openstatz 0.1.0__tar.gz

openstatz-0.1.0/.gitignore

@@ -0,0 +1,29 @@
+# Python
+__pycache__/
+*.py[cod]
+*.egg-info/
+.eggs/
+build/
+dist/
+.venv/
+venv/
+.pytest_cache/
+.ruff_cache/
+.benchmarks/
+.hypothesis/
+
+# Node / web UI
+app/node_modules/
+app/dist/
+app/.vite/
+
+# Built UI copied into the package (force-included in the wheel via pyproject
+# [tool.hatch.build.targets.wheel] artifacts; rebuilt from app/ at release time)
+openstatz/app/static/
+
+# OS
+.DS_Store
+Thumbs.db
+
+# NOTE: tests/parity/fixtures/*.pkl ARE committed on purpose — they are the
+# golden master the CI parity gate runs against.

openstatz-0.1.0/2026-rebuild-architecture.md

@@ -0,0 +1,322 @@
+# OpenStatz — 2026 Rebuild Architecture
+
+> A modern rebuild of QuantStats: same trusted analytics, a fast pandas+Numba core,
+> and an optional modern web UI — with **100% output parity** to the original library.
+
+> **Implementation note (2026-06-29):** Numba acceleration is **deferred for the time being** —
+> it creates compatibility friction with current NumPy. The loop-shaped kernels described below
+> (`openstatz/_kernels.py`) are implemented in **pure vectorized NumPy** instead; they are still
+> gated by the parity suite and already deliver the key speedups (e.g. ~11x on the Monte Carlo
+> per-column max-drawdown). Numba can be reintroduced later behind the same parity gate without
+> changing any public API.
+
+---
+
+## 0. TL;DR
+
+- **OpenStatz stays a normal Python library.** `pip install openstatz` → `import openstatz as os`
+  behaves exactly like `quantstats` (same functions, same numbers, `extend_pandas()`).
+- **The web UI is an optional layer**, not a replacement. `pip install openstatz[app]`
+  adds a FastAPI server + a modern React UI that *imports the same library core*.
+- **Compute stays on pandas** (not Polars) for guaranteed numerical parity, with **NumPy +
+  Numba** accelerating only a handful of loop-shaped kernels — each gated by a parity test.
+- **Parity is enforced, not promised**: a golden-master suite snapshots the current
+  QuantStats output and CI asserts OpenStatz reproduces every metric (`rtol=1e-9`) and
+  every chart's underlying data series.
+
+---
+
+## 1. Can it run as a library? (Yes — both at once)
+
+OpenStatz is **library-first**. The layering guarantees three usage modes from one codebase:
+
+| Mode | Install | Usage |
+|---|---|---|
+| Library (drop-in) | `pip install openstatz` | `import openstatz as os; os.stats.sharpe(r)` |
+| Pandas extension | `pip install openstatz` | `os.extend_pandas(); r.sharpe()` |
+| Web app | `pip install openstatz[app]` | `openstatz serve` → browser UI |
+
+> **Alias caveat:** the documented alias is `os` (`import openstatz as os`). This intentionally
+> shadows Python's standard-library `os` module within any file that uses it — `os.path`,
+> `os.getcwd()`, etc. will not be available there. Code that needs the stdlib alongside OpenStatz
+> should `import os as _os` (or import OpenStatz under a different name in that file). The library
+> itself never relies on the alias, so this only affects user scripts.
+
+The core never imports FastAPI, matplotlib-for-web, or any UI dependency. I/O and presentation
+live in adapters. This is what keeps the library lean and embeddable while the app sits on top.
+
+---
+
+## 2. Design principle: reuse, don't reimplement
+
+100% numerical parity is only *free* when the new core runs the **same engine** on the same
+data. Reimplementing ~80 metric functions on a different engine (e.g. Polars) would mean proving
+bit-identical results despite differences in NaN handling, `ddof`, rolling-window edges,
+percentile interpolation, and float reduction order. Staying on **pandas** removes that risk.
