openseries 2.1.6__tar.gz → 2.1.8__tar.gz

{openseries-2.1.6 → openseries-2.1.8}/PKG-INFO

@@ -1,15 +1,16 @@
 Metadata-Version: 2.4
 Name: openseries
-Version: 2.1.6
+Version: 2.1.8
 Summary: Tools for analyzing financial timeseries.
-License-Expression: BSD-3-Clause
-License-File: LICENSE.md
-Keywords: python,finance,fintech,data-science,timeseries,timeseries-data,timeseries-analysis,investment,investment-analysis,investing
 Author: Martin Karrin
-Author-email: martin.karrin@captor.se
 Maintainer: Martin Karrin
-Maintainer-email: martin.karrin@captor.se
-Requires-Python: >=3.11,<3.15
+License-Expression: BSD-3-Clause
+Project-URL: Homepage, https://captorab.github.io/openseries/
+Project-URL: Documentation, https://openseries.readthedocs.io/
+Project-URL: Source, https://github.com/CaptorAB/openseries
+Project-URL: Issue Tracker, https://github.com/CaptorAB/openseries/issues
+Project-URL: Release Notes, https://github.com/CaptorAB/openseries/releases
+Keywords: python,finance,fintech,data-science,timeseries,timeseries-data,timeseries-analysis,investment,investment-analysis,investing
 Classifier: Programming Language :: Python :: 3.11
 Classifier: Programming Language :: Python :: 3.12
 Classifier: Programming Language :: Python :: 3.13
@@ -20,23 +21,39 @@ Classifier: Natural Language :: English
 Classifier: Development Status :: 5 - Production/Stable
 Classifier: Operating System :: OS Independent
 Classifier: Framework :: Pydantic
-Requires-Dist: exchange-calendars (>=4.8)
-Requires-Dist: holidays (>=0.30)
-Requires-Dist: numpy (>=1.23.2)
-Requires-Dist: openpyxl (>=3.1.2)
-Requires-Dist: pandas (>=2.1.2)
-Requires-Dist: plotly (>=5.18.0)
-Requires-Dist: pydantic (>=2.5.2)
-Requires-Dist: python-dateutil (>=2.8.2)
-Requires-Dist: requests (>=2.20.0)
-Requires-Dist: scikit-learn (>=1.4.0)
-Requires-Dist: scipy (>=1.14.1)
-Project-URL: Documentation, https://openseries.readthedocs.io/
-Project-URL: Homepage, https://captorab.github.io/openseries/
-Project-URL: Issue Tracker, https://github.com/CaptorAB/openseries/issues
-Project-URL: Release Notes, https://github.com/CaptorAB/openseries/releases
-Project-URL: Source, https://github.com/CaptorAB/openseries
+Requires-Python: <3.15,>=3.11
 Description-Content-Type: text/markdown
+License-File: LICENSE.md
+Requires-Dist: exchange-calendars>=4.8
+Requires-Dist: holidays>=0.30
+Requires-Dist: numpy>=1.23.2
+Requires-Dist: openpyxl>=3.1.2
+Requires-Dist: pandas>=2.1.2
+Requires-Dist: plotly>=5.18.0
+Requires-Dist: pydantic>=2.5.2
+Requires-Dist: python-dateutil>=2.8.2
+Requires-Dist: requests>=2.20.0
+Requires-Dist: scipy>=1.14.1
+Requires-Dist: scikit-learn>=1.4.0
+Requires-Dist: tzdata>=2025.3
+Provides-Extra: dev
+Requires-Dist: mypy==2.1.0; extra == "dev"
+Requires-Dist: pandas-stubs>=2.1.2; extra == "dev"
+Requires-Dist: pre-commit>=4.5.1; extra == "dev"
+Requires-Dist: pytest>=9.0.3; extra == "dev"
+Requires-Dist: pytest-cov>=7.1.0; extra == "dev"
+Requires-Dist: pytest-xdist>=3.8.0; extra == "dev"
+Requires-Dist: ruff==0.15.14; extra == "dev"
+Requires-Dist: types-openpyxl>=3.1.2; extra == "dev"
+Requires-Dist: scipy-stubs>=1.14.1.0; extra == "dev"
+Requires-Dist: types-python-dateutil>=2.8.2; extra == "dev"
+Requires-Dist: types-requests>=2.20.0; extra == "dev"
+Provides-Extra: docs
+Requires-Dist: sphinx>=9.0.4; extra == "docs"
+Requires-Dist: sphinx-autobuild>=2025.8.25; extra == "docs"
+Requires-Dist: sphinx-autodoc-typehints>=3.6.0; extra == "docs"
+Requires-Dist: sphinx-rtd-theme>=3.1.0rc1; extra == "docs"
+Dynamic: license-file
 
 <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/>
 
@@ -51,7 +68,7 @@ Description-Content-Type: text/markdown
 [![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)](https://captorab.github.io/openseries/)
-[![Poetry](https://img.shields.io/endpoint?url=https://python-poetry.org/badge/v0.json)](https://python-poetry.org/)
+[![uv](https://img.shields.io/badge/package%20manager-uv-blueviolet)](https://github.com/astral-sh/uv)
 [![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)
 [![Code Sample](https://img.shields.io/badge/-Code%20Sample-blue)](https://nbviewer.org/github/karrmagadgeteer2/NoteBook/blob/master/openseriesnotebook.ipynb)
@@ -97,4 +114,3 @@ _,_=series.plot_series()
 ### Sample output using the report_html() function
 
 <img src="https://raw.githubusercontent.com/CaptorAB/openseries/master/openseries_plot.png" alt="Two Assets Compared" width="1000" />
-

{openseries-2.1.6 → openseries-2.1.8}/README.md

@@ -11,7 +11,7 @@
 [![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)](https://captorab.github.io/openseries/)
-[![Poetry](https://img.shields.io/endpoint?url=https://python-poetry.org/badge/v0.json)](https://python-poetry.org/)
+[![uv](https://img.shields.io/badge/package%20manager-uv-blueviolet)](https://github.com/astral-sh/uv)
 [![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)
 [![Code Sample](https://img.shields.io/badge/-Code%20Sample-blue)](https://nbviewer.org/github/karrmagadgeteer2/NoteBook/blob/master/openseriesnotebook.ipynb)

{openseries-2.1.6 → openseries-2.1.8}/openseries/_common_model.py

@@ -60,7 +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 pydantic import BaseModel, ConfigDict, DirectoryPath
+from pydantic import BaseModel, ConfigDict, DirectoryPath, Field
 from scipy.stats import (
     kurtosis,
     norm,
@@ -162,6 +162,30 @@ def _get_base_column_data(
     return data, item, label
 
 
+def _demeaned_returns_for_autocorr(
+    series: Series[float], valuetype: ValueType, *, squared: bool = False
+) -> Series[float]:
+    """Return demeaned return series for autocorrelation analysis.
+
+    Args:
+        series: Input series (prices or returns).
+        valuetype: ValueType.PRICE for price data (pct_change applied),
+            else use as returns.
+        squared: If True, square the demeaned returns.
+
+    Returns:
+        Demeaned return series (optionally squared).
+    """
+    if valuetype == ValueType.PRICE:
+        rets = series.ffill().pct_change().dropna()
+    else:
+        rets = series.ffill().dropna()
+    rets = rets - rets.mean()
+    if squared:
+        rets = rets**2
+    return rets
+
+
 def _calculate_time_factor(
     data: Series[float],
     earlier: dt.date,
@@ -189,6 +213,10 @@ def _calculate_time_factor(
 class _CommonModel(BaseModel, Generic[SeriesOrFloat_co]):
     """Declare _CommonModel."""
 
