openseries 1.9.7__tar.gz → 2.0.0__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- openseries-2.0.0/PKG-INFO +126 -0
- openseries-2.0.0/README.md +58 -0
- {openseries-1.9.7 → openseries-2.0.0}/openseries/__init__.py +1 -8
- {openseries-1.9.7 → openseries-2.0.0}/openseries/_common_model.py +83 -90
- {openseries-1.9.7 → openseries-2.0.0}/openseries/_risk.py +3 -10
- {openseries-1.9.7 → openseries-2.0.0}/openseries/datefixer.py +9 -16
- {openseries-1.9.7 → openseries-2.0.0}/openseries/frame.py +59 -43
- {openseries-1.9.7 → openseries-2.0.0}/openseries/load_plotly.py +3 -10
- {openseries-1.9.7 → openseries-2.0.0}/openseries/owntypes.py +2 -9
- {openseries-1.9.7 → openseries-2.0.0}/openseries/portfoliotools.py +6 -13
- {openseries-1.9.7 → openseries-2.0.0}/openseries/report.py +3 -10
- {openseries-1.9.7 → openseries-2.0.0}/openseries/series.py +18 -25
- {openseries-1.9.7 → openseries-2.0.0}/openseries/simulation.py +12 -19
- {openseries-1.9.7 → openseries-2.0.0}/pyproject.toml +12 -3
- openseries-1.9.7/PKG-INFO +0 -365
- openseries-1.9.7/README.md +0 -298
- {openseries-1.9.7 → openseries-2.0.0}/LICENSE.md +0 -0
- {openseries-1.9.7 → openseries-2.0.0}/openseries/plotly_captor_logo.json +0 -0
- {openseries-1.9.7 → openseries-2.0.0}/openseries/plotly_layouts.json +0 -0
- {openseries-1.9.7 → openseries-2.0.0}/openseries/py.typed +0 -0
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Metadata-Version: 2.4
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Name: openseries
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Version: 2.0.0
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Summary: Tools for analyzing financial timeseries.
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License: # BSD 3-Clause License
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## Copyright (c) Captor Fund Management AB
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Redistribution and use in source and binary forms, with or without modification, are
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permitted provided that the following conditions are met:
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1. Redistributions of source code must retain the above copyright notice, this list of
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conditions and the following disclaimer.
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2. Redistributions in binary form must reproduce the above copyright notice, this list
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of conditions and the following disclaimer in the documentation and/or other
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materials provided with the distribution.
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3. Neither the name of the copyright holder nor the names of its contributors may be
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used to endorse or promote products derived from this software without specific prior
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written permission.
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This software is provided by the copyright holders and contributors “as is” and any
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express or implied warranties, including, but not limited to, the implied warranties of
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merchantability and fitness for a particular purpose, are disclaimed. In no event shall
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the copyright holder or contributors be liable for any direct, indirect, incidental,
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special, exemplary, or consequential damages (including, but not limited to, procurement
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of substitute goods or services; loss of use, data, or profits; or business interruption)
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however caused and on any theory of liability, whether in contract, strict liability,
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or tort (including negligence or otherwise) arising in any way out of the use of this
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software, even if advised of the possibility of such damage.
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License-File: LICENSE.md
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Keywords: python,finance,fintech,data-science,timeseries,timeseries-data,timeseries-analysis,investment,investment-analysis,investing
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Author: Martin Karrin
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Author-email: martin.karrin@captor.se
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Maintainer: Martin Karrin
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Maintainer-email: martin.karrin@captor.se
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Requires-Python: >=3.10,<3.14
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Classifier: Programming Language :: Python :: 3.10
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Classifier: Programming Language :: Python :: 3.11
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Classifier: Programming Language :: Python :: 3.12
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Classifier: Programming Language :: Python :: 3.13
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Classifier: License :: OSI Approved :: BSD License
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Classifier: Intended Audience :: Financial and Insurance Industry
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Classifier: Topic :: Office/Business :: Financial :: Investment
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Classifier: Natural Language :: English
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Classifier: Development Status :: 5 - Production/Stable
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Classifier: Operating System :: OS Independent
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Classifier: Framework :: Pydantic
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Requires-Dist: exchange-calendars (>=4.8,<6.0)
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Requires-Dist: holidays (>=0.30,<1.0)
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Requires-Dist: numpy (>=1.23.2,!=2.3.0,<3.0.0)
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Requires-Dist: openpyxl (>=3.1.2,<5.0.0)
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Requires-Dist: pandas (>=2.1.2,<3.0.0)
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Requires-Dist: plotly (>=5.18.0,<7.0.0)
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Requires-Dist: pydantic (>=2.5.2,<3.0.0)
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Requires-Dist: python-dateutil (>=2.8.2,<4.0.0)
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Requires-Dist: requests (>=2.20.0,<3.0.0)
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Requires-Dist: scikit-learn (>=1.4.0,<2.0.0)
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Requires-Dist: scipy (>=1.11.4,<2.0.0)
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Project-URL: Documentation, https://openseries.readthedocs.io/
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Project-URL: Homepage, https://github.com/CaptorAB/openseries
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Project-URL: Issue Tracker, https://github.com/CaptorAB/openseries/issues
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Project-URL: Release Notes, https://github.com/CaptorAB/openseries/releases
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Project-URL: Source, https://github.com/CaptorAB/openseries
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Description-Content-Type: text/markdown
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<a href="https://captor.se/"><img src="https://sales.captor.se/captor_logo_sv_1600_icketransparent.png" alt="Captor Fund Management AB" width="81" height="100" align="left" float="right"/></a><br/>
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<br><br>
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# openseries
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[](https://pypi.org/project/openseries/)
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[](https://anaconda.org/conda-forge/openseries)
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[](https://www.python.org/)
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[](https://github.com/CaptorAB/openseries/actions/workflows/test.yml)
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[](https://codecov.io/gh/CaptorAB/openseries/branch/master)
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[](https://python-poetry.org/)
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[](https://beta.ruff.rs/docs/)
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[](https://github.com/CaptorAB/openseries/blob/master/LICENSE.md)
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[](https://nbviewer.org/github/karrmagadgeteer2/NoteBook/blob/master/openseriesnotebook.ipynb)
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Tools for analyzing financial timeseries of a single asset or a group of assets. Designed for daily or less frequent data.
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## Documentation
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Complete documentation is available at: [https://openseries.readthedocs.io](https://openseries.readthedocs.io/)
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The documentation includes:
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- Quick start guide
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- API reference
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- Tutorials and examples
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- Installation instructions
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## Installation
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```bash
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pip install openseries
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```
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or:
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```bash
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conda install -c conda-forge openseries
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```
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## Quick Start
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```python
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from openseries import OpenTimeSeries
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import yfinance as yf
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move=yf.Ticker(ticker="^MOVE")
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history=move.history(period="max")
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series=OpenTimeSeries.from_df(dframe=history.loc[:, "Close"])
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_=series.set_new_label(lvl_zero="ICE BofAML MOVE Index")
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_,_=series.plot_series()
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```
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### Sample output using the report_html() function
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<img src="https://raw.githubusercontent.com/CaptorAB/openseries/master/openseries_plot.png" alt="Two Assets Compared" width="1000" />
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<a href="https://captor.se/"><img src="https://sales.captor.se/captor_logo_sv_1600_icketransparent.png" alt="Captor Fund Management AB" width="81" height="100" align="left" float="right"/></a><br/>
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<br><br>
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# openseries
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[](https://pypi.org/project/openseries/)
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[](https://anaconda.org/conda-forge/openseries)
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[](https://www.python.org/)
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[](https://github.com/CaptorAB/openseries/actions/workflows/test.yml)
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[](https://codecov.io/gh/CaptorAB/openseries/branch/master)
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[](https://python-poetry.org/)
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[](https://beta.ruff.rs/docs/)
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[](https://github.com/CaptorAB/openseries/blob/master/LICENSE.md)
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[](https://nbviewer.org/github/karrmagadgeteer2/NoteBook/blob/master/openseriesnotebook.ipynb)
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Tools for analyzing financial timeseries of a single asset or a group of assets. Designed for daily or less frequent data.
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## Documentation
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Complete documentation is available at: [https://openseries.readthedocs.io](https://openseries.readthedocs.io/)
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The documentation includes:
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- Quick start guide
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- API reference
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- Tutorials and examples
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- Installation instructions
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## Installation
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```bash
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pip install openseries
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```
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or:
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```bash
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conda install -c conda-forge openseries
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```
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## Quick Start
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```python
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from openseries import OpenTimeSeries
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import yfinance as yf
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move=yf.Ticker(ticker="^MOVE")
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history=move.history(period="max")
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series=OpenTimeSeries.from_df(dframe=history.loc[:, "Close"])
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_=series.set_new_label(lvl_zero="ICE BofAML MOVE Index")
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_,_=series.plot_series()
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```
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### Sample output using the report_html() function
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<img src="https://raw.githubusercontent.com/CaptorAB/openseries/master/openseries_plot.png" alt="Two Assets Compared" width="1000" />
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"""openseries.openseries.__init__.py.
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Copyright (c) Captor Fund Management AB. This file is part of the openseries project.
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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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"""openseries.openseries.__init__.py."""
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from .datefixer import (
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date_fix,
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