openseries 2.1.4__tar.gz → 2.1.6__tar.gz

{openseries-2.1.4 → openseries-2.1.6}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: openseries
-Version: 2.1.4
+Version: 2.1.6
 Summary: Tools for analyzing financial timeseries.
 License-Expression: BSD-3-Clause
 License-File: LICENSE.md
@@ -50,7 +50,7 @@ Description-Content-Type: text/markdown
 [![Python version](https://img.shields.io/pypi/pyversions/openseries.svg)](https://www.python.org/)
 [![GitHub Action Test Suite](https://github.com/CaptorAB/openseries/actions/workflows/test.yml/badge.svg)](https://github.com/CaptorAB/openseries/actions/workflows/test.yml)
 [![codecov](https://img.shields.io/codecov/c/gh/CaptorAB/openseries?logo=codecov)](https://codecov.io/gh/CaptorAB/openseries/branch/master)
-![Documentation Status](https://readthedocs.org/projects/openseries/badge/?version=latest)
+[![Documentation Status](https://readthedocs.org/projects/openseries/badge/?version=latest)](https://captorab.github.io/openseries/)
 [![Poetry](https://img.shields.io/endpoint?url=https://python-poetry.org/badge/v0.json)](https://python-poetry.org/)
 [![Ruff](https://img.shields.io/endpoint?url=https://raw.githubusercontent.com/astral-sh/ruff/main/assets/badge/v2.json)](https://beta.ruff.rs/docs/)
 [![GitHub License](https://img.shields.io/github/license/CaptorAB/openseries)](https://github.com/CaptorAB/openseries/blob/master/LICENSE.md)
@@ -60,7 +60,7 @@ Tools for analyzing financial timeseries of a single asset or a group of assets.
 
 ## Documentation
 
-Complete documentation is available at: [https://openseries.readthedocs.io](https://openseries.readthedocs.io/)
+Complete documentation is available at: [https://captorab.github.io/openseries/](https://captorab.github.io/openseries/)
 
 The documentation includes:
 

{openseries-2.1.4 → openseries-2.1.6}/README.md

@@ -10,7 +10,7 @@
 [![Python version](https://img.shields.io/pypi/pyversions/openseries.svg)](https://www.python.org/)
 [![GitHub Action Test Suite](https://github.com/CaptorAB/openseries/actions/workflows/test.yml/badge.svg)](https://github.com/CaptorAB/openseries/actions/workflows/test.yml)
 [![codecov](https://img.shields.io/codecov/c/gh/CaptorAB/openseries?logo=codecov)](https://codecov.io/gh/CaptorAB/openseries/branch/master)
-![Documentation Status](https://readthedocs.org/projects/openseries/badge/?version=latest)
+[![Documentation Status](https://readthedocs.org/projects/openseries/badge/?version=latest)](https://captorab.github.io/openseries/)
 [![Poetry](https://img.shields.io/endpoint?url=https://python-poetry.org/badge/v0.json)](https://python-poetry.org/)
 [![Ruff](https://img.shields.io/endpoint?url=https://raw.githubusercontent.com/astral-sh/ruff/main/assets/badge/v2.json)](https://beta.ruff.rs/docs/)
 [![GitHub License](https://img.shields.io/github/license/CaptorAB/openseries)](https://github.com/CaptorAB/openseries/blob/master/LICENSE.md)
@@ -20,7 +20,7 @@ Tools for analyzing financial timeseries of a single asset or a group of assets.
 
 ## Documentation
 
-Complete documentation is available at: [https://openseries.readthedocs.io](https://openseries.readthedocs.io/)
+Complete documentation is available at: [https://captorab.github.io/openseries/](https://captorab.github.io/openseries/)
 
 The documentation includes:
 

{openseries-2.1.4 → openseries-2.1.6}/openseries/__init__.py

@@ -11,6 +11,7 @@ from .datefixer import (
     offset_business_days,
 )
 from .frame import OpenFrame
+from .html_utils import export_plotly_figure
 from .load_plotly import load_plotly_dict
 from .owntypes import ValueType
 from .portfoliotools import (
@@ -33,6 +34,7 @@ __all__ = [
     "date_fix",
     "date_offset_foll",
     "efficient_frontier",
+    "export_plotly_figure",
     "generate_calendar_date_range",
     "get_previous_business_day_before_today",
     "holiday_calendar",

{openseries-2.1.4 → openseries-2.1.6}/openseries/_common_model.py

@@ -21,7 +21,6 @@ from .owntypes import (
     DateAlignmentError,
     InitialValueZeroError,
     NumberOfItemsAndLabelsNotSameError,
-    PlotlyConfigType,
     ResampleDataLossError,
     SeriesOrFloat_co,
     ValueType,
@@ -61,9 +60,7 @@ from pandas import (
 from pandas.tseries.offsets import CustomBusinessDay
 from plotly.figure_factory import create_distplot  # type: ignore[import-untyped]
 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 pydantic import BaseModel, ConfigDict, DirectoryPath
 from scipy.stats import (
     kurtosis,
     norm,
@@ -79,6 +76,7 @@ from .datefixer import (
     date_offset_foll,
     holiday_calendar,
 )
+from .html_utils import export_plotly_figure
 from .load_plotly import load_plotly_dict
 
