Macrosynergy

Latest version: v0.1.15

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0.1.15

What's Changed
* Chore: Main -> Develop by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1675
* Chore: Bump to version 0.1.15 by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1676
* Bugfix: Type check for cids in Signal return relations by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1677
* Feature: Change docstring in category relations to correctly type and describe prob_est by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1679
* Feature: Add sign and time weighted regressors by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1669
* Bugfix: Union of types by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1680
* Feature: Drop duplicates in `standardise_dataframe()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1681
* Feature: Adding unittests for `msm.utils.apply_slip()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1682
* Bugfix: `df.reset_index()` on return in `msm.utils.apply_slip()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1684
* Feature: Deprecated old documentation site by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1683
* Feature: Add option to specify an alternative oauth method by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1686
* Feature: Increasing page size for `DQ.get_catalogue()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1685
* Chore: Update setup.py, ISRELEASE=True for v0.1.15 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1688
* Chore: Develop→Test for v0.1.15 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1689
* Chore: Test→Main for v0.1.15 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1690


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.14...v0.1.15

0.1.14

What's Changed
* Chore: Bump to version 0.1.14 by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1650
* Bugfix: `apply_slip()` raising a `SettingWithCopyWarning` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1651
* Feature: Add error and warnings when using valid Dataquery credentials with no JPMAQS entitlements by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1653
* Feature: Optimise speed and memory usage of reduce_df by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1656
* Feature: Optimise both memory and speed usage of update_tickers by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1657
* Bugfix: check cids and xcats by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1658
* Feature: Add unit tests to test for preservation of dataframe object outside the scope of the utility functions by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1662
* Bugfix: Fix occurence in panel calculator of when single cid is specified by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1463
* Bugfix: Correct beta hedging order of OLS regression by lsimonsen in https://github.com/macrosynergy/macrosynergy/pull/1666
* Feature: Add external function capability to panel_calculator to allow for libraries that aren't in the scope of panel_calculator by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1668
* Feature: Run notebooks using AWS ECS Fargate by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1665
* Feature: Removes copying of dataframe at the beginning of instantiation that isn't used after by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1670
* Chore: Set isreleased to true (v0.1.14) by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1672
* Chore: Develop -> Test by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1673
* Chore: Test -> Main by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1674


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.13...v0.1.14

0.1.13

What's Changed
* Chore: Bump version to 0.1.13 by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1612
* Feature: Refining CodeCov on matrix testing by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1610
* Feature: Refactor `qdf_to_ticker_df` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1613
* Bugfix: Skip gaps in data when plotting by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1617
* Bugfix: Interpolate for cumulative plot by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1620
* Feature: Refactoring `update_df()` & `update_tickers()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1623
* Feature: Refactor `request_wrapper` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1624
* Bugfix: Fix spelling and grammatical errors in readme by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1625
* Feature: Adding `Timer` class by lsimonsen in https://github.com/macrosynergy/macrosynergy/pull/1626
* Bugfix: Update `make_zn_scores` docs by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1627
* Chore: Update CODEOWNERS by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1632
* Feature: `get_sops()` - get starts-of-periods by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1631
* Feature: Formula check in panel_calculator by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1636
* Bugfix: Fix slip so it is only applied to the target category by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1638
* Bugfix: Fixing bug in `FacetPlot.lineplot()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1639
* Feature: retraining pause, warnings, docs update, concurrent training by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1641
* Chore: Release v0.1.13 by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1644
* Chore: Develop -> Test by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1645
* Bugfix: Fix coverage report being the same name for different python versions by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1647
* Chore: Remerge develop into test with codecov bugfix by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1648
* Chore: Test -> Main by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1646
* Chore: Main -> Develop by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1649


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.12...v0.1.13

0.1.12

What's Changed
* Chore: Main→Develop after release v0.1.11 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1591
* Chore: Bump version to 0.1.12 by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1592
* Feature: Removing `msm.types.Numeric` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1593
* Chore: Enable learning tests by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1595
* Feature: Add functionality to utilise log bucket to the notebook runner by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1601
* Bugfix: Fix background colour changing dependent on previous plots by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1602
* Chore: Release v0.1.12 by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1603
* Chore: Develop -> Test by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1604
* Bugfix: Fix filtering bug in notebook runner by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1606
* Feature: Use `_map_to_business_day_frequency` in `get_eops` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1608
* Chore: Develop -> Test by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1607
* Chore: Test -> Main by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1605
* Chore: Main→Develop after release v0.1.12 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1611


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.11...v0.1.12

0.1.11

What's Changed
* Chore: Version 0.1.11 by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1566
* Bugfix: `make_relative_value`, fixing type-hints by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1567
* Feature: Design change for changing CV split numbers by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1568
* Feature: Pretty print for `msm.missing_in_df()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1570
* Bugfix: Add check for empty dataframes in `msp.correl_matrix()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1572
* Feature: Add Bespoke Metric functionality to Signal Return Relations, optimise multiple_relations_table and deprecate older functions in the sub-package by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1573
* Bugfix: Fixing order of signs in `linear_composite(sign=...)` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1576
* Feature: Restyling of coefficient stacked bar plot by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1577
* Feature: Add kwargs for seaborn to corr matrix by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1579
* Chore: Disabling `test_signal_optimizer.py` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1583
* Feature: Fix to colour coding of the stacked bar plot by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1585
* Feature: Remove self hosted runner off package by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1586
* Feature: Divide each subpackage's unittests into a matrix by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1584
* Feature: Adding `download_to_disk()` functionality to `JPMaQSDownload` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1557
* Chore: updating setup, ISRLEASED=True by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1578
* Chore: Test←Develop, v0.1.11 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1587
* Bugfix: Handling edge-case in `missing_in_df()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1589
* Chore: Updating test with `missing_in_df()` bugfix by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1590
* Feature: Main←Test, for v0.1.11 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1588


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.10...v0.1.11

0.1.10

What's Changed
* Chore: Main→Develop after v0.1.9 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1538
* Chore: Bump to version 0.1.10 by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1539
* Bugfix: Bump minimum `scikit-learn` version to 1.2.2 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1540
* Bugfix: `CategoryRelations` docstrings by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1541
* Bugfix: Fix connection error in notebook runner by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1547
* Feature: `make_relative_category` by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1553
* Feature: Add Dictionary type for xcat labels in plot pnls by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1558
* Feature: enet selector by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1559
* Chore: Update setup.py, ISRELEASED=True by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1562
* Chore: Test←Develop for release v0.1.10 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1563
* Chore: Main←Test for release v0.1.10 by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1564
* Chore: Main -> Develop by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1565


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.9...v0.1.10

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