Macrosynergy

What's Changed
* Feature: Proxy PNL minor changes by lsimonsen in https://github.com/macrosynergy/macrosynergy/pull/2121
* Bugfix: Fix division by zero error in linear composite unit test by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2125
* Bugfix: Correct unlagging of dates + removed bug when sklearn doesn't use coef_ or feature_importance_ by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/2124

**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v1.0.2...v1.0.3

What's Changed
* Feature: moved coefs_timeplot to feature importance timeplot by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/2106
* Bugfix: Panel validation set visualization edge case fix by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/2112

**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v1.0.1...v1.0.2

What's Changed
* Chore: Update version to v1.0.1 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2097
* Bugfix: Fix regressor tests on py38 by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/2098
* Docs: Add usage examples for `JPMaQSDownload.download_all_to_disk()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2100
* Feature: Categorical QuantamentalDataFrame for InformationStateChanges by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2099
* Bugfix: Optimise initiaisation in BasePanelLearner by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2102
* Docs: Updating logo URL and commenting formatting step by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2103
* Bugfix: `_sync_df_categories`, SettingWithCopyWarning by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2104
* Bugfix: Setting `observed=True` for `df.groupby()` operations in `msv.ranges` & `msv.heatmap` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2105
* Chore: Update setup.py for v1.0.1 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2107
* Chore: Test←Develop for v1.0.1 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2108
* Chore: Main←Test for v1.0.1 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2110


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v1.0.0...v1.0.1

What's Changed
* Chore: Updating v1.0.0dev with develop by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1905
* Chore: Updating `v1.0.0dev` with `develop` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1918
* Merging develop by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1957
* Refactor of model evaluation metrics by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1901
* Update v1.0.0dev by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1978
* Learner review by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1984
* Updating v1.0.0dev branch by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1986
* BasePanelLearner refactor by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1987
* Predictors review -> learner review by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1990
* Splitters -> Learner by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1991
* Transformers -> Learner by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1992
* Dev -> v1.0dev by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1995
* Feature: Refactor of sequential learning processes by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1938
* Transformers review by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1910
* metrics formatting by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1996
* Feature: Categorical DataFrame by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1936
* Feature: BasePanelLearner feature correlation by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/2000
* Signal optimizer documentation review and unit tests by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/2001
* Feature correlation tests by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/2002
* SignalOptimizer tests by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/2004
* SignalOptimizer tests by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/2008
* Correct `astype` use for object by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/2009
* Feature: Adding unittests for QDF class & methods by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1997
* K fold tests by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/2003
* SignalOptimizer tests by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/2012
* Feature: SignalOptimizer `nsplits_timeplot` by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/2014
* fixed single scorer grid search by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/2016
* Fix SignalOptimizer FutureWarning by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/2018
* Categorical DataFrame, bugfixes by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2021
* Solve PCA merge conflict by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/2023
* Dev -> 1.0dev by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/2022
* Adding bugfixes to categorical dataframe implementation by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2024
* Adding minor fixes to `reduce_df` & `CategoryRelations` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2026
* QDF.reduce_df bugfix by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2028
* More unit tests for learning by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/2027
* Feature: Change Docs summary of Macrosynergy package by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2038
* WIP: implement categorical QuantamentalDataFrame by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1974
* Feature: Memory efficient sequential learning by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/2037
* Docs: Updating RST for `macrosynergy.learning` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2040
* Merging develop into v1.0.0dev after resolving conflicts by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2044
* v1.0.0: remove redundant parameter kw from docs by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2046
* Docstring fmt migration, missing new line by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2047
* Bugfix: Ensure correct ordering when cids and xcats are specified in reduce_df by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2055
* Migrating docstring format, `macrosynergy.management` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2049
* Migrating docstring format, `macrosynergy.download` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2054
* Migrating docstring format, `macrosynergy.management` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2056
* Migrating docstring format, `macrosynergy.signal` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2052
* Migrating docstring format, `macrosynergy.visuals` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2053
* Bugfix: reduce_df - sort cids on return by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2057
* Migrating docstring format, `macrosynergy.pnl` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2051
* Migrating docstring format, `macrosynergy.panel` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2050
* Format management documentation further and remove some irrelevant functions by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2058
* BetaEstimator bugfixes by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/2045
* Docs: learning documentation edits and formatting by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/2034
* Bugfix: BasePanelLearner split_functions by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/2060
* PnL subpackage description by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/2061
* Update CODEOWNERS by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/2062
* Basket docstring by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2063
* Adding tests for uncovered code by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2064
* Bugfix: Impute panel by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2067
* Feature: Adding tests for QDF class behaviour by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2013
* Docstring edits by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/2071
* Docs review for `macrosynergy.visuals` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2072
* PnL docs update by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/2075
* Docs review, `macrosynergy.signal` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2074
* Docs changes for panel by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2077
* Refactor docstrings in ModifiedSignWeightedLinearRegression and ModifiedTimeWeightedLinearRegression classes for clarity and consistency by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2076
* PnL docs edits by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/2078
* Doc edits by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/2079
* Small changes to signal return relations docs by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2080
* Push docs changes and change type hints by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2081
* Bugfix: Fix incorrect merge of linear composite by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2084
* Update documentation to replace 'xcats' with 'categories', and 'cids' with 'cross-section' where relevant by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2082
* Remove unused categories from 'cid' and 'xcat' columns in MultiPnL class by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2088
* Chore: Main→Develop after release v0.1.38 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2090
* Chore: Bumping version for v1.0.0 release by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2092
* Feature: V1.0.0 Branch, Adds functionality to all functions in the package to accept QuantamentalDataFrame Type which can utitlise memory efficient categorical datatypes by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2091
* Chore: Develop -> Test by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2093
* Chore: Test -> Main by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2094


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.38...v1.0.0

What's Changed
* Chore: Main -> Dev by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/2033
* Chore: Update setup.py by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2036
* Bugfix: Correct error message when `linear_composite` is missing necessary data by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2041
* Feature: Update README.md by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/2059
* Chore: Update setup.py for release v0.1.38 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2068
* Chore: Test←Develop for v0.1.38 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2069
* Bugfix: Fixes error being raised when cid doesn't exist when complete_cids is False, similar for complete_xcats by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2083
* Chore: Develop -> Test by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2085
* Bugfix: Fix issue with ordering of cids in linear composite by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/2087
* Chore: Develop→Test by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2089
* Chore: Main←Test for v0.1.38 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2070


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.37...v0.1.38

What's Changed
* Feature: PCA by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/2019
* Bugfix: Minor bug in `SignalReturnRelations` with stored `xcats` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/2025


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.36...v0.1.37