Macrosynergy

Latest version: v0.1.18

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0.1.18

What's Changed
* Feature: Change rst by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1742
* Bugfix: Fixing `dtype` for `real_date` column in standard dataframe by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1743
* Chore: Update setup for bugfix release by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1744
* Chore: Test←Develop for release v0.1.18 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1745
* Chore: Main←Test for release v0.1.18 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1746


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.17...v0.1.18

0.1.17

What's Changed
* Chore: Bump version to 0.1.17 by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1729
* Feature: Allow for either neg or pos naming of signal in accuracy and correlation bars by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1730
* Feature: Refactor SUR by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1716
* Feature: Use tqdm auto by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1731
* Feature: Refactor BaseRegressorSystem by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1732
* Feature: Beta estimator, SUR models and custom loss by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1733
* Refactor: Regressor systems by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1736
* Chore: Start release for v0.1.17 by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1737
* Chore: Develop -> Test by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1738
* Feature: Change PyPi readme to reflect learning and visuals subpackages by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1734
* Refactor: mainly edits docstrings by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/1708
* Refactor: updates docs slightly by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/1711


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.16...v0.1.17

0.1.16

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


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.15...v0.1.16

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

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