Mapping

Latest version: v0.1.6

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0.1.6

- Change util.reindex() to operate on prices ([GH11](https://github.com/matthewgilbert/mapping/issues/11))

0.1.5

- Fixes for np.busday_count compatibility with numpy 1.15.0 ([GH7](https://github.com/matthewgilbert/mapping/issues/7))
- Fixes for pandas loc[] indexing warnings for missing keys
- Add indexing validity checks in calc_returns() ([GH8](https://github.com/matthewgilbert/mapping/issues/8))
- Add reindexing helper function for instrument returns ([GH9](https://github.com/matthewgilbert/mapping/issues/9),
[GH10](https://github.com/matthewgilbert/mapping/issues/10))
- Add plotting diagnostics

0.1.4

- fix compatibility issues with cvxpy 1.0
- improve error messages for util.calc_rets()
- fix TravisCI / cvxpy compatibility, see issue 6
- add business day convenience function for generating contract_dates

0.1.3

- add util.flatten/unflatten for converting instrument weights to
long dataframe
- Change util.calc_rets to throw KeyError instead of NaN when missing keys are
indexed
- make docstrings runnable by including appropriate imports

0.1.2

- performance improvements for static_transition()
- clarified static_transition() contract date indexing error
- added sorted error checking for contract_dates input in static_transition()

0.1.1

- added vix example
- added validity checks for static transitions
- added weighted_expiration() function for generics
- unique index checking for to_contracts() and to_notional()
- fix 0 weight in to_generics() resulting in epsilon holdings

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