 
@@ -284,8 +282,9 @@ class _CommonModel(BaseModel, Generic[SeriesOrFloat_co]):
         result = (
             self.tsdf.groupby(years)
             .apply(
-                lambda prices: (prices / prices.expanding(min_periods=1).max()).min()
-                - 1,
+                lambda prices: (
+                    (prices / prices.expanding(min_periods=1).max()).min() - 1
+                ),
             )
             .min()
         )
@@ -506,17 +505,19 @@ class _CommonModel(BaseModel, Generic[SeriesOrFloat_co]):
         """
         mdddf = self.tsdf.copy()
         mdddf.index = DatetimeIndex(mdddf.index)
-        result = (mdddf / mdddf.expanding(min_periods=1).max()).idxmin().dt.date  # type: ignore[attr-defined,arg-type]
+        idxmin_result = cast(
+            "Series[Timestamp]",
+            (mdddf / mdddf.expanding(min_periods=1).max()).idxmin(),
+        )
+        result = idxmin_result.dt.date
 
         if self.tsdf.shape[1] == 1:
-            return cast("dt.date", result.iloc[0])
-        date_series = Series(
+            return result.iloc[0]
+        return Series(
             data=result,
             index=self.tsdf.columns,
             name="Max drawdown date",
-            dtype="datetime64[ns]",
-        ).dt.date  # type: ignore[attr-defined]
-        return cast("Series[dt.date]", date_series)
+        )
 
     @property
     def worst(self: Self) -> SeriesOrFloat_co:
@@ -547,12 +548,12 @@ class _CommonModel(BaseModel, Generic[SeriesOrFloat_co]):
         """
         method: LiteralPandasReindexMethod = "nearest"
 
-        try:
+        if hasattr(self, "constituents"):
+            countries = self.constituents[0].countries
+            markets = self.constituents[0].markets
+        else:
             countries = self.countries
             markets = self.markets
-        except AttributeError:
-            countries = self.constituents[0].countries  # type: ignore[attr-defined]
-            markets = self.constituents[0].markets  # type: ignore[attr-defined]
 
         wmdf = self.tsdf.copy()
 
@@ -733,6 +734,54 @@ class _CommonModel(BaseModel, Generic[SeriesOrFloat_co]):
 
         return earlier, later
 
+    def _get_or_set_countries(
+        self: Self, countries: CountriesType | None
+    ) -> CountriesType | None:
+        """Get or set countries attribute, handling both OpenTimeSeries and OpenFrame.
+
+        Args:
+            countries: Country code(s) to set, or None to get existing value.
+
+        Returns:
+            The countries value after getting or setting.
+        """
+        if countries:
+            if hasattr(self, "countries"):
+                self.countries = countries
+            else:
+                for serie in self.constituents:  # type: ignore[attr-defined]
+                    serie.countries = countries
+        elif hasattr(self, "countries"):
+            countries = self.countries
+        else:
+            countries = self.constituents[0].countries  # type: ignore[attr-defined]
+
+        return countries
+
+    def _get_or_set_markets(
+        self: Self, markets: list[str] | str | None
+    ) -> list[str] | str | None:
+        """Get or set markets attribute, handling both OpenTimeSeries and OpenFrame.
+
+        Args:
+            markets: Market code(s) to set, or None to get existing value.
+
+        Returns:
+            The markets value after getting or setting.
+        """
+        if markets:
+            if hasattr(self, "markets"):
+                self.markets = markets
+            else:
+                for serie in self.constituents:  # type: ignore[attr-defined]
+                    serie.markets = markets
+        elif hasattr(self, "markets"):
+            markets = self.markets
+        else:
+            markets = self.constituents[0].markets  # type: ignore[attr-defined]
+
+        return markets
+
     def align_index_to_local_cdays(
         self: Self,
         countries: CountriesType | None = None,
@@ -754,29 +803,8 @@ class _CommonModel(BaseModel, Generic[SeriesOrFloat_co]):
         startyear = cast("int", to_datetime(self.tsdf.index[0]).year)
         endyear = cast("int", to_datetime(self.tsdf.index[-1]).year)
 
-        if countries:
-            try:
-                self.countries = countries
-            except ValidationError:
-                for serie in self.constituents:  # type: ignore[attr-defined]
-                    serie.countries = countries
-        else:
-            try:
-                countries = self.countries
-            except AttributeError:
-                countries = self.constituents[0].countries  # type: ignore[attr-defined]
-
-        if markets:
-            try:
-                self.markets = markets
-            except ValidationError:
-                for serie in self.constituents:  # type: ignore[attr-defined]
-                    serie.markets = markets
-        else:
-            try:
-                markets = self.markets
-            except AttributeError:
-                markets = self.constituents[0].markets  # type: ignore[attr-defined]
+        countries = self._get_or_set_countries(countries)
+        markets = self._get_or_set_markets(markets)
 
         calendar = holiday_calendar(
             startyear=startyear,
@@ -1046,76 +1074,44 @@ class _CommonModel(BaseModel, Generic[SeriesOrFloat_co]):
     def _apply_title_logo(
         figure: Figure,
         logo: CaptorLogoType,
-        title: str | None,
         *,
         add_logo: bool,
-    ) -> None:
-        """Apply optional title and logo to a Plotly Figure.
+    ) -> str | None:
+        """Apply optional logo to a Plotly Figure.
 
