Qf-lib

Latest version: v3.0.0

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2.2.10

New features and fixes:

- `RiskParityBoxesFactory` accepts now `AbstractPriceDataProvider` instead of only `BloombergDataProvider` as the main data_provider
- `RiskParityBoxesFactory` allows now to customize tickers for different economic environments (`tickers_dict` parameter)
- Fixed `BarChart` class to allow creating unstacked charts
- Added `BloombergTickerMapper`, which provides mapping between Bloomberg Tickers and FIGI identifiers
- Added `WaterfallChart`

2.2.9

New features and fixes:

- `DFTable` - clean-up the code
- Created unit tests for `DFTable`
- Implemented the possibility of styling the header in `DFTable`
- Implemented the possibility of styling the index on levels in `DTTable`
- Fixed minor bugs for index showing in `DFTable`


Backwards incompatible changes:
- Moved `Style`, `ColumnStyle`, `RowStyle`, `CellStyle` classes in [qf_lib/documents_utils/document_exporting/element/helpers/style.py](https://github.com/quarkfin/qf-lib/blob/master/qf_lib/documents_utils/document_exporting/element/helpers/style.py)
- Moved `DataType` and `StylingType` in [qf_lib/documents_utils/document_exporting/element/helpers/style_enums.py](https://github.com/quarkfin/qf-lib/blob/master/qf_lib/documents_utils/document_exporting/element/helpers/style_enums.py)

2.2.8

New features and fixes:

- Added index visibility, style and class in DFTable
- Supporting Bloomberg tickers with special characters in `HAPI data provider`
- Added unit tests for `HAPI data provider`
- `StrategyMonitoringDocument` - cleaning up returns and excess returns

2.2.7

New features and fixes:

- Added `HAPI` identifier type
- Added `parser tests` with `ISIN`

2.2.6

New features and fixes:

- Changed `TradingSession` instance variable `orders_filters`, now initialized as empty list
- Changed pd date range keyword in `compute_duration`, class `PortfolioAnalysisSheet`
- Added new class `IBFIGItoIBContractMapper`, which is mapper that can be used to map FIGI defined IB contracts to the more specific ones.
- Added more parameters for `chart` and `ChartElement`, such as `savefig_settings`


Backwards incompatible changes:
- Changed SecurityType parameter for classes `SecurityType` and `IBContract`, from `CONFUT` to `CONTFUT`
- Eliminated from `price_field_to_str_map` the parameter `ticker` in all data providers

2.2.5

New features and fixes:

- Updated `IB Broker` update to support data requests parsing
- Updated `document` parameter from the generate_html method to `Optional`
- Replaced `frame.append` method to `pandas.concat` in `HistoricalDataProvider`
- Replaced `.iteritems` to `.items` in `excel_exporter.py`
- Replaced `union_many` with union
- Added type checks to `convert_to_list` function
- Added unit tests as `TestToListConversion` for the `convert_to_list` function
- Added `pie chart` variant to the available charts
- Added support for `MultiIndex `formatting in the `DFTables`
- Added new `SecurityType` - `CONFUT`
- Fixed `convert_to_list` usage in `PresetDataProvider`
- Fixed pandas Future Warning in the `FuturesChain` class
- Fixed Future Warnings for `get_loc` function

Backwards incompatible changes:

- `BloombergBeapHapiParser` now accepts a new parameter `tickers_mapping`

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