openseries 2.1.7__tar.gz → 2.1.8__tar.gz

{openseries-2.1.7 → openseries-2.1.8}/PKG-INFO

@@ -1,15 +1,16 @@
 Metadata-Version: 2.4
 Name: openseries
-Version: 2.1.7
+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
@@ -20,24 +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)
-Requires-Dist: tzdata (>=2025.3)
-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/>
 
@@ -52,7 +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)
@@ -98,4 +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-2.1.7 → 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-2.1.7 → 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,
@@ -213,6 +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(
@@ -222,18 +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:
@@ -589,7 +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:
@@ -790,12 +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
 
@@ -811,15 +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
 
@@ -931,8 +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.
 
@@ -979,7 +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

{openseries-2.1.7 → 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
 

{openseries-2.1.7 → 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-2.1.7 → 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(

{openseries-2.1.7 → openseries-2.1.8}/openseries/series.py

@@ -14,6 +14,7 @@ if TYPE_CHECKING:  # pragma: no cover
 from numpy import (
     append,
     array,
+    asarray,
     cumprod,
     diff,
     float64,
@@ -107,7 +108,6 @@ class OpenTimeSeries(_CommonModel[float]):
     currency: CurrencyStringType
     domestic: CurrencyStringType = "SEK"
     countries: CountriesType = "SE"
-    markets: list[str] | str | None = None  # type: ignore[assignment]
     isin: str | None = None
     label: str | None = None
 
@@ -173,6 +173,14 @@ class OpenTimeSeries(_CommonModel[float]):
             raise ValueError(msg)
         return self
 
+    def _coerce_result(
+        self: Self,
+        result: Series[float],
+        name: str,
+    ) -> float:
+        _ = name
+        return float(asarray(a=result, dtype=float64).squeeze())
+
     @classmethod
     def from_arrays(
         cls,
@@ -228,7 +236,7 @@ class OpenTimeSeries(_CommonModel[float]):
     @classmethod
     def from_df(
         cls,
-        dframe: Series[float] | DataFrame,
+        dframe: Series | DataFrame | object,
         column_nmbr: int = 0,
         valuetype: ValueType = ValueType.PRICE,
         baseccy: CurrencyStringType = "SEK",
@@ -255,13 +263,16 @@ class OpenTimeSeries(_CommonModel[float]):
         """
         msg = "Argument dframe must be pandas Series or DataFrame."
         values: list[float]
+        pandas_obj: Series | DataFrame
         if isinstance(dframe, Series):
+            pandas_obj = dframe
             if isinstance(dframe.name, tuple):
                 label, _ = dframe.name
             else:
                 label = dframe.name
             values = dframe.to_numpy().tolist()
         elif isinstance(dframe, DataFrame):
+            pandas_obj = dframe
             values = dframe.iloc[:, column_nmbr].to_list()
             if isinstance(dframe.columns, MultiIndex):
                 if _check_if_none(
@@ -287,7 +298,7 @@ class OpenTimeSeries(_CommonModel[float]):
         else:
             raise TypeError(msg)
 
-        dates = [date_fix(d).strftime("%Y-%m-%d") for d in dframe.index]
+        dates = [date_fix(d).strftime("%Y-%m-%d") for d in pandas_obj.index]
 
         return cls(
             timeseries_id="",
@@ -444,10 +455,8 @@ class OpenTimeSeries(_CommonModel[float]):
         returns = self.tsdf.ffill().pct_change()
         returns.iloc[0] = 0
         self.valuetype = ValueType.RTRN
-        arrays = [[self.label], [self.valuetype]]
-        returns.columns = MultiIndex.from_arrays(
-            arrays=arrays,  # type: ignore[arg-type]
-        )
+        arrays = cast("Any", [[self.label], [self.valuetype]])
+        returns.columns = MultiIndex.from_arrays(arrays)
         self.tsdf = returns.copy()
         return self
 
@@ -1045,7 +1054,7 @@ def timeseries_chain(
     )
 
 
-def _check_if_none(item: Any) -> bool:  # noqa: ANN401
+def _check_if_none(item: object) -> bool:
     """Check if a variable is None or equivalent.
 
     Args:
@@ -1054,9 +1063,10 @@ def _check_if_none(item: Any) -> bool:  # noqa: ANN401
     Returns:
         Answer to whether the variable is None or equivalent.
     """
+    if item is None:
+        return True
+
     try:
-        return cast("bool", isnan(item))
-    except TypeError:
-        if item is None:
-            return True
+        return cast("bool", isnan(cast("float", item)))
+    except (TypeError, ValueError):
         return len(str(item)) == 0

openseries-2.1.8/openseries.egg-info/PKG-INFO

@@ -0,0 +1,116 @@
+Metadata-Version: 2.4
+Name: openseries
+Version: 2.1.8
+Summary: Tools for analyzing financial timeseries.
+Author: Martin Karrin
+Maintainer: Martin Karrin
+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
+Classifier: Programming Language :: Python :: 3.14
+Classifier: Intended Audience :: Financial and Insurance Industry
+Classifier: Topic :: Office/Business :: Financial :: Investment
+Classifier: Natural Language :: English
+Classifier: Development Status :: 5 - Production/Stable
+Classifier: Operating System :: OS Independent
+Classifier: Framework :: Pydantic
+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/>
+
+<br><br>
+
+# openseries
+
+[![PyPI version](https://img.shields.io/pypi/v/openseries.svg)](https://pypi.org/project/openseries/)
+[![Conda Version](https://img.shields.io/conda/vn/conda-forge/openseries.svg)](https://anaconda.org/conda-forge/openseries)
+![Platform](https://img.shields.io/badge/platforms-Windows%20%7C%20macOS%20%7C%20Linux-blue)
+[![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)](https://captorab.github.io/openseries/)
+[![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)
+
+Tools for analyzing financial timeseries of a single asset or a group of assets. Designed for daily or less frequent data.
+
+## Documentation
+
+Complete documentation is available at: [https://captorab.github.io/openseries/](https://captorab.github.io/openseries/)
+
+The documentation includes:
+
+- Quick start guide
+- API reference
+- Tutorials and examples
+- Installation instructions
+
+## Installation
+
+```bash
+pip install openseries
+```
+
+or:
+
+```bash
+conda install -c conda-forge openseries
+```
+
+## Quick Start
+
+```python
+from openseries import OpenTimeSeries
+import yfinance as yf
+
+move=yf.Ticker(ticker="^MOVE")
+history=move.history(period="max")
+series=OpenTimeSeries.from_df(dframe=history.loc[:, "Close"])
+_=series.set_new_label(lvl_zero="ICE BofAML MOVE Index")
+_,_=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" />