openseries package

The openseries package provides two main classes for financial time series analysis:

OpenTimeSeries: For single financial time series analysis
OpenFrame: For multi-asset portfolio analysis and comparison

Both classes inherit from the private _CommonModel class, which in turn inherits from Pydantic’s BaseModel. This inheritance structure provides:

Data validation through Pydantic’s validation system
Common functionality shared between both classes (risk metrics, plotting, data handling)
Type safety and consistent API design

The _CommonModel class contains all the shared methods and properties that both OpenTimeSeries and OpenFrame use, including risk calculations, plotting capabilities, and data manipulation functions.

Main Classes

`openseries.OpenTimeSeries`	OpenTimeSeries objects are at the core of the openseries package.
`openseries.OpenFrame`	OpenFrame objects hold OpenTimeSeries in the list constituents.

Utility Functions

`openseries.timeseries_chain`	Chain two timeseries together.
`openseries.report_html`	Generate a responsive HTML report page with line and bar plots and a table.

Portfolio Tools

`openseries.efficient_frontier`	Identify an efficient frontier.
`openseries.simulate_portfolios`	Generate random weights for simulated portfolios.
`openseries.constrain_optimized_portfolios`	Constrain optimized portfolios to those that improve on the current one.
`openseries.prepare_plot_data`	Prepare data to be used as point_frame in the sharpeplot function.
`openseries.sharpeplot`	Create scatter plot coloured by Sharpe Ratio.

Date Utilities

`openseries.date_fix`	Parse different date formats into datetime.date.
`openseries.date_offset_foll`	Offset dates according to a given calendar.
`openseries.generate_calendar_date_range`	Generate a list of business day calendar dates.
`openseries.get_previous_business_day_before_today`	Bump date backwards to find the previous business day.
`openseries.holiday_calendar`	Generate a business calendar.
`openseries.offset_business_days`	Bump date by business days.

Simulation

openseries.ReturnSimulation

The class ReturnSimulation allows for simulating financial timeseries.

Types and Enums

openseries.ValueType

Enum types of OpenTimeSeries to identify the output.

Other Utilities

`openseries.load_plotly_dict`	Load Plotly defaults.
`openseries.export_plotly_figure`	Export a Plotly figure to a mobile-responsive HTML file or inline div.