openseries 1.9.3__py3-none-any.whl → 1.9.5__py3-none-any.whl

openseries/owntypes.py

@@ -376,3 +376,7 @@ class IncorrectArgumentComboError(Exception):
 
 class PropertiesInputValidationError(Exception):
     """Raised when duplicate strings are provided."""
+
+
+class ResampleDataLossError(Exception):
+    """Raised when user attempts to run resample_to_business_period_ends on returns."""

openseries/plotly_layouts.json

@@ -16,7 +16,7 @@
     ],
     "responsive": true,
     "toImageButtonOptions": {
-      "filename": "captor_plot_image",
+      "filename": "openseries_plot",
       "format": "png"
     }
   },

openseries/portfoliotools.py

@@ -7,7 +7,6 @@ https://github.com/CaptorAB/openseries/blob/master/LICENSE.md
 SPDX-License-Identifier: BSD-3-Clause
 """
 
-# mypy: disable-error-code="assignment"
 from __future__ import annotations
 
 from inspect import stack
@@ -36,7 +35,7 @@ from pandas import (
 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 scipy.optimize import minimize
 
 from .load_plotly import load_plotly_dict
 from .owntypes import (
@@ -143,7 +142,7 @@ def efficient_frontier(
     eframe: OpenFrame,
     num_ports: int = 5000,
     seed: int = 71,
-    bounds: tuple[tuple[float]] | None = None,
+    bounds: tuple[tuple[float, float], ...] | None = None,
     frontier_points: int = 200,
     minimize_method: LiteralMinimizeMethods = "SLSQP",
     *,
@@ -159,7 +158,7 @@ def efficient_frontier(
         Number of possible portfolios to simulate
     seed: int, default: 71
         The seed for the random process
-    bounds: tuple[tuple[float]], optional
+    bounds: tuple[tuple[float, float], ...], optional
         The range of minumum and maximum allowed allocations for each asset
     frontier_points: int, default: 200
         number of points along frontier to optimize
@@ -253,7 +252,7 @@ def efficient_frontier(
         bounds = tuple((0.0, 1.0) for _ in range(eframe.item_count))
     init_guess = array(eframe.weights)
 
-    opt_results = minimize(
+    opt_results = minimize(  # type: ignore[call-overload]
         fun=_neg_sharpe,
         x0=init_guess,
         method=minimize_method,
@@ -288,7 +287,7 @@ def efficient_frontier(
             ),
         )
 
-        result = minimize(
+        result = minimize(  # type: ignore[call-overload]
             fun=_minimize_volatility,
             x0=init_guess,
             method=minimize_method,
@@ -320,7 +319,7 @@ def efficient_frontier(
 
     if tweak:
         limit_tweak = 0.001
-        line_df["stdev_diff"] = line_df.stdev.pct_change()
+        line_df["stdev_diff"] = line_df.stdev.ffill().pct_change()
         line_df = line_df.loc[line_df.stdev_diff.abs() > limit_tweak]
         line_df = line_df.drop(columns="stdev_diff")
 
@@ -333,7 +332,7 @@ def constrain_optimized_portfolios(
     portfolioname: str = "Current Portfolio",
     simulations: int = 10000,
     curve_points: int = 200,
-    bounds: tuple[tuple[float]] | None = None,
+    bounds: tuple[tuple[float, float], ...] | None = None,
     minimize_method: LiteralMinimizeMethods = "SLSQP",
 ) -> tuple[OpenFrame, OpenTimeSeries, OpenFrame, OpenTimeSeries]:
     """Constrain optimized portfolios to those that improve on the current one.
@@ -350,7 +349,7 @@ def constrain_optimized_portfolios(
         Number of possible portfolios to simulate
     curve_points: int, default: 200
         Number of optimal portfolios on the efficient frontier
-    bounds: tuple[tuple[float]], optional
+    bounds: tuple[tuple[float, float], ...], optional
         The range of minumum and maximum allowed allocations for each asset
     minimize_method: LiteralMinimizeMethods, default: SLSQP
         The method passed into the scipy.minimize function
@@ -441,7 +440,7 @@ def prepare_plot_data(
         for wgt, nm in zip(optimized[3:], assets.columns_lvl_zero, strict=True)
     ]
     opt_text = "<br><br>Weights:<br>" + "<br>".join(opt_text_list)
-    vol: Series[float] = assets.vol
+    vol = cast("Series[float]", assets.vol)
     plotframe = DataFrame(
         data=[
             assets.arithmetic_ret,

openseries/report.py

@@ -7,7 +7,6 @@ https://github.com/CaptorAB/openseries/blob/master/LICENSE.md
 SPDX-License-Identifier: BSD-3-Clause
 """
 
