Energyquantified

---

Introducing support for short-run marginal cost (SRMC) calculations from
OHLC data.

**Improvements**

- Add ``OhlcAPIlatest_as_periods()`` method for generating a "forward curve"
from all closing prices in a market.
- Add ``fill`` parameter to ``OhlcAPIload_front_as_timeseries()`` and
``OhlcAPIload_front_as_timeseries()``.
- Add ``SRMC`` and ``SRMCOptions`` data classes.
- Implement the SRMC API: ``load_front()``, ``load_delivery()``,
``load_front_as_timeseries()``, ``load_delivery_as_timeseries()``,
``latest()``, and ``latest_as_periods()``.
- Add section in the OHLC documentation on how to load "forward curves".
- Add new chapter on SRMC in the documentation.

**Bugfixes**

- Fix a crash in the ``Contract`` JSON parser that occured only for SRMC
operations.

**Dependencies**

- Upgrade ``requests`` to v2.25.0.

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**Improvements**

- Update border configurations (such as the AELGrO cable between Belgium
and Germany, for instance).

**Bugfixes**

- Add missing area (SEM).

-----

**Bugfixes**

- Fix a crash in ``TimeseriesListto_dataframe()``.

---

Improve pandas integration with more utility methods.

**Improvements**

- ``Page`` objects are now immutable (for curve and place search responses).
- Add ``Series.set_name()`` to let users set a custom name for time series'
and period-based series'.
- Add ``TimeseriesList`` with a ``to_dataframe()`` method for converting a list
of time series to a pandas data frame. It subclasses Python's built-in list
and overrides its methods with extra validations.
- Add ``PeriodseriesList``. Similar to ``TimeseriesList``, it subclasses
Python's list. It has two methods: (1) ``to_timeseries()`` which converts
this list to a ``TimeseriesList``, and (2) ``to_dataframe(frequency)`` which
converts this list to a data frame.
- Add ``Periodseriesto_dataframe(frequency)``. Previously, you would have to
first convert the period-based series to a time series and then call
``to_dataframe``.
- Update headers in pandas data frames.
- Add ``OHLCListto_dataframe()`` for converting OHLC data to a data frame.
- Update documentation where applicable with a short description on how to
convert time series, period-based series and OHLC data to data frames.
- Add own chapter on how to convert data to ``pandas.DataFrame``.
- Add own chapter on packages and where to find the different classes and
enumerators.

**Breaking change**

With better pandas integration, we changed column headers for data frames. As
of v0.4, data frames have three column header levels for time series data:

1. Curve name
2. Instance or contract
3. Scenario (ensemble)

We did this to better describe the data when converted from time series' to
pandas data frames. Refer to the chapter on pandas integration for more
details.

---

Introducing support for OHLC data (open, high, low, close).

**Improvements**

- Implement operations in the OHLC API: ``load()``, ``latest()``.
``load_delivery_as_timeseries()``, and ``load_front_as_timeseries()``
- Add data and metadata classes for OHLC: ``OHLCField``, ``ContractPeriod``,
``Product``, ``OHLC``, ``OHLCList``, and ``Contract``.
- Add member ``Seriescontract``, which is a reference to a set by the
``load_*_as_timeseries()``-operations.
- Add documentation for OHLC.
- Add new curve data type: ``DataType.SCENARIO``.

**Bugfixes**

- Fix runtime error in ``Seriesname()`` (``Series`` is superclass of
``Timeseries`` and ``Periodseries``).
- ``ValidationError`` exceptions occuring on the server-side didn't include
which parameter that failed due to a bug in the JSON error message parser.

---

A small release with two improvements.

**Improvements**

- Add ``Periodseriesprint()`` method.
- Increase 1-10 days-ahead constraints for relative queries to 0-10000.