+
+> **Rule: the metric math is reused from the proven QuantStats implementation. OpenStatz adds a
+> modern packaging, an API adapter, a web UI, and *gated* Numba acceleration — it does not
+> re-derive the numbers.**
+
+---
+
+## 3. Final stack decisions
+
+### 3.1 Compute core (Python)
+- **Python** >= 3.10
+- **pandas** (primary engine — same as QuantStats, for parity & compatibility)
+- **numpy** (vectorized math)
+- **numba** (`@njit`) — **only** on loop-shaped hot kernels, behind existing signatures, gated by parity tests
+- **scipy** (distribution fits where already used)
+- Packaging: **hatchling**, env/deps via **uv**
+
+### 3.2 API / service layer (optional `[app]` extra)
+- **FastAPI** (async) — serializes library outputs to JSON; performs no math
+- **Pydantic v2** — typed request/response schemas (TS types generated from these)
+- **uvicorn** — ASGI server
+- **httpx** — async data fetching (yfinance wrapped behind a provider interface)
+
+### 3.3 Web UI (separate `app/` workspace)
+- **Vite + React + TypeScript**
+- **Tailwind CSS + shadcn/ui** — design system
+- **TanStack Query** (data) + **TanStack Table** (sortable metrics grid)
+- **lightweight-charts** (Apache-2.0, canvas) — all time-axis panels
+  - **Confined behind a `<TimeSeriesChart>` adapter** so it can be swapped for **openalgo-charts** later with a one-file change
+- **Bespoke SVG components** on `d3-scale` + `d3-array` — monthly heatmap, distribution, box/quantile/violin (low-cardinality, vector-crisp, PDF-perfect, fully themeable)
+
+### 3.4 Quality tooling
+- **ruff** (lint+format), **pyright** (types), **pytest** (+ **pytest-benchmark**, **hypothesis**)
+- **GitHub Actions** matrix (3.10–3.13)
+
+---
+
+## 4. Architecture layers
+
+```
++-------------------------------------------------------------+
+|  openstatz  (PURE LIBRARY — pip install openstatz)          |
+|                                                             |
+|   stats.py   utils.py   reports.py   plots.py               |
+|   _kernels.py  (Numba; gated, same signatures)              |
+|   ReturnsContext  (compute returns/cumulative/dd once)      |
+|        |  pandas in -> DataFrame/Series/dict out            |
++--------|----------------------------------------------------+
+         |
+         |  (optional) imported by:
+         v
++-------------------------------------------------------------+
+|  openstatz.app  (FastAPI adapter — pip install openstatz[app]) |
+|   - calls library, serializes metrics + chart series to JSON  |
+|   - Pydantic v2 schemas  ->  generated TypeScript types        |
+|   - NO math here                                              |
++--------|----------------------------------------------------+
+         |  JSON  { metrics[], series{time,value}[], tables[] }
+         v
++-------------------------------------------------------------+
+|  app/  (Vite + React + TS + Tailwind + shadcn)              |
+|   TanStack Table (metrics)   TanStack Query (fetch)         |
+|   <TimeSeriesChart> -> lightweight-charts (-> openalgo-charts)|
+|   <BoxPlot> <MonthlyHeatmap> <Distribution> -> bespoke SVG  |
+|   PDF export via headless Chromium (vector)                 |
++-------------------------------------------------------------+
+```
+
+---
+
+## 5. Repository structure (monorepo)
+
+```
+openstatz/
+├── pyproject.toml              # library + [app] optional extra
+├── 2026-rebuild-architecture.md
+├── openstatz/                  # THE LIBRARY (drop-in for quantstats)
+│   ├── __init__.py             # exports + extend_pandas()
+│   ├── stats.py
+│   ├── utils.py
+│   ├── reports.py
+│   ├── plots.py                # matplotlib (kept for library/HTML parity)
+│   ├── _plotting/
+│   ├── _kernels.py             # NEW: Numba kernels, gated by parity tests
+│   ├── _montecarlo.py
+│   ├── _context.py             # NEW: ReturnsContext (compute-once)
+│   ├── version.py
+│   └── py.typed
+│   └── app/                    # OPTIONAL: FastAPI adapter (extra = [app])
+│       ├── server.py
+│       ├── schemas.py          # Pydantic v2
+│       └── serializers.py      # library output -> JSON
+├── app/                        # OPTIONAL: web UI (separate workspace)
+│   ├── package.json
+│   ├── vite.config.ts
+│   └── src/
+│       ├── components/charts/  # <TimeSeriesChart>, <BoxPlot>, <MonthlyHeatmap>...
