Revise typing

Revises type annotations to reflect new minimum Python
version as 3.10.

src/market_analy/analysis.py

@@ -85,7 +85,7 @@
 from abc import ABCMeta
 from collections.abc import Callable, Sequence
 from datetime import datetime
-from typing import TYPE_CHECKING, Any, Literal, Union
+from typing import TYPE_CHECKING, Any, Literal
 
 import market_prices as mp
 import matplotlib as mpl
@@ -113,9 +113,9 @@
 from .trends.guis import TrendsGui, TrendsGuiBase
 from .trends.analy import Trends
 
-Date = Union[str, datetime, None]
-Calendar = Union[str, ExchangeCalendar]
-Symbols = Union[str, list[str]]
+Date = str | datetime | None
+Calendar = str | ExchangeCalendar
+Symbols = str | list[str]
 ChartEngine = Literal["bqplot", "matplotlib"]
 
 
@@ -184,8 +184,8 @@ def add_summary(
     return pd.concat([rtrn, summary_column], axis=1)
 
 
-SummaryRowFuncDef = tuple[str, Union[str, list[str]]]
-SummaryRowDef = Union[SummaryRowFuncDef, list[SummaryRowFuncDef]]
+SummaryRowFuncDef = tuple[str, str | list[str]]
+SummaryRowDef = SummaryRowFuncDef | list[SummaryRowFuncDef]
 
 
 def add_summary_row(

src/market_analy/cases.py

@@ -20,8 +20,6 @@
 navigating between cases.
 """
 
-from __future__ import annotations
-
 from abc import ABC, abstractmethod
 from collections.abc import Sequence
 from dataclasses import dataclass

src/market_analy/charts.py

@@ -27,17 +27,14 @@
     Bar Chart displaying precentage changes of multiple instruments.
 """
 
-from __future__ import annotations
-
 from abc import ABCMeta, abstractmethod
 from collections import defaultdict
 from collections.abc import Callable, Sequence
 from copy import copy, deepcopy
 import enum
 from functools import lru_cache, partialmethod
 import itertools
-import typing
-from typing import Any, Literal
+from typing import Any, Literal, TYPE_CHECKING
 
 import bqplot as bq
 import IPython
@@ -93,17 +90,17 @@ class Groups(enum.Enum):
 CASES_GROUPS = set([Groups.CASES_SCATTERS]) | CASES_OTHER
 
 # type aliases
-AddedMarkKeys = typing.Union[
-    str,
-    Literal[
+AddedMarkKeys = (
+    str
+    | Literal[
         Groups.CASE,
         Groups.PERSIST,
         Groups.CASES_SCATTERS,
         Groups.CASES_OTHER_0,
         Groups.CASES_OTHER_1,
         Groups.CASES_OTHER_2,
-    ],
-]
+    ]
+)
 AddedMarks = dict[AddedMarkKeys, list[bq.Mark]]
 AxesKwargs = dict[ubq.ScaleKeys, dict[str, Any]]
 
@@ -162,7 +159,7 @@ class Base(metaclass=ABCMeta):
             Data represented by x-axis. Subclass can optionally expose
             via more concrete property.
 
-        _y_data: Union[DataFrame, Series]
+        _y_data: DataFrame | Series
             Data represented by y-axis. Subclass can optionally expose
             via more concrete property.
 
@@ -3123,7 +3120,7 @@ def get_next_case(self) -> CaseSupportsChartAnaly:
         case = self.current_case
         i = 0 if case is None else self.cases.get_index(case) + 1
         if i == len(self.cases.cases):
-            if typing.TYPE_CHECKING:
+            if TYPE_CHECKING:
                 assert case is not None
             return case  # current case is last case
         return self.cases.cases[i]

src/market_analy/gui_parts.py

@@ -43,8 +43,6 @@
     Percent change bar chart options for multiple instruments.
 """
 
-from __future__ import annotations
-
 from collections.abc import Callable
 import re
 

src/market_analy/standalone.py

@@ -3,7 +3,6 @@
 from __future__ import annotations
 
 import datetime
-from typing import Union
 
 import pandas as pd
 import valimp
@@ -100,7 +99,7 @@ def net_of(data: pd.DataFrame, rebase: bool = True) -> pd.DataFrame:
     return pd.DataFrame({col: mapping[col] for col in df.columns})
 
 
-def get_ath(data: Union[pd.Series, pd.DataFrame]) -> Union[pd.Series, pd.DataFrame]:
+def get_ath(data: pd.Series | pd.DataFrame) -> pd.Series | pd.DataFrame:
     """Return all-time high as at each timestamp.
 
