +2 -2
- {openseries-1.8.1 → openseries-1.8.3}/openseries/datefixer.py +10 -10
- {openseries-1.8.1 → openseries-1.8.3}/openseries/frame.py +38 -41
- {openseries-1.8.1 → openseries-1.8.3}/openseries/load_plotly.py +2 -2
- {openseries-1.8.1 → openseries-1.8.3}/openseries/owntypes.py +11 -2
- {openseries-1.8.1 → openseries-1.8.3}/openseries/plotly_layouts.json +4 -4
- {openseries-1.8.1 → openseries-1.8.3}/openseries/portfoliotools.py +14 -13
- {openseries-1.8.1 → openseries-1.8.3}/openseries/series.py +29 -27
- {openseries-1.8.1 → openseries-1.8.3}/openseries/simulation.py +10 -10
- {openseries-1.8.1 → openseries-1.8.3}/pyproject.toml +18 -14
- {openseries-1.8.1 → openseries-1.8.3}/LICENSE.md +0 -0
- {openseries-1.8.1 → openseries-1.8.3}/openseries/__init__.py +0 -0
- {openseries-1.8.1 → openseries-1.8.3}/openseries/plotly_captor_logo.json +0 -0
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Metadata-Version: 2.3
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Name: openseries
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Version: 1.8.
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Version: 1.8.3
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Summary: Tools for analyzing financial timeseries.
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License: # BSD 3-Clause License
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[](https://pypi.org/project/openseries/)
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[](https://anaconda.org/conda-forge/openseries)
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[](https://nbviewer.org/github/karrmagadgeteer2/NoteBook/blob/master/openseriesnotebook.ipynb)
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[](https://www.python.org/)
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[](https://github.com/CaptorAB/openseries/actions/workflows/test.yml)
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[](https://github.com/CaptorAB/openseries/actions/workflows/test.yml)
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[](https://python-poetry.org/)
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[](https://beta.ruff.rs/docs/)
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[](https://github.com/CaptorAB/openseries/blob/master/LICENSE.md)
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[](https://nbviewer.org/github/karrmagadgeteer2/NoteBook/blob/master/openseriesnotebook.ipynb)
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This is a project with tools to analyze financial timeseries of a single
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asset or a group of assets. It is solely made for daily or less frequent data.
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| `value_to_diff` | `OpenTimeSeries`, `OpenFrame` | Converts a value series into a series of differences. |
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| `value_to_log` | `OpenTimeSeries`, `OpenFrame` | Converts a value series into a logarithmic return series. |
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| `value_ret_calendar_period` | `OpenTimeSeries`, `OpenFrame` | Returns the series simple return for a specific calendar period. |
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| `plot_series` | `OpenTimeSeries`, `OpenFrame` | Opens a HTML [Plotly Scatter](https://plotly.com/python/line-and-scatter/) plot of the
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| `plot_bars` | `OpenTimeSeries`, `OpenFrame` | Opens a HTML [Plotly Bar](https://plotly.com/python/bar-charts/) plot of the
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| `plot_series` | `OpenTimeSeries`, `OpenFrame` | Opens a HTML [Plotly Scatter](https://plotly.com/python/line-and-scatter/) plot of the serie(s) in a browser window. |
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| `plot_bars` | `OpenTimeSeries`, `OpenFrame` | Opens a HTML [Plotly Bar](https://plotly.com/python/bar-charts/) plot of the serie(s) in a browser window. |
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| `plot_histogram` | `OpenTimeSeries`, `OpenFrame` | Opens a HTML [Plotly Histogram](https://plotly.com/python/histograms/) plot of the serie(s) in a browser window. |
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| `to_drawdown_series` | `OpenTimeSeries`, `OpenFrame` | Converts the series into drawdown series. |
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| `rolling_return` | `OpenTimeSeries`, `OpenFrame` | Returns a pandas.DataFrame with rolling returns. |
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| `rolling_vol` | `OpenTimeSeries`, `OpenFrame` | Returns a pandas.DataFrame with rolling volatilities. |
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[](https://www.python.org/)
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[](https://github.com/CaptorAB/openseries/actions/workflows/test.yml)
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[](https://nbviewer.org/github/karrmagadgeteer2/NoteBook/blob/master/openseriesnotebook.ipynb)
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This is a project with tools to analyze financial timeseries of a single
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asset or a group of assets. It is solely made for daily or less frequent data.
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| `value_to_diff` | `OpenTimeSeries`, `OpenFrame` | Converts a value series into a series of differences. |
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| `value_to_log` | `OpenTimeSeries`, `OpenFrame` | Converts a value series into a logarithmic return series. |
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| `value_ret_calendar_period` | `OpenTimeSeries`, `OpenFrame` | Returns the series simple return for a specific calendar period. |
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| `plot_series` | `OpenTimeSeries`, `OpenFrame` | Opens a HTML [Plotly Scatter](https://plotly.com/python/line-and-scatter/) plot of the
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| `plot_bars` | `OpenTimeSeries`, `OpenFrame` | Opens a HTML [Plotly Bar](https://plotly.com/python/bar-charts/) plot of the
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| `plot_series` | `OpenTimeSeries`, `OpenFrame` | Opens a HTML [Plotly Scatter](https://plotly.com/python/line-and-scatter/) plot of the serie(s) in a browser window. |
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| `plot_bars` | `OpenTimeSeries`, `OpenFrame` | Opens a HTML [Plotly Bar](https://plotly.com/python/bar-charts/) plot of the serie(s) in a browser window. |
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| `plot_histogram` | `OpenTimeSeries`, `OpenFrame` | Opens a HTML [Plotly Histogram](https://plotly.com/python/histograms/) plot of the serie(s) in a browser window. |
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| `to_drawdown_series` | `OpenTimeSeries`, `OpenFrame` | Converts the series into drawdown series. |
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| `rolling_return` | `OpenTimeSeries`, `OpenFrame` | Returns a pandas.DataFrame with rolling returns. |
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| `rolling_vol` | `OpenTimeSeries`, `OpenFrame` | Returns a pandas.DataFrame with rolling volatilities. |
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