openseries 1.8.4__py3-none-any.whl → 1.9.1__py3-none-any.whl

openseries/__init__.py

@@ -1,4 +1,11 @@
-"""openseries.openseries.__init__.py."""
+"""openseries.openseries.__init__.py.
+
+Copyright (c) Captor Fund Management AB. This file is part of the openseries project.
+
+Licensed under the BSD 3-Clause License. You may obtain a copy of the License at:
+https://github.com/CaptorAB/openseries/blob/master/LICENSE.md
+SPDX-License-Identifier: BSD-3-Clause
+"""
 
 from .datefixer import (
     date_fix,
@@ -18,6 +25,7 @@ from .portfoliotools import (
     sharpeplot,
     simulate_portfolios,
 )
+from .report import report_html
 from .series import OpenTimeSeries, timeseries_chain
 from .simulation import ReturnSimulation
 
@@ -37,6 +45,7 @@ __all__ = [
     "load_plotly_dict",
     "offset_business_days",
     "prepare_plot_data",
+    "report_html",
     "sharpeplot",
     "simulate_portfolios",
     "timeseries_chain",

openseries/_common_model.py

@@ -1,4 +1,11 @@
-"""Defining the _CommonModel class."""
+"""Defining the _CommonModel class.
+
+Copyright (c) Captor Fund Management AB. This file is part of the openseries project.
+
+Licensed under the BSD 3-Clause License. You may obtain a copy of the License at:
+https://github.com/CaptorAB/openseries/blob/master/LICENSE.md
+SPDX-License-Identifier: BSD-3-Clause
+"""
 
 # mypy: disable-error-code="no-any-return"
 from __future__ import annotations

openseries/_risk.py

@@ -1,4 +1,11 @@
-"""Various risk related functions."""
+"""Various risk related functions.
+
+Copyright (c) Captor Fund Management AB. This file is part of the openseries project.
+
+Licensed under the BSD 3-Clause License. You may obtain a copy of the License at:
+https://github.com/CaptorAB/openseries/blob/master/LICENSE.md
+SPDX-License-Identifier: BSD-3-Clause
+"""
 
 from __future__ import annotations
 

openseries/datefixer.py

@@ -1,11 +1,18 @@
-"""Date related utilities."""
+"""Date related utilities.
+
+Copyright (c) Captor Fund Management AB. This file is part of the openseries project.
+
+Licensed under the BSD 3-Clause License. You may obtain a copy of the License at:
+https://github.com/CaptorAB/openseries/blob/master/LICENSE.md
+SPDX-License-Identifier: BSD-3-Clause
+"""
 
 from __future__ import annotations
 
 import datetime as dt
 from typing import TYPE_CHECKING, cast
 
-import pandas_market_calendars as mcal
+import exchange_calendars as exchcal
 from dateutil.relativedelta import relativedelta
 from holidays import (
     country_holidays,
@@ -69,7 +76,7 @@ def market_holidays(
     """
     market_list = [markets] if isinstance(markets, str) else list(markets)
 
-    supported = mcal.get_calendar_names()
+    supported = exchcal.get_calendar_names()
 
     if not all(m in supported for m in market_list):
         msg = (
@@ -80,13 +87,12 @@ def market_holidays(
 
     holidays: list[str] = []
     for m in market_list:
-        cal = mcal.get_calendar(m)
-        # noinspection PyUnresolvedReferences
-        cal_hols = cal.holidays().calendar.holidays
+        cal = exchcal.get_calendar(m)
+        cal_hols = cal.regular_holidays.holidays()
         my_hols: list[str] = [
-            str(date)
+            date.date().strftime("%Y-%m-%d")
             for date in cal_hols
-            if (startyear <= int(str(date)[:4]) <= endyear)
+            if (startyear <= date.date().year <= endyear)
         ]
         holidays.extend(my_hols)
 

openseries/frame.py

@@ -1,4 +1,11 @@
-"""Defining the OpenFrame class."""
+"""Defining the OpenFrame class.
+
+Copyright (c) Captor Fund Management AB. This file is part of the openseries project.
+
+Licensed under the BSD 3-Clause License. You may obtain a copy of the License at:
+https://github.com/CaptorAB/openseries/blob/master/LICENSE.md
+SPDX-License-Identifier: BSD-3-Clause
+"""
 
