OpenFrame ========= .. currentmodule:: openseries .. autoclass:: OpenFrame :undoc-members: :show-inheritance: :no-index: The OpenFrame class manages collections of OpenTimeSeries objects and provides functionality for: - Multi-asset analysis and comparison - Portfolio construction and optimization - Correlation and regression analysis - Risk attribution and factor analysis - Batch processing of multiple time series Class Methods for Construction ------------------------------ .. automethod:: OpenFrame.from_deepcopy :no-index: Properties ---------- Frame-specific Properties ~~~~~~~~~~~~~~~~~~~~~~~~~ .. autoattribute:: OpenFrame.constituents :no-index: .. autoattribute:: OpenFrame.columns_lvl_zero :no-index: .. autoattribute:: OpenFrame.columns_lvl_one :no-index: .. autoattribute:: OpenFrame.item_count :no-index: .. autoattribute:: OpenFrame.weights :no-index: .. autoattribute:: OpenFrame.first_indices :no-index: .. autoattribute:: OpenFrame.last_indices :no-index: .. autoattribute:: OpenFrame.lengths_of_items :no-index: .. autoattribute:: OpenFrame.span_of_days_all :no-index: Common Properties ~~~~~~~~~~~~~~~~~ .. autoattribute:: OpenFrame.first_idx :no-index: .. autoattribute:: OpenFrame.last_idx :no-index: .. autoattribute:: OpenFrame.length :no-index: .. autoattribute:: OpenFrame.span_of_days :no-index: .. autoattribute:: OpenFrame.tsdf :no-index: .. autoattribute:: OpenFrame.max_drawdown_date :no-index: .. autoattribute:: OpenFrame.periods_in_a_year :no-index: .. autoattribute:: OpenFrame.yearfrac :no-index: Financial Metrics ~~~~~~~~~~~~~~~~~ .. autoattribute:: OpenFrame.all_properties :no-index: .. autoattribute:: OpenFrame.arithmetic_ret :no-index: .. autoattribute:: OpenFrame.geo_ret :no-index: .. autoattribute:: OpenFrame.value_ret :no-index: .. autoattribute:: OpenFrame.vol :no-index: .. autoattribute:: OpenFrame.downside_deviation :no-index: .. autoattribute:: OpenFrame.ret_vol_ratio :no-index: .. autoattribute:: OpenFrame.sortino_ratio :no-index: .. autoattribute:: OpenFrame.kappa3_ratio :no-index: .. autoattribute:: OpenFrame.omega_ratio :no-index: .. autoattribute:: OpenFrame.var_down :no-index: .. autoattribute:: OpenFrame.cvar_down :no-index: .. autoattribute:: OpenFrame.worst :no-index: .. autoattribute:: OpenFrame.worst_month :no-index: .. autoattribute:: OpenFrame.max_drawdown :no-index: .. autoattribute:: OpenFrame.max_drawdown_cal_year :no-index: .. autoattribute:: OpenFrame.positive_share :no-index: .. autoattribute:: OpenFrame.vol_from_var :no-index: .. autoattribute:: OpenFrame.skew :no-index: .. autoattribute:: OpenFrame.kurtosis :no-index: .. autoattribute:: OpenFrame.z_score :no-index: Methods ------- Frame Management ~~~~~~~~~~~~~~~~ .. automethod:: OpenFrame.merge_series :no-index: .. automethod:: OpenFrame.trunc_frame :no-index: .. automethod:: OpenFrame.add_timeseries :no-index: .. automethod:: OpenFrame.delete_timeseries :no-index: Portfolio Analysis ~~~~~~~~~~~~~~~~~~ .. automethod:: OpenFrame.relative :no-index: .. automethod:: OpenFrame.make_portfolio :no-index: .. automethod:: OpenFrame.rebalanced_portfolio :no-index: Statistical Analysis ~~~~~~~~~~~~~~~~~~~~ .. automethod:: OpenFrame.ord_least_squares_fit :no-index: .. automethod:: OpenFrame.beta :no-index: .. automethod:: OpenFrame.jensen_alpha :no-index: .. automethod:: OpenFrame.tracking_error_func :no-index: .. automethod:: OpenFrame.info_ratio_func :no-index: .. automethod:: OpenFrame.capture_ratio_func :no-index: .. automethod:: OpenFrame.multi_factor_linear_regression :no-index: Rolling Analysis ~~~~~~~~~~~~~~~~ .. automethod:: OpenFrame.rolling_info_ratio :no-index: .. automethod:: OpenFrame.rolling_beta :no-index: .. automethod:: OpenFrame.rolling_corr :no-index: .. automethod:: OpenFrame.rolling_return :no-index: .. automethod:: OpenFrame.rolling_vol :no-index: .. automethod:: OpenFrame.rolling_var_down :no-index: .. automethod:: OpenFrame.rolling_cvar_down :no-index: Correlation and Risk ~~~~~~~~~~~~~~~~~~~~ .. autoattribute:: OpenFrame.correl_matrix :no-index: .. automethod:: OpenFrame.ewma_risk :no-index: Data Manipulation ~~~~~~~~~~~~~~~~~ .. automethod:: OpenFrame.align_index_to_local_cdays :no-index: .. automethod:: OpenFrame.resample :no-index: .. automethod:: OpenFrame.resample_to_business_period_ends :no-index: .. automethod:: OpenFrame.value_nan_handle :no-index: .. automethod:: OpenFrame.return_nan_handle :no-index: Transformations ~~~~~~~~~~~~~~~ .. automethod:: OpenFrame.to_cumret :no-index: .. automethod:: OpenFrame.value_to_ret :no-index: .. automethod:: OpenFrame.value_to_diff :no-index: .. automethod:: OpenFrame.value_to_log :no-index: .. automethod:: OpenFrame.to_drawdown_series :no-index: .. automethod:: OpenFrame.value_ret_calendar_period :no-index: Analysis Methods ~~~~~~~~~~~~~~~~ .. automethod:: OpenFrame.calc_range :no-index: .. automethod:: OpenFrame.outliers :no-index: Financial Metrics Methods ~~~~~~~~~~~~~~~~~~~~~~~~~ .. automethod:: OpenFrame.arithmetic_ret_func :no-index: .. automethod:: OpenFrame.geo_ret_func :no-index: .. automethod:: OpenFrame.value_ret_func :no-index: .. automethod:: OpenFrame.vol_func :no-index: .. automethod:: OpenFrame.lower_partial_moment_func :no-index: .. automethod:: OpenFrame.ret_vol_ratio_func :no-index: .. automethod:: OpenFrame.sortino_ratio_func :no-index: .. automethod:: OpenFrame.omega_ratio_func :no-index: .. automethod:: OpenFrame.var_down_func :no-index: .. automethod:: OpenFrame.cvar_down_func :no-index: .. automethod:: OpenFrame.worst_func :no-index: .. automethod:: OpenFrame.max_drawdown_func :no-index: .. automethod:: OpenFrame.positive_share_func :no-index: .. automethod:: OpenFrame.vol_from_var_func :no-index: .. automethod:: OpenFrame.skew_func :no-index: .. automethod:: OpenFrame.kurtosis_func :no-index: .. automethod:: OpenFrame.z_score_func :no-index: .. automethod:: OpenFrame.target_weight_from_var :no-index: Visualization ~~~~~~~~~~~~~ The plotting methods generate fully responsive HTML output that automatically adapts to different screen sizes and device orientations. Plots are optimized for both desktop and mobile viewing with separate title containers and responsive CSS styling. .. automethod:: OpenFrame.plot_series :no-index: .. automethod:: OpenFrame.plot_bars :no-index: .. automethod:: OpenFrame.plot_histogram :no-index: Export Methods ~~~~~~~~~~~~~~ .. automethod:: OpenFrame.to_json :no-index: .. automethod:: OpenFrame.to_xlsx :no-index: