stockcast 0.2.0

pip install --upgrade stockcast

Documentation: https://filtheo.github.io/stockcast/

Rolling forecast targets from one table, a decision-level order-variance
metric, and faster, leaner runs. No breaking change: every 0.1.0 call gives
the same result.

What's new

• Rolling targets from one table. rolling_schedule(policy, targets, inventory, ...) fits one copy of the policy per forecast origin and
  returns the policy_schedule a run needs. It checks that every origin
  falls on a decision and that every product has its target there. See
  refresh targets as forecasts roll.
• One target per decision, when you ask for it. With
  allow_target_reuse=False, run and run_comparison require a fitted
  target for every decision and name the first one without its own. By
  default a policy keeps its target until the schedule replaces it, as
  before.
• Gaps in the targets. With missing_targets="no_order", a product
  without a target at a decision places no order there, and the event table
  marks that row in the new target_missing_flag column. A constraint or
  callback that would order such a product stops the run. The default,
  "raise", stops the run before it starts, as before.
• Order variance. order_variance is the variance of order quantities
  over the decisions, zero orders included, per SKU and then averaged over
  SKUs: the order variance of
  Zhou, Arik and Wang (2023). See
  evaluation and metrics.
• Group by one column name. InventoryEvaluator.evaluate(..., groupby="unique_id") now works like groupby=["unique_id"].
• Large panels. A new recipe, run large panels,
  runs SKUs in chunks and checks that the results equal one big run.
• Faster and leaner runs. Runs that refit their targets at every
  decision are faster, and runs hold less memory. Event tables,
  histories, order frames and every fingerprint in the run manifest are
  unchanged; the manifest records the new package version.

Compatibility

Every 0.1.0 call gives the same result. The new event column
target_missing_flag appears only in runs with missing_targets="no_order",
and the new run_settings keys appear only when used:
allow_target_reuse when it is False, and missing_targets with
"no_order".