 # mypy: disable-error-code="index,assignment,arg-type,no-any-return"
 from __future__ import annotations

openseries/load_plotly.py

@@ -1,4 +1,11 @@
-"""Function to load plotly layout and configuration from local json file."""
+"""Function to load plotly layout and configuration from local json file.
+
+Copyright (c) Captor Fund Management AB. This file is part of the openseries project.
+
+Licensed under the BSD 3-Clause License. You may obtain a copy of the License at:
+https://github.com/CaptorAB/openseries/blob/master/LICENSE.md
+SPDX-License-Identifier: BSD-3-Clause
+"""
 
 from __future__ import annotations
 

openseries/owntypes.py

@@ -1,4 +1,11 @@
-"""Declaring types used throughout the project."""
+"""Declaring types used throughout the project.
+
+Copyright (c) Captor Fund Management AB. This file is part of the openseries project.
+
+Licensed under the BSD 3-Clause License. You may obtain a copy of the License at:
+https://github.com/CaptorAB/openseries/blob/master/LICENSE.md
+SPDX-License-Identifier: BSD-3-Clause
+"""
 
 from __future__ import annotations
 

openseries/portfoliotools.py

@@ -1,4 +1,11 @@
-"""Defining the portfolio tools for the OpenFrame class."""
+"""Defining the portfolio tools for the OpenFrame class.
+
+Copyright (c) Captor Fund Management AB. This file is part of the openseries project.
+
+Licensed under the BSD 3-Clause License. You may obtain a copy of the License at:
+https://github.com/CaptorAB/openseries/blob/master/LICENSE.md
+SPDX-License-Identifier: BSD-3-Clause
+"""
 