-# mypy: disable-error-code="assignment"
 from __future__ import annotations
 
 from inspect import stack
@@ -20,20 +19,21 @@ from warnings import catch_warnings, simplefilter
 
 if TYPE_CHECKING:  # pragma: no cover
     from pandas import Series
-    from plotly.graph_objs import Figure
+    from plotly.graph_objs import Figure  # type: ignore[import-untyped]
 
     from .frame import OpenFrame
     from .owntypes import LiteralPlotlyJSlib, LiteralPlotlyOutput
 
 
-from pandas import DataFrame, Series, Timestamp, concat
-from plotly.io import to_html
-from plotly.offline import plot
-from plotly.subplots import make_subplots
+from pandas import DataFrame, Index, Series, Timestamp, concat
+from plotly.io import to_html  # type: ignore[import-untyped]
+from plotly.offline import plot  # type: ignore[import-untyped]
+from plotly.subplots import make_subplots  # type: ignore[import-untyped]
 
 from .load_plotly import load_plotly_dict
 from .owntypes import (
     LiteralBizDayFreq,
+    LiteralFrameProps,
     ValueType,
 )
 
@@ -68,21 +68,19 @@ def calendar_period_returns(
     """
     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()
+    copied.value_to_ret()
     cldr = copied.tsdf.iloc[1:].copy()
     if relabel:
         if freq.upper() == "BYE":
-            cldr.index = [d.year for d in cldr.index]
+            cldr.index = Index([d.year for d in cldr.index])
         elif freq.upper() == "BQE":
-            cldr.index = [
-                Timestamp(d).to_period("Q").strftime("Q%q %Y") for d in cldr.index
-            ]
+            cldr.index = Index(
+                [Timestamp(d).to_period("Q").strftime("Q%q %Y") for d in cldr.index]
+            )
         else:
-            cldr.index = [d.strftime("%b %y") for d in cldr.index]
+            cldr.index = Index([d.strftime("%b %y") for d in cldr.index])
 
-    return cldr  # type: ignore[no-any-return]
+    return cldr
 
 
 def report_html(
@@ -129,9 +127,10 @@ def report_html(
         Plotly Figure and a div section or a html filename with location
 
     """
-    data.trunc_frame().value_nan_handle().to_cumret()
+    copied = data.from_deepcopy()
+    copied.trunc_frame().value_nan_handle().to_cumret()
 
-    if data.yearfrac > 1.0:
+    if copied.yearfrac > 1.0:
         properties = [
             "geo_ret",
             "vol",
@@ -219,10 +218,10 @@ def report_html(
         ],
     )
 
-    for item, lbl in enumerate(data.columns_lvl_zero):
+    for item, lbl in enumerate(copied.columns_lvl_zero):
         figure.add_scatter(
-            x=data.tsdf.index,
-            y=data.tsdf.iloc[:, item],
+            x=copied.tsdf.index,
+            y=copied.tsdf.iloc[:, item],
             hovertemplate="%{y:.2%}<br>%{x|%Y-%m-%d}",
             line={"width": 2.5, "dash": "solid"},
             mode="lines",
@@ -233,18 +232,19 @@ def report_html(
         )
 
     quarter_of_year = 0.25
-    if data.yearfrac < quarter_of_year:
-        tmp = data.from_deepcopy()
+    if copied.yearfrac < quarter_of_year:
+        tmp = copied.from_deepcopy()
         bdf = tmp.value_to_ret().tsdf.iloc[1:]
     else:
-        bdf = calendar_period_returns(data, freq=bar_freq)
+        bdf = calendar_period_returns(data=copied, freq=bar_freq)
 
-    for item in range(data.item_count):
+    for item in range(copied.item_count):
+        col_name = cast("tuple[str, ValueType]", bdf.iloc[:, item].name)
         figure.add_bar(
             x=bdf.index,
             y=bdf.iloc[:, item],
             hovertemplate="%{y:.2%}<br>%{x}",
-            name=bdf.iloc[:, item].name[0],  # type: ignore[index]
+            name=col_name[0],
             showlegend=False,
             row=2,
             col=1,
@@ -265,8 +265,10 @@ def report_html(
     ]
 
