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fix(deps): update dependency quantstats to v0.0.70#153

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tschm merged 1 commit intomainfrom
renovate/quantstats-0.x
Aug 8, 2025
Merged

fix(deps): update dependency quantstats to v0.0.70#153
tschm merged 1 commit intomainfrom
renovate/quantstats-0.x

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@renovate renovate Bot commented Aug 8, 2025

This PR contains the following updates:

Package Change Age Confidence
quantstats ==0.0.69 -> ==0.0.70 age confidence

Release Notes

ranaroussi/quantstats (quantstats)

v0.0.70

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  • Fixed chart naming inconsistency: renamed "Daily Active Returns" to "Daily Active Returns (Cumulative Sum)" and "Daily Returns" to "Daily Returns (Cumulative Sum)" to accurately reflect that charts show cumulative values (fixes issue #​454)
  • Fixed CAGR calculation bug where years were incorrectly calculated using calendar days instead of trading periods, causing drastically reduced CAGR values (fixes issue #​458)
  • Fixed inconsistent EOY returns for benchmarks by preserving original benchmark data for aggregation while aligning to strategy index for other calculations (fixes issue #​457)

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🚦 Automerge: Enabled.

Rebasing: Whenever PR is behind base branch, or you tick the rebase/retry checkbox.

🔕 Ignore: Close this PR and you won't be reminded about this update again.


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@tschm tschm merged commit 076d00a into main Aug 8, 2025
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@tschm tschm deleted the renovate/quantstats-0.x branch August 8, 2025 21:13
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