Macrosynergy

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0.0.17

What's Changed
* feature/cr_simplification by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/432
* shortening categories_relations and Todos by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/422
* feature/set_up by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/429
* small changes, small Todos, and one big Todo by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/431
* signal_return: partial review and TODOs by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/437
* small changes and Todos by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/440
* feature/multiple_signals by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/434
* bugfix/view_ranges by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/436
* bugfix/update_df by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/450
* refactored hedge_ratio to returnbeta by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/448
* bugfix/category_relations by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/454
* feature/communal_sample by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/445
* feature/naive_pnl_neg by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/462
* bugfix/category_relations_reg by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/461
* DQ HTTP response code non-ok by lsimonsen in https://github.com/macrosynergy/macrosynergy/pull/463
* bugfix/check_availability by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/460
* small changes to docstring and name by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/468
* feature/naive_pnl_neg by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/465
* bugfix/view_ranges_cat by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/466
* Create dq_monitor by GlennRe9 in https://github.com/macrosynergy/macrosynergy/pull/471
* for naive_pnl moves sig_neg option to make_pnl method by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/473
* mainly fixes sort_cids_by bug in view_ranges by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/474
* reg_scatter bugfix line 475 dropna by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/476
* naive_pnl debug line 100 was missing maxplit by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/480
* feature/dq_delay by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/483
* feature/dq_delay by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/486
* bugfix/category_relations by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/488
* feature/NaivePnL_negative by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/484
* bugfix/check_enddates by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/489
* feature/dq_delay by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/491
* bugfix/make_relative_value by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/487
* feature/dq_delay by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/493
* feature/dataframe_format by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/439
* bugfix/view_ranges by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/453
* feature/setup_17 by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/494

New Contributors
* GlennRe9 made their first contribution in https://github.com/macrosynergy/macrosynergy/pull/471

**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.0.16...v0.0.17

0.0.16

What's Changed
* bugfix/shape_dfs by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/421
* bugfix/signal_category by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/424
* bugfix/signal_category by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/425
* Remove REFENCE_DATA from DQ API call by lsimonsen in https://github.com/macrosynergy/macrosynergy/pull/426
* feature/set_up_16 by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/427


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.0.15...v0.0.16

0.0.15

What's Changed
* feature/v_correlations by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/412
* bugfix/panel_calculator by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/410
* bugfix/signal_category by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/413
* feature/dq_unit by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/379
* Update read-me for clarity by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/416
* feature/set_up_15 by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/418
* feature/integration by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/420
* Adding error message for DQ ask by lsimonsen in https://github.com/macrosynergy/macrosynergy/pull/423


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.0.14...v0.0.15

0.0.14

What's Changed
* make_zn_score: Docs changes and Todos by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/358
* make_zn_score TODOs by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/359
* Main - update with commits to develop by lsimonsen in https://github.com/macrosynergy/macrosynergy/pull/370
* Fix package structure and set to version 0.0.13 by lsimonsen in https://github.com/macrosynergy/macrosynergy/pull/372
* Ralph simplifies make_zn_scores by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/362
* Example of usage case added to README by lsimonsen in https://github.com/macrosynergy/macrosynergy/pull/375
* Tests: Python 3.9 and 3.10 by lsimonsen in https://github.com/macrosynergy/macrosynergy/pull/378
* DataQuery Unittest and Integration test examples by lsimonsen in https://github.com/macrosynergy/macrosynergy/pull/374
* feature/make_zn_scores_efficient by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/352
* Todo on lag name numbers by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/385
* view_timelines changes and todos by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/383
* xcat_labels added. by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/387
* feature/view_timelines_average by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/380
* NaivePnL bm correlation simplified by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/388
* feature/correl_matrix_lag by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/382
* feature/NaivePnL by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/360
* Feature/NaivePnL_Unit by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/389
* bugfix/signal_return by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/394
* signal_return aggregation order also flipped by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/395
* bugfix/signal_return_axis by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/397
* feature/management_efficiency by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/386
* feature/NaivePnL_Unit by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/392
* bugfix/make_zn_scores by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/401
* bugfix/basket_weight by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/402
* Todo and string changes by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/405
* feature/signal_returns_unit by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/396
* feature/update_reduce by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/407
* Version update. by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/408


