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v0.3.0

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@cloudQuant cloudQuant released this 16 Mar 06:33
· 239 commits to master since this release

fincore v0.3.0

Highlights

  • 150+ financial metrics (returns, risk, drawdown, alpha/beta, capture ratios, timing, streaks)
  • AnalysisContext for lazy, cached computation with JSON/HTML export
  • RollingEngine for batch rolling metrics
  • Pluggable visualization backends (Matplotlib, HTML, Plotly, Bokeh)
  • Portfolio optimization (efficient frontier, risk parity, constrained)
  • Monte Carlo simulation & bootstrap
  • Performance attribution (Brinson, Fama-French, style analysis)
  • Lazy imports (~0.04s startup)

Bug Fixes

  • Fix plot_annual_returns pandas index.freq AttributeError
  • Fix CI publish workflow twine compatibility with Metadata-Version 2.4
  • Relax import time test thresholds for CI shared runners