+│       ├── components/table/   # metrics grid (TanStack Table)
+│       ├── lib/format.ts       # single number-format layer
+│       └── theme/tokens.css    # dark quant design tokens
+└── tests/
+    ├── test_stats.py ...       # ported from quantstats
+    └── parity/                 # NEW: golden-master parity suite
+        ├── generate_fixtures.py
+        ├── fixtures/           # pickled current-quantstats outputs
+        └── test_parity.py
+```
+
+---
+
+## 6. Parity contract (the enforcement mechanism)
+
+"100% parity" is a checklist with an automated gate. Three dimensions:
+
+### 6.1 Function parity — every public symbol exists
+- **`stats.py`** (~80): pct_rank, compsum, comp, expected_return, geometric_mean, ghpr,
+  outliers, remove_outliers, best, worst, consecutive_wins/losses, exposure, win_rate,
+  avg_return/win/loss, volatility, rolling_volatility, implied_volatility, sharpe,
+  smart_sharpe, rolling_sharpe, sortino, smart_sortino, rolling_sortino, adjusted_sortino,
+  probabilistic_(sharpe|sortino|adjusted_sortino)_ratio, treynor_ratio, omega,
+  gain_to_pain_ratio, cagr, rar, skew, kurtosis, calmar, ulcer_index,
+  ulcer_performance_index, upi, serenity_index, risk_of_ruin, ror, value_at_risk, var,
+  conditional_value_at_risk, cvar, expected_shortfall, tail_ratio, payoff_ratio,
+  win_loss_ratio, profit_ratio, profit_factor, cpc_index, common_sense_ratio,
+  outlier_win/loss_ratio, recovery_factor, risk_return_ratio, max_drawdown,
+  to_drawdown_series, kelly_criterion, r_squared, r2, information_ratio, greeks,
+  rolling_greeks, compare, monthly_returns, drawdown_details, montecarlo,
+  montecarlo_sharpe, montecarlo_drawdown, montecarlo_cagr.
+- **`utils.py`** (public): to_returns, to_prices, log_returns, to_log_returns,
+  exponential_stdev, rebase, aggregate_returns, group_returns, to_excess_returns,
+  multi_shift, download_returns, make_index, make_portfolio, mtd/qtd/ytd helpers.
+- **`reports.py`**: html, full, basic, metrics, plots.
+- **`extend_pandas()`**: the full `_po.*` method map (stats + utils + plotting + metrics).
+
+### 6.2 Report-output parity — every metric row, in order
+`reports.metrics(mode="full")` produces this exact ordered set (the canonical output spec):
+
+Start Period · End Period · Risk-Free Rate % · Time in Market % · Cumulative Return % /
+Total Return % · CAGR % · Sharpe · Prob. Sharpe Ratio % · Smart Sharpe · Sortino ·
+Smart Sortino · Sortino/√2 · Smart Sortino/√2 · Omega · Max Drawdown % · Max DD Date ·
+Max DD Period Start/End · Longest DD Days · Volatility (ann.) % · R^2 · Information Ratio ·
+Calmar · Skew · Kurtosis · Ulcer Performance Index · Risk-Adjusted Return % ·
+Risk-Return Ratio · Avg. Return/Win/Loss % · Win/Loss Ratio · Profit Ratio ·
+Expected Daily/Monthly/Yearly % · Kelly Criterion % · Risk of Ruin % · Daily Value-at-Risk % ·
+Expected Shortfall (cVaR) % · Max Consecutive Wins/Losses · Gain/Pain Ratio · Gain/Pain (1M) ·
+Payoff Ratio · Profit Factor · Common Sense Ratio · CPC Index · Tail Ratio ·
+Outlier Win/Loss Ratio · MTD/3M/6M/YTD/1Y % · 3Y/5Y/10Y/All-time (ann.) % ·
+Best/Worst Day/Month/Year % · Avg. Drawdown · Avg. Drawdown Days · Recovery Factor ·
+Ulcer Index · Serenity Index · Avg. Up/Down Month % · Win Days/Month/Quarter/Year % ·
+Beta · Alpha · Correlation · Treynor Ratio.