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.0.12...v0.0.14

0.0.13

What's Changed
* Main - update with commits to develop by lsimonsen in https://github.com/macrosynergy/macrosynergy/pull/370
* Fix package structure and set to version 0.0.13 by lsimonsen in https://github.com/macrosynergy/macrosynergy/pull/372
* Release of bugfix to version 0.0.13 by lsimonsen in https://github.com/macrosynergy/macrosynergy/pull/373


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.0.12...v0.0.13

0.0.12

Release notes:

* Improved functionality for valuating strategy factors both statistically and on the [pnl](https://github.com/macrosynergy/macrosynergy/tree/develop/macrosynergy/pnl/) side
* Added DataQuery OAuth as an authentication option the DataQuery interface, and created a separate [DataQuery](https://github.com/macrosynergy/macrosynergy/tree/develop/macrosynergy/dataquery) subpackage.
* Simplified the README.md file for easier installation instructions.

What's Changed
* changes basket instantiation and first shot at restructure by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/261
* Basket class update in new structure by Curran by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/263
* basket: changes to constructor and return functions by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/265
* various jobs by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/269
* Multiple baskets integrated. by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/271
* mainly changes to Basket test by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/270
* Merge pull request 270 from macrosynergy/basket_rs by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/272
* Latest versions. by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/273
* mainly updates target_positions by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/274
* fix round bug in view_grades by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/275
* target_positions review by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/278
* Correlation Matrix. by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/279
* Feature/basket single by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/280
* changes facet grid by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/281
* mainly edit of target_positions docstring by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/283
* Feature/basket_single by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/276
* Connection test added. by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/282
* small changes and todos to target positions by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/285
* basket.py by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/262
* target_postion docstring update by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/286
* Feature/management optimisation by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/287
* Feature/df_updates by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/288
* adds update_df to init and sets consistent function and argument names by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/289
* hedge ratio template by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/291
* Update README.md by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/295
* Update README.md by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/294
* Hedging rs by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/296
* adding positive/negative recall by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/298
* Feature/naive_pnl by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/300
* correct positive ratios in signal_return by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/301
* modifies make_zn_score use in naive_pnls by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/303
* discrimination issue rough fix by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/297
* todos for daily hedge ratios and hedged returns by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/304
* Feature/naive_pnl by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/308
* Category relations rs by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/310
* bugfix for incorrect PnL labeling in plot_pnls by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/314
* Feature/category relations graph by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/316
* small changes and todos for hedge ratio by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/315
* reg_scatter issues by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/317
* Category_Relations by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/312
* Feature/category_relations by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/318
* Signal return rs: new table and metrics by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/320
* ToDos for make_long_pnl by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/324
* added formalities and three todos by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/323
* Feature/naive_pnl by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/322
* update_df.py by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/292
* hedge_ratio.py by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/293
* integrate clustering and frequencty conversion in original correl_mat… by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/326
* Feature/correl_matrix by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/325
* Feature/dq_break by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/331
* feature/dq_break by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/332
* Feature/dq_break by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/333
* fixes coef_box None assert failure by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/334
* Feature/dq_break by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/335
* Feature/dq_break by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/337
* Feature/portfolio_hedging_unit by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/329
* add sig_neg option to SignalReturnRelations by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/339
* Feature/signal_return by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/328
* Feature/signal_return by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/341
* todos for sstrength_plot and signal_display in naive_pnl by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/346
* Bugfix/update_df by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/347
* renames naive_pnl signal functions, edits documentation and makes min… by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/348
* naive_pnl cleanups and one more Todo by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/351
* make_relative_value cleanups and Todos by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/350
* bugfix/make_rv by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/349
* feature/NaivePnL by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/344
* signal_return: secure correct order of years in table by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/355
* adds important documentation to summary_table by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/354
* Modify README and docs by lsimonsen in https://github.com/macrosynergy/macrosynergy/pull/366
* Implement corrections for simplifications by lsimonsen in https://github.com/macrosynergy/macrosynergy/pull/367
* feature/dq_oauth by Ksteeds in https://github.com/macrosynergy/macrosynergy/pull/361
* v0.0.12 by lsimonsen in https://github.com/macrosynergy/macrosynergy/pull/368
* Release of version 0.0.12 by lsimonsen in https://github.com/macrosynergy/macrosynergy/pull/369


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.0.11...v0.0.12

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