     # noinspection PyTypeChecker
-    rpt_df = data.all_properties(properties=properties)  # type: ignore[arg-type]
-    alpha_frame = data.from_deepcopy()
+    rpt_df = copied.all_properties(
+        properties=cast("list[LiteralFrameProps]", properties)
+    )
+    alpha_frame = copied.from_deepcopy()
     alpha_frame.to_cumret()
     with catch_warnings():
         simplefilter("ignore")
@@ -279,14 +281,16 @@ def report_html(
             for aname in alpha_frame.columns_lvl_zero[:-1]
         ]
     alphas.append("")
-    ar = DataFrame(data=alphas, index=data.tsdf.columns, columns=["Jensen's Alpha"]).T
+    ar = DataFrame(
+        data=alphas, index=copied.tsdf.columns, columns=["Jensen's Alpha"]
+    ).T
     rpt_df = concat([rpt_df, ar])
-    ir = data.info_ratio_func()
+    ir = copied.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()
+    ir_df = ir.to_frame().T
+    rpt_df = concat([rpt_df, ir_df])
+    te_frame = copied.from_deepcopy()
     te_frame.resample("7D")
     with catch_warnings():
         simplefilter("ignore")
@@ -300,11 +304,11 @@ def report_html(
     else:
         te.iloc[-1] = None
         te.name = "Tracking Error (weekly)"
-    te = te.to_frame().T
-    rpt_df = concat([rpt_df, te])
+    te_df = te.to_frame().T
+    rpt_df = concat([rpt_df, te_df])
 
-    if data.yearfrac > 1.0:
-        crm = data.from_deepcopy()
+    if copied.yearfrac > 1.0:
+        crm = copied.from_deepcopy()
         crm.resample("ME")
         cru_save = Series(
             data=[""] * crm.item_count,
@@ -324,10 +328,10 @@ def report_html(
         else:
             cru.iloc[-1] = None
             cru.name = "Capture Ratio (monthly)"
-        cru = cru.to_frame().T
-        rpt_df = concat([rpt_df, cru])
+        cru_df = cru.to_frame().T
+        rpt_df = concat([rpt_df, cru_df])
         formats.append("{:.2f}")
-    beta_frame = data.from_deepcopy()
+    beta_frame = copied.from_deepcopy()
     beta_frame.resample("7D").value_nan_handle("drop")
     beta_frame.to_cumret()
     betas: list[str | float] = [
@@ -337,51 +341,50 @@ def report_html(
         )
         for bname in beta_frame.columns_lvl_zero[:-1]
     ]
-    # noinspection PyTypeChecker
     betas.append("")
     br = DataFrame(
         data=betas,
-        index=data.tsdf.columns,
+        index=copied.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]
+            lambda x, fmt=f: x if (isinstance(x, str) or x is None) else fmt.format(x),
         )
 
-    rpt_df.index = labels_init
+    rpt_df.index = 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(
+    this_year = copied.last_idx.year
+    this_month = copied.last_idx.month
+    ytd = cast("Series[float]", copied.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),
+        copied.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])
+    ytd_df = ytd.to_frame().T
+    mtd_df = mtd.to_frame().T
+    rpt_df = concat([rpt_df, ytd_df])
+    rpt_df = concat([rpt_df, mtd_df])
     rpt_df = rpt_df.reindex(labels_final)
 
-    rpt_df.index = [f"<b>{x}</b>" for x in rpt_df.index]
+    rpt_df.index = Index([f"<b>{x}</b>" for x in rpt_df.index])
     rpt_df = rpt_df.reset_index()
 
-    colmns = ["", *data.columns_lvl_zero]
+    colmns = ["", *copied.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]
+    color_lst = ["grey"] + [col_odd_color] * (copied.item_count - 1) + [col_even_color]
 
     tablevalues = rpt_df.transpose().to_numpy().tolist()
     cleanedtablevalues = list(tablevalues)[:-1]
@@ -426,7 +429,9 @@ def report_html(
         figure.add_layout_image(logo)
 
     figure.update_layout(fig.get("layout"))
-    colorway: list[str] = cast("dict[str, list[str]]", fig["layout"]).get("colorway")
+    colorway: list[str] = cast("dict[str, list[str]]", fig["layout"]).get(
+        "colorway", []
+    )
 
     if vertical_legend:
         legend = {
@@ -447,7 +452,7 @@ def report_html(
 
     figure.update_layout(
         legend=legend,
-        colorway=colorway[: data.item_count],
+        colorway=colorway[: copied.item_count],
     )
     figure.update_xaxes(gridcolor="#EEEEEE", automargin=True, tickangle=-45)
     figure.update_yaxes(tickformat=".2%", gridcolor="#EEEEEE", automargin=True)

openseries/series.py

@@ -9,13 +9,13 @@ SPDX-License-Identifier: BSD-3-Clause
 
 from __future__ import annotations
 
-from collections.abc import Iterable
 from copy import deepcopy
 from logging import getLogger
 from typing import TYPE_CHECKING, Any, TypeVar, cast
 
 if TYPE_CHECKING:  # pragma: no cover
     import datetime as dt
+    from collections.abc import Callable
 
 from numpy import (
     append,
@@ -53,11 +53,15 @@ from .owntypes import (
     LiteralSeriesProps,
     MarketsNotStringNorListStrError,
     OpenTimeSeriesPropertiesList,
+    ResampleDataLossError,
     Self,
     ValueListType,
     ValueType,
 )
 
