(release_notes)= # Release Notes ## Release v1.7.1 ### New Features * Display probabilities of sharpes by [@emhbrine](https://github.com/emhbrine) in [PR #2683](https://github.com/macrosynergy/macrosynergy/pull/2683) * edge/API coverage for QDF & panel hot-path helpers [2/4 split of #2695] by [@lsimonsen](https://github.com/lsimonsen) in [PR #2700](https://github.com/macrosynergy/macrosynergy/pull/2700) * `SignalReturnRelations.single_statistic_table()` add features to emphasize and order xcats by [@Magnus167](https://github.com/Magnus167) in [PR #2703](https://github.com/macrosynergy/macrosynergy/pull/2703) * add panel_ewm_sum (fast EWM moving sum on business-day grid) by [@lsimonsen](https://github.com/lsimonsen) in [PR #2707](https://github.com/macrosynergy/macrosynergy/pull/2707) * frequency-aware annualization (eop-cadence inference) by [@lsimonsen](https://github.com/lsimonsen) in [PR #2708](https://github.com/macrosynergy/macrosynergy/pull/2708) * SignalReturnRelations to ensure each `self.cids` has at least one signal and one return by [@Magnus167](https://github.com/Magnus167) in [PR #2714](https://github.com/macrosynergy/macrosynergy/pull/2714) * Add `thresh` parameter for winsorization in InformationStateChanges annualization by [@Magnus167](https://github.com/Magnus167) in [PR #2715](https://github.com/macrosynergy/macrosynergy/pull/2715) * Added `NaivePnl.evaluate_pnls_html()` by [@milchi03](https://github.com/milchi03) in [PR #2717](https://github.com/macrosynergy/macrosynergy/pull/2717) ### Bugfixes * hedge ratio estimation window by [@scubastef](https://github.com/scubastef) in [PR #2690](https://github.com/macrosynergy/macrosynergy/pull/2690) * Basket accepts categorical QuantamentalDataFrame input [3/4 split of #2695] by [@lsimonsen](https://github.com/lsimonsen) in [PR #2701](https://github.com/macrosynergy/macrosynergy/pull/2701) * `SignalReturnRelations`, fixing issue with the state of `self.cids` by [@Magnus167](https://github.com/Magnus167) in [PR #2716](https://github.com/macrosynergy/macrosynergy/pull/2716) **Full Changelog**: [v1.7.0←v1.7.1](https://github.com/macrosynergy/macrosynergy/compare/v1.7.0...v1.7.1) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.7.1) ____________________ ## Release v1.7.0 ### New Features * add y-axis label option to timeline plots by [@scubastef](https://github.com/scubastef) in [PR #2666](https://github.com/macrosynergy/macrosynergy/pull/2666) * improvements to DSWS API integration by [@mikiinterfiore](https://github.com/mikiinterfiore) in [PR #2670](https://github.com/macrosynergy/macrosynergy/pull/2670) * Corrected MONTHLY_QUOTA_PER_USER by [@mikiinterfiore](https://github.com/mikiinterfiore) in [PR #2671](https://github.com/macrosynergy/macrosynergy/pull/2671) * Test on Python 3.14 by [@emhbrine](https://github.com/emhbrine) in [PR #2675](https://github.com/macrosynergy/macrosynergy/pull/2675) * model averaging by [@rushilg99](https://github.com/rushilg99) in [PR #2678](https://github.com/macrosynergy/macrosynergy/pull/2678) * removed regressormixin check and added fit and predict by [@rushilg99](https://github.com/rushilg99) in [PR #2679](https://github.com/macrosynergy/macrosynergy/pull/2679) * `DataQueryFileAPIClient` - streaming logic for file downloads by [@Magnus167](https://github.com/Magnus167) in [PR #2681](https://github.com/macrosynergy/macrosynergy/pull/2681) ### Bugfixes * feature names in custom transformers by [@scubastef](https://github.com/scubastef) in [PR #2651](https://github.com/macrosynergy/macrosynergy/pull/2651) * mismatched labels in timeline plots by [@scubastef](https://github.com/scubastef) in [PR #2665](https://github.com/macrosynergy/macrosynergy/pull/2665) * add to twls to return_beta by [@scubastef](https://github.com/scubastef) in [PR #2672](https://github.com/macrosynergy/macrosynergy/pull/2672) * Fix file-extension handling in `JPMaQSDownload.download_all_to_disk` by [@Magnus167](https://github.com/Magnus167) in [PR #2680](https://github.com/macrosynergy/macrosynergy/pull/2680) * Restrict scipy version by [@emhbrine](https://github.com/emhbrine) in [PR #2689](https://github.com/macrosynergy/macrosynergy/pull/2689) **Full Changelog**: [v1.6.0←v1.7.0](https://github.com/macrosynergy/macrosynergy/compare/v1.6.0...v1.7.0) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.7.0) ____________________ ## Release v1.6.0 ### New Features * starting draft for new functions related to single securities by [@mikiinterfiore](https://github.com/mikiinterfiore) in [PR #2649](https://github.com/macrosynergy/macrosynergy/pull/2649) * Add significance to single statistic table by [@lsimonsen](https://github.com/lsimonsen) in [PR #2650](https://github.com/macrosynergy/macrosynergy/pull/2650) * Multilayer perceptron by [@rushilg99](https://github.com/rushilg99) in [PR #2654](https://github.com/macrosynergy/macrosynergy/pull/2654) * heatmap axis labels and footnote on single_statistic_table by [@lsimonsen](https://github.com/lsimonsen) in [PR #2655](https://github.com/macrosynergy/macrosynergy/pull/2655) * collapse constant index levels + xcat_labels / axis_label_levels on single_statistic_table heatmap by [@lsimonsen](https://github.com/lsimonsen) in [PR #2656](https://github.com/macrosynergy/macrosynergy/pull/2656) * freq_labels and agg_sigs_labels on single_statistic_table by [@lsimonsen](https://github.com/lsimonsen) in [PR #2659](https://github.com/macrosynergy/macrosynergy/pull/2659) ### Bugfixes * Failing LAD regressor tests by [@scubastef](https://github.com/scubastef) in [PR #2645](https://github.com/macrosynergy/macrosynergy/pull/2645) * Add TransactionCostsDictAdapter support to ProxyPnL class by [@Magnus167](https://github.com/Magnus167) in [PR #2646](https://github.com/macrosynergy/macrosynergy/pull/2646) * check_is_fitted compatibility by [@scubastef](https://github.com/scubastef) in [PR #2648](https://github.com/macrosynergy/macrosynergy/pull/2648) * view_availability labels by [@emhbrine](https://github.com/emhbrine) in [PR #2652](https://github.com/macrosynergy/macrosynergy/pull/2652) **Full Changelog**: [v1.5.7←v1.6.0](https://github.com/macrosynergy/macrosynergy/compare/v1.5.7...v1.6.0) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.6.0) ____________________ ## Release v1.5.7 ### New Features * Proxy PNL to accept a "costs" dictionary for cost imputation by [@Magnus167](https://github.com/Magnus167) in [PR #2530](https://github.com/macrosynergy/macrosynergy/pull/2530) * WLS option for return beta by [@scubastef](https://github.com/scubastef) in [PR #2605](https://github.com/macrosynergy/macrosynergy/pull/2605) * Sharpe stability ratio by [@emhbrine](https://github.com/emhbrine) in [PR #2610](https://github.com/macrosynergy/macrosynergy/pull/2610) * Adjust model fit check by [@scubastef](https://github.com/scubastef) in [PR #2624](https://github.com/macrosynergy/macrosynergy/pull/2624) * Reduce dataframe in NaivePnL by [@emhbrine](https://github.com/emhbrine) in [PR #2625](https://github.com/macrosynergy/macrosynergy/pull/2625) * Update base URL in DataQueryFileAPIClient for fallback-url testing by [@Magnus167](https://github.com/Magnus167) in [PR #2626](https://github.com/macrosynergy/macrosynergy/pull/2626) * adds upfront winsorization option for category to exclude massive out… by [@rsueppel](https://github.com/rsueppel) in [PR #2630](https://github.com/macrosynergy/macrosynergy/pull/2630) * adds xcats argument to make_zn_score with example and test by [@rsueppel](https://github.com/rsueppel) in [PR #2636](https://github.com/macrosynergy/macrosynergy/pull/2636) * Extend history merge by [@emhbrine](https://github.com/emhbrine) in [PR #2637](https://github.com/macrosynergy/macrosynergy/pull/2637) * Release v157 by [@emhbrine](https://github.com/emhbrine) in [PR #2639](https://github.com/macrosynergy/macrosynergy/pull/2639) ### Bugfixes * `contract_signals` - fix hedge ratio calculations by [@Magnus167](https://github.com/Magnus167) in [PR #2551](https://github.com/macrosynergy/macrosynergy/pull/2551) * `panel_calculator` not working with `np.inf` in calculation strings by [@Magnus167](https://github.com/Magnus167) in [PR #2622](https://github.com/macrosynergy/macrosynergy/pull/2622) * Fix `ScoreVisualisers` latest-period logic and label by [@Magnus167](https://github.com/Magnus167) in [PR #2623](https://github.com/macrosynergy/macrosynergy/pull/2623) * Fix backfill in extend_history by [@emhbrine](https://github.com/emhbrine) in [PR #2629](https://github.com/macrosynergy/macrosynergy/pull/2629) * Update historic volatility date selection logic and tests by [@Magnus167](https://github.com/Magnus167) in [PR #2632](https://github.com/macrosynergy/macrosynergy/pull/2632) * Enhance formula validation in panel_calculator by [@Magnus167](https://github.com/Magnus167) in [PR #2633](https://github.com/macrosynergy/macrosynergy/pull/2633) **Full Changelog**: [v1.5.6←v1.5.7](https://github.com/macrosynergy/macrosynergy/compare/v1.5.6...v1.5.7) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.5.7) ____________________ ## Release v1.5.6 ### New Features * handle missing values in strategies by [@scubastef](https://github.com/scubastef) in [PR #2558](https://github.com/macrosynergy/macrosynergy/pull/2558) * Category imbalance handling by [@rushilg99](https://github.com/rushilg99) in [PR #2561](https://github.com/macrosynergy/macrosynergy/pull/2561) * Clean up datastream by [@emhbrine](https://github.com/emhbrine) in [PR #2602](https://github.com/macrosynergy/macrosynergy/pull/2602) * footnotes by [@rsueppel](https://github.com/rsueppel) in [PR #2608](https://github.com/macrosynergy/macrosynergy/pull/2608) * Add external data provider by [@emhbrine](https://github.com/emhbrine) in [PR #2609](https://github.com/macrosynergy/macrosynergy/pull/2609) * removed NA checks for DF transformer by [@rushilg99](https://github.com/rushilg99) in [PR #2611](https://github.com/macrosynergy/macrosynergy/pull/2611) ### Bugfixes * remove failing test by [@scubastef](https://github.com/scubastef) in [PR #2615](https://github.com/macrosynergy/macrosynergy/pull/2615) * Updating `test_make_blacklist` by [@Magnus167](https://github.com/Magnus167) in [PR #2616](https://github.com/macrosynergy/macrosynergy/pull/2616) **Full Changelog**: [v1.5.5←v1.5.6](https://github.com/macrosynergy/macrosynergy/compare/v1.5.5...v1.5.6) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.5.6) ____________________ ## Release v1.5.5 ### New Features * Make pytorch optional dependency by [@emhbrine](https://github.com/emhbrine) in [PR #2593](https://github.com/macrosynergy/macrosynergy/pull/2593) * Update DQ File API Base URL by [@Magnus167](https://github.com/Magnus167) in [PR #2594](https://github.com/macrosynergy/macrosynergy/pull/2594) * Add integration tests for DataQueryFileAPIClient functionality by [@Magnus167](https://github.com/Magnus167) in [PR #2597](https://github.com/macrosynergy/macrosynergy/pull/2597) * Add torch for tests by [@emhbrine](https://github.com/emhbrine) in [PR #2600](https://github.com/macrosynergy/macrosynergy/pull/2600) **Full Changelog**: [v1.5.4←v1.5.5](https://github.com/macrosynergy/macrosynergy/compare/v1.5.4...v1.5.5) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.5.5) ____________________ ## Release v1.5.4 ### New Features * Update default labels on view_performance by [@emhbrine](https://github.com/emhbrine) in [PR #2580](https://github.com/macrosynergy/macrosynergy/pull/2580) * `view_timelines` to use min/max for y-limits instead of abs-max by [@Magnus167](https://github.com/Magnus167) in [PR #2581](https://github.com/macrosynergy/macrosynergy/pull/2581) * Add cid labels to score visualizer by [@emhbrine](https://github.com/emhbrine) in [PR #2583](https://github.com/macrosynergy/macrosynergy/pull/2583) * Add freq to ACF plot by [@emhbrine](https://github.com/emhbrine) in [PR #2584](https://github.com/macrosynergy/macrosynergy/pull/2584) * Sort ACF plot by [@emhbrine](https://github.com/emhbrine) in [PR #2586](https://github.com/macrosynergy/macrosynergy/pull/2586) **Full Changelog**: [v1.5.3←v1.5.4](https://github.com/macrosynergy/macrosynergy/compare/v1.5.3...v1.5.4) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.5.4) ____________________ ## Release v1.5.3 ### New Features * Return performance plot by [@emhbrine](https://github.com/emhbrine) in [PR #2556](https://github.com/macrosynergy/macrosynergy/pull/2556) * `DataQueryFileAPIClient` - add methods to download and parse JPMaQS metadata notifications by [@Magnus167](https://github.com/Magnus167) in [PR #2560](https://github.com/macrosynergy/macrosynergy/pull/2560) * linear composite weights and rebalancing by [@emhbrine](https://github.com/emhbrine) in [PR #2562](https://github.com/macrosynergy/macrosynergy/pull/2562) * Add validation for weights sum in `_weighted_covariance` for `historic_portfolio_vol` by [@Magnus167](https://github.com/Magnus167) in [PR #2564](https://github.com/macrosynergy/macrosynergy/pull/2564) * Add thresh to linear_composite by [@emhbrine](https://github.com/emhbrine) in [PR #2565](https://github.com/macrosynergy/macrosynergy/pull/2565) * Allow benchmark correl in multi_pnl by [@emhbrine](https://github.com/emhbrine) in [PR #2568](https://github.com/macrosynergy/macrosynergy/pull/2568) * Improve multi pnl plot style by [@emhbrine](https://github.com/emhbrine) in [PR #2570](https://github.com/macrosynergy/macrosynergy/pull/2570) ### Bugfixes * Add JPMaQS dataset theme mapping to DataQueryFileAPIClient by [@Magnus167](https://github.com/Magnus167) in [PR #2559](https://github.com/macrosynergy/macrosynergy/pull/2559) **Full Changelog**: [v1.5.2←v1.5.3](https://github.com/macrosynergy/macrosynergy/compare/v1.5.2...v1.5.3) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.5.3) ____________________ ## Release v1.5.2 ### New Features * Enhance calculation parsing in `panel_calculator` by [@Magnus167](https://github.com/Magnus167) in [PR #2520](https://github.com/macrosynergy/macrosynergy/pull/2520) ### Bugfixes * Update DQ v2 API delay and DQ File API file listing functionality by [@Magnus167](https://github.com/Magnus167) in [PR #2552](https://github.com/macrosynergy/macrosynergy/pull/2552) **Full Changelog**: [v1.5.1←v1.5.2](https://github.com/macrosynergy/macrosynergy/compare/v1.5.1...v1.5.2) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.5.2) ____________________ ## Release v1.5.1 ### New Features * Multilayer perceptron by [@rushilg99](https://github.com/rushilg99) in [PR #2538](https://github.com/macrosynergy/macrosynergy/pull/2538) * MLPTrainer by [@emhbrine](https://github.com/emhbrine) in [PR #2541](https://github.com/macrosynergy/macrosynergy/pull/2541) * Restrict pandas version to <3.0.0 by [@Magnus167](https://github.com/Magnus167) in [PR #2543](https://github.com/macrosynergy/macrosynergy/pull/2543) **Full Changelog**: [v1.5.0←v1.5.1](https://github.com/macrosynergy/macrosynergy/compare/v1.5.0...v1.5.1) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.5.1) ____________________ ## Release v1.5.0 ### New Features * Add methods to retrieve PnL-related data in NaivePnL class by [@Magnus167](https://github.com/Magnus167) in [PR #2493](https://github.com/macrosynergy/macrosynergy/pull/2493) * Add labels for accuracy_bars plot by [@emhbrine](https://github.com/emhbrine) in [PR #2518](https://github.com/macrosynergy/macrosynergy/pull/2518) **Full Changelog**: [v1.4.1←v1.5.0](https://github.com/macrosynergy/macrosynergy/compare/v1.4.1...v1.5.0) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.5.0) ____________________ ## Release v1.4.1 ### New Features * Add support for identifying large delta files based on datetime criteria by [@Magnus167](https://github.com/Magnus167) in [PR #2507](https://github.com/macrosynergy/macrosynergy/pull/2507) * Save parquet files without QDF conversion by [@Magnus167](https://github.com/Magnus167) in [PR #2508](https://github.com/macrosynergy/macrosynergy/pull/2508) * Add functionality to check file integrity after a download run by [@Magnus167](https://github.com/Magnus167) in [PR #2510](https://github.com/macrosynergy/macrosynergy/pull/2510) * Support for multi-output modelling by [@rushilg99](https://github.com/rushilg99) in [PR #2511](https://github.com/macrosynergy/macrosynergy/pull/2511) ### Bugfixes * Restrict pytest version by [@emhbrine](https://github.com/emhbrine) in [PR #2513](https://github.com/macrosynergy/macrosynergy/pull/2513) **Full Changelog**: [v1.4.0←v1.4.1](https://github.com/macrosynergy/macrosynergy/compare/v1.4.0...v1.4.1) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.4.1) ____________________ ## Release v1.4.0 ### New Features * Refactor output structure in DataQueryFileAPIClient by [@Magnus167](https://github.com/Magnus167) in [PR #2492](https://github.com/macrosynergy/macrosynergy/pull/2492) * Integrate Polars for data processing and format conversion by [@Magnus167](https://github.com/Magnus167) in [PR #2496](https://github.com/macrosynergy/macrosynergy/pull/2496) * Add lazy-loading functionality for `DataQueryFileAPIClient` by [@Magnus167](https://github.com/Magnus167) in [PR #2500](https://github.com/macrosynergy/macrosynergy/pull/2500) ### Bugfixes * Add `cross_asset_effects` to module exports by [@Magnus167](https://github.com/Magnus167) in [PR #2497](https://github.com/macrosynergy/macrosynergy/pull/2497) * Update `SignalReturnRelations` to exclude 'last_updated' from metric columns in `apply_slip` by [@Magnus167](https://github.com/Magnus167) in [PR #2498](https://github.com/macrosynergy/macrosynergy/pull/2498) * `view_correlation` - fix `_parse_labels` function to handle empty keys gracefully by [@Magnus167](https://github.com/Magnus167) in [PR #2499](https://github.com/macrosynergy/macrosynergy/pull/2499) **Full Changelog**: [v1.3.8←v1.4.0](https://github.com/macrosynergy/macrosynergy/compare/v1.3.8...v1.4.0) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.4.0) ____________________ ## Release v1.3.8 ### New Features * Add `sq_std` for `historic_vol` by [@Magnus167](https://github.com/Magnus167) in [PR #2472](https://github.com/macrosynergy/macrosynergy/pull/2472) * Enhancing `DataQueryFileAPIClient` for QDF handling by [@Magnus167](https://github.com/Magnus167) in [PR #2474](https://github.com/macrosynergy/macrosynergy/pull/2474) * Implement `JPMaQSFusionClient.get_all_seriesmembers_for_all_datasets()` by [@Magnus167](https://github.com/Magnus167) in [PR #2475](https://github.com/macrosynergy/macrosynergy/pull/2475) * Change create_results_dataframe to ingest a NaivePnl Object by [@sandresen1](https://github.com/sandresen1) in [PR #2477](https://github.com/macrosynergy/macrosynergy/pull/2477) ### Bugfixes * `DataQueryFileAPIClient`, set `qdf=True` by default and update documentation by [@Magnus167](https://github.com/Magnus167) in [PR #2480](https://github.com/macrosynergy/macrosynergy/pull/2480) **Full Changelog**: [v1.3.7←v1.3.8](https://github.com/macrosynergy/macrosynergy/compare/v1.3.7...v1.3.8) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.3.8) ____________________ ## Release v1.3.7 ### New Features * Implement `DataQueryFileAPIClient` by [@Magnus167](https://github.com/Magnus167) in [PR #2452](https://github.com/macrosynergy/macrosynergy/pull/2452) ### Bugfixes * reduce_df accept NumPy array by [@emhbrine](https://github.com/emhbrine) in [PR #2457](https://github.com/macrosynergy/macrosynergy/pull/2457) * Update label validation for `view_correlation` by [@Magnus167](https://github.com/Magnus167) in [PR #2464](https://github.com/macrosynergy/macrosynergy/pull/2464) * `JPMorganOAuth` - refactor authentication header methods for compatibility by [@Magnus167](https://github.com/Magnus167) in [PR #2466](https://github.com/macrosynergy/macrosynergy/pull/2466) * Update DataQueryFileAPIClient documentation example with specific date by [@Magnus167](https://github.com/Magnus167) in [PR #2468](https://github.com/macrosynergy/macrosynergy/pull/2468) **Full Changelog**: [v1.3.6←v1.3.7](https://github.com/macrosynergy/macrosynergy/compare/v1.3.6...v1.3.7) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.3.7) ____________________ ## Release v1.3.6 ### New Features * Implement `JPMorganOAuth` to provide common OAuth workflows by [@Magnus167](https://github.com/Magnus167) in [PR #2453](https://github.com/macrosynergy/macrosynergy/pull/2453) * PLSTransformer by [@rushilg99](https://github.com/rushilg99) in [PR #2458](https://github.com/macrosynergy/macrosynergy/pull/2458) ### Bugfixes * Fixing minor styling and lint errors by [@Magnus167](https://github.com/Magnus167) in [PR #2451](https://github.com/macrosynergy/macrosynergy/pull/2451) * Refactor Fusion API delay handling by [@Magnus167](https://github.com/Magnus167) in [PR #2455](https://github.com/macrosynergy/macrosynergy/pull/2455) * Add `timeout` & `api_delay` parameters to `request_wrapper` functions by [@Magnus167](https://github.com/Magnus167) in [PR #2456](https://github.com/macrosynergy/macrosynergy/pull/2456) **Full Changelog**: [v1.3.5←v1.3.6](https://github.com/macrosynergy/macrosynergy/compare/v1.3.5...v1.3.6) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.3.6) ____________________ ## Release v1.3.5 ### New Features * Adding `title_fontsize` to plotting function by [@sophiesoups](https://github.com/sophiesoups) in [PR #2444](https://github.com/macrosynergy/macrosynergy/pull/2444) **Full Changelog**: [v1.3.4←v1.3.5](https://github.com/macrosynergy/macrosynergy/compare/v1.3.4...v1.3.5) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.3.5) ____________________ ## Release v1.3.4 ### New Features * Enhance Fusion download experience by [@Magnus167](https://github.com/Magnus167) in [PR #2407](https://github.com/macrosynergy/macrosynergy/pull/2407) * `check_availability`, add row order handling for heatmap visualization by [@Magnus167](https://github.com/Magnus167) in [PR #2420](https://github.com/macrosynergy/macrosynergy/pull/2420) * Add validation and refactor row order handling in `check_availability`/`view_panel_dates` by [@Magnus167](https://github.com/Magnus167) in [PR #2431](https://github.com/macrosynergy/macrosynergy/pull/2431) * Enhance rebalancing frequency options in `NaivePnL` class by [@Magnus167](https://github.com/Magnus167) in [PR #2433](https://github.com/macrosynergy/macrosynergy/pull/2433) * Add docstrings for deprecated methods in `SignalReturnRelations` by [@sophiesoups](https://github.com/sophiesoups) in [PR #2435](https://github.com/macrosynergy/macrosynergy/pull/2435) * New cross_asset_effects panel function by [@mikiinterfiore](https://github.com/mikiinterfiore) in [PR #2436](https://github.com/macrosynergy/macrosynergy/pull/2436) * Improving docstrings by [@mikiinterfiore](https://github.com/mikiinterfiore) in [PR #2437](https://github.com/macrosynergy/macrosynergy/pull/2437) * Sorting labels in view_timelines by [@emhbrine](https://github.com/emhbrine) in [PR #2438](https://github.com/macrosynergy/macrosynergy/pull/2438) ### Bugfixes * Fix example call in `check_availability` by [@Magnus167](https://github.com/Magnus167) in [PR #2432](https://github.com/macrosynergy/macrosynergy/pull/2432) * Warning raised when prob_est is map and only one country provided by [@rushilg99](https://github.com/rushilg99) in [PR #2434](https://github.com/macrosynergy/macrosynergy/pull/2434) **Full Changelog**: [v1.3.3←v1.3.4](https://github.com/macrosynergy/macrosynergy/compare/v1.3.3...v1.3.4) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.3.4) ____________________ ## Release v1.3.3 ### New Features * Add facet argument to view_ranges by [@sandresen1](https://github.com/sandresen1) in [PR #2419](https://github.com/macrosynergy/macrosynergy/pull/2419) * view_correlation cid labels by [@emhbrine](https://github.com/emhbrine) in [PR #2421](https://github.com/macrosynergy/macrosynergy/pull/2421) * Add normalized wights argument and Winsorize First by [@sandresen1](https://github.com/sandresen1) in [PR #2422](https://github.com/macrosynergy/macrosynergy/pull/2422) * Global local model and cross-sectional model by [@rushilg99](https://github.com/rushilg99) in [PR #2423](https://github.com/macrosynergy/macrosynergy/pull/2423) ### Bugfixes * Fix eop_lag calculation in sparse_to_dense by [@Magnus167](https://github.com/Magnus167) in [PR #2405](https://github.com/macrosynergy/macrosynergy/pull/2405) * fixed latex by [@rushilg99](https://github.com/rushilg99) in [PR #2427](https://github.com/macrosynergy/macrosynergy/pull/2427) **Full Changelog**: [v1.3.2←v1.3.3](https://github.com/macrosynergy/macrosynergy/compare/v1.3.2...v1.3.3) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.3.3) ____________________ ## Release v1.3.2 ### New Features * ffill zn scores by [@emhbrine](https://github.com/emhbrine) in [PR #2375](https://github.com/macrosynergy/macrosynergy/pull/2375) * Add share axes parameter in multiple reg scatter by [@sandresen1](https://github.com/sandresen1) in [PR #2410](https://github.com/macrosynergy/macrosynergy/pull/2410) * Remove zero predictors for separator by [@emhbrine](https://github.com/emhbrine) in [PR #2414](https://github.com/macrosynergy/macrosynergy/pull/2414) ### Bugfixes * Remove type conversion in apply slip by [@sandresen1](https://github.com/sandresen1) in [PR #2408](https://github.com/macrosynergy/macrosynergy/pull/2408) * Fix ordering for labels in view timelines by [@sandresen1](https://github.com/sandresen1) in [PR #2412](https://github.com/macrosynergy/macrosynergy/pull/2412) **Full Changelog**: [v1.3.1←v1.3.2](https://github.com/macrosynergy/macrosynergy/compare/v1.3.1...v1.3.2) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.3.2) ____________________ ## Release v1.3.1 ### New Features * MetaEstimator to ensure multi indexed dataframe output by [@rushilg99](https://github.com/rushilg99) in [PR #2388](https://github.com/macrosynergy/macrosynergy/pull/2388) * Upload Docker Image by [@sandresen1](https://github.com/sandresen1) in [PR #2394](https://github.com/macrosynergy/macrosynergy/pull/2394) * Add exclude own cid flag into make relative value by [@sandresen1](https://github.com/sandresen1) in [PR #2396](https://github.com/macrosynergy/macrosynergy/pull/2396) ### Bugfixes * Add minimum observation parameter to covariance estimation functionality by [@Magnus167](https://github.com/Magnus167) in [PR #2384](https://github.com/macrosynergy/macrosynergy/pull/2384) * `msv.correlation`, add observed parameter to down-sampling in correlation transformation by [@Magnus167](https://github.com/Magnus167) in [PR #2391](https://github.com/macrosynergy/macrosynergy/pull/2391) * improve basket handling and add error handling in `make_relative_value` by [@Magnus167](https://github.com/Magnus167) in [PR #2393](https://github.com/macrosynergy/macrosynergy/pull/2393) * Fix for make_relative_category basket by [@emhbrine](https://github.com/emhbrine) in [PR #2397](https://github.com/macrosynergy/macrosynergy/pull/2397) * Scipy version reduce by [@sandresen1](https://github.com/sandresen1) in [PR #2399](https://github.com/macrosynergy/macrosynergy/pull/2399) * Add installation in workflow by [@sandresen1](https://github.com/sandresen1) in [PR #2401](https://github.com/macrosynergy/macrosynergy/pull/2401) * Change requirements by [@sandresen1](https://github.com/sandresen1) in [PR #2403](https://github.com/macrosynergy/macrosynergy/pull/2403) **Full Changelog**: [1.3.0←v1.3.1](https://github.com/macrosynergy/macrosynergy/compare/1.3.0...v1.3.1) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.3.1) ____________________ ## Release v1.3.0 ### New Features * Adding JPMaQSFusionClient by [@Magnus167](https://github.com/Magnus167) in [PR #2352](https://github.com/macrosynergy/macrosynergy/pull/2352) * Change labelling for when lag is specified by [@sandresen1](https://github.com/sandresen1) in [PR #2367](https://github.com/macrosynergy/macrosynergy/pull/2367) * Add `last_updated` metric support to JPMaQSDownload by [@Magnus167](https://github.com/Magnus167) in [PR #2369](https://github.com/macrosynergy/macrosynergy/pull/2369) * snyk by [@emhbrine](https://github.com/emhbrine) in [PR #2370](https://github.com/macrosynergy/macrosynergy/pull/2370) * snyk fixes by [@emhbrine](https://github.com/emhbrine) in [PR #2371](https://github.com/macrosynergy/macrosynergy/pull/2371) * Add `remove_zero_predictor` to `multiple_reg_scatter` by [@emhbrine](https://github.com/emhbrine) in [PR #2374](https://github.com/macrosynergy/macrosynergy/pull/2374) * Allow for NAs in sklearn pipelines by [@rushilg99](https://github.com/rushilg99) in [PR #2377](https://github.com/macrosynergy/macrosynergy/pull/2377) ### Bugfixes * Prevent inplace editing of dictionary by [@sandresen1](https://github.com/sandresen1) in [PR #2368](https://github.com/macrosynergy/macrosynergy/pull/2368) * Remove default start date for visualizations by [@sandresen1](https://github.com/sandresen1) in [PR #2376](https://github.com/macrosynergy/macrosynergy/pull/2376) * feature importances set to None removed for ProbabilityEstimator by [@rushilg99](https://github.com/rushilg99) in [PR #2378](https://github.com/macrosynergy/macrosynergy/pull/2378) * Fix test for every version of sklearn by [@sandresen1](https://github.com/sandresen1) in [PR #2382](https://github.com/macrosynergy/macrosynergy/pull/2382) **Full Changelog**: [v1.2.3←1.3.0](https://github.com/macrosynergy/macrosynergy/compare/v1.2.3...1.3.0) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.3.0) ____________________ ## Release v1.2.3 ### New Features * VotingRegressor to support panel models by [@rushilg99](https://github.com/rushilg99) in [PR #2358](https://github.com/macrosynergy/macrosynergy/pull/2358) ### Bugfixes * Fix blacklist validation by [@emhbrine](https://github.com/emhbrine) in [PR #2357](https://github.com/macrosynergy/macrosynergy/pull/2357) **Full Changelog**: [v1.2.2←v1.2.3](https://github.com/macrosynergy/macrosynergy/compare/v1.2.2...v1.2.3) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.2.3) ____________________ ## Release v1.2.2 ### New Features * History Dependent Signals in Naive PnL by [@sandresen1](https://github.com/sandresen1) in [PR #2342](https://github.com/macrosynergy/macrosynergy/pull/2342) * Allow optional hyperparameter tuning by [@rushilg99](https://github.com/rushilg99) in [PR #2343](https://github.com/macrosynergy/macrosynergy/pull/2343) * Add horizontal line arg in view timelines by [@sandresen1](https://github.com/sandresen1) in [PR #2344](https://github.com/macrosynergy/macrosynergy/pull/2344) * Add additional docs by [@sandresen1](https://github.com/sandresen1) in [PR #2347](https://github.com/macrosynergy/macrosynergy/pull/2347) * Make panel_calculator compatible with 3.13 by [@emhbrine](https://github.com/emhbrine) in [PR #2351](https://github.com/macrosynergy/macrosynergy/pull/2351) **Full Changelog**: [v1.2.1←v1.2.2](https://github.com/macrosynergy/macrosynergy/compare/v1.2.1...v1.2.2) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.2.2) ____________________ ## Release v1.2.1 ### New Features * Cross-validation selection using generalization gaps by [@rushilg99](https://github.com/rushilg99) in [PR #2113](https://github.com/macrosynergy/macrosynergy/pull/2113) * Remove deprecated numpy nans by [@sandresen1](https://github.com/sandresen1) in [PR #2137](https://github.com/macrosynergy/macrosynergy/pull/2137) * `InformationStateChanges` - update documentation, add warnings for missing 'eop_lag' column, and add winsorise (`thresh`) functionality by [@Magnus167](https://github.com/Magnus167) in [PR #2318](https://github.com/macrosynergy/macrosynergy/pull/2318) * Optimise time in view timelines by [@sandresen1](https://github.com/sandresen1) in [PR #2320](https://github.com/macrosynergy/macrosynergy/pull/2320) * Optimise linear composite by [@sandresen1](https://github.com/sandresen1) in [PR #2327](https://github.com/macrosynergy/macrosynergy/pull/2327) * Add return_as_df param to score visualisers by [@sandresen1](https://github.com/sandresen1) in [PR #2328](https://github.com/macrosynergy/macrosynergy/pull/2328) * Add labels for xcats in check_availability by [@sandresen1](https://github.com/sandresen1) in [PR #2334](https://github.com/macrosynergy/macrosynergy/pull/2334) * Allow for kwarg of verify=False by [@sandresen1](https://github.com/sandresen1) in [PR #2336](https://github.com/macrosynergy/macrosynergy/pull/2336) ### Bugfixes * Rename 'winsorise' parameter to 'thresh' in `InformationStateChanges.to_qdf()` by [@Magnus167](https://github.com/Magnus167) in [PR #2322](https://github.com/macrosynergy/macrosynergy/pull/2322) **Full Changelog**: [v1.2.0←v1.2.1](https://github.com/macrosynergy/macrosynergy/compare/v1.2.0...v1.2.1) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.2.1) ____________________ ## Release v1.2.0 ### New Features * Proxy PNL → Ralph's Proxy PNL by [@Magnus167](https://github.com/Magnus167) in [PR #995](https://github.com/macrosynergy/macrosynergy/pull/995) * Proxy PNL → Ralph's Proxy PNL by [@Magnus167](https://github.com/Magnus167) in [PR #1067](https://github.com/macrosynergy/macrosynergy/pull/1067) * Proxy PNL → Ralph's Proxy PNL by [@Magnus167](https://github.com/Magnus167) in [PR #1087](https://github.com/macrosynergy/macrosynergy/pull/1087) * Proxy PNL → Ralph's Proxy PNL by [@Magnus167](https://github.com/Magnus167) in [PR #1113](https://github.com/macrosynergy/macrosynergy/pull/1113) * Proxy PNL → Ralph's Proxy PNL by [@Magnus167](https://github.com/Magnus167) in [PR #1183](https://github.com/macrosynergy/macrosynergy/pull/1183) * Proxy PNL → Ralph's Proxy PNL by [@Magnus167](https://github.com/Magnus167) in [PR #1213](https://github.com/macrosynergy/macrosynergy/pull/1213) * Proxy PNL → Ralph's Proxy PNL by [@Magnus167](https://github.com/Magnus167) in [PR #1221](https://github.com/macrosynergy/macrosynergy/pull/1221) * Proxy PNL → Ralph's Proxy PNL by [@Magnus167](https://github.com/Magnus167) in [PR #1239](https://github.com/macrosynergy/macrosynergy/pull/1239) * `ProxyPnL` add relative value to `contract_signals` by [@lsimonsen](https://github.com/lsimonsen) in [PR #1529](https://github.com/macrosynergy/macrosynergy/pull/1529) * `ProxyPnL` calculations including transaction costs by [@lsimonsen](https://github.com/lsimonsen) in [PR #1560](https://github.com/macrosynergy/macrosynergy/pull/1560) * Proxy PnL notes and check on version by [@lsimonsen](https://github.com/lsimonsen) in [PR #1575](https://github.com/macrosynergy/macrosynergy/pull/1575) * Add External data transformer by [@sandresen1](https://github.com/sandresen1) in [PR #2246](https://github.com/macrosynergy/macrosynergy/pull/2246) * Add `extend_dates` parameter to `apply_slip` utility by [@Magnus167](https://github.com/Magnus167) in [PR #2313](https://github.com/macrosynergy/macrosynergy/pull/2313) ### Bugfixes * Change the definition of "slip" in `apply_slip` by [@Magnus167](https://github.com/Magnus167) in [PR #2311](https://github.com/macrosynergy/macrosynergy/pull/2311) **Full Changelog**: [v1.1.4←v1.2.0](https://github.com/macrosynergy/macrosynergy/compare/v1.1.4...v1.2.0) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.2.0) ____________________ ## Release v1.1.4 ### New Features * Add normalize_to_pct parameter to adjust_weights function by [@Magnus167](https://github.com/Magnus167) in [PR #2281](https://github.com/macrosynergy/macrosynergy/pull/2281) * `InformationStateChanges` option to score by level by [@lsimonsen](https://github.com/lsimonsen) in [PR #2292](https://github.com/macrosynergy/macrosynergy/pull/2292) * Integrate `lincomb` as a backend to existing `adjust_weights` function by [@Magnus167](https://github.com/Magnus167) in [PR #2298](https://github.com/macrosynergy/macrosynergy/pull/2298) * `NaivePnL.plot_pnls()` to include `compounding` by [@Magnus167](https://github.com/Magnus167) in [PR #2299](https://github.com/macrosynergy/macrosynergy/pull/2299) * Add `blacklist` parameter to `adjust_weights` function by [@Magnus167](https://github.com/Magnus167) in [PR #2300](https://github.com/macrosynergy/macrosynergy/pull/2300) * Make `pnl_cats` parameter optional in `NaivePnL.evaluate_pnls()` by [@Magnus167](https://github.com/Magnus167) in [PR #2301](https://github.com/macrosynergy/macrosynergy/pull/2301) ### Bugfixes * Change compatibility check for pd.DataFrame.applymap by [@Magnus167](https://github.com/Magnus167) in [PR #2288](https://github.com/macrosynergy/macrosynergy/pull/2288) * Rename `PD_APPLY_MAP` to `PD_NEW_MAP` for clarity by [@Magnus167](https://github.com/Magnus167) in [PR #2291](https://github.com/macrosynergy/macrosynergy/pull/2291) * Labels fix for evaluate pnls table by [@sandresen1](https://github.com/sandresen1) in [PR #2294](https://github.com/macrosynergy/macrosynergy/pull/2294) * Fix blacklisting issue when no_zn_scores is true by [@sandresen1](https://github.com/sandresen1) in [PR #2296](https://github.com/macrosynergy/macrosynergy/pull/2296) * Fix NaN handling in normalization test by [@Magnus167](https://github.com/Magnus167) in [PR #2302](https://github.com/macrosynergy/macrosynergy/pull/2302) * Fix NaivePNL benchmark start & end dates by [@Magnus167](https://github.com/Magnus167) in [PR #2306](https://github.com/macrosynergy/macrosynergy/pull/2306) **Full Changelog**: [v1.1.3←v1.1.4](https://github.com/macrosynergy/macrosynergy/compare/v1.1.3...v1.1.4) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.1.4) ____________________ ## Release v1.1.3 ### New Features * `JPMaQSDownload` to be case-insensitive when filtering requested expressions from JPMaQS catalogue by [@Magnus167](https://github.com/Magnus167) in [PR #2252](https://github.com/macrosynergy/macrosynergy/pull/2252) * ACF/PACF plots by [@emhbrine](https://github.com/emhbrine) in [PR #2254](https://github.com/macrosynergy/macrosynergy/pull/2254) * Include DataQuery Interaction ID in response validation by [@Magnus167](https://github.com/Magnus167) in [PR #2256](https://github.com/macrosynergy/macrosynergy/pull/2256) * Add zero param for ACF by [@emhbrine](https://github.com/emhbrine) in [PR #2260](https://github.com/macrosynergy/macrosynergy/pull/2260) * Implement `adjust_weights` functionality by [@Magnus167](https://github.com/Magnus167) in [PR #2261](https://github.com/macrosynergy/macrosynergy/pull/2261) * Add a seed argument to `make_qdf` by [@Magnus167](https://github.com/Magnus167) in [PR #2262](https://github.com/macrosynergy/macrosynergy/pull/2262) * Remove zero option in reg_scatter by [@emhbrine](https://github.com/emhbrine) in [PR #2264](https://github.com/macrosynergy/macrosynergy/pull/2264) * Add `yticks_rotation` parameter to `ScoreVisualisers.view_snapshot` by [@Magnus167](https://github.com/Magnus167) in [PR #2265](https://github.com/macrosynergy/macrosynergy/pull/2265) * Update `temporary_seed` functionality to handle None and non-integer seeds by [@Magnus167](https://github.com/Magnus167) in [PR #2266](https://github.com/macrosynergy/macrosynergy/pull/2266) * Lagged correlation plot by [@emhbrine](https://github.com/emhbrine) in [PR #2267](https://github.com/macrosynergy/macrosynergy/pull/2267) * Probability estimator, voting models and ReturnForecaster class by [@rushilg99](https://github.com/rushilg99) in [PR #2268](https://github.com/macrosynergy/macrosynergy/pull/2268) * share y axis in facet plot by [@emhbrine](https://github.com/emhbrine) in [PR #2269](https://github.com/macrosynergy/macrosynergy/pull/2269) * Validation error handling by [@emhbrine](https://github.com/emhbrine) in [PR #2270](https://github.com/macrosynergy/macrosynergy/pull/2270) * Allow xcat labels to be a dictionary in view ranges by [@sandresen1](https://github.com/sandresen1) in [PR #2275](https://github.com/macrosynergy/macrosynergy/pull/2275) ### Bugfixes * Refactor error handling in response validation by [@Magnus167](https://github.com/Magnus167) in [PR #2257](https://github.com/macrosynergy/macrosynergy/pull/2257) * added exception handling to `expanding_stat` for missing dates by [@Magnus167](https://github.com/Magnus167) in [PR #2263](https://github.com/macrosynergy/macrosynergy/pull/2263) * Allow for missing xcats by [@sandresen1](https://github.com/sandresen1) in [PR #2276](https://github.com/macrosynergy/macrosynergy/pull/2276) * Change xcat label behaviour by [@sandresen1](https://github.com/sandresen1) in [PR #2277](https://github.com/macrosynergy/macrosynergy/pull/2277) * Change to Python 3.9 or later by [@sandresen1](https://github.com/sandresen1) in [PR #2285](https://github.com/macrosynergy/macrosynergy/pull/2285) **Full Changelog**: [v1.1.2←v1.1.3](https://github.com/macrosynergy/macrosynergy/compare/v1.1.2...v1.1.3) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.1.3) ____________________ ## Release v1.1.2 ### Bugfixes * Fix issue with frequency mapping in score visualiser and fix by [@sandresen1](https://github.com/sandresen1) in [PR #2243](https://github.com/macrosynergy/macrosynergy/pull/2243) * Remove ffill bug from ScoreVisualiser by [@sandresen1](https://github.com/sandresen1) in [PR #2245](https://github.com/macrosynergy/macrosynergy/pull/2245) **Full Changelog**: [v1.1.1←v1.1.2](https://github.com/macrosynergy/macrosynergy/compare/v1.1.1...v1.1.2) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.1.2) ____________________ ## Release v1.1.1 ### New Features * make_zn_scores unscore param by [@emhbrine](https://github.com/emhbrine) in [PR #2232](https://github.com/macrosynergy/macrosynergy/pull/2232) * `JPMaQSDownload`, default `end_date` to use last business day instead of 2-days-ahead by [@Magnus167](https://github.com/Magnus167) in [PR #2234](https://github.com/macrosynergy/macrosynergy/pull/2234) * `InformationStateChanges`, add `score_by` parameter for z-scoring methods by [@Magnus167](https://github.com/Magnus167) in [PR #2235](https://github.com/macrosynergy/macrosynergy/pull/2235) * Add arguments to sort snapshot by [@sandresen1](https://github.com/sandresen1) in [PR #2237](https://github.com/macrosynergy/macrosynergy/pull/2237) **Full Changelog**: [v1.1.0←v1.1.1](https://github.com/macrosynergy/macrosynergy/compare/v1.1.0...v1.1.1) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.1.1) ____________________ ## Release v1.1.0 ### New Features * Panel Imputer Class by [@sandresen1](https://github.com/sandresen1) in [PR #2204](https://github.com/macrosynergy/macrosynergy/pull/2204) * Add default start and end dates in panel imputer by [@sandresen1](https://github.com/sandresen1) in [PR #2207](https://github.com/macrosynergy/macrosynergy/pull/2207) * Add title argument to check_availability by [@sandresen1](https://github.com/sandresen1) in [PR #2211](https://github.com/macrosynergy/macrosynergy/pull/2211) * Add sig_mult argument to make_pnl by [@sandresen1](https://github.com/sandresen1) in [PR #2215](https://github.com/macrosynergy/macrosynergy/pull/2215) * Add additonal line to docs in make_pnl by [@sandresen1](https://github.com/sandresen1) in [PR #2216](https://github.com/macrosynergy/macrosynergy/pull/2216) * Add CodeQL and Snyk badges to README by [@Magnus167](https://github.com/Magnus167) in [PR #2217](https://github.com/macrosynergy/macrosynergy/pull/2217) * Nearest neighbors classifier by [@rushilg99](https://github.com/rushilg99) in [PR #2220](https://github.com/macrosynergy/macrosynergy/pull/2220) ### Bugfixes * Correction in date adjustment when factors are lagged by more than one by [@rushilg99](https://github.com/rushilg99) in [PR #2206](https://github.com/macrosynergy/macrosynergy/pull/2206) * Fix issue with returning blacklist dictionary by [@sandresen1](https://github.com/sandresen1) in [PR #2208](https://github.com/macrosynergy/macrosynergy/pull/2208) * Timeout after 10 seconds of hanging request by [@sandresen1](https://github.com/sandresen1) in [PR #2218](https://github.com/macrosynergy/macrosynergy/pull/2218) * Error check in `update_df()` by [@Magnus167](https://github.com/Magnus167) in [PR #2222](https://github.com/macrosynergy/macrosynergy/pull/2222) **Full Changelog**: [v1.0.7←v1.1.0](https://github.com/macrosynergy/macrosynergy/compare/v1.0.7...v1.1.0) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.1.0) ____________________ ## Release v1.0.7 ### New Features * view_timelines cid labels by [@emhbrine](https://github.com/emhbrine) in [PR #2172](https://github.com/macrosynergy/macrosynergy/pull/2172) * Add more robust unit test for checking attributes in sync by [@sandresen1](https://github.com/sandresen1) in [PR #2176](https://github.com/macrosynergy/macrosynergy/pull/2176) * Add kendall rank score to reg_scatter by [@sandresen1](https://github.com/sandresen1) in [PR #2179](https://github.com/macrosynergy/macrosynergy/pull/2179) * Added Matthew's Correlation Coefficient Scorer by [@sandresen1](https://github.com/sandresen1) in [PR #2182](https://github.com/macrosynergy/macrosynergy/pull/2182) * Add additional customisability to plotting functions by [@sandresen1](https://github.com/sandresen1) in [PR #2184](https://github.com/macrosynergy/macrosynergy/pull/2184) * Additional params for learning plots by [@emhbrine](https://github.com/emhbrine) in [PR #2187](https://github.com/macrosynergy/macrosynergy/pull/2187) * Add label fontsize for reg scatter by [@sandresen1](https://github.com/sandresen1) in [PR #2188](https://github.com/macrosynergy/macrosynergy/pull/2188) * Additional params for plotting by [@emhbrine](https://github.com/emhbrine) in [PR #2191](https://github.com/macrosynergy/macrosynergy/pull/2191) * extend_history method by [@emhbrine](https://github.com/emhbrine) in [PR #2195](https://github.com/macrosynergy/macrosynergy/pull/2195) * Add median option for relative reference to make_relative_value by [@sandresen1](https://github.com/sandresen1) in [PR #2197](https://github.com/macrosynergy/macrosynergy/pull/2197) ### Bugfixes * `msp.Basket.make_basket()`, errors when using `weight_meth="values"` by [@Magnus167](https://github.com/Magnus167) in [PR #2156](https://github.com/macrosynergy/macrosynergy/pull/2156) * Category Relations, `xcat_trims` failing when using only one value by [@Magnus167](https://github.com/Magnus167) in [PR #2160](https://github.com/macrosynergy/macrosynergy/pull/2160) * Linear Composites, improving error message by [@Magnus167](https://github.com/Magnus167) in [PR #2181](https://github.com/macrosynergy/macrosynergy/pull/2181) * Change correlation prob calc in category relations to only return kendall p value by [@sandresen1](https://github.com/sandresen1) in [PR #2183](https://github.com/macrosynergy/macrosynergy/pull/2183) * CategoryRelations fails when using `separator = year` with `xcat1_chg="diff"` by [@Magnus167](https://github.com/Magnus167) in [PR #2185](https://github.com/macrosynergy/macrosynergy/pull/2185) * Category Relations, incorrect index levels when using an int/years as a `separator` by [@Magnus167](https://github.com/Magnus167) in [PR #2190](https://github.com/macrosynergy/macrosynergy/pull/2190) * `CategoryRelations.reg_scatter()` for case with `labels=None, separator="cids"` by [@Magnus167](https://github.com/Magnus167) in [PR #2193](https://github.com/macrosynergy/macrosynergy/pull/2193) * Main←Develop, v1.0.7 by [@Magnus167](https://github.com/Magnus167) in [PR #2199](https://github.com/macrosynergy/macrosynergy/pull/2199) **Full Changelog**: [v1.0.6←v1.0.7](https://github.com/macrosynergy/macrosynergy/compare/v1.0.6...v1.0.7) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.0.7) ____________________ ## Release v1.0.6 ### New Features * Add integration test for downloading non-JPMAQS data by [@Magnus167](https://github.com/Magnus167) in [PR #2168](https://github.com/macrosynergy/macrosynergy/pull/2168) ### Bugfixes * Fix error in check_attributes_in_sync by [@sandresen1](https://github.com/sandresen1) in [PR #2170](https://github.com/macrosynergy/macrosynergy/pull/2170) * Change logging slightly to be less repetetive by [@sandresen1](https://github.com/sandresen1) in [PR #2171](https://github.com/macrosynergy/macrosynergy/pull/2171) * Main←Develop, for v1.0.6 by [@Magnus167](https://github.com/Magnus167) in [PR #2174](https://github.com/macrosynergy/macrosynergy/pull/2174) **Full Changelog**: [v1.0.5←v1.0.6](https://github.com/macrosynergy/macrosynergy/compare/v1.0.5...v1.0.6) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.0.6) ____________________ ## Release v1.0.5 ### New Features * Blacklist param for `view_timelines` by [@emhbrine](https://github.com/emhbrine) in [PR #2141](https://github.com/macrosynergy/macrosynergy/pull/2141) ### Bugfixes * Use `deconstruct_expression` in attribute synchronization checks by [@Magnus167](https://github.com/Magnus167) in [PR #2162](https://github.com/macrosynergy/macrosynergy/pull/2162) **Full Changelog**: [v1.0.4←v1.0.5](https://github.com/macrosynergy/macrosynergy/compare/v1.0.4...v1.0.5) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.0.5) ____________________ ## Release v1.0.4 ### New Features * Functionality of estimating frequency for a Quantamental time-series by [@lsimonsen](https://github.com/lsimonsen) in [PR #2122](https://github.com/macrosynergy/macrosynergy/pull/2122) * Function for simulating returns and signals by [@lsimonsen](https://github.com/lsimonsen) in [PR #2123](https://github.com/macrosynergy/macrosynergy/pull/2123) * Add x-axis label rotate argument in Signal Returns plot functions by [@sandresen1](https://github.com/sandresen1) in [PR #2134](https://github.com/macrosynergy/macrosynergy/pull/2134) * Add label dictionary to correlation and accuracy bars too by [@sandresen1](https://github.com/sandresen1) in [PR #2136](https://github.com/macrosynergy/macrosynergy/pull/2136) * Add additional features to imputers by [@sandresen1](https://github.com/sandresen1) in [PR #2140](https://github.com/macrosynergy/macrosynergy/pull/2140) * Allow for multiple cross-sections when xcat_grid is true by [@sandresen1](https://github.com/sandresen1) in [PR #2143](https://github.com/macrosynergy/macrosynergy/pull/2143) * Add logic in make_pnl to allow for rebalancing to occur when rebal_freq is set to daily by [@sandresen1](https://github.com/sandresen1) in [PR #2148](https://github.com/macrosynergy/macrosynergy/pull/2148) ### Bugfixes * Move out of sync check to jpmaqs interface by [@sandresen1](https://github.com/sandresen1) in [PR #2132](https://github.com/macrosynergy/macrosynergy/pull/2132) * `estimate_release_frequency()` logic by [@Magnus167](https://github.com/Magnus167) in [PR #2133](https://github.com/macrosynergy/macrosynergy/pull/2133) * Panel calculator, using `cids` with arbitrary lengths by [@Magnus167](https://github.com/Magnus167) in [PR #2147](https://github.com/macrosynergy/macrosynergy/pull/2147) **Full Changelog**: [v1.0.3←v1.0.4](https://github.com/macrosynergy/macrosynergy/compare/v1.0.3...v1.0.4) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.0.4) ____________________ ## Release v1.0.3 ### New Features * Proxy PNL minor changes by [@lsimonsen](https://github.com/lsimonsen) in [PR #2121](https://github.com/macrosynergy/macrosynergy/pull/2121) ### Bugfixes * Correct unlagging of dates + removed bug when sklearn doesn't use coef_ or feature_importance_ by [@rushilg99](https://github.com/rushilg99) in [PR #2124](https://github.com/macrosynergy/macrosynergy/pull/2124) * Fix division by zero error in linear composite unit test by [@sandresen1](https://github.com/sandresen1) in [PR #2125](https://github.com/macrosynergy/macrosynergy/pull/2125) **Full Changelog**: [v1.0.2←v1.0.3](https://github.com/macrosynergy/macrosynergy/compare/v1.0.2...v1.0.3) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.0.3) ____________________ ## Release v1.0.2 ### New Features * moved coefs_timeplot to feature importance timeplot by [@rushilg99](https://github.com/rushilg99) in [PR #2106](https://github.com/macrosynergy/macrosynergy/pull/2106) ### Bugfixes * Panel validation set visualization edge case fix by [@rushilg99](https://github.com/rushilg99) in [PR #2112](https://github.com/macrosynergy/macrosynergy/pull/2112) **Full Changelog**: [v1.0.1←v1.0.2](https://github.com/macrosynergy/macrosynergy/compare/v1.0.1...v1.0.2) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.0.2) ____________________ ## Release v1.0.1 ### New Features * Categorical QuantamentalDataFrame for InformationStateChanges by [@Magnus167](https://github.com/Magnus167) in [PR #2099](https://github.com/macrosynergy/macrosynergy/pull/2099) ### Bugfixes * Fix regressor tests on py38 by [@emhbrine](https://github.com/emhbrine) in [PR #2098](https://github.com/macrosynergy/macrosynergy/pull/2098) * Optimise initiaisation in BasePanelLearner by [@sandresen1](https://github.com/sandresen1) in [PR #2102](https://github.com/macrosynergy/macrosynergy/pull/2102) * `_sync_df_categories`, SettingWithCopyWarning by [@Magnus167](https://github.com/Magnus167) in [PR #2104](https://github.com/macrosynergy/macrosynergy/pull/2104) * Setting `observed=True` for `df.groupby()` operations in `msv.ranges` & `msv.heatmap` by [@Magnus167](https://github.com/Magnus167) in [PR #2105](https://github.com/macrosynergy/macrosynergy/pull/2105) **Full Changelog**: [v1.0.0←v1.0.1](https://github.com/macrosynergy/macrosynergy/compare/v1.0.0...v1.0.1) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.0.1) ____________________ ## Release v1.0.0 ### New Features * Categorical DataFrame by [@Magnus167](https://github.com/Magnus167) in [PR #1936](https://github.com/macrosynergy/macrosynergy/pull/1936) * Refactor of sequential learning processes by [@rushilg99](https://github.com/rushilg99) in [PR #1938](https://github.com/macrosynergy/macrosynergy/pull/1938) * Adding unittests for QDF class & methods by [@Magnus167](https://github.com/Magnus167) in [PR #1997](https://github.com/macrosynergy/macrosynergy/pull/1997) * BasePanelLearner feature correlation by [@emhbrine](https://github.com/emhbrine) in [PR #2000](https://github.com/macrosynergy/macrosynergy/pull/2000) * Adding tests for QDF class behaviour by [@Magnus167](https://github.com/Magnus167) in [PR #2013](https://github.com/macrosynergy/macrosynergy/pull/2013) * SignalOptimizer `nsplits_timeplot` by [@emhbrine](https://github.com/emhbrine) in [PR #2014](https://github.com/macrosynergy/macrosynergy/pull/2014) * Memory efficient sequential learning by [@emhbrine](https://github.com/emhbrine) in [PR #2037](https://github.com/macrosynergy/macrosynergy/pull/2037) * Change Docs summary of Macrosynergy package by [@sandresen1](https://github.com/sandresen1) in [PR #2038](https://github.com/macrosynergy/macrosynergy/pull/2038) * V1.0.0 Branch, Adds functionality to all functions in the package to accept QuantamentalDataFrame Type which can utitlise memory efficient categorical datatypes by [@sandresen1](https://github.com/sandresen1) in [PR #2091](https://github.com/macrosynergy/macrosynergy/pull/2091) ### Bugfixes * Ensure correct ordering when cids and xcats are specified in reduce_df by [@sandresen1](https://github.com/sandresen1) in [PR #2055](https://github.com/macrosynergy/macrosynergy/pull/2055) * reduce_df - sort cids on return by [@Magnus167](https://github.com/Magnus167) in [PR #2057](https://github.com/macrosynergy/macrosynergy/pull/2057) * BasePanelLearner split_functions by [@emhbrine](https://github.com/emhbrine) in [PR #2060](https://github.com/macrosynergy/macrosynergy/pull/2060) * Impute panel by [@Magnus167](https://github.com/Magnus167) in [PR #2067](https://github.com/macrosynergy/macrosynergy/pull/2067) * Fix incorrect merge of linear composite by [@sandresen1](https://github.com/sandresen1) in [PR #2084](https://github.com/macrosynergy/macrosynergy/pull/2084) **Full Changelog**: [v0.1.38←v1.0.0](https://github.com/macrosynergy/macrosynergy/compare/v0.1.38...v1.0.0) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v1.0.0) ____________________ ## Release v0.1.38 ### New Features * Update README.md by [@rsueppel](https://github.com/rsueppel) in [PR #2059](https://github.com/macrosynergy/macrosynergy/pull/2059) ### Bugfixes * Correct error message when `linear_composite` is missing necessary data by [@Magnus167](https://github.com/Magnus167) in [PR #2041](https://github.com/macrosynergy/macrosynergy/pull/2041) * Fixes error being raised when cid doesn't exist when complete_cids is False, similar for complete_xcats by [@sandresen1](https://github.com/sandresen1) in [PR #2083](https://github.com/macrosynergy/macrosynergy/pull/2083) * Fix issue with ordering of cids in linear composite by [@sandresen1](https://github.com/sandresen1) in [PR #2087](https://github.com/macrosynergy/macrosynergy/pull/2087) **Full Changelog**: [v0.1.37←v0.1.38](https://github.com/macrosynergy/macrosynergy/compare/v0.1.37...v0.1.38) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.38) ____________________ ## Release v0.1.37 ### New Features * PCA by [@rushilg99](https://github.com/rushilg99) in [PR #2019](https://github.com/macrosynergy/macrosynergy/pull/2019) ### Bugfixes * Minor bug in `SignalReturnRelations` with stored `xcats` by [@Magnus167](https://github.com/Magnus167) in [PR #2025](https://github.com/macrosynergy/macrosynergy/pull/2025) **Full Changelog**: [v0.1.36←v0.1.37](https://github.com/macrosynergy/macrosynergy/compare/v0.1.36...v0.1.37) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.37) ____________________ ## Release v0.1.36 ### New Features * JPMaQSDownload can now use default environment variables for authentication by [@Magnus167](https://github.com/Magnus167) in [PR #1985](https://github.com/macrosynergy/macrosynergy/pull/1985) * Correlation plot for signal optimizer by [@rushilg99](https://github.com/rushilg99) in [PR #1993](https://github.com/macrosynergy/macrosynergy/pull/1993) * Add a retry mechanism for when attributes are out of sync with each other for a ticker by [@sandresen1](https://github.com/sandresen1) in [PR #1999](https://github.com/macrosynergy/macrosynergy/pull/1999) ### Bugfixes * JPMaQS unittest adjustment for DQ env. vars by [@Magnus167](https://github.com/Magnus167) in [PR #1988](https://github.com/macrosynergy/macrosynergy/pull/1988) * removed extra char in `CategoryRelations` class doc by [@Magnus167](https://github.com/Magnus167) in [PR #1989](https://github.com/macrosynergy/macrosynergy/pull/1989) * `setup.py` by [@emhbrine](https://github.com/emhbrine) in [PR #1994](https://github.com/macrosynergy/macrosynergy/pull/1994) **Full Changelog**: [v0.1.35←v0.1.36](https://github.com/macrosynergy/macrosynergy/compare/v0.1.35...v0.1.36) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.36) ____________________ ## Release v0.1.35 ### New Features * Implement ewm_sum by [@emhbrine](https://github.com/emhbrine) in [PR #1972](https://github.com/macrosynergy/macrosynergy/pull/1972) ### Bugfixes * Removing deprecated Pandas calls by [@Magnus167](https://github.com/Magnus167) in [PR #1949](https://github.com/macrosynergy/macrosynergy/pull/1949) * Fix panel_calculator bug on Python 3.7 by [@emhbrine](https://github.com/emhbrine) in [PR #1971](https://github.com/macrosynergy/macrosynergy/pull/1971) * Incorrect type-casting in `standardise_dataframe` by [@Magnus167](https://github.com/Magnus167) in [PR #1976](https://github.com/macrosynergy/macrosynergy/pull/1976) * improve `repr` of InformationStateChanges class by [@Magnus167](https://github.com/Magnus167) in [PR #1977](https://github.com/macrosynergy/macrosynergy/pull/1977) **Full Changelog**: [v0.1.34←v0.1.35](https://github.com/macrosynergy/macrosynergy/compare/v0.1.34...v0.1.35) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.35) ____________________ ## Release v0.1.34 ### Bugfixes * Remove linearmodels by [@emhbrine](https://github.com/emhbrine) in [PR #1965](https://github.com/macrosynergy/macrosynergy/pull/1965) **Full Changelog**: [v0.1.33←v0.1.34](https://github.com/macrosynergy/macrosynergy/compare/v0.1.33...v0.1.34) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.34) ____________________ ## Release v0.1.33 ### New Features * Support learning functionality on Py37 by [@emhbrine](https://github.com/emhbrine) in [PR #1950](https://github.com/macrosynergy/macrosynergy/pull/1950) * Random Effects by [@emhbrine](https://github.com/emhbrine) in [PR #1958](https://github.com/macrosynergy/macrosynergy/pull/1958) * Add more helpful error message for when minimum observations are too large by [@sandresen1](https://github.com/sandresen1) in [PR #1960](https://github.com/macrosynergy/macrosynergy/pull/1960) ### Bugfixes * Fixing docstrings for InformationStateChanges `init` and `kwargs` by [@Magnus167](https://github.com/Magnus167) in [PR #1939](https://github.com/macrosynergy/macrosynergy/pull/1939) * Fix learning tests by [@emhbrine](https://github.com/emhbrine) in [PR #1947](https://github.com/macrosynergy/macrosynergy/pull/1947) * Change `update_df` to skip empty dataframes by [@Magnus167](https://github.com/Magnus167) in [PR #1948](https://github.com/macrosynergy/macrosynergy/pull/1948) * Refactor `drop_nan_series` function to use the specified column by [@Magnus167](https://github.com/Magnus167) in [PR #1953](https://github.com/macrosynergy/macrosynergy/pull/1953) **Full Changelog**: [v0.1.32←v0.1.33](https://github.com/macrosynergy/macrosynergy/compare/v0.1.32...v0.1.33) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.33) ____________________ ## Release v0.1.32 ### New Features * Rename argument in `InformationStateChanges.from_qdf()` by [@Magnus167](https://github.com/Magnus167) in [PR #1937](https://github.com/macrosynergy/macrosynergy/pull/1937) ### Bugfixes * Fixing documentation formatting by [@Magnus167](https://github.com/Magnus167) in [PR #1935](https://github.com/macrosynergy/macrosynergy/pull/1935) **Full Changelog**: [v0.1.31←v0.1.32](https://github.com/macrosynergy/macrosynergy/compare/v0.1.31...v0.1.32) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.32) ____________________ ## Release v0.1.31 ### New Features * Added method `InformationStateChanges.from_isc_df()` by [@Magnus167](https://github.com/Magnus167) in [PR #1898](https://github.com/macrosynergy/macrosynergy/pull/1898) * Fix download by [@emhbrine](https://github.com/emhbrine) in [PR #1927](https://github.com/macrosynergy/macrosynergy/pull/1927) **Full Changelog**: [v0.1.30←v0.1.31](https://github.com/macrosynergy/macrosynergy/compare/v0.1.30...v0.1.31) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.31) ____________________ ## Release v0.1.30 ### New Features * Allowing users to input `cbar_fontsize` to `msv.view_correlation` by [@Magnus167](https://github.com/Magnus167) in [PR #1920](https://github.com/macrosynergy/macrosynergy/pull/1920) * Add custom_download method by [@emhbrine](https://github.com/emhbrine) in [PR #1922](https://github.com/macrosynergy/macrosynergy/pull/1922) ### Bugfixes * Add tight layout to `view_correlation()` by [@Magnus167](https://github.com/Magnus167) in [PR #1919](https://github.com/macrosynergy/macrosynergy/pull/1919) **Full Changelog**: [v0.1.29←v0.1.30](https://github.com/macrosynergy/macrosynergy/compare/v0.1.29...v0.1.30) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.30) ____________________ ## Release v0.1.29 ### New Features * Amended signal optimizer plots to sort quantities by frequency by [@rushilg99](https://github.com/rushilg99) in [PR #1900](https://github.com/macrosynergy/macrosynergy/pull/1900) * added cap arguments to so plots by [@rushilg99](https://github.com/rushilg99) in [PR #1902](https://github.com/macrosynergy/macrosynergy/pull/1902) * fixed cap argument for stacked bar plot by [@rushilg99](https://github.com/rushilg99) in [PR #1903](https://github.com/macrosynergy/macrosynergy/pull/1903) * modified sign and time weighted regressors by [@rushilg99](https://github.com/rushilg99) in [PR #1906](https://github.com/macrosynergy/macrosynergy/pull/1906) * LARS feature selection by [@rushilg99](https://github.com/rushilg99) in [PR #1907](https://github.com/macrosynergy/macrosynergy/pull/1907) * Panel imputer by [@rushilg99](https://github.com/rushilg99) in [PR #1911](https://github.com/macrosynergy/macrosynergy/pull/1911) ### Bugfixes * Add empty dataframe check for check_availabilty by [@sandresen1](https://github.com/sandresen1) in [PR #1909](https://github.com/macrosynergy/macrosynergy/pull/1909) * Renaming factors for feature selection heatmap by [@rushilg99](https://github.com/rushilg99) in [PR #1915](https://github.com/macrosynergy/macrosynergy/pull/1915) **Full Changelog**: [v0.1.28←v0.1.29](https://github.com/macrosynergy/macrosynergy/compare/v0.1.28...v0.1.29) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.29) ____________________ ## Release v0.1.28 ### New Features * Changing logic for type-checking `'real_date'` columns in `QuantamentalDataFrame` type by [@Magnus167](https://github.com/Magnus167) in [PR #1880](https://github.com/macrosynergy/macrosynergy/pull/1880) * Compatibility with Python 3.7.9 by [@emhbrine](https://github.com/emhbrine) in [PR #1882](https://github.com/macrosynergy/macrosynergy/pull/1882) **Full Changelog**: [v0.1.27←v0.1.28](https://github.com/macrosynergy/macrosynergy/compare/v0.1.27...v0.1.28) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.28) ____________________ ## Release v0.1.27 ### New Features * Added step for validating downloaded files by [@Magnus167](https://github.com/Magnus167) in [PR #1871](https://github.com/macrosynergy/macrosynergy/pull/1871) * Update docstrings in Score Visualisers by [@sandresen1](https://github.com/sandresen1) in [PR #1874](https://github.com/macrosynergy/macrosynergy/pull/1874) ### Bugfixes * Fix latest dat bug in Score Visualiser by [@sandresen1](https://github.com/sandresen1) in [PR #1870](https://github.com/macrosynergy/macrosynergy/pull/1870) * Correct ffill behaviour in Score Visualisers by [@sandresen1](https://github.com/sandresen1) in [PR #1872](https://github.com/macrosynergy/macrosynergy/pull/1872) **Full Changelog**: [v0.1.26←v0.1.27](https://github.com/macrosynergy/macrosynergy/compare/v0.1.26...v0.1.27) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.27) ____________________ ## Release v0.1.26 ### New Features * Adding `get_releases` and `to_json` methods for `InformationStateChanges` class by [@lsimonsen](https://github.com/lsimonsen) in [PR #1825](https://github.com/macrosynergy/macrosynergy/pull/1825) * Add single_scatter to multiple reg scatter by [@sandresen1](https://github.com/sandresen1) in [PR #1840](https://github.com/macrosynergy/macrosynergy/pull/1840) * Fix edge case for reindexing in ScoreVisualisers by [@sandresen1](https://github.com/sandresen1) in [PR #1847](https://github.com/macrosynergy/macrosynergy/pull/1847) * Allow xcat_labels to be defined in SV init by [@sandresen1](https://github.com/sandresen1) in [PR #1848](https://github.com/macrosynergy/macrosynergy/pull/1848) * Add util function to merge multiple categories into one new category by [@sandresen1](https://github.com/sandresen1) in [PR #1850](https://github.com/macrosynergy/macrosynergy/pull/1850) * Make regression line black when colour coding cids in multiple reg scatter by [@sandresen1](https://github.com/sandresen1) in [PR #1854](https://github.com/macrosynergy/macrosynergy/pull/1854) * Add merge_categories to management init by [@sandresen1](https://github.com/sandresen1) in [PR #1856](https://github.com/macrosynergy/macrosynergy/pull/1856) * Add forecast of volatility for sparse normalisation by [@Magnus167](https://github.com/Magnus167) in [PR #1860](https://github.com/macrosynergy/macrosynergy/pull/1860) * Refactor certificate authentication method for clarity by [@Magnus167](https://github.com/Magnus167) in [PR #1863](https://github.com/macrosynergy/macrosynergy/pull/1863) ### Bugfixes * Remove +1 from merge categories by [@sandresen1](https://github.com/sandresen1) in [PR #1851](https://github.com/macrosynergy/macrosynergy/pull/1851) * Revert "Bugfix: Remove +1 from merge categories" by [@sandresen1](https://github.com/sandresen1) in [PR #1852](https://github.com/macrosynergy/macrosynergy/pull/1852) * merge categories per cid by [@sandresen1](https://github.com/sandresen1) in [PR #1853](https://github.com/macrosynergy/macrosynergy/pull/1853) * TimeWeightedLadRegressor by [@emhbrine](https://github.com/emhbrine) in [PR #1857](https://github.com/macrosynergy/macrosynergy/pull/1857) * Make latest day a consistent definition in Score Visualiser by [@sandresen1](https://github.com/sandresen1) in [PR #1861](https://github.com/macrosynergy/macrosynergy/pull/1861) * Make latest day consistent in Score Visualisers by [@sandresen1](https://github.com/sandresen1) in [PR #1864](https://github.com/macrosynergy/macrosynergy/pull/1864) **Full Changelog**: [v0.1.25←v0.1.26](https://github.com/macrosynergy/macrosynergy/compare/v0.1.25...v0.1.26) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.26) ____________________ ## Release v0.1.25 ### New Features * Add rescore composite argument to Score Visualisers by [@sandresen1](https://github.com/sandresen1) in [PR #1839](https://github.com/macrosynergy/macrosynergy/pull/1839) * Ensure the indexing of cids is followed in the plot by [@sandresen1](https://github.com/sandresen1) in [PR #1841](https://github.com/macrosynergy/macrosynergy/pull/1841) **Full Changelog**: [v0.1.24←v0.1.25](https://github.com/macrosynergy/macrosynergy/compare/v0.1.24...v0.1.25) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.25) ____________________ ## Release v0.1.24 ### New Features * Adding a `leverage` parameter to `NaivePnL.make_pnl()` by [@Magnus167](https://github.com/Magnus167) in [PR #1795](https://github.com/macrosynergy/macrosynergy/pull/1795) * Modified linear models by [@rushilg99](https://github.com/rushilg99) in [PR #1805](https://github.com/macrosynergy/macrosynergy/pull/1805) * Adding unittests for `msm.utils.sparse` by [@Magnus167](https://github.com/Magnus167) in [PR #1822](https://github.com/macrosynergy/macrosynergy/pull/1822) * Optimizing diff. creation in `msm.utils.sparse` by [@Magnus167](https://github.com/Magnus167) in [PR #1824](https://github.com/macrosynergy/macrosynergy/pull/1824) * Changes facet plots to respect the order of xcats specified when plotting by [@sandresen1](https://github.com/sandresen1) in [PR #1827](https://github.com/macrosynergy/macrosynergy/pull/1827) * NaivePnL "raw" signal option by [@emhbrine](https://github.com/emhbrine) in [PR #1830](https://github.com/macrosynergy/macrosynergy/pull/1830) ### Bugfixes * Change typing so it complies with python 3.8 by [@sandresen1](https://github.com/sandresen1) in [PR #1835](https://github.com/macrosynergy/macrosynergy/pull/1835) **Full Changelog**: [v0.1.23←v0.1.24](https://github.com/macrosynergy/macrosynergy/compare/v0.1.23...v0.1.24) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.24) ____________________ ## Release v0.1.23 ### New Features * xcat labels for `correl_matrix` by [@emhbrine](https://github.com/emhbrine) in [PR #1788](https://github.com/macrosynergy/macrosynergy/pull/1788) * Regressor system tests by [@emhbrine](https://github.com/emhbrine) in [PR #1792](https://github.com/macrosynergy/macrosynergy/pull/1792) * Added `metric` argument to `ticker_df_to_qdf` by [@Magnus167](https://github.com/Magnus167) in [PR #1799](https://github.com/macrosynergy/macrosynergy/pull/1799) * Updating `msm.constants` from `feature/proxy_pnl` (#1560) by [@Magnus167](https://github.com/Magnus167) in [PR #1801](https://github.com/macrosynergy/macrosynergy/pull/1801) * Add check package version to main import by [@lsimonsen](https://github.com/lsimonsen) in [PR #1808](https://github.com/macrosynergy/macrosynergy/pull/1808) * Information State Changes by [@lsimonsen](https://github.com/lsimonsen) in [PR #1809](https://github.com/macrosynergy/macrosynergy/pull/1809) * renaming volatility estimation methods (and clean up mean bias) by [@emhbrine](https://github.com/emhbrine) in [PR #1818](https://github.com/macrosynergy/macrosynergy/pull/1818) ### Bugfixes * `multiple_reg_scatter` separator by [@emhbrine](https://github.com/emhbrine) in [PR #1793](https://github.com/macrosynergy/macrosynergy/pull/1793) * Incompatible type-hint in `msm.constants` by [@Magnus167](https://github.com/Magnus167) in [PR #1815](https://github.com/macrosynergy/macrosynergy/pull/1815) * pandas version mismatch with py3.8 by [@Magnus167](https://github.com/Magnus167) in [PR #1816](https://github.com/macrosynergy/macrosynergy/pull/1816) **Full Changelog**: [v0.1.22←v0.1.23](https://github.com/macrosynergy/macrosynergy/compare/v0.1.22...v0.1.23) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.23) ____________________ ## Release v0.1.22 ### New Features * `msm.simulate.make_test_df()`, adding option to pass `tickers` and `metrics` by [@Magnus167](https://github.com/Magnus167) in [PR #1769](https://github.com/macrosynergy/macrosynergy/pull/1769) ### Bugfixes * Fixing CodeCov integration by [@Magnus167](https://github.com/Magnus167) in [PR #1781](https://github.com/macrosynergy/macrosynergy/pull/1781) * Updating requirements, `numpy<2.0.0` by [@Magnus167](https://github.com/Magnus167) in [PR #1785](https://github.com/macrosynergy/macrosynergy/pull/1785) **Full Changelog**: [v0.1.21←v0.1.22](https://github.com/macrosynergy/macrosynergy/compare/v0.1.21...v0.1.22) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.22) ____________________ ## Release v0.1.21 ### What's Changed * Chore: Update version of joblib by [@emhbrine](https://github.com/emhbrine) in [PR #1776](https://github.com/macrosynergy/macrosynergy/pull/1776) **Full Changelog**: [v0.1.20←v0.1.21](https://github.com/macrosynergy/macrosynergy/compare/v0.1.20...v0.1.21) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.21) ____________________ ## Release v0.1.20 ### New Features * Add Score Visualiser class to the visuals sub package by [@sandresen1](https://github.com/sandresen1) in [PR #1763](https://github.com/macrosynergy/macrosynergy/pull/1763) * Python requirements in docs by [@emhbrine](https://github.com/emhbrine) in [PR #1770](https://github.com/macrosynergy/macrosynergy/pull/1770) ### Bugfixes * Fixing docstring for `ms.learning.signal_optimizer` by [@Magnus167](https://github.com/Magnus167) in [PR #1759](https://github.com/macrosynergy/macrosynergy/pull/1759) * Fixing bug in save-as-qdf functionality in `JPMaQSDownload.download_all_to_disk()` by [@Magnus167](https://github.com/Magnus167) in [PR #1761](https://github.com/macrosynergy/macrosynergy/pull/1761) * Fixing type-hint in the `MultiPnL` class by [@Magnus167](https://github.com/Magnus167) in [PR #1762](https://github.com/macrosynergy/macrosynergy/pull/1762) * Fix typing by [@emhbrine](https://github.com/emhbrine) in [PR #1774](https://github.com/macrosynergy/macrosynergy/pull/1774) **Full Changelog**: [v0.1.19←v0.1.20](https://github.com/macrosynergy/macrosynergy/compare/v0.1.19...v0.1.20) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.20) ____________________ ## Release v0.1.19 ### New Features * MultiAssetPnL by [@emhbrine](https://github.com/emhbrine) in [PR #1735](https://github.com/macrosynergy/macrosynergy/pull/1735) * MultiPnL plot by [@emhbrine](https://github.com/emhbrine) in [PR #1748](https://github.com/macrosynergy/macrosynergy/pull/1748) ### Bugfixes * NaivePnL by [@emhbrine](https://github.com/emhbrine) in [PR #1753](https://github.com/macrosynergy/macrosynergy/pull/1753) **Full Changelog**: [v0.1.18←v0.1.19](https://github.com/macrosynergy/macrosynergy/compare/v0.1.18...v0.1.19) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.19) ____________________ ## Release v0.1.18 ### New Features * Change rst by [@sandresen1](https://github.com/sandresen1) in [PR #1742](https://github.com/macrosynergy/macrosynergy/pull/1742) ### Bugfixes * Fixing `dtype` for `real_date` column in standard dataframe by [@Magnus167](https://github.com/Magnus167) in [PR #1743](https://github.com/macrosynergy/macrosynergy/pull/1743) **Full Changelog**: [v0.1.17←v0.1.18](https://github.com/macrosynergy/macrosynergy/compare/v0.1.17...v0.1.18) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.18) ____________________ ## Release v0.1.17 ### New Features * Refactor SUR by [@emhbrine](https://github.com/emhbrine) in [PR #1716](https://github.com/macrosynergy/macrosynergy/pull/1716) * Allow for either neg or pos naming of signal in accuracy and correlation bars by [@sandresen1](https://github.com/sandresen1) in [PR #1730](https://github.com/macrosynergy/macrosynergy/pull/1730) * Use tqdm auto by [@emhbrine](https://github.com/emhbrine) in [PR #1731](https://github.com/macrosynergy/macrosynergy/pull/1731) * Refactor BaseRegressorSystem by [@emhbrine](https://github.com/emhbrine) in [PR #1732](https://github.com/macrosynergy/macrosynergy/pull/1732) * Beta estimator, SUR models and custom loss by [@rushilg99](https://github.com/rushilg99) in [PR #1733](https://github.com/macrosynergy/macrosynergy/pull/1733) * Change PyPi readme to reflect learning and visuals subpackages by [@sandresen1](https://github.com/sandresen1) in [PR #1734](https://github.com/macrosynergy/macrosynergy/pull/1734) **Full Changelog**: [v0.1.16←v0.1.17](https://github.com/macrosynergy/macrosynergy/compare/v0.1.16...v0.1.17) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.17) ____________________ ## Release v0.1.16 ### New Features * map test using linearmodels package by [@rushilg99](https://github.com/rushilg99) in [PR #1678](https://github.com/macrosynergy/macrosynergy/pull/1678) * Change preferred sorting order for standard QDF by [@Magnus167](https://github.com/Magnus167) in [PR #1695](https://github.com/macrosynergy/macrosynergy/pull/1695) * Adding `ax_hline` & `ax_vline` to `msv.LinePlot` by [@Magnus167](https://github.com/Magnus167) in [PR #1696](https://github.com/macrosynergy/macrosynergy/pull/1696) * Uncomment main script in naive pnl by [@sandresen1](https://github.com/sandresen1) in [PR #1698](https://github.com/macrosynergy/macrosynergy/pull/1698) * Add single_scatter argument in reg_scatter, also implement bug fixes and format issues in reg_scatter by [@sandresen1](https://github.com/sandresen1) in [PR #1703](https://github.com/macrosynergy/macrosynergy/pull/1703) * Allow for renaming and reindexing of single statistic table by [@sandresen1](https://github.com/sandresen1) in [PR #1705](https://github.com/macrosynergy/macrosynergy/pull/1705) * Add dictionary argument to multiple_relations_table to allow for labelling of xcats and rets and sorting by [@sandresen1](https://github.com/sandresen1) in [PR #1707](https://github.com/macrosynergy/macrosynergy/pull/1707) * Change how default size works in reg_scatter by [@sandresen1](https://github.com/sandresen1) in [PR #1709](https://github.com/macrosynergy/macrosynergy/pull/1709) * Additons to evaluate_pnls by [@sandresen1](https://github.com/sandresen1) in [PR #1710](https://github.com/macrosynergy/macrosynergy/pull/1710) * Consistency score for naive PnL by [@rushilg99](https://github.com/rushilg99) in [PR #1713](https://github.com/macrosynergy/macrosynergy/pull/1713) * Change order of evaluate_pnl table by [@sandresen1](https://github.com/sandresen1) in [PR #1717](https://github.com/macrosynergy/macrosynergy/pull/1717) * Add readme to signal sub package by [@sandresen1](https://github.com/sandresen1) in [PR #1718](https://github.com/macrosynergy/macrosynergy/pull/1718) * Remove unused imports by [@sandresen1](https://github.com/sandresen1) in [PR #1719](https://github.com/macrosynergy/macrosynergy/pull/1719) ### Bugfixes * Remove ticker column from the list of metric_cols by [@sandresen1](https://github.com/sandresen1) in [PR #1694](https://github.com/macrosynergy/macrosynergy/pull/1694) * Fix error in create_result_df concatenation and add type checks and unit test by [@sandresen1](https://github.com/sandresen1) in [PR #1697](https://github.com/macrosynergy/macrosynergy/pull/1697) * 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](https://github.com/sandresen1) in [PR #1704](https://github.com/macrosynergy/macrosynergy/pull/1704) * Fix negation on signals in Signal Return Relations by [@sandresen1](https://github.com/sandresen1) in [PR #1712](https://github.com/macrosynergy/macrosynergy/pull/1712) * Change label in evaluate_pnl by [@sandresen1](https://github.com/sandresen1) in [PR #1714](https://github.com/macrosynergy/macrosynergy/pull/1714) * Fix multiple pnl cols by [@sandresen1](https://github.com/sandresen1) in [PR #1715](https://github.com/macrosynergy/macrosynergy/pull/1715) * Change typing by [@sandresen1](https://github.com/sandresen1) in [PR #1724](https://github.com/macrosynergy/macrosynergy/pull/1724) * Fix Dict typing by [@emhbrine](https://github.com/emhbrine) in [PR #1727](https://github.com/macrosynergy/macrosynergy/pull/1727) **Full Changelog**: [v0.1.15←v0.1.16](https://github.com/macrosynergy/macrosynergy/compare/v0.1.15...v0.1.16) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.16) ____________________ ## Release v0.1.15 ### New Features * Add sign and time weighted regressors by [@emhbrine](https://github.com/emhbrine) in [PR #1669](https://github.com/macrosynergy/macrosynergy/pull/1669) * Change docstring in category relations to correctly type and describe prob_est by [@sandresen1](https://github.com/sandresen1) in [PR #1679](https://github.com/macrosynergy/macrosynergy/pull/1679) * Drop duplicates in `standardise_dataframe()` by [@Magnus167](https://github.com/Magnus167) in [PR #1681](https://github.com/macrosynergy/macrosynergy/pull/1681) * Adding unittests for `msm.utils.apply_slip()` by [@Magnus167](https://github.com/Magnus167) in [PR #1682](https://github.com/macrosynergy/macrosynergy/pull/1682) * Deprecated old documentation site by [@Magnus167](https://github.com/Magnus167) in [PR #1683](https://github.com/macrosynergy/macrosynergy/pull/1683) * Increasing page size for `DQ.get_catalogue()` by [@Magnus167](https://github.com/Magnus167) in [PR #1685](https://github.com/macrosynergy/macrosynergy/pull/1685) * Add option to specify an alternative oauth method by [@sandresen1](https://github.com/sandresen1) in [PR #1686](https://github.com/macrosynergy/macrosynergy/pull/1686) ### Bugfixes * Type check for cids in Signal return relations by [@sandresen1](https://github.com/sandresen1) in [PR #1677](https://github.com/macrosynergy/macrosynergy/pull/1677) * Union of types by [@emhbrine](https://github.com/emhbrine) in [PR #1680](https://github.com/macrosynergy/macrosynergy/pull/1680) * `df.reset_index()` on return in `msm.utils.apply_slip()` by [@Magnus167](https://github.com/Magnus167) in [PR #1684](https://github.com/macrosynergy/macrosynergy/pull/1684) **Full Changelog**: [v0.1.14←v0.1.15](https://github.com/macrosynergy/macrosynergy/compare/v0.1.14...v0.1.15) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.15) ____________________ ## Release v0.1.14 ### New Features * Add error and warnings when using valid Dataquery credentials with no JPMAQS entitlements by [@sandresen1](https://github.com/sandresen1) in [PR #1653](https://github.com/macrosynergy/macrosynergy/pull/1653) * Optimise speed and memory usage of reduce_df by [@sandresen1](https://github.com/sandresen1) in [PR #1656](https://github.com/macrosynergy/macrosynergy/pull/1656) * Optimise both memory and speed usage of update_tickers by [@sandresen1](https://github.com/sandresen1) in [PR #1657](https://github.com/macrosynergy/macrosynergy/pull/1657) * Add unit tests to test for preservation of dataframe object outside the scope of the utility functions by [@sandresen1](https://github.com/sandresen1) in [PR #1662](https://github.com/macrosynergy/macrosynergy/pull/1662) * Run notebooks using AWS ECS Fargate by [@sandresen1](https://github.com/sandresen1) in [PR #1665](https://github.com/macrosynergy/macrosynergy/pull/1665) * Add external function capability to panel_calculator to allow for libraries that aren't in the scope of panel_calculator by [@sandresen1](https://github.com/sandresen1) in [PR #1668](https://github.com/macrosynergy/macrosynergy/pull/1668) * Removes copying of dataframe at the beginning of instantiation that isn't used after by [@sandresen1](https://github.com/sandresen1) in [PR #1670](https://github.com/macrosynergy/macrosynergy/pull/1670) ### Bugfixes * Fix occurence in panel calculator of when single cid is specified by [@sandresen1](https://github.com/sandresen1) in [PR #1463](https://github.com/macrosynergy/macrosynergy/pull/1463) * `apply_slip()` raising a `SettingWithCopyWarning` by [@Magnus167](https://github.com/Magnus167) in [PR #1651](https://github.com/macrosynergy/macrosynergy/pull/1651) * check cids and xcats by [@emhbrine](https://github.com/emhbrine) in [PR #1658](https://github.com/macrosynergy/macrosynergy/pull/1658) * Correct beta hedging order of OLS regression by [@lsimonsen](https://github.com/lsimonsen) in [PR #1666](https://github.com/macrosynergy/macrosynergy/pull/1666) **Full Changelog**: [v0.1.13←v0.1.14](https://github.com/macrosynergy/macrosynergy/compare/v0.1.13...v0.1.14) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.14) ____________________ ## Release v0.1.13 ### New Features * Refining CodeCov on matrix testing by [@Magnus167](https://github.com/Magnus167) in [PR #1610](https://github.com/macrosynergy/macrosynergy/pull/1610) * Refactor `qdf_to_ticker_df` by [@Magnus167](https://github.com/Magnus167) in [PR #1613](https://github.com/macrosynergy/macrosynergy/pull/1613) * Refactoring `update_df()` & `update_tickers()` by [@Magnus167](https://github.com/Magnus167) in [PR #1623](https://github.com/macrosynergy/macrosynergy/pull/1623) * Refactor `request_wrapper` by [@Magnus167](https://github.com/Magnus167) in [PR #1624](https://github.com/macrosynergy/macrosynergy/pull/1624) * Adding `Timer` class by [@lsimonsen](https://github.com/lsimonsen) in [PR #1626](https://github.com/macrosynergy/macrosynergy/pull/1626) * `get_sops()` - get starts-of-periods by [@Magnus167](https://github.com/Magnus167) in [PR #1631](https://github.com/macrosynergy/macrosynergy/pull/1631) * Formula check in panel_calculator by [@emhbrine](https://github.com/emhbrine) in [PR #1636](https://github.com/macrosynergy/macrosynergy/pull/1636) * retraining pause, warnings, docs update, concurrent training by [@rushilg99](https://github.com/rushilg99) in [PR #1641](https://github.com/macrosynergy/macrosynergy/pull/1641) ### Bugfixes * Skip gaps in data when plotting by [@emhbrine](https://github.com/emhbrine) in [PR #1617](https://github.com/macrosynergy/macrosynergy/pull/1617) * Interpolate for cumulative plot by [@emhbrine](https://github.com/emhbrine) in [PR #1620](https://github.com/macrosynergy/macrosynergy/pull/1620) * Fix spelling and grammatical errors in readme by [@sandresen1](https://github.com/sandresen1) in [PR #1625](https://github.com/macrosynergy/macrosynergy/pull/1625) * Update `make_zn_scores` docs by [@emhbrine](https://github.com/emhbrine) in [PR #1627](https://github.com/macrosynergy/macrosynergy/pull/1627) * Fix slip so it is only applied to the target category by [@sandresen1](https://github.com/sandresen1) in [PR #1638](https://github.com/macrosynergy/macrosynergy/pull/1638) * Fixing bug in `FacetPlot.lineplot()` by [@Magnus167](https://github.com/Magnus167) in [PR #1639](https://github.com/macrosynergy/macrosynergy/pull/1639) * Fix coverage report being the same name for different python versions by [@sandresen1](https://github.com/sandresen1) in [PR #1647](https://github.com/macrosynergy/macrosynergy/pull/1647) **Full Changelog**: [v0.1.12←v0.1.13](https://github.com/macrosynergy/macrosynergy/compare/v0.1.12...v0.1.13) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.13) ____________________ ## Release v0.1.12 ### New Features * Removing `msm.types.Numeric` by [@Magnus167](https://github.com/Magnus167) in [PR #1593](https://github.com/macrosynergy/macrosynergy/pull/1593) * Add functionality to utilise log bucket to the notebook runner by [@sandresen1](https://github.com/sandresen1) in [PR #1601](https://github.com/macrosynergy/macrosynergy/pull/1601) * Use `_map_to_business_day_frequency` in `get_eops` by [@Magnus167](https://github.com/Magnus167) in [PR #1608](https://github.com/macrosynergy/macrosynergy/pull/1608) ### Bugfixes * Fix background colour changing dependent on previous plots by [@sandresen1](https://github.com/sandresen1) in [PR #1602](https://github.com/macrosynergy/macrosynergy/pull/1602) * Fix filtering bug in notebook runner by [@sandresen1](https://github.com/sandresen1) in [PR #1606](https://github.com/macrosynergy/macrosynergy/pull/1606) **Full Changelog**: [v0.1.11←v0.1.12](https://github.com/macrosynergy/macrosynergy/compare/v0.1.11...v0.1.12) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.12) ____________________ ## Release v0.1.11 ### New Features * Adding `download_to_disk()` functionality to `JPMaQSDownload` by [@Magnus167](https://github.com/Magnus167) in [PR #1557](https://github.com/macrosynergy/macrosynergy/pull/1557) * Design change for changing CV split numbers by [@rushilg99](https://github.com/rushilg99) in [PR #1568](https://github.com/macrosynergy/macrosynergy/pull/1568) * Pretty print for `msm.missing_in_df()` by [@Magnus167](https://github.com/Magnus167) in [PR #1570](https://github.com/macrosynergy/macrosynergy/pull/1570) * Add Bespoke Metric functionality to Signal Return Relations, optimise multiple_relations_table and deprecate older functions in the sub-package by [@sandresen1](https://github.com/sandresen1) in [PR #1573](https://github.com/macrosynergy/macrosynergy/pull/1573) * Restyling of coefficient stacked bar plot by [@rushilg99](https://github.com/rushilg99) in [PR #1577](https://github.com/macrosynergy/macrosynergy/pull/1577) * Add kwargs for seaborn to corr matrix by [@emhbrine](https://github.com/emhbrine) in [PR #1579](https://github.com/macrosynergy/macrosynergy/pull/1579) * Divide each subpackage's unittests into a matrix by [@Magnus167](https://github.com/Magnus167) in [PR #1584](https://github.com/macrosynergy/macrosynergy/pull/1584) * Fix to colour coding of the stacked bar plot by [@rushilg99](https://github.com/rushilg99) in [PR #1585](https://github.com/macrosynergy/macrosynergy/pull/1585) * Remove self hosted runner off package by [@sandresen1](https://github.com/sandresen1) in [PR #1586](https://github.com/macrosynergy/macrosynergy/pull/1586) * Main←Test, for v0.1.11 by [@Magnus167](https://github.com/Magnus167) in [PR #1588](https://github.com/macrosynergy/macrosynergy/pull/1588) ### Bugfixes * `make_relative_value`, fixing type-hints by [@Magnus167](https://github.com/Magnus167) in [PR #1567](https://github.com/macrosynergy/macrosynergy/pull/1567) * Add check for empty dataframes in `msp.correl_matrix()` by [@Magnus167](https://github.com/Magnus167) in [PR #1572](https://github.com/macrosynergy/macrosynergy/pull/1572) * Fixing order of signs in `linear_composite(sign=...)` by [@Magnus167](https://github.com/Magnus167) in [PR #1576](https://github.com/macrosynergy/macrosynergy/pull/1576) * Handling edge-case in `missing_in_df()` by [@Magnus167](https://github.com/Magnus167) in [PR #1589](https://github.com/macrosynergy/macrosynergy/pull/1589) **Full Changelog**: [v0.1.10←v0.1.11](https://github.com/macrosynergy/macrosynergy/compare/v0.1.10...v0.1.11) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.11) ____________________ ## Release v0.1.10 ### New Features * `make_relative_category` by [@emhbrine](https://github.com/emhbrine) in [PR #1553](https://github.com/macrosynergy/macrosynergy/pull/1553) * Add Dictionary type for xcat labels in plot pnls by [@sandresen1](https://github.com/sandresen1) in [PR #1558](https://github.com/macrosynergy/macrosynergy/pull/1558) * enet selector by [@rushilg99](https://github.com/rushilg99) in [PR #1559](https://github.com/macrosynergy/macrosynergy/pull/1559) ### Bugfixes * Bump minimum `scikit-learn` version to 1.2.2 by [@Magnus167](https://github.com/Magnus167) in [PR #1540](https://github.com/macrosynergy/macrosynergy/pull/1540) * `CategoryRelations` docstrings by [@Magnus167](https://github.com/Magnus167) in [PR #1541](https://github.com/macrosynergy/macrosynergy/pull/1541) * Fix connection error in notebook runner by [@sandresen1](https://github.com/sandresen1) in [PR #1547](https://github.com/macrosynergy/macrosynergy/pull/1547) **Full Changelog**: [v0.1.9←v0.1.10](https://github.com/macrosynergy/macrosynergy/compare/v0.1.9...v0.1.10) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.10) ____________________ ## Release v0.1.9 ### New Features * Signal Optimizer explainability by [@rushilg99](https://github.com/rushilg99) in [PR #1472](https://github.com/macrosynergy/macrosynergy/pull/1472) * Add `TOKEN_EXPIRY_BUFFER` to `dataquery.Oauth` by [@Magnus167](https://github.com/Magnus167) in [PR #1534](https://github.com/macrosynergy/macrosynergy/pull/1534) ### Bugfixes * Fix variable name in `msv.timelines()` function by [@Magnus167](https://github.com/Magnus167) in [PR #1518](https://github.com/macrosynergy/macrosynergy/pull/1518) * `get_eops` - fix `dates=None` behaviour by [@Magnus167](https://github.com/Magnus167) in [PR #1523](https://github.com/macrosynergy/macrosynergy/pull/1523) * Revert "Bugfix: `get_eops` - fix `dates=None` behaviour" by [@Magnus167](https://github.com/Magnus167) in [PR #1524](https://github.com/macrosynergy/macrosynergy/pull/1524) * Dates behaviour in `get_eops()` by [@Magnus167](https://github.com/Magnus167) in [PR #1525](https://github.com/macrosynergy/macrosynergy/pull/1525) * Revert "Feature: Add `blacklist` parameter to `view_timelines()`/`msv.timelines()`" by [@Magnus167](https://github.com/Magnus167) in [PR #1532](https://github.com/macrosynergy/macrosynergy/pull/1532) **Full Changelog**: [v0.1.8←v0.1.9](https://github.com/macrosynergy/macrosynergy/compare/v0.1.8...v0.1.9) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.9) ____________________ ## Release v0.1.8 ### New Features * Notebook Runner workflow by [@Magnus167](https://github.com/Magnus167) in [PR #1432](https://github.com/macrosynergy/macrosynergy/pull/1432) * Workflow for notebook runner by [@Magnus167](https://github.com/Magnus167) in [PR #1433](https://github.com/macrosynergy/macrosynergy/pull/1433) * Change argument name of multiple_reg_scatter to match reg_scatter by [@sandresen1](https://github.com/sandresen1) in [PR #1503](https://github.com/macrosynergy/macrosynergy/pull/1503) * Add Workflow that runs all notebooks by [@sandresen1](https://github.com/sandresen1) in [PR #1506](https://github.com/macrosynergy/macrosynergy/pull/1506) * Add `blacklist` parameter to `view_timelines()`/`msv.timelines()` by [@Magnus167](https://github.com/Magnus167) in [PR #1509](https://github.com/macrosynergy/macrosynergy/pull/1509) ### Bugfixes * Set apply util, raise_error to false so it doesn't fail if cross sections don't exist by [@sandresen1](https://github.com/sandresen1) in [PR #1507](https://github.com/macrosynergy/macrosynergy/pull/1507) **Full Changelog**: [v0.1.7←v0.1.8](https://github.com/macrosynergy/macrosynergy/compare/v0.1.7...v0.1.8) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.8) ____________________ ## Release v0.1.7 ### Bugfixes * Fix bug on logic of communal sample period by [@sandresen1](https://github.com/sandresen1) in [PR #1500](https://github.com/macrosynergy/macrosynergy/pull/1500) **Full Changelog**: [v0.1.6←v0.1.7](https://github.com/macrosynergy/macrosynergy/compare/v0.1.6...v0.1.7) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.7) ____________________ ## Release v0.1.6 ### New Features * AUC and Macrosynergy panel test p-value statistics added to signal return relations by [@sandresen1](https://github.com/sandresen1) in [PR #1376](https://github.com/macrosynergy/macrosynergy/pull/1376) * Multiple Reg Scatter by [@sandresen1](https://github.com/sandresen1) in [PR #1453](https://github.com/macrosynergy/macrosynergy/pull/1453) * create copy of scoring dictionary instead of manipulating the users' by [@rushilg99](https://github.com/rushilg99) in [PR #1455](https://github.com/macrosynergy/macrosynergy/pull/1455) * Refactor `macrosynergy.download` subpackage by [@Magnus167](https://github.com/Magnus167) in [PR #1464](https://github.com/macrosynergy/macrosynergy/pull/1464) * View Timelines by [@sandresen1](https://github.com/sandresen1) in [PR #1473](https://github.com/macrosynergy/macrosynergy/pull/1473) * Adjust coef box fontsize by [@sandresen1](https://github.com/sandresen1) in [PR #1475](https://github.com/macrosynergy/macrosynergy/pull/1475) * Parameter formatting in docstrings by [@Magnus167](https://github.com/Magnus167) in [PR #1483](https://github.com/macrosynergy/macrosynergy/pull/1483) * function to display joint signal vs return & PnL statistics by [@rushilg99](https://github.com/rushilg99) in [PR #1487](https://github.com/macrosynergy/macrosynergy/pull/1487) * models_heatmap fix when only one model is selected by [@rushilg99](https://github.com/rushilg99) in [PR #1488](https://github.com/macrosynergy/macrosynergy/pull/1488) ### Bugfixes * Remove debug timer from facetplot by [@sandresen1](https://github.com/sandresen1) in [PR #1476](https://github.com/macrosynergy/macrosynergy/pull/1476) * added set_params method to all linear weighted models by [@rushilg99](https://github.com/rushilg99) in [PR #1477](https://github.com/macrosynergy/macrosynergy/pull/1477) * Minor change to `historic_vol` unittests by [@Magnus167](https://github.com/Magnus167) in [PR #1478](https://github.com/macrosynergy/macrosynergy/pull/1478) * view_timelines ticks by [@emhbrine](https://github.com/emhbrine) in [PR #1479](https://github.com/macrosynergy/macrosynergy/pull/1479) * `JPMaQSDownload`, adding more log statements by [@Magnus167](https://github.com/Magnus167) in [PR #1484](https://github.com/macrosynergy/macrosynergy/pull/1484) * Fix indexing error when cumulative sum in view timelines is called by [@sandresen1](https://github.com/sandresen1) in [PR #1486](https://github.com/macrosynergy/macrosynergy/pull/1486) * Set default position of legend to be outside the plot by [@sandresen1](https://github.com/sandresen1) in [PR #1492](https://github.com/macrosynergy/macrosynergy/pull/1492) * Change legend loc default by [@sandresen1](https://github.com/sandresen1) in [PR #1493](https://github.com/macrosynergy/macrosynergy/pull/1493) **Full Changelog**: [v0.1.5←v0.1.6](https://github.com/macrosynergy/macrosynergy/compare/v0.1.5...v0.1.6) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.6) ____________________ ## Release v0.1.5 ### New Features * Extending type-hinting functionality of `QuantamentalDataFrame` to subclass `pd.DataFrame` by [@Magnus167](https://github.com/Magnus167) in [PR #1264](https://github.com/macrosynergy/macrosynergy/pull/1264) * Fix `datetime.datetime.utcnow()` usage by [@Magnus167](https://github.com/Magnus167) in [PR #1393](https://github.com/macrosynergy/macrosynergy/pull/1393) * Speed up view_timelines by [@emhbrine](https://github.com/emhbrine) in [PR #1421](https://github.com/macrosynergy/macrosynergy/pull/1421) * Speed up view_timelines by [@emhbrine](https://github.com/emhbrine) in [PR #1422](https://github.com/macrosynergy/macrosynergy/pull/1422) * Enable reg_scatter subplots by [@emhbrine](https://github.com/emhbrine) in [PR #1425](https://github.com/macrosynergy/macrosynergy/pull/1425) * Docs, Elastic Search by [@Magnus167](https://github.com/Magnus167) in [PR #1429](https://github.com/macrosynergy/macrosynergy/pull/1429) * BaseWeightedLinearRegression by [@emhbrine](https://github.com/emhbrine) in [PR #1431](https://github.com/macrosynergy/macrosynergy/pull/1431) * Optimize dataframe conversion in `JPMaQSDownload()` by [@Magnus167](https://github.com/Magnus167) in [PR #1442](https://github.com/macrosynergy/macrosynergy/pull/1442) * LAD linear regressor with a positive restriction option by [@rushilg99](https://github.com/rushilg99) in [PR #1443](https://github.com/macrosynergy/macrosynergy/pull/1443) * Sign- and Time- weighted LAD linear regression models by [@rushilg99](https://github.com/rushilg99) in [PR #1447](https://github.com/macrosynergy/macrosynergy/pull/1447) * Add unit tests for VintageData class by [@Magnus167](https://github.com/Magnus167) in [PR #1448](https://github.com/macrosynergy/macrosynergy/pull/1448) * Signal optimiser edge case handling for no model selected + blacklisted country not in the dataframe by [@rushilg99](https://github.com/rushilg99) in [PR #1452](https://github.com/macrosynergy/macrosynergy/pull/1452) ### Bugfixes * Revert "Feature: Speed up view_timelines" by [@sandresen1](https://github.com/sandresen1) in [PR #1423](https://github.com/macrosynergy/macrosynergy/pull/1423) * Remove deprecated `msm.DataQueryInterface` class and unittest by [@Magnus167](https://github.com/Magnus167) in [PR #1426](https://github.com/macrosynergy/macrosynergy/pull/1426) * Update `datetime.utcnow()` usage to use `timezone.utc` by [@Magnus167](https://github.com/Magnus167) in [PR #1428](https://github.com/macrosynergy/macrosynergy/pull/1428) * Correct logging level for DQ paginated responses by [@Magnus167](https://github.com/Magnus167) in [PR #1439](https://github.com/macrosynergy/macrosynergy/pull/1439) * Fix QDF column names in docstrings by [@Magnus167](https://github.com/Magnus167) in [PR #1444](https://github.com/macrosynergy/macrosynergy/pull/1444) * Fix formatting issue release_notes.py by [@Magnus167](https://github.com/Magnus167) in [PR #1445](https://github.com/macrosynergy/macrosynergy/pull/1445) * Added reversible mapping for `_map_to_business_day_frequency` by [@Magnus167](https://github.com/Magnus167) in [PR #1446](https://github.com/macrosynergy/macrosynergy/pull/1446) * Fix `JPMaQS.check_connection()` calls and delay param by [@Magnus167](https://github.com/Magnus167) in [PR #1457](https://github.com/macrosynergy/macrosynergy/pull/1457) * missing cids from linear composite are correctly removed by [@sandresen1](https://github.com/sandresen1) in [PR #1461](https://github.com/macrosynergy/macrosynergy/pull/1461) **Full Changelog**: [v0.1.4←v0.1.5](https://github.com/macrosynergy/macrosynergy/compare/v0.1.4...v0.1.5) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.5) ____________________ ## Release v0.1.4 ### New Features * Updating delay param code by [@Magnus167](https://github.com/Magnus167) in [PR #1412](https://github.com/macrosynergy/macrosynergy/pull/1412) * Xcat aggregation is performed if new_xcat name is declared by [@sandresen1](https://github.com/sandresen1) in [PR #1414](https://github.com/macrosynergy/macrosynergy/pull/1414) ### Bugfixes * Fix artifact upload having the incorrect versioning with deployment to github pages by [@sandresen1](https://github.com/sandresen1) in [PR #1411](https://github.com/macrosynergy/macrosynergy/pull/1411) * Fix how update tickers works and fix errors caused if using pandas v2.2 by [@sandresen1](https://github.com/sandresen1) in [PR #1413](https://github.com/macrosynergy/macrosynergy/pull/1413) * Fix error thrown when ncols is specified in reg_scatter by [@sandresen1](https://github.com/sandresen1) in [PR #1415](https://github.com/macrosynergy/macrosynergy/pull/1415) **Full Changelog**: [v0.1.3←v0.1.4](https://github.com/macrosynergy/macrosynergy/compare/v0.1.3...v0.1.4) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.4) ____________________ ## Release v0.1.3 ### New Features * Remove deprecated code and documentation for `macrosynergy.dataquery` by [@Magnus167](https://github.com/Magnus167) in [PR #1394](https://github.com/macrosynergy/macrosynergy/pull/1394) * Add references to subpackage README.md files by [@Magnus167](https://github.com/Magnus167) in [PR #1395](https://github.com/macrosynergy/macrosynergy/pull/1395) * time- & sign- weighted least squares by [@rushilg99](https://github.com/rushilg99) in [PR #1396](https://github.com/macrosynergy/macrosynergy/pull/1396) ### Bugfixes * Add permissions to PyPi Workflow by [@sandresen1](https://github.com/sandresen1) in [PR #1391](https://github.com/macrosynergy/macrosynergy/pull/1391) * Revert "Docs: Update subpackage READMEs and generate documentation" by [@sandresen1](https://github.com/sandresen1) in [PR #1398](https://github.com/macrosynergy/macrosynergy/pull/1398) * fix learning tests by [@emhbrine](https://github.com/emhbrine) in [PR #1401](https://github.com/macrosynergy/macrosynergy/pull/1401) * winsorize after adding to signal by [@emhbrine](https://github.com/emhbrine) in [PR #1404](https://github.com/macrosynergy/macrosynergy/pull/1404) **Full Changelog**: [v0.1.2←v0.1.3](https://github.com/macrosynergy/macrosynergy/compare/v0.1.2...v0.1.3) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.3) ____________________ ## Release v0.1.2 ### New Features * Sign- and time-weighted regression models by [@rushilg99](https://github.com/rushilg99) in [PR #1365](https://github.com/macrosynergy/macrosynergy/pull/1365) * signal optimiser unit tests, error handling and rolling option by [@rushilg99](https://github.com/rushilg99) in [PR #1373](https://github.com/macrosynergy/macrosynergy/pull/1373) * Add ncol argument to reg_scatter by [@sandresen1](https://github.com/sandresen1) in [PR #1380](https://github.com/macrosynergy/macrosynergy/pull/1380) * Performance metric unit tests by [@rushilg99](https://github.com/rushilg99) in [PR #1383](https://github.com/macrosynergy/macrosynergy/pull/1383) * Splitter visualisation tests by [@rushilg99](https://github.com/rushilg99) in [PR #1384](https://github.com/macrosynergy/macrosynergy/pull/1384) ### Bugfixes * Adding 'build' flag to RTD.yml by [@Magnus167](https://github.com/Magnus167) in [PR #1375](https://github.com/macrosynergy/macrosynergy/pull/1375) **Full Changelog**: [v0.1.1←v0.1.2](https://github.com/macrosynergy/macrosynergy/compare/v0.1.1...v0.1.2) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.2) ____________________ ## Release v0.1.1 ### New Features * vectorize ZnScoreAverager by [@emhbrine](https://github.com/emhbrine) in [PR #1328](https://github.com/macrosynergy/macrosynergy/pull/1328) * speed up learning tests by [@emhbrine](https://github.com/emhbrine) in [PR #1343](https://github.com/macrosynergy/macrosynergy/pull/1343) * Change unittests matrix to run only on `main` branch by [@Magnus167](https://github.com/Magnus167) in [PR #1350](https://github.com/macrosynergy/macrosynergy/pull/1350) * Update publish trigger for docs-site by [@Magnus167](https://github.com/Magnus167) in [PR #1354](https://github.com/macrosynergy/macrosynergy/pull/1354) * LassoSelector no feature selected check by [@rushilg99](https://github.com/rushilg99) in [PR #1355](https://github.com/macrosynergy/macrosynergy/pull/1355) * Sorting release notes as Features & Bugfixes by [@Magnus167](https://github.com/Magnus167) in [PR #1359](https://github.com/macrosynergy/macrosynergy/pull/1359) * vectorize expanding mean in `make_zn_scores` by [@emhbrine](https://github.com/emhbrine) in [PR #1366](https://github.com/macrosynergy/macrosynergy/pull/1366) ### Bugfixes * Update logo URL in JPB docs site by [@Magnus167](https://github.com/Magnus167) in [PR #1342](https://github.com/macrosynergy/macrosynergy/pull/1342) * Change legend location to appear below the plot to prevent squashing of the graph and stop overwriting of the variable legend_loc by [@sandresen1](https://github.com/sandresen1) in [PR #1349](https://github.com/macrosynergy/macrosynergy/pull/1349) * Parameter's values weren't being used to adjust the formatting of the timeline by [@sandresen1](https://github.com/sandresen1) in [PR #1353](https://github.com/macrosynergy/macrosynergy/pull/1353) * Fix formatting issues in Usage Examples by [@Magnus167](https://github.com/Magnus167) in [PR #1358](https://github.com/macrosynergy/macrosynergy/pull/1358) * Change to legend so it is in the same place with respect to the x labels as a default by [@sandresen1](https://github.com/sandresen1) in [PR #1360](https://github.com/macrosynergy/macrosynergy/pull/1360) * Change palette so legend colour matches scatter plot colour by [@sandresen1](https://github.com/sandresen1) in [PR #1363](https://github.com/macrosynergy/macrosynergy/pull/1363) * reduce_df xcats can be string by [@emhbrine](https://github.com/emhbrine) in [PR #1364](https://github.com/macrosynergy/macrosynergy/pull/1364) * Cross-Sectional mean is only interpreted across cids specified instead of globally across dataframe by [@sandresen1](https://github.com/sandresen1) in [PR #1367](https://github.com/macrosynergy/macrosynergy/pull/1367) **Full Changelog**: [v0.1.0←v0.1.1](https://github.com/macrosynergy/macrosynergy/compare/v0.1.0...v0.1.1) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.1) ____________________ ## Release v0.1.0 ### New Features * Updating Docs site - Sphinx by [@Magnus167](https://github.com/Magnus167) in [PR #1289](https://github.com/macrosynergy/macrosynergy/pull/1289) * learning subpackage unit tests + docs changes by [@rushilg99](https://github.com/rushilg99) in [PR #1297](https://github.com/macrosynergy/macrosynergy/pull/1297) * blacklisting fix for multiple periods of same xs + slicing by [@rushilg99](https://github.com/rushilg99) in [PR #1307](https://github.com/macrosynergy/macrosynergy/pull/1307) * Make heatmap more aesthetically pleasing by [@sandresen1](https://github.com/sandresen1) in [PR #1309](https://github.com/macrosynergy/macrosynergy/pull/1309) * removed experimental notices by [@rushilg99](https://github.com/rushilg99) in [PR #1317](https://github.com/macrosynergy/macrosynergy/pull/1317) * Added check for concentrated zero predictions for MAP test by [@rushilg99](https://github.com/rushilg99) in [PR #1325](https://github.com/macrosynergy/macrosynergy/pull/1325) * more learning unit tests by [@rushilg99](https://github.com/rushilg99) in [PR #1326](https://github.com/macrosynergy/macrosynergy/pull/1326) * ZN Score neutral level can now be a number by [@sandresen1](https://github.com/sandresen1) in [PR #1329](https://github.com/macrosynergy/macrosynergy/pull/1329) * Reformatting of files and removing unused imports by [@sandresen1](https://github.com/sandresen1) in [PR #1330](https://github.com/macrosynergy/macrosynergy/pull/1330) * removed experimental notice for learning + docs changes by [@rushilg99](https://github.com/rushilg99) in [PR #1337](https://github.com/macrosynergy/macrosynergy/pull/1337) ### Bugfixes * Reverts negation of signal on instantiation of Signal Return Relations by [@sandresen1](https://github.com/sandresen1) in [PR #1310](https://github.com/macrosynergy/macrosynergy/pull/1310) * Title fontsize specified is used in plot pnl by [@sandresen1](https://github.com/sandresen1) in [PR #1312](https://github.com/macrosynergy/macrosynergy/pull/1312) * Removes duplicate frequencies from signal returns without reordering the list by [@sandresen1](https://github.com/sandresen1) in [PR #1314](https://github.com/macrosynergy/macrosynergy/pull/1314) * Change docstring to stop bugged formatting on docs site by [@sandresen1](https://github.com/sandresen1) in [PR #1331](https://github.com/macrosynergy/macrosynergy/pull/1331) **Full Changelog**: [v0.0.51←v0.1.0](https://github.com/macrosynergy/macrosynergy/compare/v0.0.51...v0.1.0) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.1.0) ____________________ ## Release v0.0.52 ### New Features * learning subpackage unit tests + docs changes by [@rushilg99](https://github.com/rushilg99) in [PR #1297](https://github.com/macrosynergy/macrosynergy/pull/1297) * blacklisting fix for multiple periods of same xs + slicing by [@rushilg99](https://github.com/rushilg99) in [PR #1307](https://github.com/macrosynergy/macrosynergy/pull/1307) * Make heatmap more aesthetically pleasing by [@sandresen1](https://github.com/sandresen1) in [PR #1309](https://github.com/macrosynergy/macrosynergy/pull/1309) * removed experimental notices by [@rushilg99](https://github.com/rushilg99) in [PR #1317](https://github.com/macrosynergy/macrosynergy/pull/1317) ### Bugfixes * Reverts negation of signal on instantiation of Signal Return Relations by [@sandresen1](https://github.com/sandresen1) in [PR #1310](https://github.com/macrosynergy/macrosynergy/pull/1310) * Title fontsize specified is used in plot pnl by [@sandresen1](https://github.com/sandresen1) in [PR #1312](https://github.com/macrosynergy/macrosynergy/pull/1312) * Removes duplicate frequencies from signal returns without reordering the list by [@sandresen1](https://github.com/sandresen1) in [PR #1314](https://github.com/macrosynergy/macrosynergy/pull/1314) **Full Changelog**: [v0.0.51←v0.0.52](https://github.com/macrosynergy/macrosynergy/compare/v0.0.51...v0.0.52) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.52) ____________________ ## Release v0.0.51 ### New Features * Add functionality to specify feature and return signal in correlation bars by [@sandresen1](https://github.com/sandresen1) in [PR #1292](https://github.com/macrosynergy/macrosynergy/pull/1292) * Add unit tests and fix small bug by [@sandresen1](https://github.com/sandresen1) in [PR #1293](https://github.com/macrosynergy/macrosynergy/pull/1293) * Add extra argumentss to accuracy_bars by [@sandresen1](https://github.com/sandresen1) in [PR #1294](https://github.com/macrosynergy/macrosynergy/pull/1294) * Updating `actions/checkout` to `v4` by [@Magnus167](https://github.com/Magnus167) in [PR #1295](https://github.com/macrosynergy/macrosynergy/pull/1295) * renaming avgnormftrtransformer by [@rushilg99](https://github.com/rushilg99) in [PR #1296](https://github.com/macrosynergy/macrosynergy/pull/1296) * blacklisting for signal optimiser by [@rushilg99](https://github.com/rushilg99) in [PR #1299](https://github.com/macrosynergy/macrosynergy/pull/1299) * Optimise Single Statistic Table by [@sandresen1](https://github.com/sandresen1) in [PR #1300](https://github.com/macrosynergy/macrosynergy/pull/1300) * feature averager by [@rushilg99](https://github.com/rushilg99) in [PR #1302](https://github.com/macrosynergy/macrosynergy/pull/1302) ### Bugfixes * Remove duplicate frequencies, if defined in Signal Return Relations by [@sandresen1](https://github.com/sandresen1) in [PR #1290](https://github.com/macrosynergy/macrosynergy/pull/1290) * Ensure negation of signals is reverted by [@sandresen1](https://github.com/sandresen1) in [PR #1291](https://github.com/macrosynergy/macrosynergy/pull/1291) * Fix bug where lineplot plotted xcats in alphabetical order instead of specified order by [@sandresen1](https://github.com/sandresen1) in [PR #1298](https://github.com/macrosynergy/macrosynergy/pull/1298) **Full Changelog**: [v0.0.50←v0.0.51](https://github.com/macrosynergy/macrosynergy/compare/v0.0.50...v0.0.51) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.51) ____________________ ## Release v0.0.50 ### New Features * `prediction_tools` parallelisation by [@emhbrine](https://github.com/emhbrine) in [PR #1234](https://github.com/macrosynergy/macrosynergy/pull/1234) * Refactoring `historic_vol()` by [@Magnus167](https://github.com/Magnus167) in [PR #1247](https://github.com/macrosynergy/macrosynergy/pull/1247) * Remove old group-id from `DataQueryInterface.get_catalogue()` by [@Magnus167](https://github.com/Magnus167) in [PR #1249](https://github.com/macrosynergy/macrosynergy/pull/1249) * reordered learning submodule constructor by [@rushilg99](https://github.com/rushilg99) in [PR #1255](https://github.com/macrosynergy/macrosynergy/pull/1255) * added `title_fontsize` arg to `SignalReturnRelations` plotting methods by [@Magnus167](https://github.com/Magnus167) in [PR #1259](https://github.com/macrosynergy/macrosynergy/pull/1259) * type and value checks for transformers + minor refactoring by [@rushilg99](https://github.com/rushilg99) in [PR #1262](https://github.com/macrosynergy/macrosynergy/pull/1262) * Out of sample signal optimiser + new transformers + new predictors by [@rushilg99](https://github.com/rushilg99) in [PR #1266](https://github.com/macrosynergy/macrosynergy/pull/1266) * Added logic to sort DF from `JPMaQSDownload` by [@Magnus167](https://github.com/Magnus167) in [PR #1268](https://github.com/macrosynergy/macrosynergy/pull/1268) * Set rounding for statistic table heatmap by [@sandresen1](https://github.com/sandresen1) in [PR #1270](https://github.com/macrosynergy/macrosynergy/pull/1270) * Refactor panel calculator by [@sandresen1](https://github.com/sandresen1) in [PR #1273](https://github.com/macrosynergy/macrosynergy/pull/1273) * mapselector now returns zeros when no features are significant by [@rushilg99](https://github.com/rushilg99) in [PR #1274](https://github.com/macrosynergy/macrosynergy/pull/1274) * Naive predictor class published by [@rushilg99](https://github.com/rushilg99) in [PR #1275](https://github.com/macrosynergy/macrosynergy/pull/1275) * Add small typing to panel calculator by [@sandresen1](https://github.com/sandresen1) in [PR #1276](https://github.com/macrosynergy/macrosynergy/pull/1276) * Small refactor/reformat to make_zn_scores by [@sandresen1](https://github.com/sandresen1) in [PR #1279](https://github.com/macrosynergy/macrosynergy/pull/1279) * refactor return beta by [@sandresen1](https://github.com/sandresen1) in [PR #1281](https://github.com/macrosynergy/macrosynergy/pull/1281) * Add label for cs mean in view_timelines by [@sandresen1](https://github.com/sandresen1) in [PR #1282](https://github.com/macrosynergy/macrosynergy/pull/1282) ### Bugfixes * Removes incorrect assert from update_df and add more robust tests by [@sandresen1](https://github.com/sandresen1) in [PR #1250](https://github.com/macrosynergy/macrosynergy/pull/1250) * Allows QDF Type to be an empty dataframe by [@sandresen1](https://github.com/sandresen1) in [PR #1257](https://github.com/macrosynergy/macrosynergy/pull/1257) * When cross sections intersections exclusively across signals are empty the communal sample doesn't index from the dataframe by [@sandresen1](https://github.com/sandresen1) in [PR #1261](https://github.com/macrosynergy/macrosynergy/pull/1261) * Seaborn version/Missing heatmap annotations by [@Magnus167](https://github.com/Magnus167) in [PR #1269](https://github.com/macrosynergy/macrosynergy/pull/1269) * Fix typing error which declares a tuple by [@sandresen1](https://github.com/sandresen1) in [PR #1280](https://github.com/macrosynergy/macrosynergy/pull/1280) **Full Changelog**: [v0.0.49←v0.0.50](https://github.com/macrosynergy/macrosynergy/compare/v0.0.49...v0.0.50) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.50) ____________________ ## Release v0.0.49 ### New Features * Edits to Panel splitter classes by [@emhbrine](https://github.com/emhbrine) in [PR #1220](https://github.com/macrosynergy/macrosynergy/pull/1220) * Adaptive signal generation from ML predictions by [@rushilg99](https://github.com/rushilg99) in [PR #1223](https://github.com/macrosynergy/macrosynergy/pull/1223) * Deprecating singular arguments (ret, sig, freq, agg_sig and rival_sigs) in Signal Return Relations by [@sandresen1](https://github.com/sandresen1) in [PR #1235](https://github.com/macrosynergy/macrosynergy/pull/1235) * Add option for custom title font size in `NaivePNL.plot_pnls()` function by [@Magnus167](https://github.com/Magnus167) in [PR #1237](https://github.com/macrosynergy/macrosynergy/pull/1237) * use business day `freq` by [@emhbrine](https://github.com/emhbrine) in [PR #1238](https://github.com/macrosynergy/macrosynergy/pull/1238) ### Bugfixes * Remove single character variables to prevent linting from failing by [@sandresen1](https://github.com/sandresen1) in [PR #1236](https://github.com/macrosynergy/macrosynergy/pull/1236) * Make assertion error in `update_df` more informative by [@sandresen1](https://github.com/sandresen1) in [PR #1240](https://github.com/macrosynergy/macrosynergy/pull/1240) **Full Changelog**: [v0.0.48←v0.0.49](https://github.com/macrosynergy/macrosynergy/compare/v0.0.48...v0.0.49) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.49) ____________________ ## Release v0.0.48 ### New Features * Reformat docstring in signal returns by [@sandresen1](https://github.com/sandresen1) in [PR #1224](https://github.com/macrosynergy/macrosynergy/pull/1224) * Consolidate Signal Return Relations and Signals Returns into one single class by [@sandresen1](https://github.com/sandresen1) in [PR #1227](https://github.com/macrosynergy/macrosynergy/pull/1227) ### Bugfixes * Required version of matplotlib is now at least 3.6.0 to avoid runtime error when declaring title in visuals by [@sandresen1](https://github.com/sandresen1) in [PR #1225](https://github.com/macrosynergy/macrosynergy/pull/1225) **Full Changelog**: [v0.0.47←v0.0.48](https://github.com/macrosynergy/macrosynergy/compare/v0.0.47...v0.0.48) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.48) ____________________ ## Release v0.0.47 ### New Features * Lasso and MAP feature selection + Z score signal creation by [@rushilg99](https://github.com/rushilg99) in [PR #1176](https://github.com/macrosynergy/macrosynergy/pull/1176) * Show 10 slowest tests in test output by [@sandresen1](https://github.com/sandresen1) in [PR #1191](https://github.com/macrosynergy/macrosynergy/pull/1191) * Added README for `macrosynergy.learning` by [@rushilg99](https://github.com/rushilg99) in [PR #1192](https://github.com/macrosynergy/macrosynergy/pull/1192) * Remove expanding_statistics.py & refactor math.py by [@sandresen1](https://github.com/sandresen1) in [PR #1195](https://github.com/macrosynergy/macrosynergy/pull/1195) * function to translate test predictions into Naive PnLs by [@rushilg99](https://github.com/rushilg99) in [PR #1198](https://github.com/macrosynergy/macrosynergy/pull/1198) * Added cids to constructor of Signals Returns by [@sandresen1](https://github.com/sandresen1) in [PR #1200](https://github.com/macrosynergy/macrosynergy/pull/1200) * Add warning to when cids specified in Signal Base are not in the reduced dataframe by [@sandresen1](https://github.com/sandresen1) in [PR #1201](https://github.com/macrosynergy/macrosynergy/pull/1201) * Consolidate cids into signal base by [@sandresen1](https://github.com/sandresen1) in [PR #1204](https://github.com/macrosynergy/macrosynergy/pull/1204) * Refactoring of Signals Directory by [@sandresen1](https://github.com/sandresen1) in [PR #1205](https://github.com/macrosynergy/macrosynergy/pull/1205) * Refactoring Converge Row by [@sandresen1](https://github.com/sandresen1) in [PR #1206](https://github.com/macrosynergy/macrosynergy/pull/1206) * return self in transformer fit + dataframe in benchmark transformation by [@rushilg99](https://github.com/rushilg99) in [PR #1208](https://github.com/macrosynergy/macrosynergy/pull/1208) ### Bugfixes * Fixed bug where cids is declared incorrectly in __output_table__ by [@sandresen1](https://github.com/sandresen1) in [PR #1199](https://github.com/macrosynergy/macrosynergy/pull/1199) * Add context manager to correlation matrix plotting by [@Magnus167](https://github.com/Magnus167) in [PR #1211](https://github.com/macrosynergy/macrosynergy/pull/1211) * Add legend location and bbox args to `view_ranges()` by [@Magnus167](https://github.com/Magnus167) in [PR #1212](https://github.com/macrosynergy/macrosynergy/pull/1212) **Full Changelog**: [v0.0.46←v0.0.47](https://github.com/macrosynergy/macrosynergy/compare/v0.0.46...v0.0.47) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.47) ____________________ ## Release v0.0.46 ### New Features * Add a Required Review Directive to workflow by [@sandresen1](https://github.com/sandresen1) in [PR #1120](https://github.com/macrosynergy/macrosynergy/pull/1120) * Consolidating `msm.simulate_*` functions by [@Magnus167](https://github.com/Magnus167) in [PR #1132](https://github.com/macrosynergy/macrosynergy/pull/1132) * Code Coverage excludes code that won't be executed by [@sandresen1](https://github.com/sandresen1) in [PR #1144](https://github.com/macrosynergy/macrosynergy/pull/1144) * Added more unit tests for category_relations by [@sandresen1](https://github.com/sandresen1) in [PR #1147](https://github.com/macrosynergy/macrosynergy/pull/1147) * Adding `granger_causality_test()` by [@Magnus167](https://github.com/Magnus167) in [PR #1148](https://github.com/macrosynergy/macrosynergy/pull/1148) * Sub-package for `msm.utils` by [@Magnus167](https://github.com/Magnus167) in [PR #1149](https://github.com/macrosynergy/macrosynergy/pull/1149) * `single_statistic_table` heatmap by [@emhbrine](https://github.com/emhbrine) in [PR #1163](https://github.com/macrosynergy/macrosynergy/pull/1163) * added a range of non-standard scikit-learn performance metrics to ms.learning by [@rushilg99](https://github.com/rushilg99) in [PR #1164](https://github.com/macrosynergy/macrosynergy/pull/1164) * Remove unnecessary copying of dataframe by [@sandresen1](https://github.com/sandresen1) in [PR #1165](https://github.com/macrosynergy/macrosynergy/pull/1165) * Add new tests for signal directory by [@sandresen1](https://github.com/sandresen1) in [PR #1169](https://github.com/macrosynergy/macrosynergy/pull/1169) * corrected type check for multi-index index format for returns in metric.py by [@rushilg99](https://github.com/rushilg99) in [PR #1172](https://github.com/macrosynergy/macrosynergy/pull/1172) * Add more unit tests to Signal Return Relations by [@sandresen1](https://github.com/sandresen1) in [PR #1173](https://github.com/macrosynergy/macrosynergy/pull/1173) * Add test to naive_pnl and prevent tests from outputting plots directly by [@sandresen1](https://github.com/sandresen1) in [PR #1175](https://github.com/macrosynergy/macrosynergy/pull/1175) * Remove unnecessary call to mpl by [@sandresen1](https://github.com/sandresen1) in [PR #1184](https://github.com/macrosynergy/macrosynergy/pull/1184) ### Bugfixes * Clear branch cache by [@sandresen1](https://github.com/sandresen1) in [PR #1143](https://github.com/macrosynergy/macrosynergy/pull/1143) * Removed purging cache failure upon merging to develop by [@sandresen1](https://github.com/sandresen1) in [PR #1154](https://github.com/macrosynergy/macrosynergy/pull/1154) * `make_relative_value()`, unintented warning when preparing basket by [@Magnus167](https://github.com/Magnus167) in [PR #1158](https://github.com/macrosynergy/macrosynergy/pull/1158) * Change precision of tests to be more forgiving by [@sandresen1](https://github.com/sandresen1) in [PR #1160](https://github.com/macrosynergy/macrosynergy/pull/1160) * Uses seaborn style correctly by [@sandresen1](https://github.com/sandresen1) in [PR #1161](https://github.com/macrosynergy/macrosynergy/pull/1161) * Fix time_series_check number error by [@sandresen1](https://github.com/sandresen1) in [PR #1167](https://github.com/macrosynergy/macrosynergy/pull/1167) * Fixing docs scripts for subpackages-within-subpackages by [@Magnus167](https://github.com/Magnus167) in [PR #1170](https://github.com/macrosynergy/macrosynergy/pull/1170) * Changed tests to use relative tolerance to prevent occasional false failure by [@sandresen1](https://github.com/sandresen1) in [PR #1174](https://github.com/macrosynergy/macrosynergy/pull/1174) * removing max_drawdown metric by [@emhbrine](https://github.com/emhbrine) in [PR #1177](https://github.com/macrosynergy/macrosynergy/pull/1177) * Clips expected zn scores to prevent occasional false failure on modify signals test by [@sandresen1](https://github.com/sandresen1) in [PR #1178](https://github.com/macrosynergy/macrosynergy/pull/1178) * Removed unnecessary comments from `msp.