+    constituents: list[Any] = Field(default_factory=list)
+    weights: list[float] | None = None
+    markets: list[str] | str | None = None
+
     tsdf: DataFrame = DataFrame(dtype="float64")
 
     model_config = ConfigDict(
@@ -198,18 +226,27 @@ class _CommonModel(BaseModel, Generic[SeriesOrFloat_co]):
     )
 
     def _coerce_result(
-        self: Self, result: Series[float], name: str
+        self: Self,
+        result: Series[float],
+        name: str,
     ) -> SeriesOrFloat_co:
         if self.tsdf.shape[1] == 1:
-            arr = float(asarray(a=result, dtype=float64).squeeze())
-            return cast("SeriesOrFloat_co", arr)  # type: ignore[redundant-cast]
-        series_result: SeriesOrFloat_co = Series(  # type: ignore[assignment]
-            data=result,
-            index=self.tsdf.columns,
-            name=name,
-            dtype="float64",
+            return cast(
+                "SeriesOrFloat_co",
+                cast("object", float(asarray(a=result, dtype=float64).squeeze())),
+            )
+        return cast(
+            "SeriesOrFloat_co",
+            cast(
+                "object",
+                Series(
+                    data=result,
+                    index=self.tsdf.columns,
+                    name=name,
+                    dtype="float64",
+                ),
+            ),
         )
-        return series_result
 
     @property
     def length(self: Self) -> int:
@@ -354,6 +391,23 @@ class _CommonModel(BaseModel, Generic[SeriesOrFloat_co]):
         """
         return self.vol_func()
 
+    @property
+    def autocorr(self: Self) -> SeriesOrFloat_co:
+        """Autocorrelation at lag 1.
+
+        Shorthand for ``autocorr_func(lag=1)``. Returns the lag-1 autocorrelation
+        of demeaned returns. For price series, returns are computed via
+        ``pct_change``; for return series, raw values are used after demeaning.
+
+        Returns:
+        --------
+        SeriesOrFloat_co
+            Autocorrelation at lag 1.
+            Returns float for OpenTimeSeries, Series[float] for OpenFrame.
+
+        """
+        return self.autocorr_func()
+
     @property
     def downside_deviation(self: Self) -> SeriesOrFloat_co:
         """Downside Deviation.
@@ -548,7 +602,7 @@ class _CommonModel(BaseModel, Generic[SeriesOrFloat_co]):
         """
         method: LiteralPandasReindexMethod = "nearest"
 
-        if hasattr(self, "constituents"):
+        if self.constituents:
             countries = self.constituents[0].countries
             markets = self.constituents[0].markets
         else:
@@ -749,12 +803,20 @@ class _CommonModel(BaseModel, Generic[SeriesOrFloat_co]):
             if hasattr(self, "countries"):
                 self.countries = countries
             else:
-                for serie in self.constituents:  # type: ignore[attr-defined]
+                constituents = getattr(self, "constituents", None)
+                if not constituents:
+                    msg = "Cannot set countries without constituents."
+                    raise TypeError(msg)
+                for serie in constituents:
                     serie.countries = countries
         elif hasattr(self, "countries"):
             countries = self.countries
         else:
-            countries = self.constituents[0].countries  # type: ignore[attr-defined]
+            constituents = getattr(self, "constituents", None)
+            if not constituents:
+                msg = "Cannot get countries without constituents."
+                raise TypeError(msg)
+            countries = constituents[0].countries
 
         return countries
 
@@ -770,15 +832,14 @@ class _CommonModel(BaseModel, Generic[SeriesOrFloat_co]):
             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]
+            constituents = getattr(self, "constituents", None)
+            if constituents:
+                for serie in constituents:
                     serie.markets = markets
-        elif hasattr(self, "markets"):
-            markets = self.markets
+            self.markets = markets
         else:
-            markets = self.constituents[0].markets  # type: ignore[attr-defined]
+            constituents = getattr(self, "constituents", None)
+            markets = constituents[0].markets if constituents else self.markets
 
         return markets
 
@@ -824,7 +885,7 @@ class _CommonModel(BaseModel, Generic[SeriesOrFloat_co]):
                 else None,
             )
         ]
-        self.tsdf = self.tsdf.reindex(labels=d_range, method=method, copy=False)
+        self.tsdf = self.tsdf.reindex(labels=d_range, method=method)
 
         return self
 
@@ -890,8 +951,8 @@ class _CommonModel(BaseModel, Generic[SeriesOrFloat_co]):
     def to_json(
         self: Self,
         what_output: LiteralJsonOutput,
-        filename: str,
-        directory: DirectoryPath | None = None,
+        filename: str | Path,
+        directory: DirectoryPath | Path | str | None = None,
     ) -> list[dict[str, str | bool | ValueType | list[str] | list[float]]]:
         """Dump timeseries data into a JSON file.
 