 # mypy: disable-error-code="index,assignment"
 from __future__ import annotations

openseries/report.py

@@ -0,0 +1,479 @@
+"""Functions related to HTML reports.
+
+Copyright (c) Captor Fund Management AB. This file is part of the openseries project.
+
+Licensed under the BSD 3-Clause License. You may obtain a copy of the License at:
+https://github.com/CaptorAB/openseries/blob/master/LICENSE.md
+SPDX-License-Identifier: BSD-3-Clause
+"""
+
+# mypy: disable-error-code="assignment,index,arg-type"
+from __future__ import annotations
+
+from inspect import stack
+from logging import getLogger
+from pathlib import Path
+from secrets import choice
+from string import ascii_letters
+from typing import TYPE_CHECKING, cast
+from warnings import catch_warnings, simplefilter
+
+if TYPE_CHECKING:  # pragma: no cover
+    from pandas import Series
+    from plotly.graph_objs import Figure
+
+    from .frame import OpenFrame
+    from .owntypes import LiteralPlotlyJSlib, LiteralPlotlyOutput
+
+
+from pandas import DataFrame, Series, concat
+from plotly.io import to_html
+from plotly.offline import plot
+from plotly.subplots import make_subplots
+
+from .load_plotly import load_plotly_dict
+from .owntypes import (
+    LiteralBizDayFreq,
+    ValueType,
+)
+
+logger = getLogger(__name__)
+
+
+__all__ = ["report_html"]
+
+
+def calendar_period_returns(
+    data: OpenFrame,
+    freq: LiteralBizDayFreq = "BYE",
+    *,
+    relabel: bool = True,
+) -> DataFrame:
+    """Generate a table of returns with appropriate table labels.
+
+    Parameters
+    ----------
+    data: OpenFrame
+        The timeseries data
+    freq: LiteralBizDayFreq
+        The date offset string that sets the resampled frequency
+    relabel: bool, default: True
+        Whether to set new appropriate labels
+
+    Returns:
+    -------
+    pandas.DataFrame
+        The resulting data
+
+    """
+    copied = data.from_deepcopy()
+    copied.resample_to_business_period_ends(freq=freq)
+    vtypes = [x == ValueType.RTRN for x in copied.tsdf.columns.get_level_values(1)]
+    if not any(vtypes):
+        copied.value_to_ret()
+    cldr = copied.tsdf.iloc[1:].copy()
+    if relabel:
+        if freq == "BYE":
+            cldr.index = [d.year for d in cldr.index]
+        else:
+            cldr.index = [d.strftime("%b %y") for d in cldr.index]
+
+    return cldr  # type: ignore[no-any-return]
+
+
+def report_html(
+    data: OpenFrame,
+    bar_freq: LiteralBizDayFreq = "BYE",
+    filename: str | None = None,
+    title: str | None = None,
+    directory: Path | None = None,
+    output_type: LiteralPlotlyOutput = "file",
+    include_plotlyjs: LiteralPlotlyJSlib = "cdn",
+    *,
+    auto_open: bool = False,
+    add_logo: bool = True,
+    vertical_legend: bool = True,
+) -> tuple[Figure, str]:
+    """Generate a HTML report page with line and bar plots and a table.
+
+    Parameters
+    ----------
+    data: OpenFrame
+        The timeseries data
+    bar_freq: LiteralBizDayFreq
+        The date offset string that sets the bar plot frequency
+    filename: str, optional
+        Name of the Plotly html file
+    title: str, optional
+        The report page title
+    directory: DirectoryPath, optional
+        Directory where Plotly html file is saved
+    output_type: LiteralPlotlyOutput, default: "file"
+        Determines output type
+    include_plotlyjs: LiteralPlotlyJSlib, default: "cdn"
+        Determines how the plotly.js library is included in the output
+    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
+    vertical_legend: bool, default: True
+        Determines whether to vertically align the legend's labels
+
+    Returns:
+    -------
+    tuple[plotly.go.Figure, str]
+        Plotly Figure and a div section or a html filename with location
+
+    """
+    data.trunc_frame().value_nan_handle().to_cumret()
+
+    if data.yearfrac > 1.0:
+        properties = [
+            "geo_ret",
+            "vol",
+            "ret_vol_ratio",
+            "sortino_ratio",
+            "worst_month",
+            "first_indices",
+            "last_indices",
+        ]
+        labels_init = [
+            "Return (CAGR)",
+            "Volatility",
+            "Sharpe Ratio",
+            "Sortino Ratio",
+            "Worst Month",
+            "Comparison Start",
+            "Comparison End",
+            "Jensen's Alpha",
+            "Information Ratio",
+            "Tracking Error (weekly)",
+            "Capture Ratio (monthly)",
+            "Index Beta (weekly)",
+        ]
+        labels_final = [
+            "Return (CAGR)",
+            "Year-to-Date",
+            "Month-to-Date",
+            "Volatility",
+            "Sharpe Ratio",
+            "Sortino Ratio",
