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Backtest modules release

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@GongJr0 GongJr0 released this 12 Jan 13:52

The release includes BtEngine and BtStrategy to enable backtesting capability with a pipeline being developed to automatically backtest optimized portfolios from Markowitz and nCrOptimize.

Error Handling and Cache Refactor

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@GongJr0 GongJr0 released this 05 Jan 14:15
0a8e95c

Increased the assertions and error check in all modules. Moved the caching modules to the single Cache.py file and refactored the classes to have a layer of abstraction by inheriting common functions from the new CacheConstructor class.

`nCrResult` Module release

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@GongJr0 GongJr0 released this 03 Jan 16:28

This release includes the nCrResult custom type as the return of the nCrOptimize.optimize_space method. nCrResult extends the standard python list type and provides added functionality around visualization and report compilation regarding the outcome of the weight optimizations.

Automated Portfolio Selection

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@GongJr0 GongJr0 released this 02 Jan 06:27
4480eab

This release incorporates the nCrEngine, nCrOptimize, PortfolioCache, and nCrCache modules to allow access to the beta release of the combitation optimization functionality.

Sentiment bug fixes

Sentiment bug fixes Pre-release
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@GongJr0 GongJr0 released this 28 Dec 07:57

Fixed an issue with FinBERT label ordering. Switched labels={0: "negative", 1: "neutral", 2: "positive"} with labels={0: "neutral", 1: "positive", 2: "negative"} to follow convention.

First Release

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@GongJr0 GongJr0 released this 28 Dec 06:18
b5bbec1

This is the initial release of the NeoPortfolio package that aims to extend the functionality of MPT and adjust the theoretical methodology from 1952 to todays standards through ML and automation.