From bb17d5de808255dedef4937ebf1d7dcb3322a953 Mon Sep 17 00:00:00 2001 From: Martin Karrin Date: Wed, 8 Apr 2026 22:04:35 +0200 Subject: [PATCH 1/4] Replaced Poetry with uv for project management --- .github/workflows/build.yml | 111 +- .github/workflows/deploy.yml | 31 +- .github/workflows/docs.yml | 25 +- .github/workflows/test.yml | 35 +- .gitignore | 3 + .pre-commit-config.yaml | 9 +- Makefile | 22 +- README.md | 2 +- docs/README.md | 22 +- .../development/contributing.doctree | Bin 53368 -> 52697 bytes docs/build/html/.doctrees/environment.pickle | Bin 12411767 -> 12411767 bytes .../.doctrees/user_guide/installation.doctree | Bin 24464 -> 24524 bytes .../_sources/development/contributing.rst.txt | 18 +- .../_sources/user_guide/installation.rst.txt | 13 +- docs/build/html/development/contributing.html | 16 +- docs/build/html/searchindex.js | 2 +- docs/build/html/user_guide/installation.html | 13 +- docs/source/development/contributing.rst | 18 +- docs/source/user_guide/installation.rst | 13 +- make.ps1 | 32 +- poetry.lock | 2479 ----------------- pyproject.toml | 52 +- tests/test_package.py | 19 + uv.lock | 1978 +++++++++++++ 24 files changed, 2188 insertions(+), 2725 deletions(-) delete mode 100644 poetry.lock create mode 100644 uv.lock diff --git a/.github/workflows/build.yml b/.github/workflows/build.yml index 49f79ced..1878e179 100644 --- a/.github/workflows/build.yml +++ b/.github/workflows/build.yml @@ -42,48 +42,43 @@ jobs: with: python-version: ${{ matrix.python-version }} - - name: Cache Poetry dependencies + - name: Set up uv + uses: astral-sh/setup-uv@d0cc045d04ccac9d8b7881df0226f9e82c39688e # v6 + + - name: Cache uv dependencies uses: actions/cache@668228422ae6a00e4ad889ee87cd7109ec5666a7 # v5.0.4 with: - path: | - ~/AppData/Local/pypoetry/Cache/cache - ~/AppData/Local/pypoetry/Cache/artifacts - key: poetry-windows-${{ hashFiles('poetry.lock') }} - restore-keys: poetry-windows- - - - name: Create virtual environment and install Poetry - run: | - python -m venv venv - . venv/Scripts/activate - python.exe -m pip install --upgrade pip - pip install poetry==2.3.3 + path: ~/AppData/Local/uv/cache + key: uv-windows-${{ hashFiles('pyproject.toml') }} + restore-keys: uv-windows- - - name: Install dependencies with Poetry + - name: Create virtual environment and install dependencies run: | + uv venv venv . venv/Scripts/activate - poetry install --with dev + uv pip install -e ".[dev]" - name: Check and fix with Ruff run: | . venv/Scripts/activate - poetry run ruff check ./tests/*.py ./openseries/*.py --fix --exit-non-zero-on-fix + ruff check ./tests/*.py ./openseries/*.py --fix --exit-non-zero-on-fix - name: Format with Ruff run: | . venv/Scripts/activate - poetry run ruff format + ruff format - name: Type check with Mypy run: | . venv/Scripts/activate - poetry run mypy . + mypy . - name: Tests with Pytest id: pytest continue-on-error: true run: | . venv/Scripts/activate - PYTHONPATH=${PWD} poetry run pytest + PYTHONPATH=${PWD} pytest - name: Create GitHub issue on failure if: ${{ steps.pytest.outcome == 'failure' }} @@ -109,8 +104,8 @@ jobs: - name: Package and check run: | . venv/Scripts/activate - poetry build - poetry check + uv build + uvx twine check dist/* ubuntu: name: Build on Ubuntu @@ -136,48 +131,43 @@ jobs: with: python-version: ${{ matrix.python-version }} - - name: Cache Poetry dependencies + - name: Set up uv + uses: astral-sh/setup-uv@d0cc045d04ccac9d8b7881df0226f9e82c39688e # v6 + + - name: Cache uv dependencies uses: actions/cache@668228422ae6a00e4ad889ee87cd7109ec5666a7 # v5.0.4 with: - path: | - ~/.cache/pypoetry/cache - ~/.cache/pypoetry/artifacts - key: poetry-ubuntu-${{ hashFiles('poetry.lock') }} - restore-keys: poetry-ubuntu- - - - name: Create virtual environment and install Poetry - run: | - python -m venv venv - . venv/bin/activate - pip install --upgrade pip - pip install poetry==2.3.3 + path: ~/.cache/uv + key: uv-ubuntu-${{ hashFiles('pyproject.toml') }} + restore-keys: uv-ubuntu- - - name: Install dependencies with Poetry + - name: Create virtual environment and install dependencies run: | + uv venv venv . venv/bin/activate - poetry install --with dev + uv pip install -e ".