         Args:
             figure: Plotly figure to update.
             logo: Plotly layout image dict.
-            title: Optional plot title.
             add_logo: Whether to add the logo to the figure.
+
+        Returns:
+            Logo source URL if logo should be displayed, None otherwise.
         """
+        logo_url: str | None = None
         if add_logo:
-            figure.add_layout_image(logo)
-        if title:
-            figure.update_layout(
-                {"title": {"text": f"<b>{title}</b><br>", "font": {"size": 36}}},
+            source = logo.get("source", "")
+            logo_url = str(source) if source else None
+            figure.add_layout_image(
+                {
+                    "source": "",
+                    "x": 0,
+                    "y": 1,
+                    "xanchor": "left",
+                    "yanchor": "top",
+                    "xref": "paper",
+                    "yref": "paper",
+                    "sizex": 0,
+                    "sizey": 0,
+                    "opacity": 0,
+                }
             )
-
-    @staticmethod
-    def _emit_output(
-        figure: Figure,
-        fig_config: PlotlyConfigType,
-        output_type: LiteralPlotlyOutput,
-        plotfile: Path,
-        filename: str,
-        *,
-        include_plotlyjs_bool: LiteralPlotlyJSlib,
-        auto_open: bool,
-    ) -> str:
-        """Write a file or return inline HTML string from a Plotly Figure.
-
-        Args:
-            figure: Plotly figure to render.
-            fig_config: Plotly config dict.
-            output_type: Output type: ``"file"`` or ``"div"``.
-            plotfile: Full path to the output html file.
-            filename: Output filename used for the ``div_id`` when inline.
-            include_plotlyjs_bool: How plotly.js is included.
-            auto_open: Whether to auto-open the file in a browser.
-
-        Returns:
-            If ``output_type`` is ``"file"``, the path to the file; otherwise an
-            inline HTML string (div).
-        """
-        if output_type == "file":
-            plot(
-                figure_or_data=figure,
-                filename=str(plotfile),
-                auto_open=auto_open,
-                auto_play=False,
-                link_text="",
-                include_plotlyjs=include_plotlyjs_bool,
-                config=fig_config,
-                output_type=output_type,
-            )
-            return str(plotfile)
-
-        div_id = filename.rsplit(".", 1)[0]
-        return cast(
-            "str",
-            to_html(
-                fig=figure,
-                config=fig_config,
-                auto_play=False,
-                include_plotlyjs=include_plotlyjs_bool,
-                full_html=False,
-                div_id=div_id,
-            ),
+        figure.update_layout(
+            {
+                "margin": {"t": 20, "b": 60, "l": 60, "r": 60, "pad": 4},
+                "autosize": True,
+            },
         )
+        return logo_url
 
     def plot_bars(
         self: Self,
@@ -1176,21 +1172,22 @@ class _CommonModel(BaseModel, Generic[SeriesOrFloat_co]):
             )
         figure.update_layout(barmode=mode, yaxis={"tickformat": tick_fmt})
 
-        self._apply_title_logo(
+        logo_url = self._apply_title_logo(
             figure=figure,
-            title=title,
             add_logo=add_logo,
             logo=logo,
         )
 
-        string_output = self._emit_output(
+        string_output = export_plotly_figure(
             figure=figure,
             fig_config=fig["config"],
-            include_plotlyjs_bool=include_plotlyjs,
+            include_plotlyjs=include_plotlyjs,
             output_type=output_type,
             auto_open=auto_open,
             plotfile=plotfile,
             filename=filename,
+            title=title,
+            logo_url=logo_url,
         )
 
         return figure, string_output
@@ -1271,21 +1268,22 @@ class _CommonModel(BaseModel, Generic[SeriesOrFloat_co]):
                     textposition="top center",
                 )
 
-        self._apply_title_logo(
+        logo_url = self._apply_title_logo(
             figure=figure,
-            title=title,
             add_logo=add_logo,
             logo=logo,
         )
 
-        string_output = self._emit_output(
+        string_output = export_plotly_figure(
             figure=figure,
             fig_config=fig["config"],
-            include_plotlyjs_bool=include_plotlyjs,
+            include_plotlyjs=include_plotlyjs,
             output_type=output_type,
             auto_open=auto_open,
             plotfile=plotfile,
             filename=filename,
+            title=title,
+            logo_url=logo_url,
         )
 
         return figure, string_output
@@ -1393,21 +1391,22 @@ class _CommonModel(BaseModel, Generic[SeriesOrFloat_co]):
         figure.update_xaxes(zeroline=True, zerolinewidth=2, zerolinecolor="lightgrey")
         figure.update_yaxes(zeroline=True, zerolinewidth=2, zerolinecolor="lightgrey")
 
-        self._apply_title_logo(
+        logo_url = self._apply_title_logo(
             figure=figure,
-            title=title,
             add_logo=add_logo,
             logo=logo,
         )
 
-        string_output = self._emit_output(
+        string_output = export_plotly_figure(
             figure=figure,
             fig_config=fig_dict["config"],
-            include_plotlyjs_bool=include_plotlyjs,
+            include_plotlyjs=include_plotlyjs,
             output_type=output_type,
             auto_open=auto_open,
             plotfile=plotfile,
             filename=filename,
+            title=title,
+            logo_url=logo_url,
         )
 
         return figure, string_output

{openseries-2.1.4 → openseries-2.1.6}/openseries/datefixer.py

@@ -374,13 +374,22 @@ def generate_calendar_date_range(
         raise TradingDaysNotAboveZeroError(msg)
 
     if start and not end:
+        adjusted_start = date_offset_foll(
+            raw_date=start,
+            months_offset=0,
+            countries=countries,
+            markets=markets,
+            custom_holidays=custom_holidays,
+            adjust=True,
+            following=True,
+        )
         tmp_range = date_range(
-            start=start,
+            start=adjusted_start,
             periods=trading_days * 365 // 252,
             freq="D",
         )
         calendar = holiday_calendar(
-            startyear=start.year,
+            startyear=adjusted_start.year,
             endyear=date_fix(tmp_range.tolist()[-1]).year,
             countries=countries,
             markets=markets,
@@ -389,17 +398,30 @@ def generate_calendar_date_range(
         return [
             d.date()
             for d in date_range(
-                start=start,
+                start=adjusted_start,
                 periods=trading_days,
                 freq=CustomBusinessDay(calendar=calendar),
             )
         ]
 
