v1.1.1

Highlights

• Improved the numerical stability of rolling standard deviation in both the Numba and Rust engines.
• Corrected the deflated Sharpe ratio to use non-excess kurtosis and to ignore missing returns. Results change, especially for fat-tailed or low-frequency returns.
• Aligned expanding mean/std across engines when minp exceeds the number of rows.
• Made bundled plotting themes compatible with Plotly 7.
• Migrated the documentation site to Zensical.

What's Changed

Fixes

• Use Welford's algorithm for numerically stable rolling std by @Starlight143 in #864
• Improve rolling std numerical stability in the Numba and Rust engines by @polakowo
• Use non-excess kurtosis and omit NaNs in deflated Sharpe ratio by @Cashubski in #872
• Return NaN from expanding_mean/expanding_std when minp exceeds the length by @Cashubski in #873
• Avoid out-of-bounds reads on empty input in expanding min/max and drawdowns by @polakowo
• Remove obsolete Mapbox template entries for Plotly 7 compatibility by @polakowo

Documentation

• Migrate the docs site from MkDocs to Zensical by @polakowo
• Improve edition guidance and feature references by @polakowo

Packaging

• Bump vectorbt-rust to 1.1.1 by @polakowo

New Contributors

• @Starlight143 made their first contribution in #864
• @Cashubski made their first contribution in #872

Full Changelog: v1.1.0...v1.1.1