openseries 1.9.4__tar.gz → 1.9.5__tar.gz

{openseries-1.9.4 → openseries-1.9.5}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openseries
-Version: 1.9.4
+Version: 1.9.5
 Summary: Tools for analyzing financial timeseries.
 License: # BSD 3-Clause License
          

{openseries-1.9.4 → openseries-1.9.5}/openseries/_common_model.py

@@ -7,7 +7,6 @@ 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
 
 import datetime as dt
@@ -67,7 +66,7 @@ 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, ValidationError
-from scipy.stats import (  # type: ignore[import-untyped]
+from scipy.stats import (
     kurtosis,
     norm,
     skew,
@@ -1658,17 +1657,16 @@ class _CommonModel(BaseModel):  # type: ignore[misc]
             deep=True
         )
         result = [
-            cvar_df.loc[:, x]  # type: ignore[call-overload,index]
+            cvar_df.loc[:, x]  # type: ignore[call-overload]
             .ffill()
             .pct_change()
             .sort_values()
             .iloc[
                 : ceil(
-                    (1 - level)
-                    * cvar_df.loc[:, x]  # type: ignore[index]
-                    .ffill()
-                    .pct_change()
-                    .count(),
+                    cast(
+                        "int",
+                        (1 - level) * cvar_df.loc[:, x].ffill().pct_change().count(),
+                    )
                 ),
             ]
             .mean()
@@ -1807,12 +1805,7 @@ class _CommonModel(BaseModel):  # type: ignore[misc]
         )
         fraction = (later - earlier).days / 365.25
 
-        any_below_zero = any(
-            self.tsdf.loc[[earlier, later]]  # type: ignore[index]
-            .lt(0.0)
-            .any()
-            .to_numpy()
-        )
+        any_below_zero = any(self.tsdf.loc[[earlier, later]].lt(0.0).any().to_numpy())
         if zero in self.tsdf.loc[earlier].to_numpy() or any_below_zero:
             msg = (
                 "Geometric return cannot be calculated due to "

{openseries-1.9.4 → openseries-1.9.5}/openseries/datefixer.py

@@ -12,7 +12,7 @@ from __future__ import annotations
 import datetime as dt
 from typing import TYPE_CHECKING, cast
 
-import exchange_calendars as exchcal
+import exchange_calendars as exchcal  # type: ignore[import-untyped]
 from dateutil.relativedelta import relativedelta
 from holidays import (
     country_holidays,
@@ -163,7 +163,7 @@ def holiday_calendar(
         custom_list = (
             [custom_holidays]
             if isinstance(custom_holidays, str)
-            else list(custom_holidays)  # type: ignore[arg-type]
+            else list(custom_holidays)
         )
         hols.extend([date_fix(fixerdate=ddate) for ddate in custom_list])
 
@@ -255,7 +255,7 @@ def date_offset_foll(
         while not is_busday(dates=new_date, busdaycal=calendar):
             new_date += day_delta
 
-    return new_date  # type: ignore[no-any-return]
+    return new_date
 
 
 def get_previous_business_day_before_today(
@@ -505,7 +505,7 @@ def _do_resample_to_business_period_ends(
     dates = DatetimeIndex(
         [copydata.index[0]]
         + [
-            date_offset_foll(  # type: ignore[misc]
+            date_offset_foll(
                 raw_date=dt.date(d.year, d.month, 1)
                 + relativedelta(months=1)
                 - dt.timedelta(days=1),

{openseries-1.9.4 → openseries-1.9.5}/openseries/frame.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,no-any-return"
 from __future__ import annotations
 
 from copy import deepcopy
@@ -18,6 +17,8 @@ from typing import TYPE_CHECKING, Any, cast
 if TYPE_CHECKING:  # pragma: no cover
     import datetime as dt
 
+    from numpy import dtype, int64, ndarray
+
 from numpy import (
     array,
     cov,
@@ -38,7 +39,7 @@ from pandas import (
     merge,
 )
 from pydantic import field_validator
-from sklearn.linear_model import LinearRegression
+from sklearn.linear_model import LinearRegression  # type: ignore[import-untyped]
 
 from ._common_model import _CommonModel
 from .datefixer import _do_resample_to_business_period_ends
@@ -69,7 +70,7 @@ __all__ = ["OpenFrame"]
 
 
 # noinspection PyUnresolvedReferences,PyTypeChecker
-class OpenFrame(_CommonModel):  # type: ignore[misc]
+class OpenFrame(_CommonModel):
     """OpenFrame objects hold OpenTimeSeries in the list constituents.
 