+            "Jensen's Alpha",
+            "Information Ratio",
+            "Tracking Error (weekly)",
+            "Index Beta (weekly)",
+            "Capture Ratio (monthly)",
+            "Worst Month",
+            "Comparison Start",
+            "Comparison End",
+        ]
+    else:
+        properties = [
+            "value_ret",
+            "vol",
+            "ret_vol_ratio",
+            "sortino_ratio",
+            "worst",
+            "first_indices",
+            "last_indices",
+        ]
+        labels_init = [
+            "Return (simple)",
+            "Volatility",
+            "Sharpe Ratio",
+            "Sortino Ratio",
+            "Worst Day",
+            "Comparison Start",
+            "Comparison End",
+            "Jensen's Alpha",
+            "Information Ratio",
+            "Tracking Error (weekly)",
+            "Index Beta (weekly)",
+        ]
+        labels_final = [
+            "Return (simple)",
+            "Year-to-Date",
+            "Month-to-Date",
+            "Volatility",
+            "Sharpe Ratio",
+            "Sortino Ratio",
+            "Jensen's Alpha",
+            "Information Ratio",
+            "Tracking Error (weekly)",
+            "Index Beta (weekly)",
+            "Worst Day",
+            "Comparison Start",
+            "Comparison End",
+        ]
+
+    figure = make_subplots(
+        rows=2,
+        cols=2,
+        specs=[
+            [{"type": "xy"}, {"rowspan": 2, "type": "table"}],
+            [{"type": "xy"}, None],
+        ],
+    )
+
+    for item, lbl in enumerate(data.columns_lvl_zero):
+        figure.add_scatter(
+            x=data.tsdf.index,
+            y=data.tsdf.iloc[:, item],
+            hovertemplate="%{y:.2%}<br>%{x|%Y-%m-%d}",
+            line={"width": 2.5, "dash": "solid"},
+            mode="lines",
+            name=lbl,
+            showlegend=True,
+            row=1,
+            col=1,
+        )
+
+    quarter_of_year = 0.25
+    if data.yearfrac < quarter_of_year:
+        tmp = data.from_deepcopy()
+        bdf = tmp.value_to_ret().tsdf.iloc[1:]
+    else:
+        bdf = calendar_period_returns(data, freq=bar_freq)
+
+    for item in range(data.item_count):
+        figure.add_bar(
+            x=bdf.index,
+            y=bdf.iloc[:, item],
+            hovertemplate="%{y:.2%}<br>%{x}",
+            name=bdf.iloc[:, item].name[0],
+            showlegend=False,
+            row=2,
+            col=1,
+        )
+
+    formats = [
+        "{:.2%}",
+        "{:.2%}",
+        "{:.2f}",
+        "{:.2f}",
+        "{:.2%}",
+        "{:%Y-%m-%d}",
+        "{:%Y-%m-%d}",
+        "{:.2%}",
+        "{:.2f}",
+        "{:.2%}",
+        "{:.2f}",
+    ]
+
+    # noinspection PyTypeChecker
+    rpt_df = data.all_properties(properties=properties)
+    alpha_frame = data.from_deepcopy()
+    alpha_frame.to_cumret()
+    with catch_warnings():
+        simplefilter("ignore")
+        alphas: list[str | float] = [
+            alpha_frame.jensen_alpha(
+                asset=(aname, ValueType.PRICE),
+                market=(alpha_frame.columns_lvl_zero[-1], ValueType.PRICE),
+                riskfree_rate=0.0,
+            )
+            for aname in alpha_frame.columns_lvl_zero[:-1]
+        ]
+    alphas.append("")
+    ar = DataFrame(data=alphas, index=data.tsdf.columns, columns=["Jensen's Alpha"]).T
+    rpt_df = concat([rpt_df, ar])
+    ir = data.info_ratio_func()
+    ir.name = "Information Ratio"
+    ir.iloc[-1] = None
+    ir = ir.to_frame().T
+    rpt_df = concat([rpt_df, ir])
+    te_frame = data.from_deepcopy()
+    te_frame.resample("7D")
+    with catch_warnings():
+        simplefilter("ignore")
+        te = te_frame.tracking_error_func()
+    if te.hasnans:
+        te = Series(
+            data=[""] * te_frame.item_count,
+            index=te_frame.tsdf.columns,
+            name="Tracking Error (weekly)",
+        )
+    else:
+        te.iloc[-1] = None
+        te.name = "Tracking Error (weekly)"
+    te = te.to_frame().T
+    rpt_df = concat([rpt_df, te])
+
+    if data.yearfrac > 1.0:
+        crm = data.from_deepcopy()
+        crm.resample("ME")
+        cru_save = Series(
+            data=[""] * crm.item_count,
+            index=crm.tsdf.columns,
+            name="Capture Ratio (monthly)",
+        )
+        with catch_warnings():
+            simplefilter("ignore")
+            try:
+                cru = crm.capture_ratio_func(ratio="both")
+            except ZeroDivisionError as exc:  # pragma: no cover
+                msg = f"Capture ratio calculation error: {exc!s}"  # pragma: no cover
+                logger.warning(msg=msg)  # pragma: no cover
+                cru = cru_save  # pragma: no cover
+        if cru.hasnans:
+            cru = cru_save
+        else:
+            cru.iloc[-1] = None
+            cru.name = "Capture Ratio (monthly)"
+        cru = cru.to_frame().T
+        rpt_df = concat([rpt_df, cru])
+        formats.append("{:.2f}")
+    beta_frame = data.from_deepcopy()
+    beta_frame.resample("7D").value_nan_handle("drop")
+    beta_frame.to_cumret()
+    betas: list[str | float] = [
+        beta_frame.beta(
+            asset=(bname, ValueType.PRICE),
+            market=(beta_frame.columns_lvl_zero[-1], ValueType.PRICE),
+        )
+        for bname in beta_frame.columns_lvl_zero[:-1]
+    ]
+    # noinspection PyTypeChecker
+    betas.append("")
+    br = DataFrame(
+        data=betas,
+        index=data.tsdf.columns,
+        columns=["Index Beta (weekly)"],
+    ).T
+    rpt_df = concat([rpt_df, br])
+
+    for item, f in zip(rpt_df.index, formats, strict=False):
+        rpt_df.loc[item] = rpt_df.loc[item].apply(
+            lambda x, fmt=f: x if (isinstance(x, str) or x is None) else fmt.format(x),  # type: ignore[return-value]
+        )
+
+    rpt_df.index = labels_init
+
+    this_year = data.last_idx.year
+    this_month = data.last_idx.month
+    ytd = cast("Series[float]", data.value_ret_calendar_period(year=this_year)).map(
+        "{:.2%}".format
+    )
+    ytd.name = "Year-to-Date"
+    mtd = cast(
+        "Series[float]",
+        data.value_ret_calendar_period(year=this_year, month=this_month),
+    ).map(
+        "{:.2%}".format,
+    )
+    mtd.name = "Month-to-Date"
+    ytd = ytd.to_frame().T
+    mtd = mtd.to_frame().T
+    rpt_df = concat([rpt_df, ytd])
+    rpt_df = concat([rpt_df, mtd])
+    rpt_df = rpt_df.reindex(labels_final)
+
+    rpt_df.index = [f"<b>{x}</b>" for x in rpt_df.index]
+    rpt_df = rpt_df.reset_index()
+
+    colmns = ["", *data.columns_lvl_zero]
+    columns = [f"<b>{x}</b>" for x in colmns]
+    aligning = ["left"] + ["center"] * (len(columns) - 1)
+
+    col_even_color = "lightgrey"
+    col_odd_color = "white"
+    color_lst = ["grey"] + [col_odd_color] * (data.item_count - 1) + [col_even_color]
+
+    tablevalues = rpt_df.transpose().to_numpy().tolist()
+    cleanedtablevalues = list(tablevalues)[:-1]
+    cleanedcol = [
+        valu if valu not in ["nan", "nan%"] else "" for valu in tablevalues[-1]
+    ]
+    cleanedtablevalues.append(cleanedcol)
+
+    figure.add_table(
+        header={
+            "values": columns,
+            "align": "center",
+            "fill_color": "grey",
+            "font": {"color": "white"},
+        },
+        cells={
+            "values": cleanedtablevalues,
+            "align": aligning,
+            "height": 25,
+            "fill_color": color_lst,
+            "font": {"color": ["white"] + ["black"] * len(columns)},
+        },
+        row=1,
+        col=2,
+    )
+
+    if directory:
+        dirpath = Path(directory).resolve()
+    elif Path.home().joinpath("Documents").exists():
+        dirpath = Path.home() / "Documents"
+    else:
+        dirpath = Path(stack()[1].filename).parent
+
+    if not filename:
+        filename = "".join(choice(ascii_letters) for _ in range(6)) + ".html"
+
+    plotfile = dirpath / filename
+
+    fig, logo = load_plotly_dict()
+
+    if add_logo:
+        figure.add_layout_image(logo)
+
+    figure.update_layout(fig.get("layout"))
+    colorway: list[str] = cast("dict[str, list[str]]", fig["layout"]).get("colorway")
+
+    if vertical_legend:
+        legend = {
+            "yanchor": "bottom",
+            "y": -0.04,
+            "xanchor": "right",
+            "x": 0.98,
+            "orientation": "v",
+        }
+    else:
+        legend = {
+            "yanchor": "bottom",
+            "y": -0.2,
+            "xanchor": "right",
+            "x": 0.98,
+            "orientation": "h",
+        }
+
+    figure.update_layout(
+        legend=legend,
+        colorway=colorway[: data.item_count],
+    )
+    figure.update_xaxes(gridcolor="#EEEEEE", automargin=True, tickangle=-45)
+    figure.update_yaxes(tickformat=".2%", gridcolor="#EEEEEE", automargin=True)
+
+    if isinstance(title, str):
+        figure.update_layout(
+            {"title": {"text": f"<b>{title}</b><br>", "font": {"size": 36}}},
+        )
+
+    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),
+            output_type=output_type,
+            config=fig["config"],
+        )
+        string_output = str(plotfile)
+    else:
+        div_id = filename.split(sep=".")[0]
+        string_output = to_html(
+            fig=figure,
+            div_id=div_id,
+            auto_play=False,
+            full_html=False,
+            include_plotlyjs=cast("bool", include_plotlyjs),
+            config=fig["config"],
+        )
+
+    return figure, string_output