[dev]" - name: Check and fix with Ruff run: | . venv/bin/activate - poetry run ruff check ./tests/*.py ./openseries/*.py --fix --exit-non-zero-on-fix + ruff check ./tests/*.py ./openseries/*.py --fix --exit-non-zero-on-fix - name: Format with Ruff run: | . venv/bin/activate - poetry run ruff format + ruff format - name: Type check with Mypy run: | . venv/bin/activate - poetry run mypy . + mypy . - name: Tests with Pytest id: pytest continue-on-error: true run: | . venv/bin/activate - PYTHONPATH=${PWD} poetry run pytest + PYTHONPATH=${PWD} pytest - name: Create GitHub issue on failure if: ${{ steps.pytest.outcome == 'failure' }} @@ -203,8 +193,8 @@ jobs: - name: Package and check run: | . venv/bin/activate - poetry build - poetry check + uv build + uvx twine check dist/* macos: name: Build on macOS @@ -230,48 +220,43 @@ jobs: with: python-version: ${{ matrix.python-version }} - - name: Cache Poetry dependencies + - name: Set up uv + uses: astral-sh/setup-uv@d0cc045d04ccac9d8b7881df0226f9e82c39688e # v6 + + - name: Cache uv dependencies uses: actions/cache@668228422ae6a00e4ad889ee87cd7109ec5666a7 # v5.0.4 with: - path: | - ~/Library/Caches/pypoetry/cache - ~/Library/Caches/pypoetry/artifacts - key: poetry-macos-${{ hashFiles('poetry.lock') }} - restore-keys: poetry-macos- - - - name: Create virtual environment and install Poetry - run: | - python -m venv venv - . venv/bin/activate - pip install --upgrade pip - pip install poetry==2.3.3 + path: ~/.cache/uv + key: uv-macos-${{ hashFiles('pyproject.toml') }} + restore-keys: uv-macos- - - name: Install dependencies with Poetry + - name: Create virtual environment and install dependencies run: | + uv venv venv . venv/bin/activate - poetry install --with dev + uv pip install -e ".[dev]" - name: Check and fix with Ruff run: | . venv/bin/activate - poetry run ruff check ./tests/*.py ./openseries/*.py --fix --exit-non-zero-on-fix + ruff check ./tests/*.py ./openseries/*.py --fix --exit-non-zero-on-fix - name: Format with Ruff run: | . venv/bin/activate - poetry run ruff format + ruff format - name: Type check with Mypy run: | . venv/bin/activate - poetry run mypy . + mypy . - name: Tests with Pytest id: pytest continue-on-error: true run: | . venv/bin/activate - PYTHONPATH=${PWD} poetry run pytest + PYTHONPATH=${PWD} pytest - name: Create GitHub issue on failure if: ${{ steps.pytest.outcome == 'failure' }} @@ -297,5 +282,5 @@ jobs: - name: Package and check run: | . venv/bin/activate - poetry build - poetry check + uv build + uvx twine check dist/* diff --git a/.github/workflows/deploy.yml b/.github/workflows/deploy.yml index 6e303e84..df625012 100644 --- a/.github/workflows/deploy.yml +++ b/.github/workflows/deploy.yml @@ -37,40 +37,36 @@ jobs: with: python-version-file: '.python-version' - - name: Create virtual environment - run: python -m venv venv + - name: Set up uv + uses: astral-sh/setup-uv@d0cc045d04ccac9d8b7881df0226f9e82c39688e # v6 - - name: Install Poetry + - name: Create virtual environment and install dependencies run: | + uv venv venv . venv/bin/activate - pip install poetry==2.3.3 - - - name: Install dependencies with Poetry - run: | - . venv/bin/activate - poetry install --with dev - poetry show -l + uv pip install -e ".