__init__` by [@Magnus167](https://github.com/Magnus167) in [PR #1182](https://github.com/macrosynergy/macrosynergy/pull/1182) **Full Changelog**: [v0.0.45←v0.0.46](https://github.com/macrosynergy/macrosynergy/compare/v0.0.45...v0.0.46) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.46) ____________________ ## Release v0.0.45 ### New Features * new class `SignalsReturns`, complementing `SignalReturnRelations` by [@sandresen1](https://github.com/sandresen1) in [PR #1043](https://github.com/macrosynergy/macrosynergy/pull/1043) * Custom types and `isinstance()` checks by [@Magnus167](https://github.com/Magnus167) in [PR #1069](https://github.com/macrosynergy/macrosynergy/pull/1069) * Implementing `QuantamentalDataFrame` as a type by [@Magnus167](https://github.com/Magnus167) in [PR #1071](https://github.com/macrosynergy/macrosynergy/pull/1071) * `macrosynergy.management.decorators`, consolidating common functionality by [@Magnus167](https://github.com/Magnus167) in [PR #1074](https://github.com/macrosynergy/macrosynergy/pull/1074) * CI/CD, clear GitHub actions caches post PR merge by [@Magnus167](https://github.com/Magnus167) in [PR #1082](https://github.com/macrosynergy/macrosynergy/pull/1082) * Renaming workflow job names for status checks by [@Magnus167](https://github.com/Magnus167) in [PR #1106](https://github.com/macrosynergy/macrosynergy/pull/1106) * move plotting to visuals by [@emhbrine](https://github.com/emhbrine) in [PR #1108](https://github.com/macrosynergy/macrosynergy/pull/1108) * Consolidating management utilities by [@Magnus167](https://github.com/Magnus167) in [PR #1111](https://github.com/macrosynergy/macrosynergy/pull/1111) * Removing `pd.DataFrame` from `msm.decorators.argcopy` by [@Magnus167](https://github.com/Magnus167) in [PR #1116](https://github.com/macrosynergy/macrosynergy/pull/1116) * Subpackage for utilities by [@Magnus167](https://github.com/Magnus167) in [PR #1121](https://github.com/macrosynergy/macrosynergy/pull/1121) * Prevent Build from succeeding if sys.path.append(os.getcwd()) is found by [@sandresen1](https://github.com/sandresen1) in [PR #1124](https://github.com/macrosynergy/macrosynergy/pull/1124) * Remove use of deprecated function set-output in github actions by [@sandresen1](https://github.com/sandresen1) in [PR #1130](https://github.com/macrosynergy/macrosynergy/pull/1130) ### Bugfixes * CI/CD, fixing check-pr action by [@Magnus167](https://github.com/Magnus167) in [PR #1103](https://github.com/macrosynergy/macrosynergy/pull/1103) * CI/CD, check-pr workflow by [@Magnus167](https://github.com/Magnus167) in [PR #1104](https://github.com/macrosynergy/macrosynergy/pull/1104) * Error messages in `make_zn_scores()` by [@Magnus167](https://github.com/Magnus167) in [PR #1107](https://github.com/macrosynergy/macrosynergy/pull/1107) * Side-effects in `qdf_to_ticker_df()` util. by [@Magnus167](https://github.com/Magnus167) in [PR #1112](https://github.com/macrosynergy/macrosynergy/pull/1112) * Incorrect version format for development versions by [@Magnus167](https://github.com/Magnus167) in [PR #1114](https://github.com/macrosynergy/macrosynergy/pull/1114) * Adjustments for colourblind users by [@Magnus167](https://github.com/Magnus167) in [PR #1115](https://github.com/macrosynergy/macrosynergy/pull/1115) * Updating deprecation message for MSM methods by [@Magnus167](https://github.com/Magnus167) in [PR #1122](https://github.com/macrosynergy/macrosynergy/pull/1122) * Unittest, using `np.allclose` instead of `np,all` & `equ` by [@Magnus167](https://github.com/Magnus167) in [PR #1123](https://github.com/macrosynergy/macrosynergy/pull/1123) * Integration tests can't run concurrently by [@sandresen1](https://github.com/sandresen1) in [PR #1127](https://github.com/macrosynergy/macrosynergy/pull/1127) * Reverting "Feature: Subpackage for utilities" by [@Magnus167](https://github.com/Magnus167) in [PR #1135](https://github.com/macrosynergy/macrosynergy/pull/1135) **Full Changelog**: [v0.0.44←v0.0.45](https://github.com/macrosynergy/macrosynergy/compare/v0.0.44...v0.0.45) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.45) ____________________ ## Release v0.0.44 ### New Features * new `panel_cv_scores` to return cv scores over a panel by [@rushilg99](https://github.com/rushilg99) in [PR #1055](https://github.com/macrosynergy/macrosynergy/pull/1055) * view metrics refactor by [@emhbrine](https://github.com/emhbrine) in [PR #1056](https://github.com/macrosynergy/macrosynergy/pull/1056) * Consolidates apply_slip into utils.py by [@sandresen1](https://github.com/sandresen1) in [PR #1066](https://github.com/macrosynergy/macrosynergy/pull/1066) * optional std dev cv metric + long bias display by [@rushilg99](https://github.com/rushilg99) in [PR #1077](https://github.com/macrosynergy/macrosynergy/pull/1077) * Common cache on the `develop` branch by [@Magnus167](https://github.com/Magnus167) in [PR #1079](https://github.com/macrosynergy/macrosynergy/pull/1079) * added metrics to detect long bias in a model by [@rushilg99](https://github.com/rushilg99) in [PR #1081](https://github.com/macrosynergy/macrosynergy/pull/1081) * `ms.learning`, added benchmark transformer class by [@rushilg99](https://github.com/rushilg99) in [PR #1083](https://github.com/macrosynergy/macrosynergy/pull/1083) * CI/CD, Pull request QC and directives by [@Magnus167](https://github.com/Magnus167) in [PR #1084](https://github.com/macrosynergy/macrosynergy/pull/1084) * Efficiency changes to shape_dfs.py by [@sandresen1](https://github.com/sandresen1) in [PR #1085](https://github.com/macrosynergy/macrosynergy/pull/1085) * `check_pr()` added version based directives by [@Magnus167](https://github.com/Magnus167) in [PR #1093](https://github.com/macrosynergy/macrosynergy/pull/1093) ### Bugfixes * `test_signal_return`, using `np.isclose` instead of `round` by [@Magnus167](https://github.com/Magnus167) in [PR #1072](https://github.com/macrosynergy/macrosynergy/pull/1072) * `macrosynergy.visuals`, safely failing when "seaborn-darkgrid" style is not available by [@Magnus167](https://github.com/Magnus167) in [PR #1075](https://github.com/macrosynergy/macrosynergy/pull/1075) * CI/CD, common cache by [@Magnus167](https://github.com/Magnus167) in [PR #1080](https://github.com/macrosynergy/macrosynergy/pull/1080) * PR QC failing when no description provided by [@sandresen1](https://github.com/sandresen1) in [PR #1086](https://github.com/macrosynergy/macrosynergy/pull/1086) * Merge-After directive not working in PRs by [@Magnus167](https://github.com/Magnus167) in [PR #1088](https://github.com/macrosynergy/macrosynergy/pull/1088) * fix lags for `correl_matrix` by [@emhbrine](https://github.com/emhbrine) in [PR #1090](https://github.com/macrosynergy/macrosynergy/pull/1090) * Change unit test to use relative tolerance to avoid test failing by [@sandresen1](https://github.com/sandresen1) in [PR #1091](https://github.com/macrosynergy/macrosynergy/pull/1091) * `view_timelines()`, cross-sectional mean not working by [@Magnus167](https://github.com/Magnus167) in [PR #1092](https://github.com/macrosynergy/macrosynergy/pull/1092) * Seaborn/Matplotlib style issue by [@Magnus167](https://github.com/Magnus167) in [PR #1094](https://github.com/macrosynergy/macrosynergy/pull/1094) * PR QCD workflow by [@Magnus167](https://github.com/Magnus167) in [PR #1095](https://github.com/macrosynergy/macrosynergy/pull/1095) **Full Changelog**: [v0.0.43←v0.0.44](https://github.com/macrosynergy/macrosynergy/compare/v0.0.43...v0.0.44) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.44) ____________________ ## Release v0.0.43 ### New Features * `PanelTimeSeriesSplit`, added module docstring by [@Magnus167](https://github.com/Magnus167) in [PR #985](https://github.com/macrosynergy/macrosynergy/pull/985) * Added print stdout arg to test args in `pyproject.toml` by [@Magnus167](https://github.com/Magnus167) in [PR #1033](https://github.com/macrosynergy/macrosynergy/pull/1033) * `ticker_df_to_qdf()` utility by [@Magnus167](https://github.com/Magnus167) in [PR #1034](https://github.com/macrosynergy/macrosynergy/pull/1034) * extend `correl_matrix` to calculate correlation between two sets by [@emhbrine](https://github.com/emhbrine) in [PR #1041](https://github.com/macrosynergy/macrosynergy/pull/1041) * `pytest-xdist`, running multi-threaded tests by [@sandresen1](https://github.com/sandresen1) in [PR #1042](https://github.com/macrosynergy/macrosynergy/pull/1042) * Caches dependencies when building by [@sandresen1](https://github.com/sandresen1) in [PR #1047](https://github.com/macrosynergy/macrosynergy/pull/1047) * Modular GH-actions by [@Magnus167](https://github.com/Magnus167) in [PR #1052](https://github.com/macrosynergy/macrosynergy/pull/1052) ### Bugfixes * Change to `historic_vol.get_cycles()` to reduce memory overhead by [@sandresen1](https://github.com/sandresen1) in [PR #1035](https://github.com/macrosynergy/macrosynergy/pull/1035) * `JPMaQSDownloader`, downloading generic DQ expressions by [@Magnus167](https://github.com/Magnus167) in [PR #1038](https://github.com/macrosynergy/macrosynergy/pull/1038) * Small change to unittest so it asserts due to unknown category by [@sandresen1](https://github.com/sandresen1) in [PR #1040](https://github.com/macrosynergy/macrosynergy/pull/1040) * Remove multithreading in integration test workflows by [@sandresen1](https://github.com/sandresen1) in [PR #1051](https://github.com/macrosynergy/macrosynergy/pull/1051) **Full Changelog**: [v0.0.42←v0.0.43](https://github.com/macrosynergy/macrosynergy/compare/v0.0.42...v0.0.43) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.43) ____________________ ## Release v0.0.42 ### Bugfixes * Cleaning up imports in `jpmaqs.py` by [@Magnus167](https://github.com/Magnus167) in [PR #1011](https://github.com/macrosynergy/macrosynergy/pull/1011) * Standard keywords in `make_test_df()` by [@Magnus167](https://github.com/Magnus167) in [PR #1014](https://github.com/macrosynergy/macrosynergy/pull/1014) * Cumulative Sum, `msv.view.timelines` by [@Magnus167](https://github.com/Magnus167) in [PR #1015](https://github.com/macrosynergy/macrosynergy/pull/1015) * Updating the URL for the logo in `docs/assets/jpb-config.yml` by [@Magnus167](https://github.com/Magnus167) in [PR #1016](https://github.com/macrosynergy/macrosynergy/pull/1016) * `is_valid_iso_date` by [@Magnus167](https://github.com/Magnus167) in [PR #1022](https://github.com/macrosynergy/macrosynergy/pull/1022) **Full Changelog**: [v0.0.41←v0.0.42](https://github.com/macrosynergy/macrosynergy/compare/v0.0.41...v0.0.42) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.42) ____________________ ## Release v0.0.41 ### Bugfixes * `msv.view.timelines` sorting facet titles alphabetically by [@Magnus167](https://github.com/Magnus167) in [PR #1004](https://github.com/macrosynergy/macrosynergy/pull/1004) **Full Changelog**: [v0.0.40←v0.0.41](https://github.com/macrosynergy/macrosynergy/compare/v0.0.40...v0.0.41) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.41) ____________________ ## Release v0.0.40 ### Bugfixes * `view_timelines()` title adjustment by [@Magnus167](https://github.com/Magnus167) in [PR #996](https://github.com/macrosynergy/macrosynergy/pull/996) * Single `cid` chart with `xcat_grid` by [@Magnus167](https://github.com/Magnus167) in [PR #997](https://github.com/macrosynergy/macrosynergy/pull/997) **Full Changelog**: [v0.0.39←v0.0.40](https://github.com/macrosynergy/macrosynergy/compare/v0.0.39...v0.0.40) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.40) ____________________ ## Release v0.0.39 ### New Features * Delete `macrosynergy.pnl.real_pnl` by [@Magnus167](https://github.com/Magnus167) in [PR #986](https://github.com/macrosynergy/macrosynergy/pull/986) * Removing `pyyaml` dependency by [@Magnus167](https://github.com/Magnus167) in [PR #987](https://github.com/macrosynergy/macrosynergy/pull/987) * Updating `pyproject.toml` by [@Magnus167](https://github.com/Magnus167) in [PR #989](https://github.com/macrosynergy/macrosynergy/pull/989) **Full Changelog**: [v0.0.38←v0.0.39](https://github.com/macrosynergy/macrosynergy/compare/v0.0.38...v0.0.39) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.39) ____________________ ## Release v0.0.38 ### Bugfixes * Updating docs landing page by [@Magnus167](https://github.com/Magnus167) in [PR #981](https://github.com/macrosynergy/macrosynergy/pull/981) **Full Changelog**: [v0.0.37←v0.0.38](https://github.com/macrosynergy/macrosynergy/compare/v0.0.37...v0.0.38) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.38) ____________________ ## Release v0.0.37 ### New Features * Reviewing`PanelTimeSeriesSplit` by [@rsueppel](https://github.com/rsueppel) in [PR #925](https://github.com/macrosynergy/macrosynergy/pull/925) * Update README.md logo by [@Magnus167](https://github.com/Magnus167) in [PR #955](https://github.com/macrosynergy/macrosynergy/pull/955) * Added ability to pass directives in docstrings by [@Magnus167](https://github.com/Magnus167) in [PR #956](https://github.com/macrosynergy/macrosynergy/pull/956) * `PanelTimeSeriesSplit`, added figsize to visualisation method by [@rushilg99](https://github.com/rushilg99) in [PR #970](https://github.com/macrosynergy/macrosynergy/pull/970) * `PanelTimeSeriesSplit`, matplotlib changes by [@rushilg99](https://github.com/rushilg99) in [PR #971](https://github.com/macrosynergy/macrosynergy/pull/971) * `PanelTimeSeriesSplit`, matplotlib graphics change by [@rushilg99](https://github.com/rushilg99) in [PR #972](https://github.com/macrosynergy/macrosynergy/pull/972) * `msm.utils`, updating `standardise_dataframe` function by [@Magnus167](https://github.com/Magnus167) in [PR #973](https://github.com/macrosynergy/macrosynergy/pull/973) ### Bugfixes * Adding tests and warnings to docs by [@Magnus167](https://github.com/Magnus167) in [PR #960](https://github.com/macrosynergy/macrosynergy/pull/960) * `PanelTimeSeriesSplit`, fixed adjustment of n_splits and train, test indices by [@rushilg99](https://github.com/rushilg99) in [PR #963](https://github.com/macrosynergy/macrosynergy/pull/963) * `CategoryRelations`, missing XCAT error message by [@Magnus167](https://github.com/Magnus167) in [PR #964](https://github.com/macrosynergy/macrosynergy/pull/964) * `CategoryRelations`, fixed Pandas warnings by [@Magnus167](https://github.com/Magnus167) in [PR #965](https://github.com/macrosynergy/macrosynergy/pull/965) * `panel_calculator()`, error with CID-XCAT intersection by [@Magnus167](https://github.com/Magnus167) in [PR #968](https://github.com/macrosynergy/macrosynergy/pull/968) * `msm.utils.standardise_dataframe`, code indentation by [@Magnus167](https://github.com/Magnus167) in [PR #974](https://github.com/macrosynergy/macrosynergy/pull/974) **Full Changelog**: [v0.0.36←v0.0.37](https://github.com/macrosynergy/macrosynergy/compare/v0.0.36...v0.0.37) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.37) ____________________ ## Release v0.0.36 ### Bugfixes * Bug - source misconfigured in TOML by [@Magnus167](https://github.com/Magnus167) in [PR #950](https://github.com/macrosynergy/macrosynergy/pull/950) **Full Changelog**: [v0.0.35←v0.0.36](https://github.com/macrosynergy/macrosynergy/compare/v0.0.35...v0.0.36) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.36) ____________________ ## Release v0.0.35 ### New Features * Adding line styles to `make_test_df()` by [@Magnus167](https://github.com/Magnus167) in [PR #938](https://github.com/macrosynergy/macrosynergy/pull/938) ### Bugfixes * `check_availability()`, negative last updated date by [@Magnus167](https://github.com/Magnus167) in [PR #928](https://github.com/macrosynergy/macrosynergy/pull/928) * Naive PNL - weekly rebal freq, attribute error by [@Magnus167](https://github.com/Magnus167) in [PR #933](https://github.com/macrosynergy/macrosynergy/pull/933) * New depr. warnings from `pandas==2.1.0` by [@Magnus167](https://github.com/Magnus167) in [PR #939](https://github.com/macrosynergy/macrosynergy/pull/939) **Full Changelog**: [v0.0.34←v0.0.35](https://github.com/macrosynergy/macrosynergy/compare/v0.0.34...v0.0.35) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.35) ____________________ ## Release v0.0.34 ### New Features * Add FAQs to README by [@Magnus167](https://github.com/Magnus167) in [PR #889](https://github.com/macrosynergy/macrosynergy/pull/889) ### Bugfixes * `linear_composite()`, added pass-through for `normalize_weights` arg by [@Magnus167](https://github.com/Magnus167) in [PR #890](https://github.com/macrosynergy/macrosynergy/pull/890) * 'check_availabilites()' - "future" dates in plots by [@Magnus167](https://github.com/Magnus167) in [PR #894](https://github.com/macrosynergy/macrosynergy/pull/894) * Fixing `test_relative_value` by [@Magnus167](https://github.com/Magnus167) in [PR #899](https://github.com/macrosynergy/macrosynergy/pull/899) * `CategoryRelations()` aggregation error by [@Magnus167](https://github.com/Magnus167) in [PR #901](https://github.com/macrosynergy/macrosynergy/pull/901) * `linear_composite()` weights problem by [@Magnus167](https://github.com/Magnus167) in [PR #903](https://github.com/macrosynergy/macrosynergy/pull/903) * `SignalReturnRelations.apply_slip()` to raise warning instead of error for missing tickers by [@Magnus167](https://github.com/Magnus167) in [PR #904](https://github.com/macrosynergy/macrosynergy/pull/904) * Linear Composites, missing `xcats` when using `xcat_agg` by [@Magnus167](https://github.com/Magnus167) in [PR #906](https://github.com/macrosynergy/macrosynergy/pull/906) * `check_availability()` - negative missing days by [@Magnus167](https://github.com/Magnus167) in [PR #914](https://github.com/macrosynergy/macrosynergy/pull/914) **Full Changelog**: [v0.0.33←v0.0.34](https://github.com/macrosynergy/macrosynergy/compare/v0.0.33...v0.0.34) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.34) ____________________ ## Release v0.0.33 ### New Features * Changing Integration tests by [@Magnus167](https://github.com/Magnus167) in [PR #869](https://github.com/macrosynergy/macrosynergy/pull/869) ### Bugfixes * Warning added to `_prepare_basket` by [@Magnus167](https://github.com/Magnus167) in [PR #803](https://github.com/macrosynergy/macrosynergy/pull/803) * Reverting `view_timelines()` to last-stable-version by [@Magnus167](https://github.com/Magnus167) in [PR #874](https://github.com/macrosynergy/macrosynergy/pull/874) * Added passthrough for title_xadj by [@Magnus167](https://github.com/Magnus167) in [PR #879](https://github.com/macrosynergy/macrosynergy/pull/879) * Updating docstring for `linear_composite()` by [@Magnus167](https://github.com/Magnus167) in [PR #880](https://github.com/macrosynergy/macrosynergy/pull/880) * ISRELEASED=True for v0.0.33 by [@Magnus167](https://github.com/Magnus167) in [PR #884](https://github.com/macrosynergy/macrosynergy/pull/884) * ISRELEASED=True for v0.0.33 by [@Magnus167](https://github.com/Magnus167) in [PR #885](https://github.com/macrosynergy/macrosynergy/pull/885) * ISRELEASED=True for v0.0.33 by [@Magnus167](https://github.com/Magnus167) in [PR #886](https://github.com/macrosynergy/macrosynergy/pull/886) **Full Changelog**: [v0.0.32←v0.0.33](https://github.com/macrosynergy/macrosynergy/compare/v0.0.32...v0.0.33) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.33) ____________________ ## Release v0.0.32 ### What's Changed * Update setup.py for v0.0.32 by [@Magnus167](https://github.com/Magnus167) in [PR #849](https://github.com/macrosynergy/macrosynergy/pull/849) * Bugfix : View Timelines, single CID charts legend by [@Magnus167](https://github.com/Magnus167) in [PR #844](https://github.com/macrosynergy/macrosynergy/pull/844) * Bugfix : Removing `vweights_threshold` param from linear_composites by [@Magnus167](https://github.com/Magnus167) in [PR #850](https://github.com/macrosynergy/macrosynergy/pull/850) * Feature : Hide legend in `view_ranges()` when a single xcat is being shown by [@Magnus167](https://github.com/Magnus167) in [PR #835](https://github.com/macrosynergy/macrosynergy/pull/835) * Feature : Changing Unit Testing strategy for CI/CD branches by [@Magnus167](https://github.com/Magnus167) in [PR #851](https://github.com/macrosynergy/macrosynergy/pull/851) * Updated setup.py for v0.0.32 by [@Magnus167](https://github.com/Magnus167) in [PR #852](https://github.com/macrosynergy/macrosynergy/pull/852) * Test←Develop for v0.0.32 by [@Magnus167](https://github.com/Magnus167) in [PR #853](https://github.com/macrosynergy/macrosynergy/pull/853) * Removed Windows & MacOS from release tests by [@Magnus167](https://github.com/Magnus167) in [PR #855](https://github.com/macrosynergy/macrosynergy/pull/855) * Test←Develop for v0.0.32 by [@Magnus167](https://github.com/Magnus167) in [PR #856](https://github.com/macrosynergy/macrosynergy/pull/856) * Feature : Update DQ Group ID by [@Magnus167](https://github.com/Magnus167) in [PR #858](https://github.com/macrosynergy/macrosynergy/pull/858) * Updating Test branch by [@Magnus167](https://github.com/Magnus167) in [PR #859](https://github.com/macrosynergy/macrosynergy/pull/859) * Main←Test for v0.0.32 by [@Magnus167](https://github.com/Magnus167) in [PR #860](https://github.com/macrosynergy/macrosynergy/pull/860) **Full Changelog**: [v0.0.31←v0.0.32](https://github.com/macrosynergy/macrosynergy/compare/v0.0.31...v0.0.32) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.32) ____________________ ## Release v0.0.31 ### New Features * Adding slippage functionality to SignalReturnRelations by [@Magnus167](https://github.com/Magnus167) in [PR #819](https://github.com/macrosynergy/macrosynergy/pull/819) **Full Changelog**: [v0.0.30←v0.0.31](https://github.com/macrosynergy/macrosynergy/compare/v0.0.30...v0.0.31) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.31) ____________________ ## Release v0.0.30 ### New Features * `view_timelines` - Title-fontsize and Title-X-Pos adjustment by [@Magnus167](https://github.com/Magnus167) in [PR #817](https://github.com/macrosynergy/macrosynergy/pull/817) * Add docstring to `CategoryRelations.apply_slip` by [@Magnus167](https://github.com/Magnus167) in [PR #818](https://github.com/macrosynergy/macrosynergy/pull/818) ### Bugfixes * Added warning behavior to `CategoryRelations.intersection_cids` by [@Magnus167](https://github.com/Magnus167) in [PR #804](https://github.com/macrosynergy/macrosynergy/pull/804) **Full Changelog**: [v0.0.29←v0.0.30](https://github.com/macrosynergy/macrosynergy/compare/v0.0.29...v0.0.30) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.30) ____________________ ## Release v0.0.29 ### What's Changed * Main→Develop after release v0.0.28 by [@Magnus167](https://github.com/Magnus167) in [PR #799](https://github.com/macrosynergy/macrosynergy/pull/799) * Updating Version Number for v.0.0.29 by [@Magnus167](https://github.com/Magnus167) in [PR #800](https://github.com/macrosynergy/macrosynergy/pull/800) * Bugfix : Unittest/API by [@Magnus167](https://github.com/Magnus167) in [PR #805](https://github.com/macrosynergy/macrosynergy/pull/805) * Bugfix : Changed pandoc dependency in `pyproject.toml` by [@Magnus167](https://github.com/Magnus167) in [PR #808](https://github.com/macrosynergy/macrosynergy/pull/808) * Feature : Error info to include `client_id`/cert `username` as a generic `user_id` by [@Magnus167](https://github.com/Magnus167) in [PR #810](https://github.com/macrosynergy/macrosynergy/pull/810) * Updated setup.py for release by [@Magnus167](https://github.com/Magnus167) in [PR #811](https://github.com/macrosynergy/macrosynergy/pull/811) * Test←Develop by [@Magnus167](https://github.com/Magnus167) in [PR #812](https://github.com/macrosynergy/macrosynergy/pull/812) * Main←Test for release v0.0.29 by [@Magnus167](https://github.com/Magnus167) in [PR #813](https://github.com/macrosynergy/macrosynergy/pull/813) **Full Changelog**: [v0.0.28←v0.0.29](https://github.com/macrosynergy/macrosynergy/compare/v0.0.28...v0.0.29) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.29) ____________________ ## Release v0.0.28 ### New Features * Adding `pyproject.toml` by [@Magnus167](https://github.com/Magnus167) in [PR #788](https://github.com/macrosynergy/macrosynergy/pull/788) ### Bugfixes * `test_package.py`, Failing on Windows systems by [@Magnus167](https://github.com/Magnus167) in [PR #794](https://github.com/macrosynergy/macrosynergy/pull/794) **Full Changelog**: [v0.0.27←v0.0.28](https://github.com/macrosynergy/macrosynergy/compare/v0.0.27...v0.0.28) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.28) ____________________ ## Release v0.0.27 ### What's Changed NOTE: DataQuery requests now make a heartbeat check by default before requesting expressions/tickers * updated version number for v0.0.27 by [@Magnus167](https://github.com/Magnus167) in [PR #694](https://github.com/macrosynergy/macrosynergy/pull/694) * Feature/force_heartbeat by [@Magnus167](https://github.com/Magnus167) in [PR #695](https://github.com/macrosynergy/macrosynergy/pull/695) * Test ← Develop for v0.0.27 by [@Magnus167](https://github.com/Magnus167) in [PR #696](https://github.com/macrosynergy/macrosynergy/pull/696) * Main ← Test for v0.0.27 by [@Magnus167](https://github.com/Magnus167) in [PR #697](https://github.com/macrosynergy/macrosynergy/pull/697) **Full Changelog**: [v0.0.26←v0.0.27](https://github.com/macrosynergy/macrosynergy/compare/v0.0.26...v0.0.27) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.27) ____________________ ## Release v0.0.26 ### What's Changed * Main → Develop for v0.0.25 by [@Magnus167](https://github.com/Magnus167) in [PR #681](https://github.com/macrosynergy/macrosynergy/pull/681) * updated version number for v0.0.26 by [@Magnus167](https://github.com/Magnus167) in [PR #682](https://github.com/macrosynergy/macrosynergy/pull/682) * Bugfix : Unbound variable error with retry logic in ms.download by [@Magnus167](https://github.com/Magnus167) in [PR #687](https://github.com/macrosynergy/macrosynergy/pull/687) * Bugfix : corrected exception handling in retry routine by [@Magnus167](https://github.com/Magnus167) in [PR #691](https://github.com/macrosynergy/macrosynergy/pull/691) * Bugfix : Changed internal date formatting by [@Magnus167](https://github.com/Magnus167) in [PR #689](https://github.com/macrosynergy/macrosynergy/pull/689) * Test ← Develop for v0.0.26 by [@Magnus167](https://github.com/Magnus167) in [PR #692](https://github.com/macrosynergy/macrosynergy/pull/692) * Main ← Test by [@Magnus167](https://github.com/Magnus167) in [PR #693](https://github.com/macrosynergy/macrosynergy/pull/693) **Full Changelog**: [v0.0.25←v0.0.26](https://github.com/macrosynergy/macrosynergy/compare/v0.0.25...v0.0.26) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.26) ____________________ ## Release v0.0.25 ### What's Changed * code change for reshape of df_out and forward fill by [@rsueppel](https://github.com/rsueppel) in [PR #596](https://github.com/macrosynergy/macrosynergy/pull/596) * Develop ← Main from v0.0.23 by [@Magnus167](https://github.com/Magnus167) in [PR #646](https://github.com/macrosynergy/macrosynergy/pull/646) * updated version number for v0.0.25 by [@Magnus167](https://github.com/Magnus167) in [PR #647](https://github.com/macrosynergy/macrosynergy/pull/647) * bugfix/naivepnl_facet_plots is still alive. by [@Magnus167](https://github.com/Magnus167) in [PR #649](https://github.com/macrosynergy/macrosynergy/pull/649) * Added xcat_grid to enable facetgraph for xcats by [@Magnus167](https://github.com/Magnus167) in [PR #651](https://github.com/macrosynergy/macrosynergy/pull/651) * updating branch with recent changes by [@Magnus167](https://github.com/Magnus167) in [PR #653](https://github.com/macrosynergy/macrosynergy/pull/653) * updated code_ql action by [@Magnus167](https://github.com/Magnus167) in [PR #658](https://github.com/macrosynergy/macrosynergy/pull/658) * small label changes by [@rsueppel](https://github.com/rsueppel) in [PR #665](https://github.com/macrosynergy/macrosynergy/pull/665) * fixed legend for non-faceted graphs; added shared-axis-label feature by [@Magnus167](https://github.com/Magnus167) in [PR #650](https://github.com/macrosynergy/macrosynergy/pull/650) * view_timelines title_adj: float = 0.95 by [@rsueppel](https://github.com/rsueppel) in [PR #666](https://github.com/macrosynergy/macrosynergy/pull/666) * Bugfix : Updated error message for ...InvalidResponseError by [@Magnus167](https://github.com/Magnus167) in [PR #668](https://github.com/macrosynergy/macrosynergy/pull/668) * Bugfix : Fixed API retry behaviour by [@Magnus167](https://github.com/Magnus167) in [PR #669](https://github.com/macrosynergy/macrosynergy/pull/669) * Fixed typo in package README.md by [@Magnus167](https://github.com/Magnus167) in [PR #670](https://github.com/macrosynergy/macrosynergy/pull/670) * Bugfix : Category relations with "cids" as separator by [@Magnus167](https://github.com/Magnus167) in [PR #667](https://github.com/macrosynergy/macrosynergy/pull/667) * reestimation frequency historic vol by [@Magnus167](https://github.com/Magnus167) in [PR #595](https://github.com/macrosynergy/macrosynergy/pull/595) * Bugfix : view_timelines, size arg by [@Magnus167](https://github.com/Magnus167) in [PR #673](https://github.com/macrosynergy/macrosynergy/pull/673) * Feature : Single Chart Argument on View Timelines by [@Magnus167](https://github.com/Magnus167) in [PR #671](https://github.com/macrosynergy/macrosynergy/pull/671) * Feature : Change default plot size in visual paneldates by [@Magnus167](https://github.com/Magnus167) in [PR #672](https://github.com/macrosynergy/macrosynergy/pull/672) * Feature : Updated setup.py for [3.7, 3.11] by [@Magnus167](https://github.com/Magnus167) in [PR #675](https://github.com/macrosynergy/macrosynergy/pull/675) * Change license MIT → BSD 3-Clause "New"/"Revised" by [@Magnus167](https://github.com/Magnus167) in [PR #637](https://github.com/macrosynergy/macrosynergy/pull/637) * Feature : updated workflows to run on py[3.7, 3.11] by [@Magnus167](https://github.com/Magnus167) in [PR #676](https://github.com/macrosynergy/macrosynergy/pull/676) * Bugfix : NaivePNL, XCAT labels in legend by [@Magnus167](https://github.com/Magnus167) in [PR #677](https://github.com/macrosynergy/macrosynergy/pull/677) * Bugfix : Fixed issue #664 again by [@Magnus167](https://github.com/Magnus167) in [PR #678](https://github.com/macrosynergy/macrosynergy/pull/678) * Test ← Develop for v0.0.25 by [@Magnus167](https://github.com/Magnus167) in [PR #679](https://github.com/macrosynergy/macrosynergy/pull/679) * Main ← Test for v0.0.25 by [@Magnus167](https://github.com/Magnus167) in [PR #680](https://github.com/macrosynergy/macrosynergy/pull/680) **Full Changelog**: [v0.0.24←v0.0.25](https://github.com/macrosynergy/macrosynergy/compare/v0.0.24...v0.0.25) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.25) ____________________ ## Release v0.0.24 ### What's Changed * Develop ← Main after release by [@Magnus167](https://github.com/Magnus167) in [PR #633](https://github.com/macrosynergy/macrosynergy/pull/633) * Feature/cat relations split by [@rushilg99](https://github.com/rushilg99) in [PR #628](https://github.com/macrosynergy/macrosynergy/pull/628) * updated version number for v0.0.24 by [@Magnus167](https://github.com/Magnus167) in [PR #634](https://github.com/macrosynergy/macrosynergy/pull/634) * added show_progress functionality for download by [@Magnus167](https://github.com/Magnus167) in [PR #635](https://github.com/macrosynergy/macrosynergy/pull/635) * Feature : Linear Composites by [@Magnus167](https://github.com/Magnus167) in [PR #639](https://github.com/macrosynergy/macrosynergy/pull/639) * Bugfix : naive_pnl.plot_pnls() - facet plots by [@Magnus167](https://github.com/Magnus167) in [PR #641](https://github.com/macrosynergy/macrosynergy/pull/641) * Test ← Develop for v0.0.24 by [@Magnus167](https://github.com/Magnus167) in [PR #643](https://github.com/macrosynergy/macrosynergy/pull/643) * Main ← Test for v0.0.24 by [@Magnus167](https://github.com/Magnus167) in [PR #644](https://github.com/macrosynergy/macrosynergy/pull/644) ### New Contributors * [@rushilg99](https://github.com/rushilg99) made their first contribution in [PR #628](https://github.com/macrosynergy/macrosynergy/pull/628) **Full Changelog**: [v0.0.23←v0.0.24](https://github.com/macrosynergy/macrosynergy/compare/v0.0.23...v0.0.24) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.24) ____________________ ## Release v0.0.23 ### What's Changed * **The `macrosynergy.dataquery` module has been deprecated, with functionality moved to `macrosynergy.download`. Please refer to documentation for further details.*in [PR #recated, with functionality moved to `macrosynergy.download`. Please refer to documentation for further details.**](https://github.com/macrosynergy/macrosynergy/pull/recated, with functionality moved to `macrosynergy.download`. Please refer to documentation for further details.**) * updated version number for v0.0.22 by [@Magnus167](https://github.com/Magnus167) in [PR #602](https://github.com/macrosynergy/macrosynergy/pull/602) * debuged panel_calculator by [@rsueppel](https://github.com/rsueppel) in [PR #603](https://github.com/macrosynergy/macrosynergy/pull/603) * Make DQ heartbeat (check connection) optional with default False by [@Magnus167](https://github.com/Magnus167) in [PR #605](https://github.com/macrosynergy/macrosynergy/pull/605) * Main - downstream for develop by [@lsimonsen](https://github.com/lsimonsen) in [PR #608](https://github.com/macrosynergy/macrosynergy/pull/608) * updated version number for v0.0.23 by [@Magnus167](https://github.com/Magnus167) in [PR #610](https://github.com/macrosynergy/macrosynergy/pull/610) * corrected job name on Publish to PyPI workflow by [@Magnus167](https://github.com/Magnus167) in [PR #611](https://github.com/macrosynergy/macrosynergy/pull/611) * added "proxies" keyword to api init kwargs by [@Magnus167](https://github.com/Magnus167) in [PR #613](https://github.com/macrosynergy/macrosynergy/pull/613) * Updated readme with api usage example for proxy server by [@Magnus167](https://github.com/Magnus167) in [PR #612](https://github.com/macrosynergy/macrosynergy/pull/612) * adding buisness days dif to be called from the package by [@CyrusYavariMacro](https://github.com/CyrusYavariMacro) in [PR #614](https://github.com/macrosynergy/macrosynergy/pull/614) * changes to setup.py for python version 3.10, 3.11 by [@Magnus167](https://github.com/Magnus167) in [PR #615](https://github.com/macrosynergy/macrosynergy/pull/615) * updated GH-actions versions by [@Magnus167](https://github.com/Magnus167) in [PR #616](https://github.com/macrosynergy/macrosynergy/pull/616) * Feature/api refactor by [@Magnus167](https://github.com/Magnus167) in [PR #604](https://github.com/macrosynergy/macrosynergy/pull/604) * API - logging related changes by [@Magnus167](https://github.com/Magnus167) in [PR #617](https://github.com/macrosynergy/macrosynergy/pull/617) * pinning sphinx (and sphinx themes') version by [@Magnus167](https://github.com/Magnus167) in [PR #621](https://github.com/macrosynergy/macrosynergy/pull/621) * Bugfix in business_day_dif by [@Magnus167](https://github.com/Magnus167) in [PR #620](https://github.com/macrosynergy/macrosynergy/pull/620) * Bugfix (removing bugfix) in panel/panel_calculator.py by [@Magnus167](https://github.com/Magnus167) in [PR #618](https://github.com/macrosynergy/macrosynergy/pull/618) * Bugfixes in macrosynergy/download/dataquery.py by [@Magnus167](https://github.com/Magnus167) in [PR #622](https://github.com/macrosynergy/macrosynergy/pull/622) * Feature/docsbug by [@CyrusYavariMacro](https://github.com/CyrusYavariMacro) in [PR #624](https://github.com/macrosynergy/macrosynergy/pull/624) * API changes for ChunkedEncodingError and recording DQ Error messages by [@Magnus167](https://github.com/Magnus167) in [PR #626](https://github.com/macrosynergy/macrosynergy/pull/626) * Feature : Print Debug Logs by [@Magnus167](https://github.com/Magnus167) in [PR #629](https://github.com/macrosynergy/macrosynergy/pull/629) * changed readme by [@Magnus167](https://github.com/Magnus167) in [PR #631](https://github.com/macrosynergy/macrosynergy/pull/631) * Test ← Develop for v0.0.23 by [@Magnus167](https://github.com/Magnus167) in [PR #630](https://github.com/macrosynergy/macrosynergy/pull/630) * Main ← Test for v0.0.23 release by [@Magnus167](https://github.com/Magnus167) in [PR #632](https://github.com/macrosynergy/macrosynergy/pull/632) **Full Changelog**: [v0.0.22←v0.0.23](https://github.com/macrosynergy/macrosynergy/compare/v0.0.22...v0.0.23) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.23) ____________________ ## Release v0.0.22 ### What's Changed * main ← hotfix/dq_heartbeat by [@Magnus167](https://github.com/Magnus167) in [PR #607](https://github.com/macrosynergy/macrosynergy/pull/607) **Full Changelog**: [v0.0.21←v0.0.22](https://github.com/macrosynergy/macrosynergy/compare/v0.0.21...v0.0.22) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.22) ____________________ ## Release v0.0.21 ### What's Changed * updated version number to v0.0.21 by [@Magnus167](https://github.com/Magnus167) in [PR #591](https://github.com/macrosynergy/macrosynergy/pull/591) * Ralph adds just one letter by [@rsueppel](https://github.com/rsueppel) in [PR #590](https://github.com/macrosynergy/macrosynergy/pull/590) * Corrected xcat label assignment in NaivePNL by [@Magnus167](https://github.com/Magnus167) in [PR #594](https://github.com/macrosynergy/macrosynergy/pull/594) * DQ API add optional proxy server function by [@lsimonsen](https://github.com/lsimonsen) in [PR #598](https://github.com/macrosynergy/macrosynergy/pull/598) * merging test←develop for v0.0.21 by [@Magnus167](https://github.com/Magnus167) in [PR #599](https://github.com/macrosynergy/macrosynergy/pull/599) * Merging main←test, for releasing v0.0.21 by [@Magnus167](https://github.com/Magnus167) in [PR #600](https://github.com/macrosynergy/macrosynergy/pull/600) **Full Changelog**: [v0.0.20←v0.0.21](https://github.com/macrosynergy/macrosynergy/compare/v0.0.20...v0.0.21) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.21) ____________________ ## Release v0.0.20 ### What's Changed * pushing v.0.0.19 by [@Magnus167](https://github.com/Magnus167) in [PR #560](https://github.com/macrosynergy/macrosynergy/pull/560) * Updated setup.py for v0.0.20 by [@Magnus167](https://github.com/Magnus167) in [PR #572](https://github.com/macrosynergy/macrosynergy/pull/572) * Fixed twine upload destination for TestPyPI by [@Magnus167](https://github.com/Magnus167) in [PR #573](https://github.com/macrosynergy/macrosynergy/pull/573) * develop -> test by [@Magnus167](https://github.com/Magnus167) in [PR #574](https://github.com/macrosynergy/macrosynergy/pull/574) * Corrected GH secrets token name in TestPyPI workflow by [@Magnus167](https://github.com/Magnus167) in [PR #575](https://github.com/macrosynergy/macrosynergy/pull/575) * develop -> test by [@Magnus167](https://github.com/Magnus167) in [PR #576](https://github.com/macrosynergy/macrosynergy/pull/576) * Updating readme by [@CyrusYavariMacro](https://github.com/CyrusYavariMacro) in [PR #577](https://github.com/macrosynergy/macrosynergy/pull/577) * Changed DataQuery API batch size from 10 to 20 by [@Magnus167](https://github.com/Magnus167) in [PR #578](https://github.com/macrosynergy/macrosynergy/pull/578) * bugfix/pnl_refactor by [@Ksteeds](https://github.com/Ksteeds) in [PR #570](https://github.com/macrosynergy/macrosynergy/pull/570) * Make integration tests run on the test branch by [@Magnus167](https://github.com/Magnus167) in [PR #580](https://github.com/macrosynergy/macrosynergy/pull/580) * added integration test to Publish to TestPyPI worklflow by [@Magnus167](https://github.com/Magnus167) in [PR #581](https://github.com/macrosynergy/macrosynergy/pull/581) * Adding workflow to publish to PyPI on release by [@Magnus167](https://github.com/Magnus167) in [PR #579](https://github.com/macrosynergy/macrosynergy/pull/579) * changed comments & whitespace in docs/source/conf.py by [@Magnus167](https://github.com/Magnus167) in [PR #582](https://github.com/macrosynergy/macrosynergy/pull/582) * Updating the test branch by [@Magnus167](https://github.com/Magnus167) in [PR #583](https://github.com/macrosynergy/macrosynergy/pull/583) * Removing publish command; for testing purposes by [@Magnus167](https://github.com/Magnus167) in [PR #586](https://github.com/macrosynergy/macrosynergy/pull/586) * Merge to Test from Develop, with Publish to TestPyPI disabled by [@Magnus167](https://github.com/Magnus167) in [PR #587](https://github.com/macrosynergy/macrosynergy/pull/587) * Merging into main from test, pushing v0.0.20 to PyPI by [@Magnus167](https://github.com/Magnus167) in [PR #588](https://github.com/macrosynergy/macrosynergy/pull/588) **Full Changelog**: [v0.0.19←v0.0.20](https://github.com/macrosynergy/macrosynergy/compare/v0.0.19...v0.0.20) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.20) ____________________ ## Release v0.0.19 ### What's Changed * Merging version 0.0.18@develop to 0.0.18@test by [@Magnus167](https://github.com/Magnus167) in [PR #541](https://github.com/macrosynergy/macrosynergy/pull/541) * Feature/publish test py pi workflow by [@Magnus167](https://github.com/Magnus167) in [PR #543](https://github.com/macrosynergy/macrosynergy/pull/543) * Feature/publish test py pi workflow by [@Magnus167](https://github.com/Magnus167) in [PR #544](https://github.com/macrosynergy/macrosynergy/pull/544) * Feature/fix by [@Magnus167](https://github.com/Magnus167) in [PR #550](https://github.com/macrosynergy/macrosynergy/pull/550) * Feature/fix by [@Magnus167](https://github.com/Magnus167) in [PR #551](https://github.com/macrosynergy/macrosynergy/pull/551) * Feature/fix (#550) by [@lsimonsen](https://github.com/lsimonsen) in [PR #554](https://github.com/macrosynergy/macrosynergy/pull/554) * Test fixes by [@lsimonsen](https://github.com/lsimonsen) in [PR #548](https://github.com/macrosynergy/macrosynergy/pull/548) * bugfix/n_pnl by [@Ksteeds](https://github.com/Ksteeds) in [PR #555](https://github.com/macrosynergy/macrosynergy/pull/555) * Updated plot_pnls to include facets argument by [@Magnus167](https://github.com/Magnus167) in [PR #557](https://github.com/macrosynergy/macrosynergy/pull/557) * bugfix/cr_summation by [@Ksteeds](https://github.com/Ksteeds) in [PR #558](https://github.com/macrosynergy/macrosynergy/pull/558) * Updated setup.py for v0.0.19 by [@Magnus167](https://github.com/Magnus167) in [PR #559](https://github.com/macrosynergy/macrosynergy/pull/559) * Feature/main by [@lsimonsen](https://github.com/lsimonsen) in [PR #562](https://github.com/macrosynergy/macrosynergy/pull/562) * No squeeze by [@lsimonsen](https://github.com/lsimonsen) in [PR #565](https://github.com/macrosynergy/macrosynergy/pull/565) * Feature/new main by [@lsimonsen](https://github.com/lsimonsen) in [PR #564](https://github.com/macrosynergy/macrosynergy/pull/564) * Feature/fix (#550) by [@lsimonsen](https://github.com/lsimonsen) in [PR #563](https://github.com/macrosynergy/macrosynergy/pull/563) * Feature/main by [@lsimonsen](https://github.com/lsimonsen) in [PR #568](https://github.com/macrosynergy/macrosynergy/pull/568) * Feature/test by [@lsimonsen](https://github.com/lsimonsen) in [PR #567](https://github.com/macrosynergy/macrosynergy/pull/567) * bugfix/dunda_init by [@Ksteeds](https://github.com/Ksteeds) in [PR #566](https://github.com/macrosynergy/macrosynergy/pull/566) * Suggestion for PyPI version checks by [@lsimonsen](https://github.com/lsimonsen) in [PR #556](https://github.com/macrosynergy/macrosynergy/pull/556) * Updated install instructions in README.md by [@Magnus167](https://github.com/Magnus167) in [PR #569](https://github.com/macrosynergy/macrosynergy/pull/569) **Full Changelog**: [v0.0.18←v0.0.19](https://github.com/macrosynergy/macrosynergy/compare/v0.0.18...v0.0.19) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.19) ____________________ ## Release v0.0.18 ### What's Changed * Release of bugfix to version 0.0.13 by [@lsimonsen](https://github.com/lsimonsen) in [PR #373](https://github.com/macrosynergy/macrosynergy/pull/373) * Version 14. by [@Ksteeds](https://github.com/Ksteeds) in [PR #409](https://github.com/macrosynergy/macrosynergy/pull/409) * PyPi by [@Ksteeds](https://github.com/Ksteeds) in [PR #419](https://github.com/macrosynergy/macrosynergy/pull/419) * PyPi v.0.0.16 by [@Ksteeds](https://github.com/Ksteeds) in [PR #428](https://github.com/macrosynergy/macrosynergy/pull/428) * PyPi17 by [@Ksteeds](https://github.com/Ksteeds) in [PR #495](https://github.com/macrosynergy/macrosynergy/pull/495) * naive_pnl some changes for efficiency by [@rsueppel](https://github.com/rsueppel) in [PR #514](https://github.com/macrosynergy/macrosynergy/pull/514) * MSY-500 Naive PnL mis-match of shapes by [@lsimonsen](https://github.com/lsimonsen) in [PR #517](https://github.com/macrosynergy/macrosynergy/pull/517) * bugfix/view_ranges by [@Ksteeds](https://github.com/Ksteeds) in [PR #500](https://github.com/macrosynergy/macrosynergy/pull/500) * Updating index by [@CyrusYavariMacro](https://github.com/CyrusYavariMacro) in [PR #516](https://github.com/macrosynergy/macrosynergy/pull/516) * Requirements by [@CyrusYavariMacro](https://github.com/CyrusYavariMacro) in [PR #520](https://github.com/macrosynergy/macrosynergy/pull/520) * feature/setup_18 by [@Ksteeds](https://github.com/Ksteeds) in [PR #502](https://github.com/macrosynergy/macrosynergy/pull/502) * #506 bugfix by [@Magnus167](https://github.com/Magnus167) in [PR #518](https://github.com/macrosynergy/macrosynergy/pull/518) * Updating test repo by [@CyrusYavariMacro](https://github.com/CyrusYavariMacro) in [PR #521](https://github.com/macrosynergy/macrosynergy/pull/521) * Updating main repo (#521) by [@CyrusYavariMacro](https://github.com/CyrusYavariMacro) in [PR #522](https://github.com/macrosynergy/macrosynergy/pull/522) * bugfix/category_relations_sum by [@Ksteeds](https://github.com/Ksteeds) in [PR #529](https://github.com/macrosynergy/macrosynergy/pull/529) * Changed L11 to avoid an extra '/' in the API URLs by [@Magnus167](https://github.com/Magnus167) in [PR #531](https://github.com/macrosynergy/macrosynergy/pull/531) * Updating test repo (#521) by [@lsimonsen](https://github.com/lsimonsen) in [PR #532](https://github.com/macrosynergy/macrosynergy/pull/532) * Updated call to sns.lineplot to use "estimator" instead of "ci" by [@Magnus167](https://github.com/Magnus167) in [PR #525](https://github.com/macrosynergy/macrosynergy/pull/525) * changed "ci" keyword to "estimator" in sns.lineplot calls in view_timelines.py by [@Magnus167](https://github.com/Magnus167) in [PR #524](https://github.com/macrosynergy/macrosynergy/pull/524) * Main -> develop by [@lsimonsen](https://github.com/lsimonsen) in [PR #533](https://github.com/macrosynergy/macrosynergy/pull/533) * Fixed bug arising due to a type error by [@Magnus167](https://github.com/Magnus167) in [PR #523](https://github.com/macrosynergy/macrosynergy/pull/523) * Feature/codecov by [@CyrusYavariMacro](https://github.com/CyrusYavariMacro) in [PR #534](https://github.com/macrosynergy/macrosynergy/pull/534) * Updating integration test by [@CyrusYavariMacro](https://github.com/CyrusYavariMacro) in [PR #536](https://github.com/macrosynergy/macrosynergy/pull/536) * Adding feature to publish to TestPyPI by [@Magnus167](https://github.com/Magnus167) in [PR #527](https://github.com/macrosynergy/macrosynergy/pull/527) * Feature/check availability windows by [@CyrusYavariMacro](https://github.com/CyrusYavariMacro) in [PR #538](https://github.com/macrosynergy/macrosynergy/pull/538) * updating readme by [@CyrusYavariMacro](https://github.com/CyrusYavariMacro) in [PR #540](https://github.com/macrosynergy/macrosynergy/pull/540) * Feature/create panel for naive pnl 528 by [@Magnus167](https://github.com/Magnus167) in [PR #547](https://github.com/macrosynergy/macrosynergy/pull/547) * Feature/updatedreadme by [@CyrusYavariMacro](https://github.com/CyrusYavariMacro) in [PR #545](https://github.com/macrosynergy/macrosynergy/pull/545) * Feature/fix by [@Magnus167](https://github.com/Magnus167) in [PR #549](https://github.com/macrosynergy/macrosynergy/pull/549) **Full Changelog**: [v0.0.17←v0.0.18](https://github.com/macrosynergy/macrosynergy/compare/v0.0.17...v0.0.18) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.18) ____________________ ## Release v0.0.17 ### What's Changed * feature/cr_simplification by [@Ksteeds](https://github.com/Ksteeds) in [PR #432](https://github.com/macrosynergy/macrosynergy/pull/432) * shortening categories_relations and Todos by [@rsueppel](https://github.com/rsueppel) in [PR #422](https://github.com/macrosynergy/macrosynergy/pull/422) * feature/set_up by [@Ksteeds](https://github.com/Ksteeds) in [PR #429](https://github.com/macrosynergy/macrosynergy/pull/429) * small changes, small Todos, and one big Todo by [@rsueppel](https://github.com/rsueppel) in [PR #431](https://github.com/macrosynergy/macrosynergy/pull/431) * signal_return: partial review and TODOs by [@rsueppel](https://github.com/rsueppel) in [PR #437](https://github.com/macrosynergy/macrosynergy/pull/437) * small changes and Todos by [@rsueppel](https://github.com/rsueppel) in [PR #440](https://github.com/macrosynergy/macrosynergy/pull/440) * feature/multiple_signals by [@Ksteeds](https://github.com/Ksteeds) in [PR #434](https://github.com/macrosynergy/macrosynergy/pull/434) * bugfix/view_ranges by [@Ksteeds](https://github.com/Ksteeds) in [PR #436](https://github.com/macrosynergy/macrosynergy/pull/436) * bugfix/update_df by [@Ksteeds](https://github.com/Ksteeds) in [PR #450](https://github.com/macrosynergy/macrosynergy/pull/450) * refactored hedge_ratio to returnbeta by [@rsueppel](https://github.com/rsueppel) in [PR #448](https://github.com/macrosynergy/macrosynergy/pull/448) * bugfix/category_relations by [@Ksteeds](https://github.com/Ksteeds) in [PR #454](https://github.com/macrosynergy/macrosynergy/pull/454) * feature/communal_sample by [@Ksteeds](https://github.com/Ksteeds) in [PR #445](https://github.com/macrosynergy/macrosynergy/pull/445) * feature/naive_pnl_neg by [@Ksteeds](https://github.com/Ksteeds) in [PR #462](https://github.com/macrosynergy/macrosynergy/pull/462) * bugfix/category_relations_reg by [@Ksteeds](https://github.com/Ksteeds) in [PR #461](https://github.com/macrosynergy/macrosynergy/pull/461) * DQ HTTP response code non-ok by [@lsimonsen](https://github.com/lsimonsen) in [PR #463](https://github.com/macrosynergy/macrosynergy/pull/463) * bugfix/check_availability by [@Ksteeds](https://github.com/Ksteeds) in [PR #460](https://github.com/macrosynergy/macrosynergy/pull/460) * small changes to docstring and name by [@rsueppel](https://github.com/rsueppel) in [PR #468](https://github.com/macrosynergy/macrosynergy/pull/468) * feature/naive_pnl_neg by [@Ksteeds](https://github.com/Ksteeds) in [PR #465](https://github.com/macrosynergy/macrosynergy/pull/465) * bugfix/view_ranges_cat by [@Ksteeds](https://github.com/Ksteeds) in [PR #466](https://github.com/macrosynergy/macrosynergy/pull/466) * Create dq_monitor by [@GlennRe9](https://github.com/GlennRe9) in [PR #471](https://github.com/macrosynergy/macrosynergy/pull/471) * for naive_pnl moves sig_neg option to make_pnl method by [@rsueppel](https://github.com/rsueppel) in [PR #473](https://github.com/macrosynergy/macrosynergy/pull/473) * mainly fixes sort_cids_by bug in view_ranges by [@rsueppel](https://github.com/rsueppel) in [PR #474](https://github.com/macrosynergy/macrosynergy/pull/474) * reg_scatter bugfix line 475 dropna by [@rsueppel](https://github.com/rsueppel) in [PR #476](https://github.com/macrosynergy/macrosynergy/pull/476) * naive_pnl debug line 100 was missing maxplit by [@rsueppel](https://github.com/rsueppel) in [PR #480](https://github.com/macrosynergy/macrosynergy/pull/480) * feature/dq_delay by [@Ksteeds](https://github.com/Ksteeds) in [PR #483](https://github.com/macrosynergy/macrosynergy/pull/483) * feature/dq_delay by [@Ksteeds](https://github.com/Ksteeds) in [PR #486](https://github.com/macrosynergy/macrosynergy/pull/486) * bugfix/category_relations by [@Ksteeds](https://github.com/Ksteeds) in [PR #488](https://github.com/macrosynergy/macrosynergy/pull/488) * feature/NaivePnL_negative by [@Ksteeds](https://github.com/Ksteeds) in [PR #484](https://github.com/macrosynergy/macrosynergy/pull/484) * bugfix/check_enddates by [@Ksteeds](https://github.com/Ksteeds) in [PR #489](https://github.com/macrosynergy/macrosynergy/pull/489) * feature/dq_delay by [@Ksteeds](https://github.com/Ksteeds) in [PR #491](https://github.com/macrosynergy/macrosynergy/pull/491) * bugfix/make_relative_value by [@Ksteeds](https://github.com/Ksteeds) in [PR #487](https://github.com/macrosynergy/macrosynergy/pull/487) * feature/dq_delay by [@Ksteeds](https://github.com/Ksteeds) in [PR #493](https://github.com/macrosynergy/macrosynergy/pull/493) * feature/dataframe_format by [@Ksteeds](https://github.com/Ksteeds) in [PR #439](https://github.com/macrosynergy/macrosynergy/pull/439) * bugfix/view_ranges by [@Ksteeds](https://github.com/Ksteeds) in [PR #453](https://github.com/macrosynergy/macrosynergy/pull/453) * feature/setup_17 by [@Ksteeds](https://github.com/Ksteeds) in [PR #494](https://github.com/macrosynergy/macrosynergy/pull/494) ### New Contributors * [@GlennRe9](https://github.com/GlennRe9) made their first contribution in [PR #471](https://github.com/macrosynergy/macrosynergy/pull/471) **Full Changelog**: [v0.0.16←v0.0.17](https://github.com/macrosynergy/macrosynergy/compare/v0.0.16...v0.0.17) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.17) ____________________ ## Release v0.0.16 ### What's Changed * bugfix/shape_dfs by [@Ksteeds](https://github.com/Ksteeds) in [PR #421](https://github.com/macrosynergy/macrosynergy/pull/421) * bugfix/signal_category by [@Ksteeds](https://github.com/Ksteeds) in [PR #424](https://github.com/macrosynergy/macrosynergy/pull/424) * bugfix/signal_category by [@Ksteeds](https://github.com/Ksteeds) in [PR #425](https://github.com/macrosynergy/macrosynergy/pull/425) * Remove REFENCE_DATA from DQ API call by [@lsimonsen](https://github.com/lsimonsen) in [PR #426](https://github.com/macrosynergy/macrosynergy/pull/426) * feature/set_up_16 by [@Ksteeds](https://github.com/Ksteeds) in [PR #427](https://github.com/macrosynergy/macrosynergy/pull/427) **Full Changelog**: [v0.0.15←v0.0.16](https://github.com/macrosynergy/macrosynergy/compare/v0.0.15...v0.0.16) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.16) ____________________ ## Release v0.0.15 ### What's Changed * feature/v_correlations by [@Ksteeds](https://github.com/Ksteeds) in [PR #412](https://github.com/macrosynergy/macrosynergy/pull/412) * bugfix/panel_calculator by [@Ksteeds](https://github.com/Ksteeds) in [PR #410](https://github.com/macrosynergy/macrosynergy/pull/410) * bugfix/signal_category by [@Ksteeds](https://github.com/Ksteeds) in [PR #413](https://github.com/macrosynergy/macrosynergy/pull/413) * feature/dq_unit by [@Ksteeds](https://github.com/Ksteeds) in [PR #379](https://github.com/macrosynergy/macrosynergy/pull/379) * Update read-me for clarity by [@rsueppel](https://github.com/rsueppel) in [PR #416](https://github.com/macrosynergy/macrosynergy/pull/416) * feature/set_up_15 by [@Ksteeds](https://github.com/Ksteeds) in [PR #418](https://github.com/macrosynergy/macrosynergy/pull/418) * feature/integration by [@Ksteeds](https://github.com/Ksteeds) in [PR #420](https://github.com/macrosynergy/macrosynergy/pull/420) * Adding error message for DQ ask by [@lsimonsen](https://github.com/lsimonsen) in [PR #423](https://github.com/macrosynergy/macrosynergy/pull/423) **Full Changelog**: [v0.0.14←v0.0.15](https://github.com/macrosynergy/macrosynergy/compare/v0.0.14...v0.0.15) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.15) ____________________ ## Release v0.0.14 ### What's Changed * make_zn_score: Docs changes and Todos by [@rsueppel](https://github.com/rsueppel) in [PR #358](https://github.com/macrosynergy/macrosynergy/pull/358) * make_zn_score TODOs by [@rsueppel](https://github.com/rsueppel) in [PR #359](https://github.com/macrosynergy/macrosynergy/pull/359) * Main - update with commits to develop by [@lsimonsen](https://github.com/lsimonsen) in [PR #370](https://github.com/macrosynergy/macrosynergy/pull/370) * Fix package structure and set to version 0.0.13 by [@lsimonsen](https://github.com/lsimonsen) in [PR #372](https://github.com/macrosynergy/macrosynergy/pull/372) * Ralph simplifies make_zn_scores by [@rsueppel](https://github.com/rsueppel) in [PR #362](https://github.com/macrosynergy/macrosynergy/pull/362) * Example of usage case added to README by [@lsimonsen](https://github.com/lsimonsen) in [PR #375](https://github.com/macrosynergy/macrosynergy/pull/375) * Tests: Python 3.9 and 3.10 by [@lsimonsen](https://github.com/lsimonsen) in [PR #378](https://github.com/macrosynergy/macrosynergy/pull/378) * DataQuery Unittest and Integration test examples by [@lsimonsen](https://github.com/lsimonsen) in [PR #374](https://github.com/macrosynergy/macrosynergy/pull/374) * feature/make_zn_scores_efficient by [@Ksteeds](https://github.com/Ksteeds) in [PR #352](https://github.com/macrosynergy/macrosynergy/pull/352) * Todo on lag name numbers by [@rsueppel](https://github.com/rsueppel) in [PR #385](https://github.com/macrosynergy/macrosynergy/pull/385) * view_timelines changes and todos by [@rsueppel](https://github.com/rsueppel) in [PR #383](https://github.com/macrosynergy/macrosynergy/pull/383) * xcat_labels added. by [@Ksteeds](https://github.com/Ksteeds) in [PR #387](https://github.com/macrosynergy/macrosynergy/pull/387) * feature/view_timelines_average by [@Ksteeds](https://github.com/Ksteeds) in [PR #380](https://github.com/macrosynergy/macrosynergy/pull/380) * NaivePnL bm correlation simplified by [@rsueppel](https://github.com/rsueppel) in [PR #388](https://github.com/macrosynergy/macrosynergy/pull/388) * feature/correl_matrix_lag by [@Ksteeds](https://github.com/Ksteeds) in [PR #382](https://github.com/macrosynergy/macrosynergy/pull/382) * feature/NaivePnL by [@Ksteeds](https://github.com/Ksteeds) in [PR #360](https://github.com/macrosynergy/macrosynergy/pull/360) * Feature/NaivePnL_Unit by [@Ksteeds](https://github.com/Ksteeds) in [PR #389](https://github.com/macrosynergy/macrosynergy/pull/389) * bugfix/signal_return by [@Ksteeds](https://github.com/Ksteeds) in [PR #394](https://github.com/macrosynergy/macrosynergy/pull/394) * signal_return aggregation order also flipped by [@rsueppel](https://github.com/rsueppel) in [PR #395](https://github.com/macrosynergy/macrosynergy/pull/395) * bugfix/signal_return_axis by [@Ksteeds](https://github.com/Ksteeds) in [PR #397](https://github.com/macrosynergy/macrosynergy/pull/397) * feature/management_efficiency by [@Ksteeds](https://github.com/Ksteeds) in [PR #386](https://github.com/macrosynergy/macrosynergy/pull/386) * feature/NaivePnL_Unit by [@Ksteeds](https://github.com/Ksteeds) in [PR #392](https://github.com/macrosynergy/macrosynergy/pull/392) * bugfix/make_zn_scores by [@Ksteeds](https://github.com/Ksteeds) in [PR #401](https://github.com/macrosynergy/macrosynergy/pull/401) * bugfix/basket_weight by [@Ksteeds](https://github.com/Ksteeds) in [PR #402](https://github.com/macrosynergy/macrosynergy/pull/402) * Todo and string changes by [@rsueppel](https://github.com/rsueppel) in [PR #405](https://github.com/macrosynergy/macrosynergy/pull/405) * feature/signal_returns_unit by [@Ksteeds](https://github.com/Ksteeds) in [PR #396](https://github.com/macrosynergy/macrosynergy/pull/396) * feature/update_reduce by [@Ksteeds](https://github.com/Ksteeds) in [PR #407](https://github.com/macrosynergy/macrosynergy/pull/407) * Version update. by [@Ksteeds](https://github.com/Ksteeds) in [PR #408](https://github.com/macrosynergy/macrosynergy/pull/408) **Full Changelog**: [v0.0.12←v0.0.14](https://github.com/macrosynergy/macrosynergy/compare/v0.0.12...v0.0.14) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.14) ____________________ ## Release Release of version 0.0.13 ### What's Changed * Main - update with commits to develop by [@lsimonsen](https://github.com/lsimonsen) in [PR #370](https://github.com/macrosynergy/macrosynergy/pull/370) * Fix package structure and set to version 0.0.13 by [@lsimonsen](https://github.com/lsimonsen) in [PR #372](https://github.com/macrosynergy/macrosynergy/pull/372) * Release of bugfix to version 0.0.13 by [@lsimonsen](https://github.com/lsimonsen) in [PR #373](https://github.com/macrosynergy/macrosynergy/pull/373) **Full Changelog**: [v0.0.12←v0.0.13](https://github.com/macrosynergy/macrosynergy/compare/v0.0.12...v0.0.13) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.13) ____________________ ## Release Release version 0.0.12 #Release notes: * Improved functionality for valuating strategy factors both statistically and on the [pnl](https://github.com/macrosynergy/macrosynergy/tree/develop/macrosynergy/pnl/) sidin [PR #ors both statistically and on the [pnl](https://github.com/macrosynergy/macrosynergy/tree/develop/macrosynergy/pnl/) side](https://github.com/macrosynergy/macrosynergy/pull/ors both statistically and on the [pnl](https://github.com/macrosynergy/macrosynergy/tree/develop/macrosynergy/pnl/) side) * Added DataQuery OAuth as an authentication option the DataQuery interface, and created a separate [DataQuery](https://github.com/macrosynergy/macrosynergy/tree/develop/macrosynergy/dataquery) subpackagein [PR #the DataQuery interface, and created a separate [DataQuery](https://github.com/macrosynergy/macrosynergy/tree/develop/macrosynergy/dataquery) subpackage.](https://github.com/macrosynergy/macrosynergy/pull/the DataQuery interface, and created a separate [DataQuery](https://github.com/macrosynergy/macrosynergy/tree/develop/macrosynergy/dataquery) subpackage.) * Simplified the README.md file for easier installation instructionsin [PR #ion instructions.](https://github.com/macrosynergy/macrosynergy/pull/ion instructions.) ## What's Changed * changes basket instantiation and first shot at restructure by [@rsueppel](https://github.com/rsueppel) in [PR #261](https://github.com/macrosynergy/macrosynergy/pull/261) * Basket class update in new structure by Curran by [@rsueppel](https://github.com/rsueppel) in [PR #263](https://github.com/macrosynergy/macrosynergy/pull/263) * basket: changes to constructor and return functions by [@rsueppel](https://github.com/rsueppel) in [PR #265](https://github.com/macrosynergy/macrosynergy/pull/265) * various jobs by [@rsueppel](https://github.com/rsueppel) in [PR #269](https://github.com/macrosynergy/macrosynergy/pull/269) * Multiple baskets integrated. by [@rsueppel](https://github.com/rsueppel) in [PR #271](https://github.com/macrosynergy/macrosynergy/pull/271) * mainly changes to Basket test by [@rsueppel](https://github.com/rsueppel) in [PR #270](https://github.com/macrosynergy/macrosynergy/pull/270) * Merge pull request #270 from macrosynergy/basket_rs by [@rsueppel](https://github.com/rsueppel) in [PR #272](https://github.com/macrosynergy/macrosynergy/pull/272) * Latest versions. by [@Ksteeds](https://github.com/Ksteeds) in [PR #273](https://github.com/macrosynergy/macrosynergy/pull/273) * mainly updates target_positions by [@rsueppel](https://github.com/rsueppel) in [PR #274](https://github.com/macrosynergy/macrosynergy/pull/274) * fix round bug in view_grades by [@rsueppel](https://github.com/rsueppel) in [PR #275](https://github.com/macrosynergy/macrosynergy/pull/275) * target_positions review by [@rsueppel](https://github.com/rsueppel) in [PR #278](https://github.com/macrosynergy/macrosynergy/pull/278) * Correlation Matrix. by [@Ksteeds](https://github.com/Ksteeds) in [PR #279](https://github.com/macrosynergy/macrosynergy/pull/279) * Feature/basket single by [@Ksteeds](https://github.com/Ksteeds) in [PR #280](https://github.com/macrosynergy/macrosynergy/pull/280) * changes facet grid by [@rsueppel](https://github.com/rsueppel) in [PR #281](https://github.com/macrosynergy/macrosynergy/pull/281) * mainly edit of target_positions docstring by [@rsueppel](https://github.com/rsueppel) in [PR #283](https://github.com/macrosynergy/macrosynergy/pull/283) * Feature/basket_single by [@Ksteeds](https://github.com/Ksteeds) in [PR #276](https://github.com/macrosynergy/macrosynergy/pull/276) * Connection test added. by [@Ksteeds](https://github.com/Ksteeds) in [PR #282](https://github.com/macrosynergy/macrosynergy/pull/282) * small changes and todos to target positions by [@rsueppel](https://github.com/rsueppel) in [PR #285](https://github.com/macrosynergy/macrosynergy/pull/285) * basket.py by [@Ksteeds](https://github.com/Ksteeds) in [PR #262](https://github.com/macrosynergy/macrosynergy/pull/262) * target_postion docstring update by [@rsueppel](https://github.com/rsueppel) in [PR #286](https://github.com/macrosynergy/macrosynergy/pull/286) * Feature/management optimisation by [@Ksteeds](https://github.com/Ksteeds) in [PR #287](https://github.com/macrosynergy/macrosynergy/pull/287) * Feature/df_updates by [@Ksteeds](https://github.com/Ksteeds) in [PR #288](https://github.com/macrosynergy/macrosynergy/pull/288) * adds update_df to init and sets consistent function and argument names by [@rsueppel](https://github.com/rsueppel) in [PR #289](https://github.com/macrosynergy/macrosynergy/pull/289) * hedge ratio template by [@rsueppel](https://github.com/rsueppel) in [PR #291](https://github.com/macrosynergy/macrosynergy/pull/291) * Update README.md by [@Ksteeds](https://github.com/Ksteeds) in [PR #295](https://github.com/macrosynergy/macrosynergy/pull/295) * Update README.md by [@Ksteeds](https://github.com/Ksteeds) in [PR #294](https://github.com/macrosynergy/macrosynergy/pull/294) * Hedging rs by [@rsueppel](https://github.com/rsueppel) in [PR #296](https://github.com/macrosynergy/macrosynergy/pull/296) * adding positive/negative recall by [@rsueppel](https://github.com/rsueppel) in [PR #298](https://github.com/macrosynergy/macrosynergy/pull/298) * Feature/naive_pnl by [@Ksteeds](https://github.com/Ksteeds) in [PR #300](https://github.com/macrosynergy/macrosynergy/pull/300) * correct positive ratios in signal_return by [@rsueppel](https://github.com/rsueppel) in [PR #301](https://github.com/macrosynergy/macrosynergy/pull/301) * modifies make_zn_score use in naive_pnls by [@rsueppel](https://github.com/rsueppel) in [PR #303](https://github.com/macrosynergy/macrosynergy/pull/303) * discrimination issue rough fix by [@rsueppel](https://github.com/rsueppel) in [PR #297](https://github.com/macrosynergy/macrosynergy/pull/297) * todos for daily hedge ratios and hedged returns by [@rsueppel](https://github.com/rsueppel) in [PR #304](https://github.com/macrosynergy/macrosynergy/pull/304) * Feature/naive_pnl by [@Ksteeds](https://github.com/Ksteeds) in [PR #308](https://github.com/macrosynergy/macrosynergy/pull/308) * Category relations rs by [@rsueppel](https://github.com/rsueppel) in [PR #310](https://github.com/macrosynergy/macrosynergy/pull/310) * bugfix for incorrect PnL labeling in plot_pnls by [@rsueppel](https://github.com/rsueppel) in [PR #314](https://github.com/macrosynergy/macrosynergy/pull/314) * Feature/category relations graph by [@rsueppel](https://github.com/rsueppel) in [PR #316](https://github.com/macrosynergy/macrosynergy/pull/316) * small changes and todos for hedge ratio by [@rsueppel](https://github.com/rsueppel) in [PR #315](https://github.com/macrosynergy/macrosynergy/pull/315) * reg_scatter issues by [@rsueppel](https://github.com/rsueppel) in [PR #317](https://github.com/macrosynergy/macrosynergy/pull/317) * Category_Relations by [@Ksteeds](https://github.com/Ksteeds) in [PR #312](https://github.com/macrosynergy/macrosynergy/pull/312) * Feature/category_relations by [@Ksteeds](https://github.com/Ksteeds) in [PR #318](https://github.com/macrosynergy/macrosynergy/pull/318) * Signal return rs: new table and metrics by [@rsueppel](https://github.com/rsueppel) in [PR #320](https://github.com/macrosynergy/macrosynergy/pull/320) * ToDos for make_long_pnl by [@Ksteeds](https://github.com/Ksteeds) in [PR #324](https://github.com/macrosynergy/macrosynergy/pull/324) * added formalities and three todos by [@rsueppel](https://github.com/rsueppel) in [PR #323](https://github.com/macrosynergy/macrosynergy/pull/323) * Feature/naive_pnl by [@Ksteeds](https://github.com/Ksteeds) in [PR #322](https://github.com/macrosynergy/macrosynergy/pull/322) * update_df.py by [@Ksteeds](https://github.com/Ksteeds) in [PR #292](https://github.com/macrosynergy/macrosynergy/pull/292) * hedge_ratio.py by [@Ksteeds](https://github.com/Ksteeds) in [PR #293](https://github.com/macrosynergy/macrosynergy/pull/293) * integrate clustering and frequencty conversion in original correl_mat… by [@rsueppel](https://github.com/rsueppel) in [PR #326](https://github.com/macrosynergy/macrosynergy/pull/326) * Feature/correl_matrix by [@Ksteeds](https://github.com/Ksteeds) in [PR #325](https://github.com/macrosynergy/macrosynergy/pull/325) * Feature/dq_break by [@Ksteeds](https://github.com/Ksteeds) in [PR #331](https://github.com/macrosynergy/macrosynergy/pull/331) * feature/dq_break by [@Ksteeds](https://github.com/Ksteeds) in [PR #332](https://github.com/macrosynergy/macrosynergy/pull/332) * Feature/dq_break by [@Ksteeds](https://github.com/Ksteeds) in [PR #333](https://github.com/macrosynergy/macrosynergy/pull/333) * fixes coef_box None assert failure by [@rsueppel](https://github.com/rsueppel) in [PR #334](https://github.com/macrosynergy/macrosynergy/pull/334) * Feature/dq_break by [@Ksteeds](https://github.com/Ksteeds) in [PR #335](https://github.com/macrosynergy/macrosynergy/pull/335) * Feature/dq_break by [@Ksteeds](https://github.com/Ksteeds) in [PR #337](https://github.com/macrosynergy/macrosynergy/pull/337) * Feature/portfolio_hedging_unit by [@Ksteeds](https://github.com/Ksteeds) in [PR #329](https://github.com/macrosynergy/macrosynergy/pull/329) * add sig_neg option to SignalReturnRelations by [@rsueppel](https://github.com/rsueppel) in [PR #339](https://github.com/macrosynergy/macrosynergy/pull/339) * Feature/signal_return by [@Ksteeds](https://github.com/Ksteeds) in [PR #328](https://github.com/macrosynergy/macrosynergy/pull/328) * Feature/signal_return by [@Ksteeds](https://github.com/Ksteeds) in [PR #341](https://github.com/macrosynergy/macrosynergy/pull/341) * todos for sstrength_plot and signal_display in naive_pnl by [@rsueppel](https://github.com/rsueppel) in [PR #346](https://github.com/macrosynergy/macrosynergy/pull/346) * Bugfix/update_df by [@Ksteeds](https://github.com/Ksteeds) in [PR #347](https://github.com/macrosynergy/macrosynergy/pull/347) * renames naive_pnl signal functions, edits documentation and makes min… by [@rsueppel](https://github.com/rsueppel) in [PR #348](https://github.com/macrosynergy/macrosynergy/pull/348) * naive_pnl cleanups and one more Todo by [@rsueppel](https://github.com/rsueppel) in [PR #351](https://github.com/macrosynergy/macrosynergy/pull/351) * make_relative_value cleanups and Todos by [@rsueppel](https://github.com/rsueppel) in [PR #350](https://github.com/macrosynergy/macrosynergy/pull/350) * bugfix/make_rv by [@Ksteeds](https://github.com/Ksteeds) in [PR #349](https://github.com/macrosynergy/macrosynergy/pull/349) * feature/NaivePnL by [@Ksteeds](https://github.com/Ksteeds) in [PR #344](https://github.com/macrosynergy/macrosynergy/pull/344) * signal_return: secure correct order of years in table by [@rsueppel](https://github.com/rsueppel) in [PR #355](https://github.com/macrosynergy/macrosynergy/pull/355) * adds important documentation to summary_table by [@rsueppel](https://github.com/rsueppel) in [PR #354](https://github.com/macrosynergy/macrosynergy/pull/354) * Modify README and docs by [@lsimonsen](https://github.com/lsimonsen) in [PR #366](https://github.com/macrosynergy/macrosynergy/pull/366) * Implement corrections for simplifications by [@lsimonsen](https://github.com/lsimonsen) in [PR #367](https://github.com/macrosynergy/macrosynergy/pull/367) * feature/dq_oauth by [@Ksteeds](https://github.com/Ksteeds) in [PR #361](https://github.com/macrosynergy/macrosynergy/pull/361) * v0.0.12 by [@lsimonsen](https://github.com/lsimonsen) in [PR #368](https://github.com/macrosynergy/macrosynergy/pull/368) * Release of version 0.0.12 by [@lsimonsen](https://github.com/lsimonsen) in [PR #369](https://github.com/macrosynergy/macrosynergy/pull/369) **Full Changelog**: [v0.0.11←v0.0.12](https://github.com/macrosynergy/macrosynergy/compare/v0.0.11...v0.0.12) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.12) ____________________ ## Release Release version 0.0.11 #Latest Macrosynergy release. [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.11) ____________________ ## Release Release 0.0.3 ## Main changes: * Panel, category relations functionalitin [PR #](https://github.com/macrosynergy/macrosynergy/pull/) * Rolling historical volatility estimatein [PR #](https://github.com/macrosynergy/macrosynergy/pull/) * Continuous deployment pipelinin [PR #](https://github.com/macrosynergy/macrosynergy/pull/) * PyPI README notein [PR #](https://github.com/macrosynergy/macrosynergy/pull/) [View complete release notes on GitHub](https://github.com/macrosynergy/macrosynergy/releases/tag/v0.0.3) ____________________