openseries/series.py

@@ -1,4 +1,11 @@
-"""Defining the OpenTimeSeries class."""
+"""Defining the OpenTimeSeries class.
+
+Copyright (c) Captor Fund Management AB. This file is part of the openseries project.
+
+Licensed under the BSD 3-Clause License. You may obtain a copy of the License at:
+https://github.com/CaptorAB/openseries/blob/master/LICENSE.md
+SPDX-License-Identifier: BSD-3-Clause
+"""
 
 # mypy: disable-error-code="no-any-return"
 from __future__ import annotations

openseries/simulation.py

@@ -1,4 +1,11 @@
-"""Defining the ReturnSimulation class."""
+"""Defining the ReturnSimulation class.
+
+Copyright (c) Captor Fund Management AB. This file is part of the openseries project.
+
+Licensed under the BSD 3-Clause License. You may obtain a copy of the License at:
+https://github.com/CaptorAB/openseries/blob/master/LICENSE.md
+SPDX-License-Identifier: BSD-3-Clause
+"""
 
 # mypy: disable-error-code="no-any-return"
 from __future__ import annotations

{openseries-1.8.4.dist-info → openseries-1.9.1.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openseries
-Version: 1.8.4
+Version: 1.9.1
 Summary: Tools for analyzing financial timeseries.
 License: # BSD 3-Clause License
          
