Release version 0.0.12
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.
What's Changed
- changes basket instantiation and first shot at restructure by @rsueppel in #261
- Basket class update in new structure by Curran by @rsueppel in #263
- basket: changes to constructor and return functions by @rsueppel in #265
- various jobs by @rsueppel in #269
- Multiple baskets integrated. by @rsueppel in #271
- mainly changes to Basket test by @rsueppel in #270
- Merge pull request #270 from macrosynergy/basket_rs by @rsueppel in #272
- Latest versions. by @Ksteeds in #273
- mainly updates target_positions by @rsueppel in #274
- fix round bug in view_grades by @rsueppel in #275
- target_positions review by @rsueppel in #278
- Correlation Matrix. by @Ksteeds in #279
- Feature/basket single by @Ksteeds in #280
- changes facet grid by @rsueppel in #281
- mainly edit of target_positions docstring by @rsueppel in #283
- Feature/basket_single by @Ksteeds in #276
- Connection test added. by @Ksteeds in #282
- small changes and todos to target positions by @rsueppel in #285
- basket.py by @Ksteeds in #262
- target_postion docstring update by @rsueppel in #286
- Feature/management optimisation by @Ksteeds in #287
- Feature/df_updates by @Ksteeds in #288
- adds update_df to init and sets consistent function and argument names by @rsueppel in #289
- hedge ratio template by @rsueppel in #291
- Update README.md by @Ksteeds in #295
- Update README.md by @Ksteeds in #294
- Hedging rs by @rsueppel in #296
- adding positive/negative recall by @rsueppel in #298
- Feature/naive_pnl by @Ksteeds in #300
- correct positive ratios in signal_return by @rsueppel in #301
- modifies make_zn_score use in naive_pnls by @rsueppel in #303
- discrimination issue rough fix by @rsueppel in #297
- todos for daily hedge ratios and hedged returns by @rsueppel in #304
- Feature/naive_pnl by @Ksteeds in #308
- Category relations rs by @rsueppel in #310
- bugfix for incorrect PnL labeling in plot_pnls by @rsueppel in #314
- Feature/category relations graph by @rsueppel in #316
- small changes and todos for hedge ratio by @rsueppel in #315
- reg_scatter issues by @rsueppel in #317
- Category_Relations by @Ksteeds in #312
- Feature/category_relations by @Ksteeds in #318
- Signal return rs: new table and metrics by @rsueppel in #320
- ToDos for make_long_pnl by @Ksteeds in #324
- added formalities and three todos by @rsueppel in #323
- Feature/naive_pnl by @Ksteeds in #322
- update_df.py by @Ksteeds in #292
- hedge_ratio.py by @Ksteeds in #293
- integrate clustering and frequencty conversion in original correl_mat… by @rsueppel in #326
- Feature/correl_matrix by @Ksteeds in #325
- Feature/dq_break by @Ksteeds in #331
- feature/dq_break by @Ksteeds in #332
- Feature/dq_break by @Ksteeds in #333
- fixes coef_box None assert failure by @rsueppel in #334
- Feature/dq_break by @Ksteeds in #335
- Feature/dq_break by @Ksteeds in #337
- Feature/portfolio_hedging_unit by @Ksteeds in #329
- add sig_neg option to SignalReturnRelations by @rsueppel in #339
- Feature/signal_return by @Ksteeds in #328
- Feature/signal_return by @Ksteeds in #341
- todos for sstrength_plot and signal_display in naive_pnl by @rsueppel in #346
- Bugfix/update_df by @Ksteeds in #347
- renames naive_pnl signal functions, edits documentation and makes min… by @rsueppel in #348
- naive_pnl cleanups and one more Todo by @rsueppel in #351
- make_relative_value cleanups and Todos by @rsueppel in #350
- bugfix/make_rv by @Ksteeds in #349
- feature/NaivePnL by @Ksteeds in #344
- signal_return: secure correct order of years in table by @rsueppel in #355
- adds important documentation to summary_table by @rsueppel in #354
- Modify README and docs by @lsimonsen in #366
- Implement corrections for simplifications by @lsimonsen in #367
- feature/dq_oauth by @Ksteeds in #361
- v0.0.12 by @lsimonsen in #368
- Release of version 0.0.12 by @lsimonsen in #369
Full Changelog: v0.0.11...v0.0.12