OpenTimeSeries
==============

.. currentmodule:: openseries

.. autoclass:: OpenTimeSeries
   :undoc-members:
   :show-inheritance:
   :special-members: __init__
   :no-index:

The OpenTimeSeries class is the core component for analyzing individual financial time series. It provides comprehensive functionality for:

- Loading data from various sources (arrays, DataFrames, fixed rates)
- Calculating financial metrics and risk measures
- Performing time series transformations
- Creating visualizations
- Exporting results

Class Methods for Construction
------------------------------

.. automethod:: OpenTimeSeries.from_arrays
   :no-index:
.. automethod:: OpenTimeSeries.from_df
   :no-index:
.. automethod:: OpenTimeSeries.from_fixed_rate
   :no-index:
.. automethod:: OpenTimeSeries.from_deepcopy
   :no-index:

Properties
----------

Non-numerical Properties
~~~~~~~~~~~~~~~~~~~~~~~~

.. autoattribute:: OpenTimeSeries.timeseries_id
   :no-index:
.. autoattribute:: OpenTimeSeries.instrument_id
   :no-index:
.. autoattribute:: OpenTimeSeries.dates
   :no-index:
.. autoattribute:: OpenTimeSeries.values
   :no-index:
.. autoattribute:: OpenTimeSeries.currency
   :no-index:
.. autoattribute:: OpenTimeSeries.domestic
   :no-index:
.. autoattribute:: OpenTimeSeries.local_ccy
   :no-index:
.. autoattribute:: OpenTimeSeries.name
   :no-index:
.. autoattribute:: OpenTimeSeries.isin
   :no-index:
.. autoattribute:: OpenTimeSeries.label
   :no-index:
.. autoattribute:: OpenTimeSeries.countries
   :no-index:
.. autoattribute:: OpenTimeSeries.markets
   :no-index:
.. autoattribute:: OpenTimeSeries.valuetype
   :no-index:

Common Properties
~~~~~~~~~~~~~~~~~

.. autoattribute:: OpenTimeSeries.first_idx
   :no-index:
.. autoattribute:: OpenTimeSeries.last_idx
   :no-index:
.. autoattribute:: OpenTimeSeries.length
   :no-index:
.. autoattribute:: OpenTimeSeries.span_of_days
   :no-index:
.. autoattribute:: OpenTimeSeries.tsdf
   :no-index:
.. autoattribute:: OpenTimeSeries.max_drawdown_date
   :no-index:
.. autoattribute:: OpenTimeSeries.periods_in_a_year
   :no-index:
.. autoattribute:: OpenTimeSeries.yearfrac
   :no-index:

Financial Metrics
~~~~~~~~~~~~~~~~~

.. autoattribute:: OpenTimeSeries.all_properties
   :no-index:
.. autoattribute:: OpenTimeSeries.arithmetic_ret
   :no-index:
.. autoattribute:: OpenTimeSeries.geo_ret
   :no-index:
.. autoattribute:: OpenTimeSeries.value_ret
   :no-index:
.. autoattribute:: OpenTimeSeries.vol
   :no-index:
.. autoattribute:: OpenTimeSeries.downside_deviation
   :no-index:
.. autoattribute:: OpenTimeSeries.ret_vol_ratio
   :no-index:
.. autoattribute:: OpenTimeSeries.sortino_ratio
   :no-index:
.. autoattribute:: OpenTimeSeries.kappa3_ratio
   :no-index:
.. autoattribute:: OpenTimeSeries.omega_ratio
   :no-index:
.. autoattribute:: OpenTimeSeries.var_down
   :no-index:
.. autoattribute:: OpenTimeSeries.cvar_down
   :no-index:
.. autoattribute:: OpenTimeSeries.worst
   :no-index:
.. autoattribute:: OpenTimeSeries.worst_month
   :no-index:
.. autoattribute:: OpenTimeSeries.max_drawdown
   :no-index:
.. autoattribute:: OpenTimeSeries.max_drawdown_cal_year
   :no-index:
.. autoattribute:: OpenTimeSeries.positive_share
   :no-index:
.. autoattribute:: OpenTimeSeries.vol_from_var
   :no-index:
.. autoattribute:: OpenTimeSeries.skew
   :no-index:
.. autoattribute:: OpenTimeSeries.kurtosis
   :no-index:
.. autoattribute:: OpenTimeSeries.z_score
   :no-index:

Methods
-------

Data Manipulation
~~~~~~~~~~~~~~~~~