     The intended use is to allow comparisons across these timeseries.
@@ -94,7 +95,7 @@ class OpenFrame(_CommonModel):  # type: ignore[misc]
 
     # noinspection PyMethodParameters
     @field_validator("constituents")  # type: ignore[misc]
-    def _check_labels_unique(  # type: ignore[misc]
+    def _check_labels_unique(
         cls: OpenFrame,  # noqa: N805
         tseries: list[OpenTimeSeries],
     ) -> list[OpenTimeSeries]:
@@ -129,7 +130,7 @@ class OpenFrame(_CommonModel):  # type: ignore[misc]
         """
         copied_constituents = [ts.from_deepcopy() for ts in constituents]
 
-        super().__init__(  # type: ignore[call-arg]
+        super().__init__(
             constituents=copied_constituents,
             weights=weights,
         )
@@ -853,14 +854,15 @@ class OpenFrame(_CommonModel):  # type: ignore[misc]
                 self.tsdf.loc[:, base_column].name,
             )[0]
         elif isinstance(base_column, int):
-            shortdf = self.tsdf.loc[cast("int", earlier) : cast("int", later)].iloc[
-                :,
-                base_column,
-            ]
-            short_item = self.tsdf.iloc[
-                :,
-                base_column,
-            ].name
+            shortdf = cast(
+                "DataFrame",
+                self.tsdf.loc[cast("int", earlier) : cast("int", later)].iloc[
+                    :, base_column
+                ],
+            )
+            short_item = cast(
+                "tuple[str, ValueType]", self.tsdf.iloc[:, base_column].name
+            )
             short_label = cast("tuple[str, str]", self.tsdf.iloc[:, base_column].name)[
                 0
             ]
@@ -870,7 +872,7 @@ class OpenFrame(_CommonModel):  # type: ignore[misc]
         if periods_in_a_year_fixed:
             time_factor = float(periods_in_a_year_fixed)
         else:
-            time_factor = float(shortdf.count() / fraction)
+            time_factor = float(cast("int64", shortdf.count()) / fraction)
 
         terrors = []
         for item in self.tsdf:
@@ -945,14 +947,20 @@ class OpenFrame(_CommonModel):  # type: ignore[misc]
                 self.tsdf.loc[:, base_column].name,
             )[0]
         elif isinstance(base_column, int):
-            shortdf = self.tsdf.loc[cast("int", earlier) : cast("int", later)].iloc[
-                :,
-                base_column,
-            ]
-            short_item = self.tsdf.iloc[
-                :,
-                base_column,
-            ].name
+            shortdf = cast(
+                "DataFrame",
+                self.tsdf.loc[cast("int", earlier) : cast("int", later)].iloc[
+                    :,
+                    base_column,
+                ],
+            )
+            short_item = cast(
+                "tuple[str, ValueType]",
+                self.tsdf.iloc[
+                    :,
+                    base_column,
+                ].name,
+            )
             short_label = cast("tuple[str, str]", self.tsdf.iloc[:, base_column].name)[
                 0
             ]
@@ -962,7 +970,7 @@ class OpenFrame(_CommonModel):  # type: ignore[misc]
         if periods_in_a_year_fixed:
             time_factor = float(periods_in_a_year_fixed)
         else:
-            time_factor = float(shortdf.count() / fraction)
+            time_factor = float(shortdf.count() / fraction)  # type: ignore[arg-type]
 
         ratios = []
         for item in self.tsdf:
@@ -1046,14 +1054,20 @@ class OpenFrame(_CommonModel):  # type: ignore[misc]
                 self.tsdf.loc[:, base_column].name,
             )[0]
         elif isinstance(base_column, int):
-            shortdf = self.tsdf.loc[cast("int", earlier) : cast("int", later)].iloc[
-                :,
-                base_column,
-            ]
-            short_item = self.tsdf.iloc[
-                :,
-                base_column,
-            ].name
+            shortdf = cast(
+                "DataFrame",
+                self.tsdf.loc[cast("int", earlier) : cast("int", later)].iloc[
+                    :,
+                    base_column,
+                ],
+            )
+            short_item = cast(
+                "tuple[str, ValueType]",
+                self.tsdf.iloc[
+                    :,
+                    base_column,
+                ].name,
+            )
             short_label = cast("tuple[str, str]", self.tsdf.iloc[:, base_column].name)[
                 0
             ]
@@ -1063,7 +1077,7 @@ class OpenFrame(_CommonModel):  # type: ignore[misc]
         if periods_in_a_year_fixed:
             time_factor = float(periods_in_a_year_fixed)
         else:
-            time_factor = float(shortdf.count() / fraction)
+            time_factor = float(shortdf.count() / fraction)  # type: ignore[arg-type]
 
         ratios = []
         for item in self.tsdf:
@@ -1218,7 +1232,7 @@ class OpenFrame(_CommonModel):  # type: ignore[misc]
             if isinstance(asset, tuple):
                 y_value = self.tsdf.loc[:, asset]
             elif isinstance(asset, int):
-                y_value = self.tsdf.iloc[:, asset]
+                y_value = cast("DataFrame", self.tsdf.iloc[:, asset])
             else:
                 raise TypeError(msg)
 
