Macrosynergy

What's Changed
* Feature: Refactoring `historic_vol()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1247
* Feature: Remove old group-id from `DataQueryInterface.get_catalogue()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1249
* Refactor: Refactored imports in learning module by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1251
* docs & todos by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/1252
* Bugfix: Removes incorrect assert from update_df and add more robust tests by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1250
* Feature: `prediction_tools` parallelisation by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1234
* Refactor: Updating `flake8` directives by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1254
* Bugfix: Allows QDF Type to be an empty dataframe by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1257
* Docs: Incorrect docstring for `nan_tolerance` in `historic_vol()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1256
* Feature: added `title_fontsize` arg to `SignalReturnRelations` plotting methods by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1259
* Feature: reordered learning submodule constructor by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1255
* Feature: type and value checks for transformers + minor refactoring by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1262
* Bugfix: When cross sections intersections exclusively across signals are empty the communal sample doesn't index from the dataframe by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1261
* Feature: Added logic to sort DF from `JPMaQSDownload` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1268
* Bugfix: Seaborn version/Missing heatmap annotations by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1269
* Feature: Set rounding for statistic table heatmap by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1270
* Feature: Out of sample signal optimiser + new transformers + new predictors by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1266
* Feature: mapselector now returns zeros when no features are significant by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1274
* Feature: Refactor panel calculator by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1273
* Feature: Add small typing to panel calculator by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1276
* Feature: Naive predictor class published by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1275
* Bugfix: Fix typing error which declares a tuple by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1280
* Feature: Small refactor/reformat to make_zn_scores by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1279
* Feature: refactor return beta by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1281
* Feature: Add label for cs mean in view_timelines by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1282
* Docs: Updating ZScaler documentation in FAQs by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1283


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.0.49...v0.0.50

What's Changed
* Feature: Adaptive signal generation from ML predictions by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1223
* Feature: Edits to Panel splitter classes by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1220
* Feature: Deprecating singular arguments (ret, sig, freq, agg_sig and rival_sigs) in Signal Return Relations by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1235
* Bugfix: Remove single character variables to prevent linting from failing by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1236
* Feature: Add option for custom title font size in `NaivePNL.plot_pnls()` function by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1237
* Feature: use business day `freq` by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1238
* Bugfix: Make assertion error in `update_df` more informative by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1240


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.0.48...v0.0.49

What's Changed
* Feature: Reformat docstring in signal returns by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1224
* Bugfix: Required version of matplotlib is now at least 3.6.0 to avoid runtime error when declaring title in visuals by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1225
* Refactor: Fixing warnings by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1207
* Feature: Consolidate Signal Return Relations and Signals Returns into one single class by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1227


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.0.47...v0.0.48

What's Changed

* Feature: Show 10 slowest tests in test output by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1191
* Feature: Added README for `macrosynergy.learning` by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1192
* Refactor: Using a common method for GH API calls by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1193
* Feature: Remove expanding_statistics.py & refactor math.py by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1195
* Feature: Lasso and MAP feature selection + Z score signal creation by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1176
* Feature: function to translate test predictions into Naive PnLs by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1198
* Bugfix: Fixed bug where cids is declared incorrectly in __output_table__ by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1199
* Feature: Added cids to constructor of Signals Returns by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1200
* Feature: Add warning to when cids specified in Signal Base are not in the reduced dataframe by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1201
* Feature: Consolidate cids into signal base by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1204
* Feature: Refactoring of Signals Directory by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1205
* Feature: Refactoring Converge Row by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1206
* Feature: return self in transformer fit + dataframe in benchmark transformation by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1208
* Bugfix: Add context manager to correlation matrix plotting by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1211
* Refactor: edit correl_matrix default title by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1203
* Bugfix: Add legend location and bbox args to `view_ranges()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1212


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.0.46...v0.0.47

What's Changed
* Chore: Release v0.0.45 by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1141
* Chore: update to v0.0.46 by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1142
* Bugfix: Clear branch cache by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1143
* Feature: Code Coverage excludes code that won't be executed by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1144
* Feature: Added more unit tests for category_relations by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1147
* Bugfix: Removed purging cache failure upon merging to develop by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1154
* Feature: Add a Required Review Directive to workflow by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1120
* Refactor: `calculate_xranges()` by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1145
* Bugfix: Uses seaborn style correctly by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1161
* Feature: Remove unnecessary copying of dataframe by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1165
* Bugfix: Change precision of tests to be more forgiving by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1160
* Bugfix: `make_relative_value()`, unintented warning when preparing basket by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1158
* Feature: Sub-package for `msm.utils` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1149
* Feature: `single_statistic_table` heatmap by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1163
* Bugfix: Fix time_series_check number error by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1167
* Refactor: Moved `msm.check_availability` to `msm.utils.check_availability` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1168
* Feature: Consolidating `msm.simulate_*` functions by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1132
* Feature: Add new tests for signal directory by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1169
* Feature: added a range of non-standard scikit-learn performance metrics to ms.learning by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1164
* Feature: corrected type check for multi-index index format for returns in metric.py by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1172
* Feature: Add more unit tests to Signal Return Relations by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1173
* Bugfix: Fixing docs scripts for subpackages-within-subpackages by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1170
* Bugfix: Changed tests to use relative tolerance to prevent occasional false failure by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1174
* Refactor: create validation module by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1171
* Bugfix: removing max_drawdown metric by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1177
* Feature: Add test to naive_pnl and prevent tests from outputting plots directly by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1175
* Bugfix: Clips expected zn scores to prevent occasional false failure on modify signals test by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1178
* Feature: Adding `granger_causality_test()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1148
* Bugfix: Removed unnecessary comments from `msp.__init__` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1182
* Feature: Remove unnecessary call to mpl by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1184
* Chore: Update setup.py for release v0.0.46 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1185
* Chore: Test←Develop for v0.0.46 release by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1186
* Chore: Main←Test for v0.0.46 release by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1187


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.0.45...v0.0.46

What's Changed
* Feature: Implementing `QuantamentalDataFrame` as a type by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1071
* Chore: Main→Develop for v0.0.44 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1101
* Chore: Update setup.py for v0.0.45 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1102
* Bugfix: CI/CD, fixing check-pr action by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1103
* Bugfix: CI/CD, check-pr workflow by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1104
* Feature: Custom types and `isinstance()` checks by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1069
* Feature: `macrosynergy.management.decorators`, consolidating common functionality by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1074
* Feature: Renaming workflow job names for status checks by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1106
* Bugfix: Error messages in `make_zn_scores()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1107
* Bugfix: Side-effects in `qdf_to_ticker_df()` util. by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1112
* Feature: move plotting to visuals by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1108
* Docs: Common definitions by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1007
* Bugfix: Incorrect version format for development versions by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1114
* Bugfix: Adjustments for colourblind users by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1115
* Feature: Removing `pd.DataFrame` from `msm.decorators.argcopy` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1116
* Feature: Consolidating management utilities by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1111
* Bugfix: Unittest, using `np.allclose` instead of `np,all` & `equ` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1123
* Feature: Prevent Build from succeeding if sys.path.append(os.getcwd()) is found by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1124
* Misc.: Suggestions for 1043 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1125
* Bugfix: Integration tests can't run concurrently by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1127
* Bugfix: Updating deprecation message for MSM methods by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1122
* Feature: Remove use of deprecated function set-output in github actions by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1130
* Feature: new class `SignalsReturns`, complementing `SignalReturnRelations` by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1043
* Feature: CI/CD, clear GitHub actions caches post PR merge by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1082
* Feature: Subpackage for utilities by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1121
* Bugfix: Reverting "Feature: Subpackage for utilities" by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1135
* Chore: Release by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1138
* Chore: Release v0.0.45 by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1139
* Chore: Release v0.0.45 by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1140


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.0.44...v0.0.45