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Release of version 0.0.12 #369

Merged
merged 457 commits into from
Jun 1, 2022
Merged

Release of version 0.0.12 #369

merged 457 commits into from
Jun 1, 2022

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lsimonsen
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@lsimonsen lsimonsen commented Jun 1, 2022 •
edited

Release notes:

  • Improved functionality for valuating strategy factors both statistically and on the pnl side
  • Added DataQuery OAuth as an authentication option the DataQuery interface, and created a separate DataQuery subpackage.
  • Simplified the README.md file for easier installation instructions.

rsueppel and others added 30 commits March 22, 2022 16:58
@rsueppel
adds Todos for hedge_ratio
aa7cea2
@rsueppel
small potatoe
d85f691
@Ksteeds
Merge branch 'feature/portfolio_hedging' into hedging_rs
0378ecb
@Ksteeds
Merge pull request #296 from macrosynergy/hedging_rs
4796843 
Hedging rs
@Ksteeds
Temporary submission solving conflicts.
8142839
@Ksteeds
Unsubstantial changes.
cbb11cc
@Ksteeds
Temporary submission.
c17e884
@Ksteeds
ToDos complete.
1681e68
@Ksteeds
Visualisation added.
522bf9d
@Ksteeds
Temporary submission.
3217820
@Ksteeds
Code modularised and doc strings added.
712941e
@Ksteeds
Slight corrections.
8c5ac4a
@rsueppel
hedge ratio discrimination of unhedged returns and benchmark returns …
6f95a04 
…and shortened code for rebal dates.
@rsueppel
small potatoe
d06b9b9
@rsueppel
adding positive/negative recall
9d12bb3
@Ksteeds
Merge pull request #298 from macrosynergy/rs_signalreturn
57f6a97 
adding positive/negative recall
@Ksteeds
Temporary commit whilst switching projects.
b8f853f
@Ksteeds
Temporary submission.
ea4c276
@Ksteeds
Continued work.
51af985
@Ksteeds
Revision.
c447b94
@rsueppel
Merge pull request #300 from macrosynergy/feature/naive_pnl
ae94d0f 
Feature/naive_pnl
@rsueppel
correct positive ratios in signal_return
7bc64cf
@rsueppel
Merge branch 'develop' into rs_signalreturn
2101cd3
@Ksteeds
Merge pull request #301 from macrosynergy/rs_signalreturn
ac1f91a 
correct positive ratios in signal_return
@Ksteeds
Slight revision.
feb6276
@Ksteeds
Merge branch 'develop' into feature/naive_pnl
29ab14a
@rsueppel
modifies make_zn_score use in naive_pnls
8b1969a
@Ksteeds
Merge pull request #303 from macrosynergy/rs_signalreturn
2c6c3cb 
modifies make_zn_score use in naive_pnls
@Ksteeds
Merge branch 'feature/portfolio_hedging' into hedging_rs
6377014
@Ksteeds
Merge pull request #297 from macrosynergy/hedging_rs
403d86b 
discrimination issue rough fix
Ksteeds and others added 25 commits May 27, 2022 17:21
@Ksteeds
Major refectoring to handle OAuth.
43b029e
@Ksteeds
Accessing DQ through certificates.
c2ee3f8
@Ksteeds
Alignment with certificate Class.
cd79cf3
@Ksteeds
Subtle but significant bug.
19f3c18
@Ksteeds
Same as above.
b748f69
@Ksteeds
Testing complete.
188517c
@lsimonsen
Modify README and docs
53f1a9e
@Ksteeds
Immaterial changes.
6d1fe41
@Ksteeds
Immaterial changes.
9756330
@Ksteeds
Retention of token until it expires.
ef46d75
@Ksteeds
Minor error regarding datetime.
5026d92
@Ksteeds
Moved to separate folder.
04c4a4d
@Ksteeds
Moved to dataquery folder.
6b90c6f
@Ksteeds
Moved to separate folder.
a28df0e
@Ksteeds
Reconfigured to be redirected to new file.
c6d5d1f
@lsimonsen
Implement corrections
2d2b772
@rsueppel
Merge pull request #366 from macrosynergy/feature/docs
1f5bae1 
Modify README and docs
@lsimonsen
Modifications
fa02095
@lsimonsen
After checking valid responses
91718a9
@lsimonsen
Merge pull request #367 from macrosynergy/feature/dq_oauth_corrections
c6f937c 
Implement corrections for simplifications
@lsimonsen
v0.0.12
e282056
@lsimonsen
Merge branch 'develop' into feature/dq_oauth
388fcce
@lsimonsen
Merge pull request #361 from macrosynergy/feature/dq_oauth
fd16d8c 
feature/dq_oauth
@lsimonsen
Merge branch 'develop' into feature/v0.0.12
2eb3e7a
@rsueppel
Merge pull request #368 from macrosynergy/feature/v0.0.12
bcdd317 
v0.0.12
@lsimonsen lsimonsen requested a review from rsueppel June 1, 2022 11:17
@lsimonsen lsimonsen merged commit c2e746b into main Jun 1, 2022
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@lsimonsen @rsueppel @Ksteeds