@@ -1226,7 +1240,7 @@ class OpenFrame(_CommonModel):  # type: ignore[misc]
             if isinstance(market, tuple):
                 x_value = self.tsdf.loc[:, market]
             elif isinstance(market, int):
-                x_value = self.tsdf.iloc[:, market]
+                x_value = cast("DataFrame", self.tsdf.iloc[:, market])
             else:
                 raise TypeError(msg)
         elif not any(vtypes):
@@ -1234,7 +1248,9 @@ class OpenFrame(_CommonModel):  # type: ignore[misc]
             if isinstance(asset, tuple):
                 y_value = self.tsdf.loc[:, asset].ffill().pct_change().iloc[1:]
             elif isinstance(asset, int):
-                y_value = self.tsdf.iloc[:, asset].ffill().pct_change().iloc[1:]
+                y_value = cast(
+                    "DataFrame", self.tsdf.iloc[:, asset].ffill().pct_change().iloc[1:]
+                )
             else:
                 raise TypeError(msg)
             msg = "market should be a tuple[str, ValueType] or an integer."
@@ -1242,7 +1258,10 @@ class OpenFrame(_CommonModel):  # type: ignore[misc]
             if isinstance(market, tuple):
                 x_value = self.tsdf.loc[:, market].ffill().pct_change().iloc[1:]
             elif isinstance(market, int):
-                x_value = self.tsdf.iloc[:, market].ffill().pct_change().iloc[1:]
+                x_value = cast(
+                    "DataFrame",
+                    self.tsdf.iloc[:, market].ffill().pct_change().iloc[1:],
+                )
             else:
                 raise TypeError(msg)
         else:
@@ -1289,7 +1308,10 @@ class OpenFrame(_CommonModel):  # type: ignore[misc]
                 self.tsdf.loc[:, y_column].name,
             )[0]
         elif isinstance(y_column, int):
-            y_value = self.tsdf.iloc[:, y_column].to_numpy()
+            y_value = cast(
+                "ndarray[tuple[int, int], dtype[Any]]",
+                self.tsdf.iloc[:, y_column].to_numpy(),
+            )
             y_label = cast("tuple[str, str]", self.tsdf.iloc[:, y_column].name)[0]
         else:
             raise TypeError(msg)
@@ -1357,7 +1379,9 @@ class OpenFrame(_CommonModel):  # type: ignore[misc]
                 asset_rtn = self.tsdf.loc[:, asset].ffill().pct_change().iloc[1:]
                 asset_rtn_mean = float(asset_rtn.mean() * self.periods_in_a_year)
             elif isinstance(asset, int):
-                asset_rtn = self.tsdf.iloc[:, asset].ffill().pct_change().iloc[1:]
+                asset_rtn = cast(
+                    "DataFrame", self.tsdf.iloc[:, asset].ffill().pct_change().iloc[1:]
+                )
                 asset_rtn_mean = float(asset_rtn.mean() * self.periods_in_a_year)
             else:
                 raise TypeError(msg)
@@ -1367,7 +1391,10 @@ class OpenFrame(_CommonModel):  # type: ignore[misc]
                 market_rtn = self.tsdf.loc[:, market].ffill().pct_change().iloc[1:]
                 market_rtn_mean = float(market_rtn.mean() * self.periods_in_a_year)
             elif isinstance(market, int):
-                market_rtn = self.tsdf.iloc[:, market].ffill().pct_change().iloc[1:]
+                market_rtn = cast(
+                    "DataFrame",
+                    self.tsdf.iloc[:, market].ffill().pct_change().iloc[1:],
+                )
                 market_rtn_mean = float(market_rtn.mean() * self.periods_in_a_year)
             else:
                 raise TypeError(msg)
@@ -1377,7 +1404,7 @@ class OpenFrame(_CommonModel):  # type: ignore[misc]
                 asset_rtn = self.tsdf.loc[:, asset]
                 asset_rtn_mean = float(asset_rtn.mean() * self.periods_in_a_year)
             elif isinstance(asset, int):
-                asset_rtn = self.tsdf.iloc[:, asset]
+                asset_rtn = cast("DataFrame", self.tsdf.iloc[:, asset])
                 asset_rtn_mean = float(asset_rtn.mean() * self.periods_in_a_year)
             else:
                 raise TypeError(msg)
@@ -1387,7 +1414,7 @@ class OpenFrame(_CommonModel):  # type: ignore[misc]
                 market_rtn = self.tsdf.loc[:, market]
                 market_rtn_mean = float(market_rtn.mean() * self.periods_in_a_year)
             elif isinstance(market, int):
-                market_rtn = self.tsdf.iloc[:, market]
+                market_rtn = cast("DataFrame", self.tsdf.iloc[:, market])
                 market_rtn_mean = float(market_rtn.mean() * self.periods_in_a_year)
             else:
                 raise TypeError(msg)
@@ -1585,7 +1612,7 @@ class OpenFrame(_CommonModel):  # type: ignore[misc]
         rollbeta.index = rollbeta.index.droplevel(level=1)
         rollbeta.columns = MultiIndex.from_arrays([[beta_label], ["Beta"]])
 
-        return rollbeta
+        return cast("DataFrame", rollbeta)
 
     def rolling_corr(
         self: Self,

{openseries-1.9.4 → openseries-1.9.5}/openseries/plotly_layouts.json

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

{openseries-1.9.4 → openseries-1.9.5}/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
@@ -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-1.9.4 → openseries-1.9.5}/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")
@@ -277,14 +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")
@@ -298,11 +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,
@@ -322,10 +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] = [
@@ -335,51 +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]
@@ -424,7 +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 = {
@@ -445,7 +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-1.9.4 → openseries-1.9.5}/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,
@@ -59,6 +59,9 @@ 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 +70,7 @@ TypeOpenTimeSeries = TypeVar("TypeOpenTimeSeries", bound="OpenTimeSeries")
 
 
 # noinspection PyUnresolvedReferences,PyNestedDecorators
-class OpenTimeSeries(_CommonModel):  # type: ignore[misc]
+class OpenTimeSeries(_CommonModel):
     """OpenTimeSeries objects are at the core of the openseries package.
 
     The intended use is to allow analyses of financial timeseries.
@@ -123,21 +126,21 @@ 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
@@ -156,7 +159,7 @@ 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)
@@ -370,19 +373,17 @@ 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="",
@@ -552,8 +553,7 @@ class OpenTimeSeries(_CommonModel):  # type: ignore[misc]
         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)
         )
 

{openseries-1.9.4 → openseries-1.9.5}/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:
@@ -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 → openseries-1.9.5}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "openseries"
-version = "1.9.4"
+version = "1.9.5"
 description = "Tools for analyzing financial timeseries."
 authors = [
     { name = "Martin Karrin", email = "martin.karrin@captor.se" },
@@ -60,15 +60,15 @@ dependencies = [
 "Release Notes" = "https://github.com/CaptorAB/openseries/releases"
 
 [tool.poetry.group.dev.dependencies]
-black = ">=24.4.2,<27.0.0"
 mypy = "1.17.1"
 pandas-stubs = ">=2.1.2,<3.0.0"
 pre-commit = ">=3.7.1,<6.0.0"
 pytest = ">=8.2.2,<9.0.0"
 pytest-cov = ">=5.0.0,<7.0.0"
 pytest-xdist = ">=3.3.1,<5.0.0"
-ruff = "0.12.10"
+ruff = "0.12.12"
 types-openpyxl = ">=3.1.2,<5.0.0"
+scipy-stubs = ">=1.14.1.0,<2.0.0"
 types-python-dateutil = ">=2.8.2,<4.0.0"
 types-requests = ">=2.20.0,<3.0.0"
 
@@ -77,6 +77,7 @@ requires = ["poetry-core>=2.1.3"]
 build-backend = "poetry.core.masonry.api"
 
 [tool.mypy]
+python_version = "3.13"
 mypy_path = ["src"]
 exclude = ["venv/*"]
 cache_dir = ".mypy_cache"
@@ -85,10 +86,10 @@ strict = true
 pretty = true
 cache_fine_grained = true
 incremental = true
-ignore_missing_imports = true
+ignore_missing_imports = false
 warn_unreachable = true
 warn_redundant_casts = true
-warn_unused_ignores = false
+warn_unused_ignores = true
 disallow_any_generics = true
 check_untyped_defs = true
 no_implicit_reexport = true
@@ -100,9 +101,6 @@ init_forbid_extra = true
 init_typed = true
 warn_required_dynamic_aliases = true
 
-[tool.black]
-line-length = 87
-
 [tool.ruff]
 target-version = "py310"
 line-length = 87
@@ -113,7 +111,7 @@ ignore = ["COM812", "D203", "D213"]
 fixable = ["ALL"]
 mccabe = { max-complexity = 18 }
 pydocstyle = { convention = "google" }
-pylint = { max-args = 19, max-branches = 24, max-statements = 128 }
+pylint = { max-args = 19, max-branches = 24, max-statements = 130 }
 
 [tool.pytest.ini_options]
 testpaths = ["tests"]