+FieldValidator = cast("Callable[..., Callable[..., Any]]", field_validator)
+ModelValidator = cast("Callable[..., Callable[..., Any]]", model_validator)
+
 logger = getLogger(__name__)
 
 __all__ = ["OpenTimeSeries", "timeseries_chain"]
@@ -122,21 +126,21 @@ class OpenTimeSeries(_CommonModel):
     isin: str | None = None
     label: str | None = None
 
-    @field_validator("domestic", mode="before")  # type: ignore[misc]
+    @FieldValidator("domestic", mode="before")
     @classmethod
     def _validate_domestic(cls, value: CurrencyStringType) -> CurrencyStringType:
         """Pydantic validator to ensure domestic field is validated."""
         _ = Currency(ccy=value)
         return value
 
-    @field_validator("countries", mode="before")  # type: ignore[misc]
+    @FieldValidator("countries", mode="before")
     @classmethod
     def _validate_countries(cls, value: CountriesType) -> CountriesType:
         """Pydantic validator to ensure countries field is validated."""
         _ = Countries(countryinput=value)
         return value
 
-    @field_validator("markets", mode="before")  # type: ignore[misc]
+    @FieldValidator("markets", mode="before")
     @classmethod
     def _validate_markets(
         cls, value: list[str] | str | None
@@ -155,7 +159,7 @@ class OpenTimeSeries(_CommonModel):
             raise MarketsNotStringNorListStrError(item_msg)
         raise MarketsNotStringNorListStrError(msg)
 
-    @model_validator(mode="after")  # type: ignore[misc,unused-ignore]
+    @ModelValidator(mode="after")
     def _dates_and_values_validate(self: Self) -> Self:
         """Pydantic validator to ensure dates and values are validated."""
         values_list_length = len(self.values)
@@ -369,19 +373,17 @@ class OpenTimeSeries(_CommonModel):
             An OpenTimeSeries object
 
         """
-        if not isinstance(d_range, Iterable) and all([days, end_dt]):
-            d_range = DatetimeIndex(
-                [d.date() for d in date_range(periods=days, end=end_dt, freq="D")],
-            )
-        elif not isinstance(d_range, Iterable) and not all([days, end_dt]):
-            msg = "If d_range is not provided both days and end_dt must be."
-            raise IncorrectArgumentComboError(msg)
-
-        deltas = array(
-            [i.days for i in DatetimeIndex(d_range)[1:] - DatetimeIndex(d_range)[:-1]],  # type: ignore[arg-type]
-        )
+        if d_range is None:
+            if days is not None and end_dt is not None:
+                d_range = DatetimeIndex(
+                    [d.date() for d in date_range(periods=days, end=end_dt, freq="D")],
+                )
+            else:
+                msg = "If d_range is not provided both days and end_dt must be."
+                raise IncorrectArgumentComboError(msg)
+        deltas = array([i.days for i in d_range[1:] - d_range[:-1]])
         arr: list[float] = list(cumprod(insert(1 + deltas * rate / 365, 0, 1.0)))
-        dates = [d.strftime("%Y-%m-%d") for d in DatetimeIndex(d_range)]  # type: ignore[arg-type]
+        dates = [d.strftime("%Y-%m-%d") for d in d_range]
 
         return cls(
             timeseries_id="",
@@ -468,7 +470,7 @@ class OpenTimeSeries(_CommonModel):
             The returns of the values in the series
 
         """
-        returns = self.tsdf.pct_change()
+        returns = self.tsdf.ffill().pct_change()
         returns.iloc[0] = 0
         self.valuetype = ValueType.RTRN
         arrays = [[self.label], [self.valuetype]]
@@ -551,8 +553,7 @@ class OpenTimeSeries(_CommonModel):
         arr = array(self.values) / divider
 
         deltas = array([i.days for i in self.tsdf.index[1:] - self.tsdf.index[:-1]])
-        # noinspection PyTypeChecker
-        arr = cumprod(  # type: ignore[assignment]
+        arr = cumprod(
             a=insert(arr=1.0 + deltas * arr[:-1] / days_in_year, obj=0, values=1.0)
         )
 
