- Added new measure Omega Ratio, https://en.wikipedia.org/wiki/Omega_ratio. Works on both OpenTimeSeries and OpenFrame. - Changed casing on Positive share and Max drawdown labels for consistency. - Outside of the package I have improved the shell scripts used in development.
1.5.3
- Changed randomizer location on ReturnSimulation. Since constructing methods are never run twice this should have no effect. - Improved hover labels in the sharpe_plot. - Also miscellaneous dependencies updated.
1.5.2
- Corrected typing.Literal on weight strategies that were removed in 1.5.1 - Lower cased project name throughout to remove any confusion - Added Self typing where missing in types.py - Miscellaneous development dependencies update. Minimal related changes.
1.5.1
- Removed two weight strategies in OpenFrame.make_portfolio() to remove ffn as dependency. - Removing ffn revealed that requests as explicit dependency was missing in pyproject.toml. - Also miscellaneous development dependencies updates
1.5.0
- Added helper functions for additional portfolio analyses. - The new functions cover weight simulations, efficient frontier optimizations, and plotting. - I intend to make an example that will be added [here](https://nbviewer.org/github/karrmagadgeteer2/NoteBook/blob/master/openseriesnotebook.ipynb) - Also miscellaneous development dependencies updates