@@ -938,7 +999,8 @@ class _CommonModel(BaseModel, Generic[SeriesOrFloat_co]):
                 itemdata.update({"values": values})
                 output.append(dict(itemdata))
 
-        with dirpath.joinpath(filename).open(mode="w", encoding="utf-8") as jsonfile:
+        plotfile = dirpath.joinpath(Path(filename).name)
+        with plotfile.open(mode="w", encoding="utf-8") as jsonfile:
             dump(obj=output, fp=jsonfile, indent=2, sort_keys=False)
 
         return output
@@ -1482,6 +1544,50 @@ class _CommonModel(BaseModel, Generic[SeriesOrFloat_co]):
 
         return self._coerce_result(result=result, name="Volatility")
 
+    def autocorr_func(
+        self: Self,
+        lag: int = 1,
+        *,
+        squared: bool = False,
+    ) -> SeriesOrFloat_co:
+        """Calculate autocorrelation at a given lag.
+
+        Computes the autocorrelation of demeaned returns at the specified lag.
+        For price series (ValueType.PRICE), returns are derived via ``pct_change``;
+        for return series (ValueType.RTRN), raw values are demeaned. Use
+        ``squared=True`` for squared-return autocorrelation (e.g. volatility
+        clustering). Returns ``nan`` when the series has too few observations.
+
+        Args:
+            lag: The lag at which to compute autocorrelation. Defaults to 1.
+            squared: If True, compute autocorrelation of squared returns.
+                Defaults to False.
+
+        Returns:
+            Autocorrelation at the specified lag. Float for OpenTimeSeries,
+            ``Series[float]`` for OpenFrame.
+        """
+        values: list[float] = []
+        vtypes = self.tsdf.columns.get_level_values(1)
+        for col_idx, col in enumerate(self.tsdf.columns):
+            valuetype = cast("ValueType", vtypes[col_idx])
+            rets = _demeaned_returns_for_autocorr(
+                series=self.tsdf[col],
+                valuetype=valuetype,
+                squared=squared,
+            )
+            if len(rets) > lag:
+                values.append(float(rets.autocorr(lag=lag)))
+            else:
+                values.append(float("nan"))
+        result = Series(
+            data=values,
+            index=self.tsdf.columns,
+            name="Autocorrelation",
+            dtype="float64",
+        )
+        return self._coerce_result(result=result, name="Autocorrelation")
+
     def vol_from_var_func(
         self: Self,
         level: float = 0.95,

{openseries-2.1.6 → openseries-2.1.8}/openseries/frame.py

@@ -91,13 +91,10 @@ class OpenFrame(_CommonModel[SeriesFloat]):
         weights: List of weights in float format. Optional.
     """
 
-    constituents: list[OpenTimeSeries]
-    tsdf: DataFrame = DataFrame(dtype="float64")
-    weights: list[float] | None = None
-
     @field_validator("constituents")
+    @classmethod
     def _check_labels_unique(
-        cls: type[OpenFrame],  # noqa: N805
+        cls: type[OpenFrame],
         tseries: list[OpenTimeSeries],
     ) -> list[OpenTimeSeries]:
         """Pydantic validator ensuring that OpenFrame labels are unique."""
@@ -122,7 +119,7 @@ class OpenFrame(_CommonModel[SeriesFloat]):
         """
         copied_constituents = [ts.from_deepcopy() for ts in constituents]
 
-        super().__init__(  # type: ignore[call-arg]
+        super().__init__(
             constituents=copied_constituents,
             weights=weights,
         )
@@ -140,6 +137,18 @@ class OpenFrame(_CommonModel[SeriesFloat]):
         else:
             logger.warning("OpenFrame() was passed an empty list.")
 
