openseries.OpenTimeSeries ========================= .. currentmodule:: openseries .. autoclass:: OpenTimeSeries .. automethod:: __init__ .. rubric:: Methods .. autosummary:: ~OpenTimeSeries.__init__ ~OpenTimeSeries.align_index_to_local_cdays ~OpenTimeSeries.all_properties ~OpenTimeSeries.arithmetic_ret_func ~OpenTimeSeries.calc_range ~OpenTimeSeries.construct ~OpenTimeSeries.copy ~OpenTimeSeries.cvar_down_func ~OpenTimeSeries.dict ~OpenTimeSeries.ewma_vol_func ~OpenTimeSeries.from_1d_rate_to_cumret ~OpenTimeSeries.from_arrays ~OpenTimeSeries.from_deepcopy ~OpenTimeSeries.from_df ~OpenTimeSeries.from_fixed_rate ~OpenTimeSeries.from_orm ~OpenTimeSeries.geo_ret_func ~OpenTimeSeries.json ~OpenTimeSeries.kurtosis_func ~OpenTimeSeries.lower_partial_moment_func ~OpenTimeSeries.max_drawdown_func ~OpenTimeSeries.model_construct ~OpenTimeSeries.model_copy ~OpenTimeSeries.model_dump ~OpenTimeSeries.model_dump_json ~OpenTimeSeries.model_json_schema ~OpenTimeSeries.model_parametrized_name ~OpenTimeSeries.model_post_init ~OpenTimeSeries.model_rebuild ~OpenTimeSeries.model_validate ~OpenTimeSeries.model_validate_json ~OpenTimeSeries.model_validate_strings ~OpenTimeSeries.omega_ratio_func ~OpenTimeSeries.outliers ~OpenTimeSeries.pandas_df ~OpenTimeSeries.parse_file ~OpenTimeSeries.parse_obj ~OpenTimeSeries.parse_raw ~OpenTimeSeries.plot_bars ~OpenTimeSeries.plot_histogram ~OpenTimeSeries.plot_series ~OpenTimeSeries.positive_share_func ~OpenTimeSeries.resample ~OpenTimeSeries.resample_to_business_period_ends ~OpenTimeSeries.ret_vol_ratio_func ~OpenTimeSeries.return_nan_handle ~OpenTimeSeries.rolling_cvar_down ~OpenTimeSeries.rolling_return ~OpenTimeSeries.rolling_var_down ~OpenTimeSeries.rolling_vol ~OpenTimeSeries.running_adjustment ~OpenTimeSeries.schema ~OpenTimeSeries.schema_json ~OpenTimeSeries.set_new_label ~OpenTimeSeries.skew_func ~OpenTimeSeries.sortino_ratio_func ~OpenTimeSeries.target_weight_from_var ~OpenTimeSeries.to_cumret ~OpenTimeSeries.to_drawdown_series ~OpenTimeSeries.to_json ~OpenTimeSeries.to_xlsx ~OpenTimeSeries.update_forward_refs ~OpenTimeSeries.validate ~OpenTimeSeries.value_nan_handle ~OpenTimeSeries.value_ret_calendar_period ~OpenTimeSeries.value_ret_func ~OpenTimeSeries.value_to_diff ~OpenTimeSeries.value_to_log ~OpenTimeSeries.value_to_ret ~OpenTimeSeries.var_down_func ~OpenTimeSeries.vol_from_var_func ~OpenTimeSeries.vol_func ~OpenTimeSeries.worst_func ~OpenTimeSeries.z_score_func .. rubric:: Attributes .. autosummary:: ~OpenTimeSeries.arithmetic_ret ~OpenTimeSeries.cvar_down ~OpenTimeSeries.downside_deviation ~OpenTimeSeries.first_idx ~OpenTimeSeries.geo_ret ~OpenTimeSeries.kappa3_ratio ~OpenTimeSeries.kurtosis ~OpenTimeSeries.last_idx ~OpenTimeSeries.length ~OpenTimeSeries.max_drawdown ~OpenTimeSeries.max_drawdown_cal_year ~OpenTimeSeries.max_drawdown_date ~OpenTimeSeries.model_computed_fields ~OpenTimeSeries.model_config ~OpenTimeSeries.model_extra ~OpenTimeSeries.model_fields ~OpenTimeSeries.model_fields_set ~OpenTimeSeries.omega_ratio ~OpenTimeSeries.periods_in_a_year ~OpenTimeSeries.positive_share ~OpenTimeSeries.ret_vol_ratio ~OpenTimeSeries.skew ~OpenTimeSeries.sortino_ratio ~OpenTimeSeries.span_of_days ~OpenTimeSeries.value_ret ~OpenTimeSeries.var_down ~OpenTimeSeries.vol ~OpenTimeSeries.vol_from_var ~OpenTimeSeries.worst ~OpenTimeSeries.worst_month ~OpenTimeSeries.yearfrac ~OpenTimeSeries.z_score ~OpenTimeSeries.timeseries_id ~OpenTimeSeries.instrument_id ~OpenTimeSeries.name ~OpenTimeSeries.valuetype ~OpenTimeSeries.dates ~OpenTimeSeries.values ~OpenTimeSeries.local_ccy ~OpenTimeSeries.tsdf ~OpenTimeSeries.currency ~OpenTimeSeries.domestic ~OpenTimeSeries.countries ~OpenTimeSeries.markets ~OpenTimeSeries.isin ~OpenTimeSeries.label