[dev]" + uv pip list - name: Check and fix with Ruff run: | . venv/bin/activate - poetry run ruff check ./tests/*.py ./openseries/*.py --fix --exit-non-zero-on-fix + ruff check ./tests/*.py ./openseries/*.py --fix --exit-non-zero-on-fix - name: Format with Ruff run: | . venv/bin/activate - poetry run ruff format + ruff format - name: Type check with Mypy run: | . venv/bin/activate - poetry run mypy . + mypy . - name: Tests with Pytest id: pytest run: | . venv/bin/activate - PYTHONPATH=${PWD} poetry run pytest + PYTHONPATH=${PWD} pytest - name: Create GitHub issue on failure if: ${{ failure() }} @@ -209,11 +205,8 @@ jobs: - name: Build distributions (sdist + wheel) run: | - python -m venv venv - . venv/bin/activate - pip install poetry==2.3.3 - poetry build - poetry check + uv build + uvx twine check dist/* - name: Upload dist artifacts uses: actions/upload-artifact@bbbca2ddaa5d8feaa63e36b76fdaad77386f024f # v7.0.0 diff --git a/.github/workflows/docs.yml b/.github/workflows/docs.yml index 8e542f92..4a83f010 100644 --- a/.github/workflows/docs.yml +++ b/.github/workflows/docs.yml @@ -51,26 +51,21 @@ jobs: with: python-version-file: '.python-version' - - name: Manage Poetry cache + - name: Set up uv + uses: astral-sh/setup-uv@d0cc045d04ccac9d8b7881df0226f9e82c39688e # v6 + + - name: Manage uv cache uses: actions/cache@668228422ae6a00e4ad889ee87cd7109ec5666a7 # v5.0.4 with: - path: | - ~/.cache/pypoetry/cache - ~/.cache/pypoetry/artifacts - key: poetry-cache-${{ runner.os }}-${{ hashFiles('poetry.lock') }} - restore-keys: poetry-cache-${{ runner.os }}- - - - name: Create virtual environment and install Poetry - run: | - python -m venv venv - . venv/bin/activate - pip install --upgrade pip - pip install poetry==2.3.3 + path: ~/.cache/uv + key: uv-cache-${{ runner.os }}-${{ hashFiles('pyproject.toml') }} + restore-keys: uv-cache-${{ runner.os }}- - - name: Install dependencies with Poetry + - name: Create virtual environment and install dependencies run: | + uv venv venv . venv/bin/activate - poetry install --with docs + uv pip install -e ".[docs]" - name: Build documentation run: | diff --git a/.github/workflows/test.yml b/.github/workflows/test.yml index 93bab60b..4d9a635b 100644 --- a/.github/workflows/test.yml +++ b/.github/workflows/test.yml @@ -43,37 +43,32 @@ jobs: with: python-version-file: '.python-version' - - name: Manage Poetry cache + - name: Set up uv + uses: astral-sh/setup-uv@d0cc045d04ccac9d8b7881df0226f9e82c39688e # v6 + + - name: Manage uv cache uses: actions/cache@668228422ae6a00e4ad889ee87cd7109ec5666a7 # v5.0.4 - id: poetry-cache + id: uv-cache with: - path: | - ~/.cache/pypoetry/cache - ~/.cache/pypoetry/artifacts - key: poetry-cache-${{ runner.os }}-${{ hashFiles('poetry.lock') }} - restore-keys: poetry-cache-${{ runner.os }}- - - - name: Create virtual environment and install Poetry - run: | - python -m venv venv - . venv/bin/activate - pip install --upgrade pip - pip install poetry==2.3.3 + path: ~/.cache/uv + key: uv-cache-${{ runner.os }}-${{ hashFiles('pyproject.toml') }} + restore-keys: uv-cache-${{ runner.os }}- - - name: Install dependencies with Poetry + - name: Create virtual environment and install dependencies run: | + uv venv venv . venv/bin/activate - poetry install --with dev + uv pip install -e ".[dev]" - name: Check and fix with Ruff run: | . venv/bin/activate - poetry run ruff check ./tests/*.py ./openseries/*.py --fix --exit-non-zero-on-fix + ruff check ./tests/*.py ./openseries/*.py --fix --exit-non-zero-on-fix - name: Format with Ruff run: | . venv/bin/activate - poetry run ruff format + ruff format - name: Manage Mypy cache uses: actions/cache@668228422ae6a00e4ad889ee87cd7109ec5666a7 # v5.0.4 @@ -86,14 +81,14 @@ jobs: - name: Type check with Mypy run: | . venv/bin/activate - poetry run mypy --cache-dir .mypy_cache . + mypy --cache-dir .mypy_cache . - name: Tests with Pytest id: pytest continue-on-error: true run: | . venv/bin/activate - PYTHONPATH=${PWD} poetry run pytest + PYTHONPATH=${PWD} pytest - name: Create GitHub issue on failure if: ${{ steps.pytest.outcome == 'failure' }} diff --git a/.gitignore b/.gitignore index 7bd3d7ad..43730fd8 100644 --- a/.gitignore +++ b/.gitignore @@ -12,6 +12,9 @@ junit.xml # Environments /venv/ +# Setuptools / editable-install metadata (regenerated on pip/uv install -e) +*.egg-info/ + # Pycharm /.idea/ diff --git a/.pre-commit-config.yaml b/.pre-commit-config.yaml index 2ec7a1f7..ed082f48 100644 --- a/.pre-commit-config.yaml +++ b/.pre-commit-config.yaml @@ -2,6 +2,11 @@ default_language_version: python: python3.14 repos: + - repo: https://github.com/astral-sh/uv-pre-commit + rev: 0.11.4 + hooks: + - id: uv-lock + args: [ --check ] - repo: https://github.com/astral-sh/ruff-pre-commit rev: v0.15.9 hooks: @@ -62,7 +67,3 @@ repos: rev: v1.23.1 hooks: - id: zizmor - - repo: https://github.com/python-poetry/poetry - rev: 2.3.3 - hooks: - - id: poetry-check diff --git a/Makefile b/Makefile index 68e5fe39..3aa9de7b 100644 --- a/Makefile +++ b/Makefile @@ -8,33 +8,33 @@ install: python -m venv ./venv venv/bin/python --version venv/bin/python -m pip install --upgrade pip - venv/bin/pip install poetry==2.3.3 + venv/bin/pip install uv @. venv/bin/activate && \ - poetry install --with dev,docs && \ - poetry run pre-commit install + uv lock && \ + uv pip install -e ".[dev,docs]" && \ + pre-commit install test: - poetry run pytest + pytest lint: - poetry run ruff check . --fix --exit-non-zero-on-fix - poetry run ruff format - poetry run mypy . + ruff check . --fix --exit-non-zero-on-fix + ruff format + mypy . clean: @. venv/bin/activate && \ pre-commit uninstall && \ - rm -rf venv && \ - rm -f poetry.lock + rm -rf venv builddocs: @echo "📚 Building documentation..." - cd docs && poetry run sphinx-build -b html source build/html + cd docs && sphinx-build -b html source build/html @echo "✅ Documentation built in docs/build/html/" servedocs: @echo "📚 Starting live documentation server..." - cd docs && poetry run sphinx-autobuild source build/html --host 127.0.0.1 --port 8000 --re-ignore ".*\..*" + cd docs && sphinx-autobuild source build/html --host 127.0.0.1 --port 8000 --re-ignore ".*\..*" @echo "🌐 Documentation server running at http://127.0.0.1:8000" cleandocs: diff --git a/README.md b/README.md index 492ac9cf..01c891b0 100644 --- a/README.md +++ b/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) diff --git a/docs/README.md b/docs/README.md index 14b3b527..9c35f030 100644 --- a/docs/README.md +++ b/docs/README.md @@ -6,10 +6,10 @@ This directory contains the documentation for the openseries project, built usin ### Prerequisites -Install the documentation dependencies using Poetry: +Install the documentation dependencies using uv: ```bash -poetry install --with docs +uv pip install -e ".[docs]" ``` ### Building HTML Documentation @@ -18,8 +18,8 @@ To build the HTML documentation: ```bash make builddocs -# or directly with Poetry: -poetry run sphinx-build -b html source build/html +# or directly: +sphinx-build -b html source build/html ``` The built documentation will be available in `build/html/index.html`. @@ -37,15 +37,15 @@ For development with auto-reload: ```bash make servedocs -# or directly with Poetry: -poetry run sphinx-autobuild source build/html --host 127.0.0.1 --port 8000 +# or directly: +sphinx-autobuild source build/html --host 127.0.0.1 --port 8000 ``` This will start a local server at `http://localhost:8000` that automatically rebuilds when files change. ## Documentation Structure -``` +```text docs/ ├── source/ │ ├── index.rst # Main documentation index @@ -85,8 +85,8 @@ docs/ This documentation is configured for [ReadTheDocs](https://readthedocs.org/) hosting: - Configuration: `.readthedocs.yaml` in the project root -- Dependencies: Managed through Poetry in `pyproject.toml` docs group -- Build process: Automated on ReadTheDocs using Poetry +- Dependencies: Managed through `pyproject.toml` optional docs dependencies +- Build process: Automated on ReadTheDocs ## Writing Documentation @@ -192,8 +192,8 @@ When contributing to documentation: **Missing modules:** -- Install missing dependencies: `poetry install --with docs` -- For ReadTheDocs builds, dependencies are managed through Poetry 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fa4cd84a..9e65b39d 100644 --- a/docs/build/html/api/generated/openseries.ReturnSimulation.html +++ b/docs/build/html/api/generated/openseries.ReturnSimulation.html @@ -128,14 +128,14 @@

    openseries.ReturnSimulation
    class openseries.ReturnSimulation(*, number_of_sims, trading_days, trading_days_in_year, mean_annual_return, mean_annual_vol, dframe, jumps_lamda=0.0, jumps_sigma=0.0, jumps_mu=0.0, seed=None)[source]
    -

    Bases: BaseModel

    +

    Bases: BaseModel

    The class ReturnSimulation allows for simulating financial timeseries.

    Parameters:

    • number_of_sims (Annotated[int, Gt(gt=0)]) – Number of simulations to generate.

    • trading_days (Annotated[int, Gt(gt=0)]) – Total number of days to simulate.

      • -

    • trading_days_in_year (Annotated[int, Strict(strict=True), Ge(ge=1), Le(le=366)]) – Number of trading days used to annualize.

      • +

    • trading_days_in_year (Annotated[int, Strict(strict=True), Ge(ge=1), Le(le=366)]) – Number of trading days used to annualize.

    • mean_annual_return (float) – Mean annual return of the distribution.

    • mean_annual_vol (Annotated[float, Gt(gt=0)]) – Mean annual standard deviation of the distribution.

    • dframe (DataFrame) – Pandas DataFrame object holding the resulting values.

      • diff --git a/docs/build/html/api/series.html b/docs/build/html/api/series.html index 396c6d13..1d28cb2d 100644 --- a/docs/build/html/api/series.html +++ b/docs/build/html/api/series.html @@ -146,17 +146,17 @@

      OpenTimeSeriesstr) – String identifier of the timeseries and/or instrument.

    • valuetype (ValueType) – Identifies if the series is a series of values or returns.

      • -

    • dates (Annotated[list[Annotated[str, StringConstraints(strip_whitespace=True, to_upper=None, to_lower=None, strict=True, min_length=10, max_length=10, pattern=^\d{4}-(0[1-9]|1[0-2])-(0[1-9]|[12]\d|3[01])$)]], MinLen(min_length=1)]) – Dates of the individual timeseries items. +

    • dates (Annotated[list[Annotated[str, StringConstraints(strip_whitespace=True, to_upper=None, to_lower=None, strict=True, min_length=10, max_length=10, pattern=^\d{4}-(0[1-9]|1[0-2])-(0[1-9]|[12]\d|3[01])$, ascii_only=None)]], MinLen(min_length=1)]) – Dates of the individual timeseries items. These dates will not be altered by methods.

    • values (Annotated[list[float], MinLen(min_length=1)]) – The value or return values of the timeseries items. These values will not be altered by methods.

    • local_ccy (bool) – Boolean flag indicating if timeseries is in local currency.

    • tsdf (DataFrame) – Pandas object holding dates and values that can be altered via methods.

      • -

    • currency (Annotated[str, StringConstraints(strip_whitespace=True, to_upper=True, to_lower=None, strict=True, min_length=3, max_length=3, pattern=^[A-Z]{3}$)]) – ISO 4217 currency code of the timeseries.

      • -

    • domestic (Annotated[str, StringConstraints(strip_whitespace=True, to_upper=True, to_lower=None, strict=True, min_length=3, max_length=3, pattern=^[A-Z]{3}$)]) – ISO 4217 currency code of the user’s home currency. +

    • currency (Annotated[str, StringConstraints(strip_whitespace=True, to_upper=True, to_lower=None, strict=True, min_length=3, max_length=3, pattern=^[A-Z]{3}$, ascii_only=None)]) – ISO 4217 currency code of the timeseries.

      • +

    • domestic (Annotated[str, StringConstraints(strip_whitespace=True, to_upper=True, to_lower=None, strict=True, min_length=3, max_length=3, pattern=^[A-Z]{3}$, ascii_only=None)]) – ISO 4217 currency code of the user’s home currency. Defaults to “SEK”.

      • -

    • countries (Annotated[set[Annotated[str, StringConstraints(strip_whitespace=True, to_upper=True, to_lower=None, strict=True, min_length=2, max_length=2, pattern=^[A-Z]{2}$)]], MinLen(min_length=1)] | Annotated[str, StringConstraints(strip_whitespace=True, to_upper=True, to_lower=None, strict=True, min_length=2, max_length=2, pattern=^[A-Z]{2}$)]) – (List of) country code(s) according to ISO 3166-1 alpha-2. +

    • countries (Annotated[set[Annotated[str, StringConstraints(strip_whitespace=True, to_upper=True, to_lower=None, strict=True, min_length=2, max_length=2, pattern=^[A-Z]{2}$, ascii_only=None)]], MinLen(min_length=1)] | Annotated[str, StringConstraints(strip_whitespace=True, to_upper=True, to_lower=None, strict=True, min_length=2, max_length=2, pattern=^[A-Z]{2}$, ascii_only=None)]) – (List of) country code(s) according to ISO 3166-1 alpha-2. Defaults to “SE”.

    • markets (list[str] | str | None) – (List of) markets code(s) supported by exchange_calendars. Optional.

      • @@ -243,7 +243,7 @@

      OpenTimeSeriesParameters:

      • name (str) – String identifier of the timeseries and/or instrument.

        • -

      • dates (Annotated[list[Annotated[str, StringConstraints(strip_whitespace=True, to_upper=None, to_lower=None, strict=True, min_length=10, max_length=10, pattern=^\d{4}-(0[1-9]|1[0-2])-(0[1-9]|[12]\d|3[01])$)]], MinLen(min_length=1)]) – List of date strings as ISO 8601 YYYY-MM-DD.

        • +

      • dates (Annotated[list[Annotated[str, StringConstraints(strip_whitespace=True, to_upper=None, to_lower=None, strict=True, min_length=10, max_length=10, pattern=^\d{4}-(0[1-9]|1[0-2])-(0[1-9]|[12]\d|3[01])$, ascii_only=None)]], MinLen(min_length=1)]) – List of date strings as ISO 8601 YYYY-MM-DD.

      • values (Annotated[list[float], MinLen(min_length=1)]) – Array of float values.

      • valuetype (ValueType) – Identifies if the series is a series of values or returns. Defaults to ValueType.PRICE.

        • @@ -251,7 +251,7 @@

        OpenTimeSeriesstr) – Database identifier of the instrument associated with the timeseries. Optional.

      • isin (str | None) – ISO 6166 identifier code of the associated instrument. Optional.

        • -

      • baseccy (Annotated[str, StringConstraints(strip_whitespace=True, to_upper=True, to_lower=None, strict=True, min_length=3, max_length=3, pattern=^[A-Z]{3}$)]) – ISO 4217 currency code of the timeseries. Defaults to “SEK”.

        • +

      • baseccy (Annotated[str, StringConstraints(strip_whitespace=True, to_upper=True, to_lower=None, strict=True, min_length=3, max_length=3, pattern=^[A-Z]{3}$, ascii_only=None)]) – ISO 4217 currency code of the timeseries. Defaults to “SEK”.

      • local_ccy (bool) – Boolean flag indicating if timeseries is in local currency. Defaults to True.

      @@ -312,7 +312,7 @@

      OpenTimeSeriesstr) – Placeholder for a name of the timeseries.

    • valuetype (ValueType) – Identifies if the series is a series of values or returns. Defaults to ValueType.PRICE.

      • -

    • baseccy (Annotated[str, StringConstraints(strip_whitespace=True, to_upper=True, to_lower=None, strict=True, min_length=3, max_length=3, pattern=^[A-Z]{3}$)]) – The currency of the timeseries. Defaults to “SEK”.