     Returns ATH as at end of period represented by corresponding
@@ -129,10 +128,10 @@ def get_ath(data: Union[pd.Series, pd.DataFrame]) -> Union[pd.Series, pd.DataFra
 
 @valimp.parse
 def get_period_high(
-    data: Union[pd.Series, pd.DataFrame],
-    window: Union[int, str, datetime.timedelta],
+    data: pd.Series | pd.DataFrame,
+    window: int | str | datetime.timedelta,
     include_current: bool = True,
-) -> Union[pd.Series, pd.DataFrame]:
+) -> pd.Series | pd.DataFrame:
     """Return 52wk high as at each timestamp.
 
     NB: For sessions within the first 52 weeks of data, the high will
@@ -186,7 +185,7 @@ def get_period_high(
 @valimp.parse
 def get_pct_off_high(
     data: pd.DataFrame,
-    window: Union[int, str, datetime.timedelta, None],
+    window: int | str | datetime.timedelta | None,
     include_current: bool = True,
 ) -> pd.DataFrame:
     """Return percent off high as at each timestamp.

src/market_analy/trends/charts.py

@@ -1,7 +1,5 @@
 """Charts for trend analysis."""
 
-from __future__ import annotations
-
 import typing
 from collections.abc import Callable
 from functools import cached_property, partialmethod

src/market_analy/utils/bq_utils.py

@@ -1,7 +1,5 @@
 """Utility constants, functions and classes for bqplot."""
 
-from __future__ import annotations
-
 from collections.abc import Iterable
 from copy import copy
 from itertools import cycle

src/market_analy/utils/ipyvuetify_utils.py

@@ -1,7 +1,5 @@
 """Utility functions and classes for ipyvuetify library."""
 
-from __future__ import annotations
-
 from collections.abc import Callable
 from typing import Literal
 
@@ -402,7 +400,7 @@ class ToggleIcons(SelectableList):
 
     Attributes
     ----------
-    contain_me: List[Union[IconBut, vue.Tooltip]]
+    contain_me: List[IconBut | vue.Tooltip]
         To house `ToggleIcons` in a parent component, pass `.contain_me` to
         parent component's children attribute.
 

src/market_analy/utils/ipywidgets_utils.py

@@ -23,8 +23,6 @@
     Double handled slider to select date ranges.
 """
 
-from __future__ import annotations
-
 import asyncio
 from collections.abc import Callable
 from contextlib import contextmanager

src/market_analy/utils/list_utils.py

@@ -1,7 +1,5 @@
 """Utility functions and classes for lists."""
 
-from __future__ import annotations
-
 from typing import Any, Literal
 from copy import copy
 

src/market_analy/utils/maths_utils.py

@@ -1,7 +1,5 @@
 """Mathematics utility functions and classes."""
 
-from __future__ import annotations
-
 import math
 
 

src/market_analy/utils/mkt_prices_utils.py

@@ -1,7 +1,5 @@
 """Utility funcions for market_prices library."""
 
-from __future__ import annotations
-
 import pandas as pd
 import market_prices as mp
 

src/market_analy/utils/pandas_utils.py

@@ -1,7 +1,5 @@
 """Utilities for operating on pandas DataFrame and Series."""
 
-from __future__ import annotations
-
 from typing import Any, Literal
 from zoneinfo import ZoneInfo
 

tests/conftest.py

@@ -1,7 +1,5 @@
 """Common pytest fixtures and test utility functions."""
 
-from __future__ import annotations
-
 from collections import abc
 import pathlib
 import pickle

tests/test_analysis.py

@@ -4,8 +4,6 @@
 return from one or two specific calls against hard-coded expected returns.
 """
 
-from __future__ import annotations
-
 from collections import abc
 import contextlib
 import io
@@ -828,7 +826,7 @@ def test_max_dec(self, analy, daily_pp, tz):
     def test_corr(self, analy, analy_other):
         f = analy.corr
         rtrn = f(analy_other, style=False, end="2022-12-31", days=20)
-        assert rtrn == 0.49620301268372446
+        assert round(rtrn, 11) == 0.49620301268
 
         rtrn = f(analy_other, end="2022-12-31", days=20)
         expected = "\\begin{table}\n\\caption{Correlation 20D to 2022-12-31  (2022-12-01 to 30)}\n\\begin{tabular}{lr}\n & BARC.L \\\\\nAZN.L & \\background-color#6bacd1 \\color#f1f1f1 0.50 \\\\\n\\end{tabular}\n\\end{table}\n"