     if end and not start:
-        tmp_range = date_range(end=end, periods=trading_days * 365 // 252, freq="D")
+        adjusted_end = date_offset_foll(
+            raw_date=end,
+            months_offset=0,
+            countries=countries,
+            markets=markets,
+            custom_holidays=custom_holidays,
+            adjust=True,
+            following=False,
+        )
+        tmp_range = date_range(
+            end=adjusted_end,
+            periods=trading_days * 365 // 252,
+            freq="D",
+        )
         calendar = holiday_calendar(
             startyear=date_fix(tmp_range.tolist()[0]).year,
-            endyear=end.year,
+            endyear=adjusted_end.year,
             countries=countries,
             markets=markets,
             custom_holidays=custom_holidays,
@@ -407,7 +429,7 @@ def generate_calendar_date_range(
         return [
             d.date()
             for d in date_range(
-                end=end,
+                end=adjusted_end,
                 periods=trading_days,
                 freq=CustomBusinessDay(calendar=calendar),
             )

openseries-2.1.6/openseries/html_utils.py

@@ -0,0 +1,314 @@
+"""Shared HTML utilities for responsive Plotly outputs."""
+
+from __future__ import annotations
+
+from pathlib import Path
+from typing import TYPE_CHECKING, cast
+from webbrowser import open as webbrowser_open
+
+from plotly.io import to_html  # type: ignore[import-untyped]
+
+if TYPE_CHECKING:  # pragma: no cover
+    from plotly.graph_objs import Figure  # type: ignore[import-untyped]
+
+    from .owntypes import LiteralPlotlyJSlib, LiteralPlotlyOutput, PlotlyConfigType
+
+__all__ = [
+    "_generate_responsive_plot_html",
+    "_get_base_css",
+    "_get_plot_css",
+    "_get_plotly_script",
+    "export_plotly_figure",
+]
+
+
+def _get_base_css() -> str:
+    """Get base CSS styles for responsive HTML reports."""
+    return """
+    :root{--ink:#1f2a44;--muted:#6b778c;--header:#4a4a4a;--header2:#6a6a6a;--cell:#f3f3f3;--cell2:#e6e6e6;--paper:#ffffff;}
+    html,body{margin:0;padding:0;background:var(--paper);color:var(--ink);
+    font-family:-apple-system,BlinkMacSystemFont,"Segoe UI",Roboto,Arial,sans-serif;}
+    .page{max-width:calc(100% - 64px);margin:0 auto;padding:32px;
+    padding-bottom:48px;}
+    .header{display:grid;grid-template-columns:140px 1fr 140px;gap:12px;
+    align-items:start;}
+    h1{margin:0;text-align:center;font-size:45px;font-weight:800;}
+    .layout{display:grid;grid-template-columns:1.2fr .9fr;
+    grid-template-areas:"charts table";gap:22px;align-items:start;margin-top:12px;}
+    .charts{grid-area:charts;display:grid;grid-template-rows:auto auto;gap:18px;}
+    .table{grid-area:table;}
+    .plot{width:100%;height:380px;}
+    .plot.bar{height:300px;}
+    @media (max-width:980px){
+      .page{padding:24px;padding-bottom:24px;}
+      .header{grid-template-columns:120px 1fr;}
+      h1{font-size:36px;}
+      .layout{grid-template-columns:1fr;grid-template-areas:"table" "charts";gap:16px;}
+      .plot{height:380px;}
+      .plot.bar{height:300px;}
+      .table{overflow-x:auto;}
+      table.metrics{table-layout:auto;font-size:14px;}
+    }
+    table.metrics{width:100%;border-collapse:separate;border-spacing:0;font-size:12px;
+    border-radius:4px;overflow:hidden;table-layout:fixed;}
+    table.metrics thead th{background:var(--header);color:white;padding:8px 10px;
+    font-weight:700;text-align:center;word-wrap:break-word;word-break:break-word;}
+    table.metrics thead th:first-child{background:var(--header2);text-align:left;
+    width:180px;}
+    table.metrics tbody td{padding:7px 10px;border-bottom:1px solid white;
+    border-right:1px solid white;text-align:center;background:var(--paper);}
+    table.metrics tbody td:first-child{text-align:left;font-weight:600;color:white;
+    background:var(--header);width:180px;}
+    table.metrics tbody td:last-child{background:var(--cell2);}
+    .legend-container{margin-top:24px;padding-top:20px;padding-bottom:16px;
+    display:flex;justify-content:center;flex-wrap:wrap;gap:24px;flex-shrink:0;}
+    .legend-item{display:flex;align-items:center;gap:8px;font-size:14px;}
+    .legend-color{width:20px;height:3px;border-radius:2px;}
+    @media (min-width:981px){
+      html,body{overflow-y:auto;}
+    }
+    """
+
+
+def _get_plot_css() -> str:
+    """Get CSS styles for full-screen responsive plots.
+
+    Returns:
+        CSS string for responsive plots.
+    """
+    return """
+    *{box-sizing:border-box;}
+    html,body{margin:0;padding:0;width:100%;height:100%;
+    font-family:-apple-system,BlinkMacSystemFont,"Segoe UI",Roboto,Arial,sans-serif;
+    overflow-x:hidden;}
+    .page{width:100%;height:100vh;display:flex;flex-direction:column;}
+    .title-container{width:100%;flex-shrink:0;padding:15px 20px 10px 20px;
+    display:flex;align-items:center;justify-content:center;background:white;z-index:10;
+    gap:15px;}
+    .title-logo{height:60px;width:auto;flex-shrink:0;}
+    .title-container h1{margin:0;padding:0;font-size:36px;font-weight:bold;
+    color:#253551;word-wrap:break-word;word-break:break-word;
+    white-space:normal;line-height:1.2;flex:1;text-align:center;}
+    .plot-container{width:100%;flex:1;position:relative;overflow:hidden;
+    min-height:0;}
+    .plot{width:100%;height:100%;display:block;position:absolute;top:0;left:0;}
+    .plot > div{width:100% !important;height:100% !important;}
+    .plot .js-plotly-plot{width:100% !important;height:100% !important;}
+    .plot .js-plotly-plot .plotly{width:100% !important;height:100% !important;}
+    @media (max-width: 980px) {
+      .title-container{padding:12px 15px 8px 15px;gap:12px;}
+      .title-container h1{font-size:24px;line-height:1.3;}
+      .title-logo{height:32px;}
+    }
+    @media (max-width: 480px) {
+      .title-container{padding:10px 12px 6px 12px;gap:10px;}
+      .title-container h1{font-size:18px;line-height:1.2;}
+      .title-logo{height:24px;}
+    }
+    """
+
+
+def _get_plotly_script(include_plotlyjs: LiteralPlotlyJSlib) -> str:
+    """Get plotly script tag."""
+    if include_plotlyjs == "cdn":
+        return '<script src="https://cdn.plot.ly/plotly-2.35.2.min.js"></script>'
+    return ""
+
+
+def _generate_responsive_plot_html(
+    title: str | None,
+    plot_div: str,
+    include_plotlyjs: LiteralPlotlyJSlib,
+    plot_id: str,
+    logo_url: str | None = None,
+) -> str:
+    """Generate responsive HTML for a single Plotly plot."""
+    css = _get_plot_css()
+    plotly_script = _get_plotly_script(include_plotlyjs)
+
+    plot_div = plot_div.replace(
+        f'<div id="{plot_id}"', f'<div id="{plot_id}" class="plot"'
+    )
+
+    title_html = ""
+    if (title is not None and title) or logo_url:
+        logo_html = ""
+        if logo_url:
+            logo_html = f'<img src="{logo_url}" alt="Logo" class="title-logo" />'
+        title_text = f"<h1><b>{title}</b></h1>" if title else ""
+        title_html = f'<div class="title-container">{logo_html}{title_text}</div>'
+
+    return f"""<!doctype html>
+<html lang="en">
+<head>
+<meta charset="utf-8" />
+<meta name="viewport" content="width=device-width,initial-scale=1,
+maximum-scale=5,user-scalable=yes" />
+<title>{title or ""}</title>
+<style>{css}</style>
+{plotly_script}
+</head>
+<body>
+<div class="page">
+  {title_html}
+  <div class="plot-container">
+    {plot_div}
+  </div>
+</div>
+<script>
+(function() {{
+  var plotDiv = document.getElementById("{plot_id}");
+  var container = plotDiv ? plotDiv.closest('.plot-container') : null;
+
+  function getContainerSize() {{
+    if (!container) return {{width: window.innerWidth, height: window.innerHeight}};
+    var rect = container.getBoundingClientRect();
+    return {{width: rect.width, height: rect.height}};
+  }}
+
+  function resizePlot() {{
+    if (typeof Plotly === 'undefined' || !Plotly.Plots || !plotDiv) return;
+
+    var size = getContainerSize();
+    if (size.width > 0 && size.height > 0) {{
+      Plotly.Plots.resize(plotDiv);
+    }}
+  }}
+
+  function debounceResize() {{
+    clearTimeout(window._resizeTimeout);
+    window._resizeTimeout = setTimeout(resizePlot, 150);
+  }}
+
+  window.addEventListener("resize", debounceResize);
+
+  window.addEventListener("orientationchange", function() {{
+    setTimeout(function() {{
+      resizePlot();
+    }}, 300);
+  }});
+
+  function initResize() {{
+    if (typeof Plotly !== 'undefined' && plotDiv) {{
+      setTimeout(resizePlot, 100);
+      setTimeout(resizePlot, 500);
+      setTimeout(resizePlot, 1000);
+    }} else {{
+      setTimeout(initResize, 100);
+    }}
+  }}
+
+  if (document.readyState === 'loading') {{
+    document.addEventListener('DOMContentLoaded', initResize);
+  }} else {{
+    initResize();
+  }}
+
+  window.addEventListener('load', function() {{
+    setTimeout(resizePlot, 200);
+  }});
+  }})();
+</script>
+</body>
+</html>
+"""
+
+
+def export_plotly_figure(
+    figure: Figure,
+    fig_config: PlotlyConfigType,
+    output_type: LiteralPlotlyOutput,
+    filename: str,
+    *,
+    include_plotlyjs: LiteralPlotlyJSlib,
+    auto_open: bool = False,
+    plotfile: Path | str,
+    title: str | None = None,
+    logo_url: str | None = None,
+) -> str:
+    """Export a Plotly figure to a mobile-responsive HTML file or inline div.
+
+    This function converts a Plotly figure to HTML output, with support for
+    mobile-responsive standalone HTML files or inline HTML divs. When exporting
+    to a file, the output includes proper viewport settings, responsive CSS,
+    and JavaScript for handling window resizing and orientation changes.
+
+    Args:
+        figure: Plotly figure to render.
+        fig_config: Plotly config dictionary.
+        output_type: Output type: ``"file"`` or ``"div"``.
+        filename: Output filename used for the ``div_id`` when inline, or to
+            derive the div_id when exporting to file.
+        include_plotlyjs: How plotly.js is included. Can be ``True`` (inline),
+            ``False`` (not included), or ``"cdn"`` (CDN link).
+        auto_open: Whether to auto-open the file in a browser (only used when
+            ``output_type="file"``). Defaults to ``False``.
+        plotfile: Full path to the output HTML file. Required when
+            ``output_type="file"``, ignored when ``output_type="div"``.
+        title: Title for the HTML page (used for file output). Defaults to
+            ``None``.
+        logo_url: Optional logo URL to display in the title container.
+            Defaults to ``None``.
+
+    Returns:
+        If ``output_type`` is ``"file"``, the path to the file as a string;
+        otherwise an inline HTML string (div).
+
+
+    Example:
+        Export a Plotly figure to a responsive HTML file:
+
+        >>> import plotly.graph_objects as go
+        >>> from openseries.html_utils import export_plotly_figure
+        >>> from pathlib import Path
+        >>>
+        >>> fig = go.Figure(data=go.Scatter(x=[1, 2, 3], y=[4, 5, 6]))
+        >>> output_path = export_plotly_figure(
+        ...     figure=fig,
+        ...     fig_config={},
+        ...     output_type="file",
+        ...     filename="my_plot.html",
+        ...     include_plotlyjs="cdn",
+        ...     plotfile=Path("output/my_plot.html"),
+        ...     title="My Plot",
+        ...     auto_open=True,
+        ... )
+    """
+    if output_type == "file":
+        plotfile_path = Path(plotfile) if isinstance(plotfile, str) else plotfile
+        div_id = filename.rsplit(".", 1)[0]
+        plot_div = cast(
+            "str",
+            to_html(
+                fig=figure,
+                config=fig_config,
+                auto_play=False,
+                include_plotlyjs=False,
+                full_html=False,
+                div_id=div_id,
+            ),
+        )
+        html_content = _generate_responsive_plot_html(
+            title=title,
+            plot_div=plot_div,
+            include_plotlyjs=include_plotlyjs,
+            plot_id=div_id,
+            logo_url=logo_url,
+        )
+        plotfile_path.write_text(html_content, encoding="utf-8")
+        if auto_open:
+            webbrowser_open(plotfile_path.as_uri())
+        return str(plotfile_path)
+
+    div_id = filename.rsplit(".", 1)[0]
+    return cast(
+        "str",
+        to_html(
+            fig=figure,
+            config=fig_config,
+            auto_play=False,
+            include_plotlyjs=include_plotlyjs,
+            full_html=False,
+            div_id=div_id,
+        ),
+    )

