Macrosynergy

Latest version: v1.1.4

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1.1.4

What's Changed
* Chore: Update setup.py by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2289
* Feature: Add normalize_to_pct parameter to adjust_weights function by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2281
* Bugfix: Change compatibility check for pd.DataFrame.applymap by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2288
* Bugfix: Rename `PD_APPLY_MAP` to `PD_NEW_MAP` for clarity by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2291
* Feature: `InformationStateChanges` option to score by level by lsimonsen in https://github.com/macrosynergy/macrosynergy/pull/2292
* Bugfix: Labels fix for evaluate pnls table by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2294
* Docs: Adding missing RST entry for `msp.adjust_weights` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2293
* Bugfix: Fix blacklisting issue when no_zn_scores is true by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2296
* Integrating `lincomb` into `adjust_weights` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2297
* Feature: Integrate `lincomb` as a backend to existing `adjust_weights` function by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2298
* Feature: `NaivePnL.plot_pnls()` to include `compounding` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2299
* Feature: Add `blacklist` parameter to `adjust_weights` function by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2300
* Feature: Make `pnl_cats` parameter optional in `NaivePnL.evaluate_pnls()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2301
* Bugfix: Fix NaN handling in normalization test by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2302
* Chore: Update setup.py for v1.1.4 release by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2304
* Bugfix: Fix NaivePNL benchmark start & end dates by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2306
* Chore: Test←Develop, for v1.1.4 release by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2305
* Chore: Main←Test for v1.1.4 release by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2307


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v1.1.3...v1.1.4

1.1.3

What's Changed
* Chore: Main -> Develop by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2248
* Chore: Bump version to 1.1.3 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2253
* Feature: ACF/PACF plots by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/2254
* Feature: Include DataQuery Interaction ID in response validation by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2256
* Bugfix: Refactor error handling in response validation by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2257
* Feature: `JPMaQSDownload` to be case-insensitive when filtering requested expressions from JPMaQS catalogue by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2252
* Feature: Add a seed argument to `make_qdf` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2262
* Docs: Fix typo in `linear_composite()` docstring by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2258
* Bugfix: added exception handling to `expanding_stat` for missing dates by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2263
* Feature: Add zero param for ACF by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/2260
* Feature: Remove zero option in reg_scatter by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/2264
* Feature: Update `temporary_seed` functionality to handle None and non-integer seeds by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2266
* Feature: Add `yticks_rotation` parameter to `ScoreVisualisers.view_snapshot` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2265
* Feature: Lagged correlation plot by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/2267
* Feature: share y axis in facet plot by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/2269
* `adjust_weights`, modify params behaviour by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2271
* Feature: Validation error handling by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/2270
* Feature: Allow xcat labels to be a dictionary in view ranges by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2275
* Bugfix: Allow for missing xcats by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2276
* Bugfix: Change xcat label behaviour by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2277
* Docs: Enhance docstring for `NaivePnL.evaluate_pnls` statistics table by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2278
* Feature: Implement `adjust_weights` functionality by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2261
* Feature: Probability estimator, voting models and ReturnForecaster class by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/2268
* Chore: Update setup.py by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2283
* Chore: Develop→Test, v1.1.3 by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/2282
* Bugfix: Change to Python 3.9 or later by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2285
* Chore: Develop -> Test by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/2286
* Chore: Main←Test by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2284


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v1.1.2...v1.1.3

1.1.2

What's Changed
* Chore: Main→Develop after release v1.1.1 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2241
* Bugfix: Fix issue with frequency mapping in score visualiser and fix by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2243
* Bugfix: Remove ffill bug from ScoreVisualiser by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2245


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v1.1.1...v1.1.2

1.1.1

What's Changed
* Chore: Main→Develop after release v1.1.0 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2226
* Feature: `JPMaQSDownload`, default `end_date` to use last business day instead of 2-days-ahead by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2234
* Feature: `InformationStateChanges`, add `score_by` parameter for z-scoring methods by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2235
* Feature: Add arguments to sort snapshot by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2237
* Feature: make_zn_scores unscore param by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/2232
* Chore: Update setup.py by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2238
* Chore: Test←Develop, v1.1.1 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2239
* Chore: Main←Test, v1.1.1 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2240


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v1.1.0...v1.1.1

1.1.0

What's Changed
* Chore: Main -> Dev by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/2202
* Chore: bump v1.0.8 by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2205
* Feature: Panel Imputer Class by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2204
* Bugfix: Correction in date adjustment when factors are lagged by more than one by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/2206
* Feature: Add default start and end dates in panel imputer by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2207
* Bugfix: Fix issue with returning blacklist dictionary by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2208
* Feature: Add title argument to check_availability by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2211
* Docs: `CategoryRelations.reg_scatter()`, fix docstring formatting for `prob_est` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2212
* Feature: Add sig_mult argument to make_pnl by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2215
* Feature: Add additonal line to docs in make_pnl by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2216
* Feature: Add CodeQL and Snyk badges to README by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2217
* Bugfix: Timeout after 10 seconds of hanging request by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2218
* Feature: Nearest neighbors classifier by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/2220
* Bugfix: Error check in `update_df()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2222
* Chore: Update setup.py for release v1.1.0 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2223
* Chore: Test←Dev by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2224
* Chore: Main←Test for v1.1.0 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2225


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v1.0.7...v1.1.0

1.0.7

What's Changed
* Chore: Main→Develop by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2175
* Feature: view_timelines cid labels by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/2172
* Bugfix: Category Relations, `xcat_trims` failing when using only one value by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2160
* Feature: Add more robust unit test for checking attributes in sync by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2176
* Feature: Add kendall rank score to reg_scatter by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2179
* Feature: Added Matthew's Correlation Coefficient Scorer by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2182
* Bugfix: Change correlation prob calc in category relations to only return kendall p value by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2183
* Feature: Add additional customisability to plotting functions by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2184
* Bugfix: CategoryRelations fails when using `separator = year` with `xcat1_chg="diff"` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2185
* Bugfix:Fix bug where xcat_labels not being picked up in most cases in view_timelines by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2186
* Feature: Additional params for learning plots by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/2187
* Feature: Add label fontsize for reg scatter by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2188
* Bugfix: Category Relations, incorrect index levels when using an int/years as a `separator` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2190
* Feature: Additional params for plotting by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/2191
* Bugfix: `CategoryRelations.reg_scatter()` for case with `labels=None, separator="cids"` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2193
* Feature: extend_history method by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/2195
* Feature: Add median option for relative reference to make_relative_value by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2197
* Bugfix: Linear Composites, improving error message by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2181
* Bugfix: `msp.Basket.make_basket()`, errors when using `weight_meth="values"` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2156
* Bugfix: Main←Develop, v1.0.7 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2199
* Chore: Main -> Develop by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/2200
* Chore: Update setup.py by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2198
* Chore: Bump version for release by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2201


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v1.0.6...v1.0.7

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