      • +

    • baseccy (Annotated[str, StringConstraints(strip_whitespace=True, to_upper=True, to_lower=None, strict=True, min_length=3, max_length=3, pattern=^[A-Z]{3}$, ascii_only=None)]) – The currency of the timeseries. Defaults to “SEK”.

    • local_ccy (bool) – Boolean flag indicating if timeseries is in local currency. Defaults to True.

    @@ -736,7 +736,7 @@

    Class Methods for ConstructionParameters:

    • name (str) – String identifier of the timeseries and/or instrument.

      • -

    • dates (Annotated[list[Annotated[str, StringConstraints(strip_whitespace=True, to_upper=None, to_lower=None, strict=True, min_length=10, max_length=10, pattern=^\d{4}-(0[1-9]|1[0-2])-(0[1-9]|[12]\d|3[01])$)]], MinLen(min_length=1)]) – List of date strings as ISO 8601 YYYY-MM-DD.

      • +

    • dates (Annotated[list[Annotated[str, StringConstraints(strip_whitespace=True, to_upper=None, to_lower=None, strict=True, min_length=10, max_length=10, pattern=^\d{4}-(0[1-9]|1[0-2])-(0[1-9]|[12]\d|3[01])$, ascii_only=None)]], MinLen(min_length=1)]) – List of date strings as ISO 8601 YYYY-MM-DD.

    • values (Annotated[list[float], MinLen(min_length=1)]) – Array of float values.

    • valuetype (ValueType) – Identifies if the series is a series of values or returns. Defaults to ValueType.PRICE.

      • @@ -744,7 +744,7 @@

      Class Methods for Constructionstr) – Database identifier of the instrument associated with the timeseries. Optional.

    • isin (str | None) – ISO 6166 identifier code of the associated instrument. Optional.

      • -

    • baseccy (Annotated[str, StringConstraints(strip_whitespace=True, to_upper=True, to_lower=None, strict=True, min_length=3, max_length=3, pattern=^[A-Z]{3}$)]) – ISO 4217 currency code of the timeseries. Defaults to “SEK”.

      • +

    • baseccy (Annotated[str, StringConstraints(strip_whitespace=True, to_upper=True, to_lower=None, strict=True, min_length=3, max_length=3, pattern=^[A-Z]{3}$, ascii_only=None)]) – ISO 4217 currency code of the timeseries. Defaults to “SEK”.

    • local_ccy (bool) – Boolean flag indicating if timeseries is in local currency. Defaults to True.

    @@ -805,7 +805,7 @@

    Class Methods for Constructionstr) – Placeholder for a name of the timeseries.

  1. valuetype (ValueType) – Identifies if the series is a series of values or returns. Defaults to ValueType.PRICE.

    2. -

  2. baseccy (Annotated[str, StringConstraints(strip_whitespace=True, to_upper=True, to_lower=None, strict=True, min_length=3, max_length=3, pattern=^[A-Z]{3}$)]) – The currency of the timeseries. Defaults to “SEK”.

    3. +

  3. baseccy (Annotated[str, StringConstraints(strip_whitespace=True, to_upper=True, to_lower=None, strict=True, min_length=3, max_length=3, pattern=^[A-Z]{3}$, ascii_only=None)]) – The currency of the timeseries. Defaults to “SEK”.

  4. local_ccy (bool) – Boolean flag indicating if timeseries is in local currency. Defaults to True.

    5. diff --git a/docs/build/html/api/simulation.html b/docs/build/html/api/simulation.html index 5e490333..11393552 100644 --- a/docs/build/html/api/simulation.html +++ b/docs/build/html/api/simulation.html @@ -119,14 +119,14 @@

    Simulation
    class openseries.simulation.ReturnSimulation(*, number_of_sims, trading_days, trading_days_in_year, mean_annual_return, mean_annual_vol, dframe, jumps_lamda=0.0, jumps_sigma=0.0, jumps_mu=0.0, seed=None)[source]
    -

    Bases: BaseModel

    +

    Bases: BaseModel

    The class ReturnSimulation allows for simulating financial timeseries.

    Parameters:
    -openseries.owntypes.CountriesType: TypeAlias = typing.Annotated[set[typing.Annotated[str, StringConstraints(strip_whitespace=True, to_upper=True, to_lower=None, strict=True, min_length=2, max_length=2, pattern='^[A-Z]{2}$')]], MinLen(min_length=1)] | typing.Annotated[str, StringConstraints(strip_whitespace=True, to_upper=True, to_lower=None, strict=True, min_length=2, max_length=2, pattern='^[A-Z]{2}$')]
    +openseries.owntypes.CountriesType: TypeAlias = typing.Annotated[set[typing.Annotated[str, StringConstraints(strip_whitespace=True, to_upper=True, to_lower=None, strict=True, min_length=2, max_length=2, pattern='^[A-Z]{2}$', ascii_only=None)]], MinLen(min_length=1)] | typing.Annotated[str, StringConstraints(strip_whitespace=True, to_upper=True, to_lower=None, strict=True, min_length=2, max_length=2, pattern='^[A-Z]{2}$', ascii_only=None)]

    Represent a union type

    E.g. for int | str

    @@ -348,7 +348,7 @@

    Type AliasesAnnotated[str, StringConstraints(strip_whitespace=True, to_upper=True, to_lower=None, strict=True, min_length=3, max_length=3, pattern=^[A-Z]{3}$)]

    +

    alias of Annotated[str, StringConstraints(strip_whitespace=True, to_upper=True, to_lower=None, strict=True, min_length=3, max_length=3, pattern=^[A-Z]{3}$, ascii_only=None)]

    @@ -360,7 +360,7 @@

    Type AliasesAnnotated[str, StringConstraints(strip_whitespace=True, to_upper=None, to_lower=None, strict=True, min_length=10, max_length=10, pattern=^d{4}-(0[1-9]|1[0-2])-(0[1-9]|[12]d|3[01])$)]

    +

    alias of Annotated[str, StringConstraints(strip_whitespace=True, to_upper=None, to_lower=None, strict=True, min_length=10, max_length=10, pattern=^d{4}-(0[1-9]|1[0-2])-(0[1-9]|[12]d|3[01])$, ascii_only=None)]

    @@ -372,7 +372,7 @@

    Type AliasesAnnotated[list[Annotated[str, StringConstraints(strip_whitespace=True, to_upper=None, to_lower=None, strict=True, min_length=10, max_length=10, pattern=^d{4}-(0[1-9]|1[0-2])-(0[1-9]|[12]d|3[01])$)]], MinLen(min_length=1)]

    +

    alias of Annotated[list[Annotated[str, StringConstraints(strip_whitespace=True, to_upper=None, to_lower=None, strict=True, min_length=10, max_length=10, pattern=^d{4}-(0[1-9]|1[0-2])-(0[1-9]|[12]d|3[01])$, ascii_only=None)]], MinLen(min_length=1)]

    @@ -537,11 +537,11 @@

    Validation Classes
    class openseries.owntypes.Countries(*, countryinput)[source]
    -

    Bases: BaseModel

    +

    Bases: BaseModel

    Declare Countries.

    Parameters:
    -

    countryinput (Annotated[set[Annotated[str, StringConstraints(strip_whitespace=True, to_upper=True, to_lower=None, strict=True, min_length=2, max_length=2, pattern=^[A-Z]{2}$)]], MinLen(min_length=1)] | Annotated[str, StringConstraints(strip_whitespace=True, to_upper=True, to_lower=None, strict=True, min_length=2, max_length=2, pattern=^[A-Z]{2}$)])

    +

    countryinput (Annotated[set[Annotated[str, StringConstraints(strip_whitespace=True, to_upper=True, to_lower=None, strict=True, min_length=2, max_length=2, pattern=^[A-Z]{2}$, ascii_only=None)]], MinLen(min_length=1)] | Annotated[str, StringConstraints(strip_whitespace=True, to_upper=True, to_lower=None, strict=True, min_length=2, max_length=2, pattern=^[A-Z]{2}$, ascii_only=None)])

    @@ -560,11 +560,11 @@

    Validation Classes
    class openseries.owntypes.Currency(*, ccy)[source]
    -

    Bases: BaseModel

    +

    Bases: BaseModel

    Declare Currency.

    Parameters:
    -

    ccy (Annotated[str, StringConstraints(strip_whitespace=True, to_upper=True, to_lower=None, strict=True, min_length=3, max_length=3, pattern=^[A-Z]{3}$)])

    +

    ccy (Annotated[str, StringConstraints(strip_whitespace=True, to_upper=True, to_lower=None, strict=True, min_length=3, max_length=3, pattern=^[A-Z]{3}$, ascii_only=None)])

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