.. automethod:: OpenTimeSeries.pandas_df
   :no-index:
.. automethod:: OpenTimeSeries.set_new_label
   :no-index:
.. automethod:: OpenTimeSeries.running_adjustment
   :no-index:
.. automethod:: OpenTimeSeries.from_1d_rate_to_cumret
   :no-index:
.. automethod:: OpenTimeSeries.align_index_to_local_cdays
   :no-index:
.. automethod:: OpenTimeSeries.resample
   :no-index:
.. automethod:: OpenTimeSeries.resample_to_business_period_ends
   :no-index:
.. automethod:: OpenTimeSeries.value_nan_handle
   :no-index:
.. automethod:: OpenTimeSeries.return_nan_handle
   :no-index:

Transformations
~~~~~~~~~~~~~~~

.. automethod:: OpenTimeSeries.to_cumret
   :no-index:
.. automethod:: OpenTimeSeries.value_to_ret
   :no-index:
.. automethod:: OpenTimeSeries.value_to_diff
   :no-index:
.. automethod:: OpenTimeSeries.value_to_log
   :no-index:
.. automethod:: OpenTimeSeries.to_drawdown_series
   :no-index:

Analysis Methods
~~~~~~~~~~~~~~~~

.. automethod:: OpenTimeSeries.ewma_vol_func
   :no-index:
.. automethod:: OpenTimeSeries.value_ret_calendar_period
   :no-index:
.. automethod:: OpenTimeSeries.rolling_return
   :no-index:
.. automethod:: OpenTimeSeries.rolling_vol
   :no-index:
.. automethod:: OpenTimeSeries.rolling_var_down
   :no-index:
.. automethod:: OpenTimeSeries.rolling_cvar_down
   :no-index:
.. automethod:: OpenTimeSeries.calc_range
   :no-index:
.. automethod:: OpenTimeSeries.outliers
   :no-index:

Financial Metrics Methods
~~~~~~~~~~~~~~~~~~~~~~~~~

.. automethod:: OpenTimeSeries.arithmetic_ret_func
   :no-index:
.. automethod:: OpenTimeSeries.geo_ret_func
   :no-index:
.. automethod:: OpenTimeSeries.value_ret_func
   :no-index:
.. automethod:: OpenTimeSeries.vol_func
   :no-index:
.. automethod:: OpenTimeSeries.lower_partial_moment_func
   :no-index:
.. automethod:: OpenTimeSeries.ret_vol_ratio_func
   :no-index:
.. automethod:: OpenTimeSeries.sortino_ratio_func
   :no-index:
.. automethod:: OpenTimeSeries.omega_ratio_func
   :no-index:
.. automethod:: OpenTimeSeries.var_down_func
   :no-index:
.. automethod:: OpenTimeSeries.cvar_down_func
   :no-index:
.. automethod:: OpenTimeSeries.worst_func
   :no-index:
.. automethod:: OpenTimeSeries.max_drawdown_func
   :no-index:
.. automethod:: OpenTimeSeries.positive_share_func
   :no-index:
.. automethod:: OpenTimeSeries.vol_from_var_func
   :no-index:
.. automethod:: OpenTimeSeries.skew_func
   :no-index:
.. automethod:: OpenTimeSeries.kurtosis_func
   :no-index:
.. automethod:: OpenTimeSeries.z_score_func
   :no-index:
.. automethod:: OpenTimeSeries.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:: OpenTimeSeries.plot_series
   :no-index:
.. automethod:: OpenTimeSeries.plot_bars
   :no-index:
.. automethod:: OpenTimeSeries.plot_histogram
   :no-index:

Export Methods
~~~~~~~~~~~~~~

.. automethod:: OpenTimeSeries.to_json
   :no-index:
.. automethod:: OpenTimeSeries.to_xlsx
   :no-index:

Utility Functions
-----------------

.. autofunction:: timeseries_chain
   :no-index: