openseries 1.9.4__py3-none-any.whl → 1.9.6__py3-none-any.whl

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,
@@ -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
@@ -367,7 +366,7 @@ def constrain_optimized_portfolios(
     if not bounds:
         bounds = tuple((0.0, 1.0) for _ in range(data.item_count))
 
-    front_frame, sim_frame, optimal = efficient_frontier(
+    front_frame, _, _ = efficient_frontier(
         eframe=data,
         num_ports=simulations,
         frontier_points=curve_points,
@@ -441,14 +440,13 @@ 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
     plotframe = DataFrame(
         data=[
             assets.arithmetic_ret,
-            vol,
+            assets.vol,
             Series(
                 data=[""] * assets.item_count,
-                index=vol.index,
+                index=assets.vol.index,
             ),
         ],
         index=["ret", "stdev", "text"],

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,
 )
 
@@ -72,15 +72,15 @@ def calendar_period_returns(
     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(
@@ -127,9 +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",
@@ -217,10 +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",
@@ -231,18 +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,
@@ -263,8 +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")
@@ -277,18 +281,22 @@ 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")
-        te = te_frame.tracking_error_func()
+        te: Series[float] | Series[str] = te_frame.tracking_error_func()
     if te.hasnans:
         te = Series(
             data=[""] * te_frame.item_count,
@@ -298,11 +306,11 @@ 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,
@@ -312,7 +320,7 @@ def report_html(
         with catch_warnings():
             simplefilter("ignore")
             try:
-                cru = crm.capture_ratio_func(ratio="both")
+                cru: Series[float] | Series[str] = 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
@@ -322,10 +330,10 @@ 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] = [
@@ -335,51 +343,45 @@ 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(
-        "{:.2%}".format
-    )
+    this_year = copied.last_idx.year
+    this_month = copied.last_idx.month
+    ytd = 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),
-    ).map(
+    mtd = 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]
@@ -424,7 +426,10 @@ 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 = {
@@ -445,12 +450,12 @@ 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)
 
-    if isinstance(title, str):
+    if title:
         figure.update_layout(
             {"title": {"text": f"<b>{title}</b><br>", "font": {"size": 36}}},
         )

openseries/series.py

@@ -9,18 +9,22 @@ 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.typing import NDArray
+    from pandas import Timestamp
 
 from numpy import (
     append,
     array,
     cumprod,
+    float64,
     insert,
     isnan,
     log,
@@ -59,6 +63,9 @@ from .owntypes import (
     ValueType,
 )
 
+FieldValidator = cast("Callable[..., Callable[..., Any]]", field_validator)
+ModelValidator = cast("Callable[..., Callable[..., Any]]", model_validator)
+
 logger = getLogger(__name__)
 
 __all__ = ["OpenTimeSeries", "timeseries_chain"]
@@ -67,7 +74,7 @@ TypeOpenTimeSeries = TypeVar("TypeOpenTimeSeries", bound="OpenTimeSeries")
 
 
 # noinspection PyUnresolvedReferences,PyNestedDecorators
-class OpenTimeSeries(_CommonModel):  # type: ignore[misc]
+class OpenTimeSeries(_CommonModel[float]):
     """OpenTimeSeries objects are at the core of the openseries package.
 
     The intended use is to allow analyses of financial timeseries.
@@ -123,24 +130,25 @@ class OpenTimeSeries(_CommonModel):  # type: ignore[misc]
     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
+        cls,
+        value: list[str] | str | None,
     ) -> list[str] | str | None:
         """Pydantic validator to ensure markets field is validated."""
         msg = (
@@ -156,7 +164,7 @@ class OpenTimeSeries(_CommonModel):  # type: ignore[misc]
             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)
@@ -165,9 +173,6 @@ class OpenTimeSeries(_CommonModel):  # type: ignore[misc]
         if dates_list_length != dates_set_length:
             msg = "Dates are not unique"
             raise ValueError(msg)
-        if values_list_length < 1:
-            msg = "There must be at least 1 value"
-            raise ValueError(msg)
         if (
             (dates_list_length != values_list_length)
             or (len(self.tsdf.index) != self.tsdf.shape[0])
@@ -370,19 +375,17 @@ class OpenTimeSeries(_CommonModel):  # type: ignore[misc]
             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="",
@@ -469,12 +472,13 @@ class OpenTimeSeries(_CommonModel):  # type: ignore[misc]
             The returns of the values in the series
 
         """
+        # noinspection PyCallingNonCallable
         returns = self.tsdf.ffill().pct_change()
         returns.iloc[0] = 0
         self.valuetype = ValueType.RTRN
         arrays = [[self.label], [self.valuetype]]
         returns.columns = MultiIndex.from_arrays(
-            arrays=arrays  # type: ignore[arg-type]
+            arrays=arrays,  # type: ignore[arg-type]
         )
         self.tsdf = returns.copy()
         return self
@@ -549,12 +553,16 @@ class OpenTimeSeries(_CommonModel):  # type: ignore[misc]
             An OpenTimeSeries object
 
         """
-        arr = array(self.values) / divider
+        arr: NDArray[float64] = 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]
-            a=insert(arr=1.0 + deltas * arr[:-1] / days_in_year, obj=0, values=1.0)
+        arr = cast(
+            "NDArray[float64]",
+            cumprod(
+                a=insert(
+                    arr=1.0 + deltas * arr[:-1] / days_in_year, obj=0, values=1.0
+                ),
+            ),
         )
 
         self.dates = [d.strftime("%Y-%m-%d") for d in self.tsdf.index]
@@ -672,32 +680,37 @@ class OpenTimeSeries(_CommonModel):  # type: ignore[misc]
 
         """
         earlier, later = self.calc_range(
-            months_offset=months_from_last, from_dt=from_date, to_dt=to_date
+            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:
-            how_many = self.tsdf.loc[
-                cast("int", earlier) : cast("int", later),
-                self.tsdf.columns.to_numpy()[0],
-            ].count()
+            how_many = (
+                self.tsdf.loc[cast("Timestamp", earlier) : cast("Timestamp", later)]
+                .count()
+                .iloc[0]
+            )
             fraction = (later - earlier).days / 365.25
-            time_factor = cast("int", how_many) / fraction
+            time_factor = how_many / fraction
 
-        data = self.tsdf.loc[cast("int", earlier) : cast("int", later)].copy()
+        data = self.tsdf.loc[
+            cast("Timestamp", earlier) : cast("Timestamp", later)
+        ].copy()
 
         data[self.label, ValueType.RTRN] = log(
-            data.loc[:, self.tsdf.columns.to_numpy()[0]]
+            data.loc[:, self.tsdf.columns.to_numpy()[0]],
         ).diff()
 
         rawdata = [
-            data.loc[:, cast("int", (self.label, ValueType.RTRN))]
+            data[(self.label, ValueType.RTRN)]
             .iloc[1:day_chunk]
             .std(ddof=dlta_degr_freedms)
             * sqrt(time_factor),
         ]
 
-        for item in data.loc[:, cast("int", (self.label, ValueType.RTRN))].iloc[1:]:
+        for item in data[(self.label, ValueType.RTRN)].iloc[1:]:
             prev = rawdata[-1]
             rawdata.append(
                 sqrt(
@@ -865,6 +878,7 @@ def timeseries_chain(
 
     dates.extend([x.strftime("%Y-%m-%d") for x in new.tsdf.index])
 
+    # noinspection PyTypeChecker
     return back.__class__(
         timeseries_id=new.timeseries_id,
         instrument_id=new.instrument_id,

openseries/simulation.py

@@ -60,7 +60,7 @@ def _random_generator(seed: int | None) -> Generator:
     return Generator(bit_generator=bg)
 
 
-class ReturnSimulation(BaseModel):  # type: ignore[misc]
+class ReturnSimulation(BaseModel):
     """The class ReturnSimulation allows for simulating financial timeseries.
 
     Parameters
@@ -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:
@@ -463,7 +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-1.9.4.dist-info → openseries-1.9.6.dist-info}/METADATA

@@ -1,6 +1,6 @@
-Metadata-Version: 2.3
+Metadata-Version: 2.4
 Name: openseries
-Version: 1.9.4
+Version: 1.9.6
 Summary: Tools for analyzing financial timeseries.
 License: # BSD 3-Clause License
          
@@ -29,6 +29,7 @@ License: # BSD 3-Clause License
          however caused and on any theory of liability, whether in contract, strict liability,
          or tort (including negligence or otherwise) arising in any way out of the use of this
          software, even if advised of the possibility of such damage.
+License-File: LICENSE.md
 Keywords: python,finance,fintech,data-science,timeseries,timeseries-data,timeseries-analysis,investment,investment-analysis,investing
 Author: Martin Karrin
 Author-email: martin.karrin@captor.se
@@ -119,7 +120,7 @@ _,_=series.plot_series()
 
 ### Sample output using the report_html() function:
 
-<img src="https://raw.githubusercontent.com/CaptorAB/openseries/master/captor_plot_image.png" alt="Two Assets Compared" width="1000" />
+<img src="https://raw.githubusercontent.com/CaptorAB/openseries/master/openseries_plot.png" alt="Two Assets Compared" width="1000" />
 
 ## Development Instructions
 

openseries-1.9.6.dist-info/RECORD

@@ -0,0 +1,17 @@
+openseries/__init__.py,sha256=WAh79oE-ceGG_yl4nBukkp3UPvmLk4u_GySL2xOKbxE,1375
+openseries/_common_model.py,sha256=oZDTfUiQ4OG0T0RsBwTwRPHQcFpdOv1X7447hssoma4,82768
+openseries/_risk.py,sha256=8XKZWWXrECo0Vd9r2kbcn4dzyPuo93DAEO8eSkv4w20,2357
+openseries/datefixer.py,sha256=eVhxaFj_la_XZQuPQHvinTWEzCCn8ct_AnZEYPOpY6U,15775
+openseries/frame.py,sha256=BG_Qnp0PMIZ7ZiShqTjO3Koj7Gs04n4WyzApCvtcUQY,57953
+openseries/load_plotly.py,sha256=C6iQyabfi5ubSONuis3yRHb3bUktBtTDlovsDIaeHNQ,2266
+openseries/owntypes.py,sha256=4IZvwl_YtoUZKlmVX65j5fp1zmfmOJLvaX8vxEIzIAY,9665
+openseries/plotly_captor_logo.json,sha256=F5nhMzEyxKywtjvQqMTKgKRCJQYMDIiBgDSxdte8Clo,178
+openseries/plotly_layouts.json,sha256=MvDEQuiqIhMBXBelXb1sedTOlTPheizv6NZRLeE9YS4,1431
+openseries/portfoliotools.py,sha256=NqSTMlVv9Szu2usXtYzt__661VJoLsAf059ThfBr99Q,19677
+openseries/report.py,sha256=pnxiEfbbkDmzj-lPcWgmYao1vtv1DUG8b73QDQKJa8o,14379
+openseries/series.py,sha256=NgEZ2YPiLG55Bba48XS2zSh5dRLqz8hyGm-CGG1jNmY,29122
+openseries/simulation.py,sha256=8J_iDlKjDVDiHMTWQAzHdXWxNR81pOz2RfdfUMHKSqQ,14337
+openseries-1.9.6.dist-info/METADATA,sha256=GrNCO5aUnS5cuboqOsyU8sTN1YyHARF3RhFT1keNM3s,48324
+openseries-1.9.6.dist-info/WHEEL,sha256=M5asmiAlL6HEcOq52Yi5mmk9KmTVjY2RDPtO4p9DMrc,88
+openseries-1.9.6.dist-info/licenses/LICENSE.md,sha256=wNupG-KLsG0aTncb_SMNDh1ExtrKXlpxSJ6RC-g-SWs,1516
+openseries-1.9.6.dist-info/RECORD,,

{openseries-1.9.4.dist-info → openseries-1.9.6.dist-info}/WHEEL

@@ -1,4 +1,4 @@
 Wheel-Version: 1.0
-Generator: poetry-core 2.1.3
+Generator: poetry-core 2.2.0
 Root-Is-Purelib: true
 Tag: py3-none-any