v0.1.16
What's Changed
- Chore: Develop←Main after v0.1.15 by @Magnus167 in #1691
- Feature: map test using linearmodels package by @rushilg99 in #1678
- Chore: Update setup.py, for v0.1.16 by @Magnus167 in #1692
- Bugfix: Remove ticker column from the list of metric_cols by @sandresen1 in #1694
- Feature: Change preferred sorting order for standard QDF by @Magnus167 in #1695
- Feature: Adding
ax_hline
&ax_vline
tomsv.LinePlot
by @Magnus167 in #1696 - Bugfix: Fix error in create_result_df concatenation and add type checks and unit test by @sandresen1 in #1697
- Feature: Uncomment main script in naive pnl by @sandresen1 in #1698
- Feature: Add single_scatter argument in reg_scatter, also implement bug fixes and format issues in reg_scatter by @sandresen1 in #1703
- Bugfix: Fix error when cid used as benchmark return in return beta isn't used as a cid in benchmark return and xcat is xcat_hedge by @sandresen1 in #1704
- Feature: Allow for renaming and reindexing of single statistic table by @sandresen1 in #1705
- Feature: Add dictionary argument to multiple_relations_table to allow for labelling of xcats and rets and sorting by @sandresen1 in #1707
- Feature: Change how default size works in reg_scatter by @sandresen1 in #1709
- Feature: Additons to evaluate_pnls by @sandresen1 in #1710
- Feature: Consistency score for naive PnL by @rushilg99 in #1713
- Bugfix: Fix negation on signals in Signal Return Relations by @sandresen1 in #1712
- Bugfix: Change label in evaluate_pnl by @sandresen1 in #1714
- Bugfix: Fix multiple pnl cols by @sandresen1 in #1715
- Feature: Change order of evaluate_pnl table by @sandresen1 in #1717
- Feature: Add readme to signal sub package by @sandresen1 in #1718
- Feature: Remove unused imports by @sandresen1 in #1719
- Chore: Start release for v0.1.16 by @sandresen1 in #1720
- Chore: Develop -> Test by @sandresen1 in #1721
- Chore: Test -> Main by @sandresen1 in #1722
- Bugfix: Change typing by @sandresen1 in #1724
- Chore: Develop -> Test by @emhbrine in #1725
- Bugfix: Fix Dict typing by @emhbrine in #1727
- Chore: Develop -> Test by @emhbrine in #1728
- Chore: Test -> Main by @emhbrine in #1726
- Chore: Main -> Develop by @sandresen1 in #1723
Full Changelog: v0.1.15...v0.1.16