openseries 1.9.7__py3-none-any.whl → 2.0.1__py3-none-any.whl

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Files changed (17) hide show
  1. openseries/__init__.py +2 -7
  2. openseries/_common_model.py +151 -90
  3. openseries/_risk.py +3 -10
  4. openseries/datefixer.py +9 -16
  5. openseries/frame.py +369 -43
  6. openseries/load_plotly.py +3 -10
  7. openseries/owntypes.py +24 -9
  8. openseries/portfoliotools.py +6 -13
  9. openseries/report.py +3 -10
  10. openseries/series.py +18 -25
  11. openseries/simulation.py +12 -19
  12. openseries-2.0.1.dist-info/METADATA +128 -0
  13. openseries-2.0.1.dist-info/RECORD +18 -0
  14. openseries-1.9.7.dist-info/METADATA +0 -365
  15. openseries-1.9.7.dist-info/RECORD +0 -18
  16. {openseries-1.9.7.dist-info → openseries-2.0.1.dist-info}/WHEEL +0 -0
  17. {openseries-1.9.7.dist-info → openseries-2.0.1.dist-info}/licenses/LICENSE.md +0 -0
openseries/_risk.py CHANGED
@@ -1,11 +1,4 @@
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- """Various risk related functions.
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-
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- Copyright (c) Captor Fund Management AB. This file is part of the openseries project.
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-
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- Licensed under the BSD 3-Clause License. You may obtain a copy of the License at:
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- https://github.com/CaptorAB/openseries/blob/master/LICENSE.md
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- SPDX-License-Identifier: BSD-3-Clause
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- """
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+ """Functions caclculating risk measures."""
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  from __future__ import annotations
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@@ -40,7 +33,7 @@ def _cvar_down_calc(
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  The sought CVaR level
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  Returns:
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- -------
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+ --------
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  float
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  Downside Conditional Value At Risk "CVaR"
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@@ -74,7 +67,7 @@ def _var_down_calc(
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  type of interpolation in Pandas.DataFrame.quantile() function.
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  Returns:
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- -------
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+ --------
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  float
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  Downside Value At Risk
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openseries/datefixer.py CHANGED
@@ -1,11 +1,4 @@
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- """Date related utilities.
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-
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- Copyright (c) Captor Fund Management AB. This file is part of the openseries project.
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-
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- Licensed under the BSD 3-Clause License. You may obtain a copy of the License at:
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- https://github.com/CaptorAB/openseries/blob/master/LICENSE.md
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- SPDX-License-Identifier: BSD-3-Clause
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- """
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+ """Date related utilities."""
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  from __future__ import annotations
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@@ -70,7 +63,7 @@ def market_holidays(
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  String or list of market codes supported by pandas_market_calendars.
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  Returns:
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- -------
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+ --------
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  list[str]
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  list of holiday dates.
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  """
@@ -122,7 +115,7 @@ def holiday_calendar(
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  Argument where missing holidays can be added
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  Returns:
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- -------
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+ --------
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  numpy.busdaycalendar
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  Generate a business calendar
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@@ -183,7 +176,7 @@ def date_fix(
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  The data item to parse
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  Returns:
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- -------
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+ --------
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  datetime.date
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  Parsed date
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@@ -232,7 +225,7 @@ def date_offset_foll(
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  Determines if days should be offset forward (following) or backward
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  Returns:
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- -------
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+ --------
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  datetime.date
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  Off-set date
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@@ -280,7 +273,7 @@ def get_previous_business_day_before_today(
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  Argument where missing holidays can be added
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  Returns:
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- -------
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+ --------
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  datetime.date
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  The previous business day
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@@ -326,7 +319,7 @@ def offset_business_days(
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  Argument where missing holidays can be added
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  Returns:
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- -------
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+ --------
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  datetime.date
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  The new offset business day
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@@ -410,7 +403,7 @@ def generate_calendar_date_range(
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  Argument where missing holidays can be added
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  Returns:
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- -------
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+ --------
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  list[dt.date]
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  List of business day calendar dates
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@@ -491,7 +484,7 @@ def _do_resample_to_business_period_ends(
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  Argument where missing holidays can be added
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  Returns:
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- -------
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+ --------
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  Pandas.DatetimeIndex
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  A date range aligned to business period ends
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