@@ -46,13 +46,12 @@ Classifier: Natural Language :: English
 Classifier: Development Status :: 5 - Production/Stable
 Classifier: Operating System :: OS Independent
 Classifier: Framework :: Pydantic
+Requires-Dist: exchange-calendars (>=4.8,<6.0)
 Requires-Dist: holidays (>=0.30,<1.0)
-Requires-Dist: numpy (>=1.23.2,<3.0.0)
+Requires-Dist: numpy (>=1.23.2,!=2.3.0,<3.0.0)
 Requires-Dist: openpyxl (>=3.1.2,<5.0.0)
 Requires-Dist: pandas (>=2.1.2,<3.0.0)
-Requires-Dist: pandas-market-calendars (>=5.1.0,<7.0.0)
 Requires-Dist: plotly (>=5.18.0,<7.0.0)
-Requires-Dist: pyarrow (>=14.0.2,<21.0.0)
 Requires-Dist: pydantic (>=2.5.2,<3.0.0)
 Requires-Dist: python-dateutil (>=2.8.2,<4.0.0)
 Requires-Dist: requests (>=2.20.0,<3.0.0)
@@ -75,7 +74,7 @@ Description-Content-Type: text/markdown
 ![Platform](https://img.shields.io/badge/platforms-Windows%20%7C%20macOS%20%7C%20Linux-blue)
 [![Python version](https://img.shields.io/pypi/pyversions/openseries.svg)](https://www.python.org/)
 [![GitHub Action Test Suite](https://github.com/CaptorAB/openseries/actions/workflows/test.yml/badge.svg)](https://github.com/CaptorAB/openseries/actions/workflows/test.yml)
-[![Coverage](https://cdn.jsdelivr.net/gh/CaptorAB/openseries@master/coverage.svg)](https://github.com/CaptorAB/openseries/actions/workflows/test.yml)
+[![codecov](https://img.shields.io/codecov/c/github/CaptorAB/openseries/master)](https://codecov.io/gh/CaptorAB/openseries/branch/master)
 [![Poetry](https://img.shields.io/endpoint?url=https://python-poetry.org/badge/v0.json)](https://python-poetry.org/)
 [![Ruff](https://img.shields.io/endpoint?url=https://raw.githubusercontent.com/astral-sh/ruff/main/assets/badge/v2.json)](https://beta.ruff.rs/docs/)
 [![GitHub License](https://img.shields.io/github/license/CaptorAB/openseries)](https://github.com/CaptorAB/openseries/blob/master/LICENSE.md)
@@ -118,35 +117,9 @@ _,_=series.plot_series()
 
 ```
 
-### Sample output using the OpenFrame.all_properties() method:
+### Sample output using the report_html() function:
 
-```
-                       Scilla Global Equity C (simulation+fund) Global Low Volatility index, SEK
-                                                ValueType.PRICE                  ValueType.PRICE
-Total return                                           3.641282                         1.946319
-Arithmetic return                                      0.096271                         0.069636
-Geometric return                                       0.093057                          0.06464
-Volatility                                             0.120279                         0.117866
-Return vol ratio                                       0.800396                          0.59081
-Downside deviation                                     0.085956                         0.086723
-Sortino ratio                                          1.119993                         0.802975
-Positive share                                         0.541783                         0.551996
-Worst                                                 -0.071616                        -0.089415
-Worst month                                           -0.122503                        -0.154485
-Max drawdown                                          -0.309849                        -0.435444
-Max drawdown in cal yr                                -0.309849                        -0.348681
-Max drawdown dates                                   2020-03-23                       2009-03-09
-CVaR 95.0%                                             -0.01793                        -0.018429
-VaR 95.0%                                             -0.011365                        -0.010807
-Imp vol from VaR 95%                                   0.109204                         0.103834
-Z-score                                                0.587905                         0.103241
-Skew                                                  -0.650782                        -0.888109
-Kurtosis                                               8.511166                        17.527367
-observations                                               4309                             4309
-span of days                                               6301                             6301
-first indices                                        2006-01-03                       2006-01-03
-last indices                                         2023-04-05                       2023-04-05
-```
+<img src="./captor_plot_image.png" alt="Two Assets Compared" width="1000" />
 
 ## Development Instructions
 
@@ -171,9 +144,8 @@ cd openseries
 ```bash
 git clone https://github.com/CaptorAB/openseries.git
 cd openseries
-make
-source source_me
 make install
+source source_me
 
 ```
 
@@ -220,12 +192,13 @@ make lint
 
 ### On some files in the project
 
-| File                                                                                                 | Description                                                                                                                                                                                         |
-|:-----------------------------------------------------------------------------------------------------|:----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
-| [series.py](https://github.com/CaptorAB/openseries/blob/master/openseries/series.py)                 | Defines the class _OpenTimeSeries_ for managing and analyzing a single timeseries. The module also defines a function `timeseries_chain` that can be used to chain two timeseries objects together. |