{openseries-2.1.4 → openseries-2.1.6}/openseries/owntypes.py

@@ -3,7 +3,7 @@
 from __future__ import annotations
 
 import datetime as dt
-from enum import Enum
+from enum import StrEnum
 from pprint import pformat
 from typing import (
     TYPE_CHECKING,
@@ -300,10 +300,11 @@ class OpenFramePropertiesList(PropertiesList):
         self._validate()
 
 
-class ValueType(str, Enum):
+class ValueType(StrEnum):
     """Enum types of OpenTimeSeries to identify the output."""
 
-    EWMA = "EWMA"
+    EWMA_VOL = "EWMA volatility"
+    EWMA_VAR = "EWMA VaR"
     PRICE = "Price(Close)"
     RTRN = "Return(Total)"
     RELRTRN = "Relative return"

{openseries-2.1.4 → openseries-2.1.6}/openseries/plotly_layouts.json

@@ -41,22 +41,26 @@
     "legend": {
       "bgcolor": "rgba(0,0,0,0)",
       "orientation": "h",
-      "x": 0.98,
-      "xanchor": "right",
-      "y": -0.15,
-      "yanchor": "bottom"
+      "x": 0.5,
+      "xanchor": "center",
+      "xref": "container",
+      "y": 1.05,
+      "yanchor": "bottom",
+      "yref": "container"
     },
     "paper_bgcolor": "rgba(255,255,255,1)",
     "plot_bgcolor": "rgba(255,255,255,1)",
     "showlegend": true,
     "title": {
       "font": {
-        "size": 32
+        "size": 36
       },
       "x": 0.5,
       "xanchor": "center",
-      "y": 0.95,
-      "yanchor": "top"
+      "xref": "container",
+      "y": 0.93,
+      "yanchor": "bottom",
+      "yref": "container"
     },
     "xaxis": {
       "gridcolor": "#EEEEEE",

{openseries-2.1.4 → openseries-2.1.6}/openseries/portfoliotools.py

@@ -296,8 +296,10 @@ def _build_frontier_dataframe(
     weight_cols = columns_lvl_zero
     weight_header = "<br><br>Weights:<br>"
     line_df["text"] = line_df[weight_cols].apply(
-        lambda row: weight_header
-        + "<br>".join([f"{row[col]:.1%}  {col}" for col in weight_cols]),
+        lambda row: (
+            weight_header
+            + "<br>".join([f"{row[col]:.1%}  {col}" for col in weight_cols])
+        ),
         axis=1,
     )
 
@@ -738,7 +740,7 @@ def _configure_figure_layout(
     if title:
         if titletext is None:
             titletext = "<b>Risk and Return</b><br>"
-        figure.update_layout(title={"text": titletext, "font": {"size": 32}})
+        figure.update_layout(title={"text": titletext, "font": {"size": 36}})
 
     if add_logo:
         figure.add_layout_image(logo)
@@ -781,7 +783,7 @@ def _generate_sharpeplot_output(
         )
         return str(plotfile)
 
-    div_id = filename.split(sep=".")[0]
+    div_id = filename.split(maxsplit=1, sep=".")[0]
     return cast(
         "str",
         to_html(

{openseries-2.1.4 → openseries-2.1.6}/openseries/report.py

@@ -17,6 +17,7 @@ from pandas import DataFrame, Index, Series, Timestamp, concat, isna
 from plotly.graph_objs import Bar, Figure, Scatter  # type: ignore[import-untyped]
 from plotly.utils import PlotlyJSONEncoder  # type: ignore[import-untyped]
 
+from .html_utils import _get_base_css, _get_plotly_script
 from .load_plotly import load_plotly_dict
 from .owntypes import (
     CaptorLogoType,
@@ -408,12 +409,10 @@ def _get_legend_html(line_traces: list[Scatter], colorway: list[str]) -> str:
 
 def _get_css() -> str:
     """Get CSS styles for the HTML report."""
-    return """
-    :root{--ink:#1f2a44;--muted:#6b778c;--header:#4a4a4a;--header2:#6a6a6a;--cell:#f3f3f3;--cell2:#e6e6e6;--paper:#ffffff;}
-    html,body{margin:0;padding:0;background:var(--paper);color:var(--ink);
-    font-family:-apple-system,BlinkMacSystemFont,"Segoe UI",Roboto,Arial,sans-serif;}
-    .page{max-width:calc(100% - 64px);margin:0 auto;padding:32px;
-    padding-bottom:48px;}
+    base_css = _get_base_css()
+    return (
+        base_css
+        + """
     .header{display:grid;grid-template-columns:140px 1fr 140px;gap:12px;
     align-items:start;}
     h1{margin:0;text-align:center;font-size:45px;font-weight:800;}
@@ -430,16 +429,22 @@ def _get_css() -> str:
       .layout{grid-template-columns:1fr;grid-template-areas:"table" "charts";gap:16px;}
       .plot{height:380px;}
       .plot.bar{height:300px;}
+      table.metrics{table-layout:fixed;width:auto;}
+      table.metrics thead th{min-width:120px;width:120px;white-space:nowrap;}
+      table.metrics thead th:first-child{width:180px;}
+      table.metrics tbody td{min-width:120px;width:120px;}
+      table.metrics tbody td:first-child{width:180px;}
     }
     table.metrics{width:100%;border-collapse:separate;border-spacing:0;font-size:12px;
-    border-radius:4px;overflow:hidden;}
+    border-radius:4px;overflow:hidden;table-layout:fixed;}
     table.metrics thead th{background:var(--header);color:white;padding:8px 10px;
-    font-weight:700;text-align:center;white-space:nowrap;}
-    table.metrics thead th:first-child{background:var(--header2);text-align:left;}
+    font-weight:700;text-align:center;word-wrap:break-word;word-break:break-word;}
+    table.metrics thead th:first-child{background:var(--header2);text-align:left;
+    width:180px;}
     table.metrics tbody td{padding:7px 10px;border-bottom:1px solid white;
     border-right:1px solid white;text-align:center;background:var(--paper);}
     table.metrics tbody td:first-child{text-align:left;font-weight:600;color:white;
-    background:var(--header);width:42%;}
+    background:var(--header);width:180px;}
     table.metrics tbody td:last-child{background:var(--cell2);}
     .legend-container{margin-top:24px;padding-top:20px;padding-bottom:16px;
     display:flex;justify-content:center;flex-wrap:wrap;gap:24px;flex-shrink:0;}
@@ -449,13 +454,7 @@ def _get_css() -> str:
       html,body{overflow-y:auto;}
     }
     """
-
-
-def _get_plotly_script(include_plotlyjs: LiteralPlotlyJSlib) -> str:
-    """Get plotly script tag."""
-    if include_plotlyjs == "cdn":
-        return '<script src="https://cdn.plot.ly/plotly-2.35.2.min.js"></script>'
-    return ""
+    )
 
 
 def _write_html_file(
@@ -587,19 +586,21 @@ def report_html(
 
     for item, f in zip(rpt_df.index, formats, strict=False):
         rpt_df.loc[item] = rpt_df.loc[item].apply(
-            lambda x, fmt=f: ""
-            if (
-                x is None
-                or (not isinstance(x, str) and isna(x))
-                or (isinstance(x, str) and x.lower() in ("nan", "nan%", ""))
-            )
-            else (
-                str(x)
-                if isinstance(x, str)
+            lambda x, fmt=f: (
+                ""
+                if (
+                    x is None
+                    or (not isinstance(x, str) and isna(x))
+                    or (isinstance(x, str) and x.lower() in ("nan", "nan%", ""))
+                )
                 else (
-                    Timestamp(x).strftime("%Y-%m-%d")
-                    if "%Y-%m-%d" in fmt and not isinstance(x, str)
-                    else fmt.format(x)
+                    str(x)
+                    if isinstance(x, str)
+                    else (
+                        Timestamp(x).strftime("%Y-%m-%d")
+                        if "%Y-%m-%d" in fmt and not isinstance(x, str)
+                        else fmt.format(x)
+                    )
                 )
             ),
         )
@@ -611,7 +612,7 @@ def report_html(
     rpt_df.columns = colmns
     table_html = _metrics_table_html(rpt_df)
 
-    dirpath = _get_output_directory(directory)
+    dirpath = _get_output_directory(directory=directory)
 
     if not filename:
         filename = "".join(choice(ascii_letters) for _ in range(6)) + ".html"
@@ -625,16 +626,16 @@ def report_html(
     )
 
     line_layout, bar_layout = _get_plotly_layouts(
-        layout_theme,
-        colorway,
-        copied.item_count,
+        layout_theme=layout_theme,
+        colorway=colorway,
+        item_count=copied.item_count,
     )
 
     config = cast("dict[str, Any]", fig_theme.get("config", {})) or {}
     config = {**config, "responsive": True, "displayModeBar": False}
 
-    plotly_script = _get_plotly_script(include_plotlyjs)
-    logo_html = _get_logo_html(logo, add_logo=add_logo)
+    plotly_script = _get_plotly_script(include_plotlyjs=include_plotlyjs)
+    logo_html = _get_logo_html(logo=logo, add_logo=add_logo)
     css = _get_css()
 
     line_payload = {
@@ -648,21 +649,21 @@ def report_html(
         "config": config,
     }
 
-    legend_html = _get_legend_html(line_traces, colorway)
+    legend_html = _get_legend_html(line_traces=line_traces, colorway=colorway)
 
     html = _generate_html(
-        title,
-        css,
-        plotly_script,
-        logo_html,
-        table_html,
-        line_payload,
-        bar_payload,
-        legend_html,
+        title=title,
+        css=css,
+        plotly_script=plotly_script,
+        logo_html=logo_html,
+        table_html=table_html,
+        line_payload=line_payload,
+        bar_payload=bar_payload,
+        legend_html=legend_html,
     )
 
     if output_type == "file":
-        output = _write_html_file(plotfile, html, auto_open=auto_open)
+        output = _write_html_file(plotfile=plotfile, html=html, auto_open=auto_open)
     else:
         output = html
 

{openseries-2.1.4 → openseries-2.1.6}/openseries/series.py

@@ -32,6 +32,7 @@ from pandas import (
     date_range,
 )
 from pydantic import field_validator, model_validator
+from scipy.stats import norm
 
 from ._common_model import _calculate_time_factor, _CommonModel
 from .datefixer import _do_resample_to_business_period_ends, date_fix
@@ -625,7 +626,7 @@ class OpenTimeSeries(_CommonModel[float]):
             cast("Timestamp", earlier) : cast("Timestamp", later)
         ].copy()
 
-        data.loc[:, (self.label, ValueType.RTRN)] = log(  # type: ignore[index]
+        data.loc[:, (self.label, ValueType.RTRN)] = log(
             data.loc[:, self.tsdf.columns.to_numpy()[0]],
         ).diff()
 
@@ -647,7 +648,83 @@ class OpenTimeSeries(_CommonModel[float]):
         return Series(
             data=rawdata,
             index=data.index,
-            name=(self.label, ValueType.EWMA),
+            name=(self.label, ValueType.EWMA_VOL),
+            dtype="float64",
+        )
+
+    def ewma_var_func(
+        self: Self,
+        lmbda: float = 0.94,
+        day_chunk: int = 11,
+        level: float = 0.95,
+        dlta_degr_freedms: int = 0,
+        months_from_last: int | None = None,
+        from_date: dt.date | None = None,
+        to_date: dt.date | None = None,
+        periods_in_a_year_fixed: DaysInYearType | None = None,
+    ) -> Series[float]:
+        """Exponentially Weighted Moving Average Model for Value At Risk (VaR).
+
+        Reference: https://www.investopedia.com/articles/07/ewma.asp.
+
+        Args:
+            lmbda: Scaling factor to determine weighting. Defaults to 0.94.
+            day_chunk: Sampling the data which is assumed to be daily.
+                Defaults to 11.
+            level: The sought VaR level. Defaults to 0.95.
+            dlta_degr_freedms: Variance bias factor taking the value 0 or 1.
+                Defaults to 0.
+            months_from_last: Number of months offset as positive integer.
+                Overrides use of from_date and to_date. Optional.
+            from_date: Specific from date. Optional.
+            to_date: Specific to date. Optional.
+            periods_in_a_year_fixed: Allows locking the periods-in-a-year to simplify
+                test cases and comparisons. Optional.
+
+        Returns:
+            Series EWMA VaR.
+        """
+        earlier, later = self.calc_range(
+            months_offset=months_from_last,
+            from_dt=from_date,
+            to_dt=to_date,
+        )
+        time_factor = _calculate_time_factor(
+            data=self.tsdf.loc[
+                cast("Timestamp", earlier) : cast("Timestamp", later)
+            ].iloc[:, 0],
+            earlier=earlier,
+            later=later,
+            periods_in_a_year_fixed=periods_in_a_year_fixed,
+        )
+
+        data = self.tsdf.loc[
+            cast("Timestamp", earlier) : cast("Timestamp", later)
+        ].copy()
+
+        data.loc[:, (self.label, ValueType.RTRN)] = log(
+            data.loc[:, self.tsdf.columns.to_numpy()[0]],
+        ).diff()
+
+        rawdata = [
+            data[(self.label, ValueType.RTRN)]
+            .iloc[1:day_chunk]
+            .std(ddof=dlta_degr_freedms)
+            * sqrt(time_factor),
+        ]
+
+        for item in data[(self.label, ValueType.RTRN)].iloc[1:]:
+            prev = rawdata[-1]
+            rawdata.append(
+                sqrt(
+                    square(item) * time_factor * (1 - lmbda) + square(prev) * lmbda,
+                ),
+            )
+
+        return Series(
+            data=array(rawdata) * norm.ppf(1 - level),
+            index=data.index,
+            name=(self.label, ValueType.EWMA_VAR),
             dtype="float64",
         )
 

{openseries-2.1.4 → openseries-2.1.6}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "openseries"
-version = "2.1.4"
+version = "2.1.6"
 description = "Tools for analyzing financial timeseries."
 authors = [
     { name = "Martin Karrin", email = "martin.karrin@captor.se" },
@@ -67,7 +67,7 @@ pre-commit = ">=4.5.1"
 pytest = ">=9.0.2"
 pytest-cov = ">=7.0.0"
 pytest-xdist = ">=3.8.0"
-ruff = "0.14.9"
+ruff = "0.15.0"
 types-openpyxl = ">=3.1.2"
 scipy-stubs = ">=1.14.1.0"
 types-python-dateutil = ">=2.8.2"
@@ -80,7 +80,7 @@ sphinx-autodoc-typehints = ">=3.6.0"
 sphinx-rtd-theme = ">=3.1.0rc1"
 
 [build-system]
-requires = ["poetry-core>=2.2.1"]
+requires = ["poetry-core>=2.3.1"]
 build-backend = "poetry.core.masonry.api"
 
 [tool.setuptools.package-data]