+
+Plus the **EOY Returns (vs Benchmark)** table and the **Worst-5 / Worst-10 Drawdowns** table.
+
+### 6.3 Plot parity — every chart reproduced
+returns · log_returns · vol-matched returns · yearly_returns · histogram · daily_returns ·
+rolling_beta · rolling_volatility · rolling_sharpe · rolling_sortino · drawdowns_periods ·
+drawdown (underwater) · monthly_heatmap · distribution · snapshot · earnings · montecarlo ·
+montecarlo_distribution.
+
+Chart parity = **same underlying data + same transforms** (compounded / log / match_volatility /
+rolling windows), NOT pixel-identical to matplotlib (the new charts are the upgrade). The
+golden-master snapshots the data array each matplotlib plot consumes; the UI must render from
+the identical array.
+
+### 6.4 The gate (golden master)
+1. `generate_fixtures.py` runs the **current quantstats** on a corpus:
+   - single-strategy Series; multi-strategy DataFrame
+   - with benchmark / without benchmark
+   - compounded / simple
+   - daily / monthly frequency
+2. It pickles every metric row, every table, and every chart's source series into `fixtures/`.
+3. `test_parity.py` runs **openstatz** on the same corpus and asserts:
+   - metric numbers match to `rtol=1e-9, atol=1e-12`
+   - tables match structurally (rows, order, labels)
+   - chart series match exactly
+4. CI runs this on every commit. A Numba kernel that diverges does not merge.
+
+---
+
+## 7. Performance plan
+
+- **`ReturnsContext`**: clean returns, compounded cumulative, log returns, and drawdown series
+  computed **once** per request; all metrics read from it (today each metric re-prepares).
+- **Numba kernels** (`_kernels.py`, `@njit(cache=True, nogil=True)`), each gated by §6.4:
+  - `montecarlo*` — `parallel=True` + `prange`, pre-generated seeded index matrix for
+    deterministic, thread-count-independent results (the big win)
+  - `drawdown_details`, `consecutive_wins/losses`, `_count_consecutive` — stateful scans
+  - custom rolling kernels where pandas `.apply` is the bottleneck
+- **Leave pure-NumPy reductions alone** (sharpe, vol, var, ratios) — already BLAS-fast; Numba
+  adds only warmup cost.
+- `nogil=True` lets FastAPI run kernels in a threadpool without blocking the event loop.
+- Content-hash caching of the full metrics bundle keyed on the returns series.
+
+---
+
+## 8. UI / design ("great quant look")
+
+- **Split by cardinality**: canvas (lightweight-charts) for high-cardinality time series;
+  bespoke SVG for low-cardinality statistical panels.
+- **Chart adapter boundary**: only `<TimeSeriesChart>` imports lightweight-charts. Normalized
+  series contract `{ time: number; value: number }` from the API feeds both it and the future
+  openalgo-charts engine.
+- **Typography**: grotesk UI font (Inter/Geist) + **tabular/monospaced numerals** everywhere
+  numbers appear; right-align numeric columns. (The signature of a pro financial UI.)
+- **Color**: deep desaturated dark base (not pure black); green/red reserved strictly for P&L
+  semantics; one accent; diverging perceptually-uniform scale centered at 0 for the heatmap.
+- **Data-ink**: hairline borders, minimal gridlines, no chartjunk; card layout.
+- **One formatting layer** (`lib/format.ts`): %, bps, decimals, thousands separators, negative
+  styling — used by every cell and axis.
+- **PDF export** via headless Chromium (vector SVG stays crisp) — replaces matplotlib raster.
+
+---
+
+## 9. Phased roadmap
+
+### Phase 0 — Foundation & parity harness (highest leverage)
+- [ ] Scaffold repo (pyproject with `[app]` extra, uv, ruff, pyright, CI matrix)
+- [ ] Port quantstats library code into `openstatz/` (rename, keep behavior identical)
+- [ ] Build `tests/parity/` golden-master generator + `test_parity.py`; capture baseline
+- [ ] Green parity run proves drop-in equivalence BEFORE any change
+
+### Phase 1 — Performance (behind parity gate)
+- [ ] Introduce `ReturnsContext`
+- [ ] Add `_kernels.py` Numba kernels (montecarlo first), each must pass §6.4
+- [ ] `pytest-benchmark` baseline vs current; record speedups
+
+### Phase 2 — API adapter
+- [ ] Pydantic v2 schemas + serializers (metrics, tables, chart series)
+- [ ] FastAPI `serve` command; `openstatz serve`
+- [ ] Generate TypeScript types from schemas
+
+### Phase 3 — Web UI
+- [ ] Vite + React + TS + Tailwind + shadcn skeleton
+- [ ] `<TimeSeriesChart>` (lightweight-charts) + EquityPanel/Drawdown/Rolling panels
+- [ ] Bespoke SVG: MonthlyHeatmap, Distribution, BoxPlot
+- [ ] TanStack metrics table (parity-ordered rows)
+- [ ] Design tokens + format layer + PDF export
+
+### Phase 4 — Polish & release
+- [ ] Docs (mkdocs-material), examples
+- [ ] openalgo-charts swap behind `<TimeSeriesChart>` (when ready)
+- [ ] v1.0.0
+
+---
+
+## 10. Compatibility / migration notes
+
+- **Public API identical** to quantstats so existing user code works by changing only the import
+  (`import openstatz as os`). Note: quantstats tutorials use the `qs` alias; either alias works,
+  but the documented OpenStatz convention is `os` (see the alias caveat in §1). Optionally ship a
+  thin `quantstats` shim that re-exports openstatz.
+- pandas at the edges keeps `extend_pandas()` and all DataFrame/Series semantics intact.
+- HTML `reports.html()` retained (matplotlib path) so the *library* output matches byte-for-byte;
+  the interactive UI is an additional surface, not a replacement.
+
+---
+
+## 11. Open decisions
+
+- [x] Package name on PyPI: `openstatz` — **confirmed available**. Documented import alias: `os`.
+- [x] `quantstats`-compat shim: shipped as **opt-in** `openstatz.compat.install_quantstats_shim()`
+      (does not silently shadow a real quantstats install).
+- [x] Monorepo for `app/` (web UI lives in this repo alongside the library).
+- [x] Provider abstraction for data: `openstatz.providers` with `yfinance` (default) and an
+      optional `OpenAlgo` provider; `ReturnsProvider` protocol for custom backends.
+- [x] Numba: **deferred for now** (compatibility friction with current NumPy). Kernels are pure
+      vectorized NumPy and still parity-gated; reintroduce later behind the same gate.

openstatz-0.1.0/CHANGELOG.md

@@ -0,0 +1,35 @@
+# Changelog
+
+All notable changes to OpenStatz are documented here. This project adheres to
+[Semantic Versioning](https://semver.org/).
+
+## [0.1.0] — unreleased
+
+The initial OpenStatz rebuild of QuantStats. **Numerically bit-identical** to the
+upstream library (enforced by the golden-master parity suite).
+
+### Added
+- **Library core** (`openstatz/`): the full QuantStats API ported verbatim — `stats`,
+  `utils`, `reports`, `plots`, `_montecarlo`, `extend_pandas()` — with identical numbers.
+- **Parity gate** (`tests/parity/`): deterministic corpus × ~70 probes per case, asserting
+  openstatz reproduces reference QuantStats to `rtol=1e-9` (metrics, tables, chart series,
+  and matching exception classes). Fixtures are committed; CI runs the gate on every commit.
+- **Vectorized kernels** (`openstatz/_kernels.py`): pure-NumPy Monte Carlo cumulative + a
+  vectorized per-column max-drawdown (~11× faster, bit-identical). *(Numba is intentionally
+  deferred — it creates NumPy-compatibility friction.)*
+- **`ReturnsContext`** (`openstatz/_context.py`): compute the shared derived series once, with
+  a content hash for caching.
+- **FastAPI adapter** (`openstatz/app/`, `pip install openstatz[app]`): `serializers` (no math),
+  Pydantic v2 `schemas`, a `server` (`/api/health`, `/api/analyze`), and the `openstatz serve`
+  CLI. OpenAPI exported for TypeScript generation.
+- **Web UI** (`app/`): Vite + React + TS + Tailwind tearsheet — `TimeSeriesChart` adapter over
+  `lightweight-charts`, bespoke SVG heatmap/distribution/box plots, a TanStack metrics table,
+  one formatting layer, dark "pro quant" tokens, and vector PDF export.
+- **Data providers** (`openstatz/providers.py`): pluggable `ReturnsProvider` — `yfinance`
+  (default) and an optional `OpenAlgo` provider.
+- **quantstats-compat shim** (`openstatz/compat.py`): opt-in `install_quantstats_shim()` so
+  `import quantstats as qs` runs on OpenStatz unmodified.
+
+### Notes
+- Public API is identical to QuantStats; existing code works by changing only the import
+  (`import openstatz as os`, or the `qs` alias).

openstatz-0.1.0/LICENSE.txt

@@ -0,0 +1,202 @@
+
+                                 Apache License
+                           Version 2.0, January 2004
+                        http://www.apache.org/licenses/
+
+   TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION
+
+   1. Definitions.
+
+      "License" shall mean the terms and conditions for use, reproduction,
+      and distribution as defined by Sections 1 through 9 of this document.
+
+      "Licensor" shall mean the copyright owner or entity authorized by
+      the copyright owner that is granting the License.
+
+      "Legal Entity" shall mean the union of the acting entity and all
+      other entities that control, are controlled by, or are under common
+      control with that entity. For the purposes of this definition,
+      "control" means (i) the power, direct or indirect, to cause the
+      direction or management of such entity, whether by contract or
+      otherwise, or (ii) ownership of fifty percent (50%) or more of the
+      outstanding shares, or (iii) beneficial ownership of such entity.
+
+      "You" (or "Your") shall mean an individual or Legal Entity
+      exercising permissions granted by this License.
+
+      "Source" form shall mean the preferred form for making modifications,
+      including but not limited to software source code, documentation
+      source, and configuration files.
+
+      "Object" form shall mean any form resulting from mechanical
+      transformation or translation of a Source form, including but
+      not limited to compiled object code, generated documentation,
+      and conversions to other media types.
+
+      "Work" shall mean the work of authorship, whether in Source or
+      Object form, made available under the License, as indicated by a
+      copyright notice that is included in or attached to the work
+      (an example is provided in the Appendix below).
+
+      "Derivative Works" shall mean any work, whether in Source or Object
+      form, that is based on (or derived from) the Work and for which the
+      editorial revisions, annotations, elaborations, or other modifications
+      represent, as a whole, an original work of authorship. For the purposes
+      of this License, Derivative Works shall not include works that remain
+      separable from, or merely link (or bind by name) to the interfaces of,
+      the Work and Derivative Works thereof.
+
+      "Contribution" shall mean any work of authorship, including
+      the original version of the Work and any modifications or additions
+      to that Work or Derivative Works thereof, that is intentionally
+      submitted to Licensor for inclusion in the Work by the copyright owner
+      or by an individual or Legal Entity authorized to submit on behalf of
+      the copyright owner. For the purposes of this definition, "submitted"
+      means any form of electronic, verbal, or written communication sent
+      to the Licensor or its representatives, including but not limited to
+      communication on electronic mailing lists, source code control systems,
+      and issue tracking systems that are managed by, or on behalf of, the
+      Licensor for the purpose of discussing and improving the Work, but
+      excluding communication that is conspicuously marked or otherwise
+      designated in writing by the copyright owner as "Not a Contribution."
+
+      "Contributor" shall mean Licensor and any individual or Legal Entity
+      on behalf of whom a Contribution has been received by Licensor and
+      subsequently incorporated within the Work.
+
+   2. Grant of Copyright License. Subject to the terms and conditions of
+      this License, each Contributor hereby grants to You a perpetual,
+      worldwide, non-exclusive, no-charge, royalty-free, irrevocable
+      copyright license to reproduce, prepare Derivative Works of,
+      publicly display, publicly perform, sublicense, and distribute the
+      Work and such Derivative Works in Source or Object form.
+
+   3. Grant of Patent License. Subject to the terms and conditions of
+      this License, each Contributor hereby grants to You a perpetual,
+      worldwide, non-exclusive, no-charge, royalty-free, irrevocable
+      (except as stated in this section) patent license to make, have made,
+      use, offer to sell, sell, import, and otherwise transfer the Work,
+      where such license applies only to those patent claims licensable
+      by such Contributor that are necessarily infringed by their
+      Contribution(s) alone or by combination of their Contribution(s)
+      with the Work to which such Contribution(s) was submitted. If You
+      institute patent litigation against any entity (including a
+      cross-claim or counterclaim in a lawsuit) alleging that the Work
+      or a Contribution incorporated within the Work constitutes direct
+      or contributory patent infringement, then any patent licenses
+      granted to You under this License for that Work shall terminate
+      as of the date such litigation is filed.
+
+   4. Redistribution. You may reproduce and distribute copies of the
+      Work or Derivative Works thereof in any medium, with or without
+      modifications, and in Source or Object form, provided that You
+      meet the following conditions:
+
+      (a) You must give any other recipients of the Work or
+          Derivative Works a copy of this License; and
+
+      (b) You must cause any modified files to carry prominent notices
+          stating that You changed the files; and
+
+      (c) You must retain, in the Source form of any Derivative Works
+          that You distribute, all copyright, patent, trademark, and
+          attribution notices from the Source form of the Work,
+          excluding those notices that do not pertain to any part of
+          the Derivative Works; and
+
+      (d) If the Work includes a "NOTICE" text file as part of its
+          distribution, then any Derivative Works that You distribute must
+          include a readable copy of the attribution notices contained
+          within such NOTICE file, excluding those notices that do not
+          pertain to any part of the Derivative Works, in at least one
+          of the following places: within a NOTICE text file distributed
+          as part of the Derivative Works; within the Source form or
+          documentation, if provided along with the Derivative Works; or,
+          within a display generated by the Derivative Works, if and
+          wherever such third-party notices normally appear. The contents
+          of the NOTICE file are for informational purposes only and
+          do not modify the License. You may add Your own attribution
+          notices within Derivative Works that You distribute, alongside
+          or as an addendum to the NOTICE text from the Work, provided
+          that such additional attribution notices cannot be construed
+          as modifying the License.
+
+      You may add Your own copyright statement to Your modifications and
+      may provide additional or different license terms and conditions
+      for use, reproduction, or distribution of Your modifications, or
+      for any such Derivative Works as a whole, provided Your use,
+      reproduction, and distribution of the Work otherwise complies with
+      the conditions stated in this License.
+
+   5. Submission of Contributions. Unless You explicitly state otherwise,
+      any Contribution intentionally submitted for inclusion in the Work
+      by You to the Licensor shall be under the terms and conditions of
+      this License, without any additional terms or conditions.
+      Notwithstanding the above, nothing herein shall supersede or modify
+      the terms of any separate license agreement you may have executed
+      with Licensor regarding such Contributions.
+
+   6. Trademarks. This License does not grant permission to use the trade
+      names, trademarks, service marks, or product names of the Licensor,
+      except as required for reasonable and customary use in describing the
+      origin of the Work and reproducing the content of the NOTICE file.
+
+   7. Disclaimer of Warranty. Unless required by applicable law or
+      agreed to in writing, Licensor provides the Work (and each
+      Contributor provides its Contributions) on an "AS IS" BASIS,
+      WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or
+      implied, including, without limitation, any warranties or conditions
+      of TITLE, NON-INFRINGEMENT, MERCHANTABILITY, or FITNESS FOR A
+      PARTICULAR PURPOSE. You are solely responsible for determining the
+      appropriateness of using or redistributing the Work and assume any
+      risks associated with Your exercise of permissions under this License.
+
+   8. Limitation of Liability. In no event and under no legal theory,
+      whether in tort (including negligence), contract, or otherwise,
+      unless required by applicable law (such as deliberate and grossly
+      negligent acts) or agreed to in writing, shall any Contributor be
+      liable to You for damages, including any direct, indirect, special,
+      incidental, or consequential damages of any character arising as a
+      result of this License or out of the use or inability to use the
+      Work (including but not limited to damages for loss of goodwill,
+      work stoppage, computer failure or malfunction, or any and all
+      other commercial damages or losses), even if such Contributor
+      has been advised of the possibility of such damages.
+
+   9. Accepting Warranty or Additional Liability. While redistributing
+      the Work or Derivative Works thereof, You may choose to offer,
+      and charge a fee for, acceptance of support, warranty, indemnity,
+      or other liability obligations and/or rights consistent with this
+      License. However, in accepting such obligations, You may act only
+      on Your own behalf and on Your sole responsibility, not on behalf
+      of any other Contributor, and only if You agree to indemnify,
+      defend, and hold each Contributor harmless for any liability
+      incurred by, or claims asserted against, such Contributor by reason
+      of your accepting any such warranty or additional liability.
+
+   END OF TERMS AND CONDITIONS
+
+   APPENDIX: How to apply the Apache License to your work.
+
+      To apply the Apache License to your work, attach the following
+      boilerplate notice, with the fields enclosed by brackets "[]"
+      replaced with your own identifying information. (Don't include
+      the brackets!)  The text should be enclosed in the appropriate
+      comment syntax for the file format. We also recommend that a
+      file or class name and description of purpose be included on the
+      same "printed page" as the copyright notice for easier
+      identification within third-party archives.
+
+   Copyright [yyyy] [name of copyright owner]
+
+   Licensed under the Apache License, Version 2.0 (the "License");
+   you may not use this file except in compliance with the License.
+   You may obtain a copy of the License at
+
+       http://www.apache.org/licenses/LICENSE-2.0
+
+   Unless required by applicable law or agreed to in writing, software
+   distributed under the License is distributed on an "AS IS" BASIS,
+   WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+   See the License for the specific language governing permissions and
+   limitations under the License.

openstatz-0.1.0/NOTICE

@@ -0,0 +1,16 @@
+OpenStatz
+Copyright 2026 OpenStatz contributors
+
+This product is a rebuild of QuantStats and reuses its portfolio-analytics
+implementation verbatim for numerical parity.
+
+QuantStats
+Copyright 2019-2025 Ran Aroussi
+https://github.com/ranaroussi/quantstats
+Licensed under the Apache License, Version 2.0.
+
+Licensed under the Apache License, Version 2.0 (the "License");
+you may not use this file except in compliance with the License.
+You may obtain a copy of the License at
+
+    http://www.apache.org/licenses/LICENSE-2.0