-| [frame.py](https://github.com/CaptorAB/openseries/blob/master/openseries/frame.py)                   | Defines the class _OpenFrame_ for managing a group of timeseries, and e.g. calculate a portfolio timeseries from a rebalancing strategy between timeseries.                                         |
-| [portfoliotools.py](https://github.com/CaptorAB/openseries/blob/master/openseries/portfoliotools.py) | Defines functions to simulate, optimize, and plot portfolios.                                                                                                                                       |
-| [simulation.py](https://github.com/CaptorAB/openseries/blob/master/openseries/simulation.py)         | Defines the class _ReturnSimulation_ to create simulated financial timeseries. Used in the project's test suite                                                                                     |
+| File                                                                                                 | Description                                                                                                                                                                                           |
+|:-----------------------------------------------------------------------------------------------------|:------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
+| [series.py](https://github.com/CaptorAB/openseries/blob/master/openseries/series.py)                 | Defines the class _OpenTimeSeries_ for managing and analyzing a single timeseries. The module also defines a function `timeseries_chain` that can be used to chain two timeseries objects together.   |
+| [frame.py](https://github.com/CaptorAB/openseries/blob/master/openseries/frame.py)                   | Defines the class _OpenFrame_ for managing a group of timeseries, and e.g. calculate a portfolio timeseries from a rebalancing strategy between timeseries.                                           |
+| [portfoliotools.py](https://github.com/CaptorAB/openseries/blob/master/openseries/portfoliotools.py) | Defines functions to simulate, optimize, and plot portfolios.                                                                                                                                         |
+| [report.py](https://github.com/CaptorAB/openseries/blob/master/openseries/report.py)                 | Defines the _report_html_ function that is used to create a landscape orientation report on at least two assets. All preceding assets will be measured against the last asset in the input OpenFrame. |
+| [simulation.py](https://github.com/CaptorAB/openseries/blob/master/openseries/simulation.py)         | Defines the class _ReturnSimulation_ to create simulated financial timeseries. Used in the project's test suite                                                                                       |
 
 ### Class methods used to construct objects.
 

openseries-1.9.1.dist-info/RECORD

@@ -0,0 +1,17 @@
+openseries/__init__.py,sha256=WAh79oE-ceGG_yl4nBukkp3UPvmLk4u_GySL2xOKbxE,1375
+openseries/_common_model.py,sha256=1RdWhdoFnEndhcKuYw7IMuxkWmITIsfFE7KgvC0p0tU,83060
+openseries/_risk.py,sha256=8XKZWWXrECo0Vd9r2kbcn4dzyPuo93DAEO8eSkv4w20,2357
+openseries/datefixer.py,sha256=FBe0zEcCDbrMPatN9OvaKqXJd9EQOqXzknQQ1N3Ji0s,15774
+openseries/frame.py,sha256=RKt9PA6wrETb1eBpWhJgLyktnrEcskWd-BRmHGenqBw,55925
+openseries/load_plotly.py,sha256=VBrjKUpips-yFSySIHYbVTuUfGkSFsulgZd2LPwmYVE,2271
+openseries/owntypes.py,sha256=pzT-DHtCHbEwDDYjGTT_6gI71TEA9gtfeAMw0038VqQ,9612
+openseries/plotly_captor_logo.json,sha256=F5nhMzEyxKywtjvQqMTKgKRCJQYMDIiBgDSxdte8Clo,178
+openseries/plotly_layouts.json,sha256=9tKAeittrjwJWhBMV8SnCDAWdhgbVnUqXcN6P_J_bos,1433
+openseries/portfoliotools.py,sha256=krEgw9DdhbKEYKGAt-8KERzCrXXi6ViSbpa-s1Em0hw,19566
+openseries/report.py,sha256=8CN-rCc_grDAPw2k-oU00R3M_eIjSGkquQb-1ZDb5MA,14025
+openseries/series.py,sha256=DyM5rdwTSz0Xvq7NuX9HEkgwsSsfWie-bU4ycjE-r2s,28536
+openseries/simulation.py,sha256=wRw8yKphWLmgsjOjLZd2K1rbEl-mZw3fcJswixTvZos,14402
+openseries-1.9.1.dist-info/LICENSE.md,sha256=wNupG-KLsG0aTncb_SMNDh1ExtrKXlpxSJ6RC-g-SWs,1516
+openseries-1.9.1.dist-info/METADATA,sha256=0XQ208o-zf9harMeOzcnExcIiJRE3eW6ZHipYd0BjCI,44440
+openseries-1.9.1.dist-info/WHEEL,sha256=b4K_helf-jlQoXBBETfwnf4B04YC67LOev0jo4fX5m8,88
+openseries-1.9.1.dist-info/RECORD,,

openseries-1.8.4.dist-info/RECORD

@@ -1,16 +0,0 @@
-openseries/__init__.py,sha256=dKw_wEfgrCwwV1IRljesrtxjE9AVFwTyhE8k4CFIck8,1053
-openseries/_common_model.py,sha256=oW-jM8CCAS4E7R-E7hPHDUkMJ5i2sc1DRGxvRB498SA,82789
-openseries/_risk.py,sha256=lZzoP5yjq9vHtKhYe7kU3-iG8rADcu00bkT9kIgsi_E,2086
-openseries/datefixer.py,sha256=7ugMIEKf5lhifd1FlC_aHlHt_Fwvof3aRSLaHM2fvR8,15525
-openseries/frame.py,sha256=H3gAIKTDy5aStKTjBtudsJX15knH0t-8NfdD26JVu3Y,55654
-openseries/load_plotly.py,sha256=VGDdS8ojPQK7AQr-dGi9IfShi5O0EfjM8kUQrJhG_Zw,2000
-openseries/owntypes.py,sha256=j5KUbHqJTKyZPaQOurojtf7RoPgk5TC8A1KEtMO6EN0,9341
-openseries/plotly_captor_logo.json,sha256=F5nhMzEyxKywtjvQqMTKgKRCJQYMDIiBgDSxdte8Clo,178
-openseries/plotly_layouts.json,sha256=9tKAeittrjwJWhBMV8SnCDAWdhgbVnUqXcN6P_J_bos,1433
-openseries/portfoliotools.py,sha256=6bgz64-B6qJVrHAE-pLp8JJCmJkO_JAExHL5G3AwPWE,19295
-openseries/series.py,sha256=xYU4c1MA02AaFko5q72JoVDEKs60zDmxkfG4P_uCpOY,28265
-openseries/simulation.py,sha256=LhKfA32uskMNr90V9r1_uYKC7FZgWRcdLzw2--D1qUM,14131
-openseries-1.8.4.dist-info/LICENSE.md,sha256=wNupG-KLsG0aTncb_SMNDh1ExtrKXlpxSJ6RC-g-SWs,1516
-openseries-1.8.4.dist-info/METADATA,sha256=D6rlANyAmZ72EonbQTMyjE10ctd1MuJqQ3nVXbqNO3A,46550
-openseries-1.8.4.dist-info/WHEEL,sha256=b4K_helf-jlQoXBBETfwnf4B04YC67LOev0jo4fX5m8,88
-openseries-1.8.4.dist-info/RECORD,,