@@ -586,7 +587,10 @@ class OpenTimeSeries(_CommonModel):
 
         """
         self.tsdf.index = DatetimeIndex(self.tsdf.index)
-        self.tsdf = self.tsdf.resample(freq).last()
+        if self.valuetype == ValueType.RTRN:
+            self.tsdf = self.tsdf.resample(freq).sum()
+        else:
+            self.tsdf = self.tsdf.resample(freq).last()
         self.tsdf.index = Index(d.date() for d in DatetimeIndex(self.tsdf.index))
         return self
 
@@ -612,6 +616,14 @@ class OpenTimeSeries(_CommonModel):
             An OpenTimeSeries object
 
         """
+        if self.valuetype == ValueType.RTRN:
+            msg = (
+                "Do not run resample_to_business_period_ends on return series. "
+                "The operation will pick the last data point in the sparser series. "
+                "It will not sum returns and therefore data will be lost."
+            )
+            raise ResampleDataLossError(msg)
+
         dates = _do_resample_to_business_period_ends(
             data=self.tsdf,
             freq=freq,
@@ -659,7 +671,9 @@ class OpenTimeSeries(_CommonModel):
             Series EWMA volatility
 
         """
-        earlier, later = self.calc_range(months_from_last, from_date, to_date)
+        earlier, later = self.calc_range(
+            months_offset=months_from_last, from_dt=from_date, to_dt=to_date
+        )
         if periods_in_a_year_fixed:
             time_factor = float(periods_in_a_year_fixed)
         else:
@@ -725,7 +739,7 @@ class OpenTimeSeries(_CommonModel):
             returns_input = True
         else:
             values = [cast("float", self.tsdf.iloc[0, 0])]
-            ra_df = self.tsdf.pct_change()
+            ra_df = self.tsdf.ffill().pct_change()
             returns_input = False
         ra_df = ra_df.dropna()
 

openseries/simulation.py

@@ -115,7 +115,7 @@ class ReturnSimulation(BaseModel):  # type: ignore[misc]
             Simulation data
 
         """
-        return self.dframe.add(1.0).cumprod(axis="columns").T  # type: ignore[no-any-return]
+        return self.dframe.add(1.0).cumprod(axis="columns").T
 
     @property
     def realized_mean_return(self: Self) -> float:
@@ -129,7 +129,9 @@ class ReturnSimulation(BaseModel):  # type: ignore[misc]
         """
         return cast(
             "float",
-            (self.results.pct_change().mean() * self.trading_days_in_year).iloc[0],
+            (
+                self.results.ffill().pct_change().mean() * self.trading_days_in_year
+            ).iloc[0],
         )
 
     @property
@@ -144,9 +146,10 @@ class ReturnSimulation(BaseModel):  # type: ignore[misc]
         """
         return cast(
             "float",
-            (self.results.pct_change().std() * sqrt(self.trading_days_in_year)).iloc[
-                0
-            ],
+            (
+                self.results.ffill().pct_change().std()
+                * sqrt(self.trading_days_in_year)
+            ).iloc[0],
         )
 
     @classmethod
@@ -460,7 +463,7 @@ class ReturnSimulation(BaseModel):  # type: ignore[misc]
                     [ValueType.RTRN],
                 ],
             )
-            return sdf  # type: ignore[no-any-return]
+            return sdf
 
         fdf = DataFrame()
         for item in range(self.number_of_sims):

{openseries-1.9.3.dist-info → openseries-1.9.5.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openseries
-Version: 1.9.3
+Version: 1.9.5
 Summary: Tools for analyzing financial timeseries.
 License: # BSD 3-Clause License
          

openseries-1.9.5.dist-info/RECORD

@@ -0,0 +1,17 @@
+openseries/__init__.py,sha256=WAh79oE-ceGG_yl4nBukkp3UPvmLk4u_GySL2xOKbxE,1375
+openseries/_common_model.py,sha256=Nug9DIp54q7tt0yHFEQKAZPrG9c1Oy6VpyqoRWKOC4I,85499
+openseries/_risk.py,sha256=8XKZWWXrECo0Vd9r2kbcn4dzyPuo93DAEO8eSkv4w20,2357
+openseries/datefixer.py,sha256=Z3AKLvULzy9MPQOndKhay0nGx2EgYcjVFNjT9qReoHk,15727
+openseries/frame.py,sha256=a3TPLdvapnvHU_wbhPO0G95UHaHlJLXnsSmm-Ti_2sw,58579
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openseries-1.9.3.dist-info/RECORD

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