+    def _coerce_result(
+        self: Self,
+        result: Series[float],
+        name: str,
+    ) -> SeriesFloat:
+        return Series(
+            data=result,
+            index=self.tsdf.columns,
+            name=name,
+            dtype="float64",
+        )
+
     def from_deepcopy(self: Self) -> Self:
         """Create copy of the OpenFrame object.
 
@@ -309,11 +318,14 @@ class OpenFrame(_CommonModel[SeriesFloat]):
         returns = self.tsdf.ffill().pct_change()
         returns.iloc[0] = 0
         new_labels: list[ValueType] = [ValueType.RTRN] * self.item_count
-        arrays: list[Index[Any], list[ValueType]] = [  # type: ignore[type-arg]
-            self.tsdf.columns.get_level_values(0),
-            new_labels,
-        ]
-        returns.columns = MultiIndex.from_arrays(arrays=arrays)
+        arrays = cast(
+            "Any",
+            [
+                self.tsdf.columns.get_level_values(0),
+                new_labels,
+            ],
+        )
+        returns.columns = MultiIndex.from_arrays(arrays)
         self.tsdf = returns.copy()
         return self
 
@@ -330,10 +342,13 @@ class OpenFrame(_CommonModel[SeriesFloat]):
         self.tsdf = self.tsdf.diff(periods=periods)
         self.tsdf.iloc[0] = 0
         new_labels: list[ValueType] = [ValueType.RTRN] * self.item_count
-        arrays: list[Index[Any], list[ValueType]] = [  # type: ignore[type-arg]
-            self.tsdf.columns.get_level_values(0),
-            new_labels,
-        ]
+        arrays = cast(
+            "Any",
+            [
+                self.tsdf.columns.get_level_values(0),
+                new_labels,
+            ],
+        )
         self.tsdf.columns = MultiIndex.from_arrays(arrays)
         return self
 
@@ -358,10 +373,13 @@ class OpenFrame(_CommonModel[SeriesFloat]):
         self.tsdf = returns.cumprod(axis=0) / returns.iloc[0]
 
         new_labels: list[ValueType] = [ValueType.PRICE] * self.item_count
-        arrays: list[Index[Any], list[ValueType]] = [  # type: ignore[type-arg]
-            self.tsdf.columns.get_level_values(0),
-            new_labels,
-        ]
+        arrays = cast(
+            "Any",
+            [
+                self.tsdf.columns.get_level_values(0),
+                new_labels,
+            ],
+        )
         self.tsdf.columns = MultiIndex.from_arrays(arrays)
         return self
 
@@ -663,13 +681,12 @@ class OpenFrame(_CommonModel[SeriesFloat]):
         if not end_cut and where in ["after", "both"]:
             end_cut = self.last_indices.min()
         self.tsdf = self.tsdf.sort_index()
-        self.tsdf = self.tsdf.truncate(before=start_cut, after=end_cut, copy=False)
+        self.tsdf = self.tsdf.truncate(before=start_cut, after=end_cut)
 
         for xerie in self.constituents:
             xerie.tsdf = xerie.tsdf.truncate(
                 before=start_cut,
                 after=end_cut,
-                copy=False,
             )
         if len(set(self.first_indices)) != 1:
             msg = (

{openseries-2.1.6 → openseries-2.1.8}/openseries/owntypes.py

@@ -184,11 +184,14 @@ LiteralSeriesProps = Literal[
     "span_of_days",
     "yearfrac",
     "periods_in_a_year",
+    "autocorr",
+    "partial_autocorr",
 ]
 LiteralFrameProps = Literal[
     "value_ret",
     "geo_ret",
     "arithmetic_ret",
+    "autocorr",
     "vol",
     "downside_deviation",
     "ret_vol_ratio",
@@ -273,6 +276,8 @@ class OpenTimeSeriesPropertiesList(PropertiesList):
         "span_of_days",
         "yearfrac",
         "periods_in_a_year",
+        "autocorr",
+        "partial_autocorr",
     }
 
     def __init__(
@@ -288,6 +293,7 @@ class OpenFramePropertiesList(PropertiesList):
     """Allowed property arguments for the OpenFrame class."""
 
     allowed_strings: ClassVar[set[str]] = PropertiesList.allowed_strings | {
+        "autocorr",
         "first_indices",
         "last_indices",
         "lengths_of_items",

{openseries-2.1.6 → openseries-2.1.8}/openseries/portfoliotools.py

@@ -235,8 +235,8 @@ def _build_frontier_line(
 
     for possible_return in frontier_y:
         cons = cast(
-            "dict[str, str | Callable[[float, NDArray[float64]], float64]]",
-            (
+            "Any",
+            [
                 {"type": "eq", "fun": _check_sum},
                 {
                     "type": "eq",
@@ -247,10 +247,10 @@ def _build_frontier_line(
                         poss_return=poss_return,
                     ),
                 },
-            ),
+            ],
         )
 
-        result = minimize(  # type: ignore[call-overload]
+        result = minimize(
             fun=_minimize_volatility,
             x0=init_guess,
             method=minimize_method,
@@ -375,8 +375,8 @@ def _optimize_max_sharpe_portfolio(
     Returns:
         Tuple of (optimal metrics, optimal weights).
     """
-    constraints = {"type": "eq", "fun": _check_sum}
-    opt_results = minimize(  # type: ignore[call-overload]
+    constraints = cast("Any", [{"type": "eq", "fun": _check_sum}])
+    opt_results = minimize(
         fun=_neg_sharpe,
         x0=init_guess,
         method=minimize_method,
@@ -578,9 +578,18 @@ def prepare_plot_data(
         index=["ret", "stdev", "text"],
     )
     plotframe.columns = plotframe.columns.droplevel(level=1)
-    plotframe["Max Sharpe Portfolio"] = [optimized[0], optimized[1], opt_text]
+    plotframe["Max Sharpe Portfolio"] = Series(
+        data=[optimized[0], optimized[1], opt_text],
+        index=plotframe.index,
+        dtype=object,
+    )
     if current.label is not None:
-        plotframe[current.label] = [current.arithmetic_ret, current.vol, txt]  # type: ignore[assignment]
+        label = current.label
+        plotframe[label] = Series(
+            data=[current.arithmetic_ret, current.vol, txt],
+            index=plotframe.index,
+            dtype=object,
+        )
 
     return plotframe
 
@@ -686,9 +695,14 @@ def _add_point_frame_traces(
         "dict[str, str | int | float | bool | list[str]]",
         fig["layout"],
     )
-    colorway = cast("list[str]", layout_dict.get("colorway", []))[
-        : len(point_frame.columns)
-    ]
+    base_colorway = cast("list[str]", layout_dict.get("colorway", []))
+    if len(base_colorway) < len(point_frame.columns) and base_colorway:
+        repeats = (len(point_frame.columns) + len(base_colorway) - 1) // len(
+            base_colorway
+        )
+        colorway = (base_colorway * repeats)[: len(point_frame.columns)]
+    else:
+        colorway = base_colorway[: len(point_frame.columns)]
     for col, clr in zip(point_frame.columns, colorway, strict=True):
         returns.extend([cast("float", point_frame.loc["ret", col])])
         risk.extend([cast("float", point_frame.loc["stdev", col])])

{openseries-2.1.6 → openseries-2.1.8}/openseries/report.py

@@ -536,7 +536,7 @@ def report_html(
     *,
     auto_open: bool = False,
     add_logo: bool = True,
-    vertical_legend: bool = True,  # noqa: ARG001
+    vertical_legend: bool = True,
 ) -> tuple[Figure, str]:
     """Generate a responsive HTML report page with line and bar plots and a table."""
     copied = data.from_deepcopy()
@@ -649,6 +649,8 @@ def report_html(
         "config": config,
     }
 
+    if not vertical_legend:
+        logger.debug("Horizontal legend layout requested.")
     legend_html = _get_legend_html(line_traces=line_traces, colorway=colorway)
 
     html = _generate_html(