Macrosynergy

Latest version: v1.0.2

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0.1.23

What's Changed
* Chore: Merging Main→Develop after v0.1.22 release by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1789
* Chore: Bump to v0.1.23 by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1790
* Feature: xcat labels for `correl_matrix` by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1788
* Feature: Regressor system tests by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1792
* Bugfix: `multiple_reg_scatter` separator by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1793
* Feature: Added `metric` argument to `ticker_df_to_qdf` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1799
* Refactor: Moved `concat_single_metric_qdfs` from `JPMaQSDownload` to `df_utils` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1800
* feature/surprises, refactoring `create_delta_data` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1798
* Feature: Updating `msm.constants` from `feature/proxy_pnl` (1560) by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1801
* Updating feature/surpises-implementation by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1802
* feature/surpises-implementation - adding class `InformationStateChanges` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1803
* InformationStateChanges class str and repr representation by lsimonsen in https://github.com/macrosynergy/macrosynergy/pull/1807
* Feature: Add check package version to main import by lsimonsen in https://github.com/macrosynergy/macrosynergy/pull/1808
* feature/surpises-implementation - unittests by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1806
* Feature: Information State Changes by lsimonsen in https://github.com/macrosynergy/macrosynergy/pull/1809
* Chore: Update setup for release 0.1.23 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1810
* Chore: Test←Develop for v0.1.23 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1811
* Bugfix: Incompatible type-hint in `msm.constants` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1815
* Bugfix: pandas version mismatch with py3.8 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1816
* Merging `test` to `feature/surprises` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1817
* Feature: renaming volatility estimation methods (and clean up mean bias) by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1818
* Chore: Main←Test for v0.1.23 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1813


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.22...v0.1.23

0.1.22

What's Changed
* Chore: Update setup.py, ISRELEASE=False by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1782
* Bugfix: Fixing CodeCov integration by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1781
* Feature: `msm.simulate.make_test_df()`, adding option to pass `tickers` and `metrics` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1769
* Bugfix: Updating requirements, `numpy<2.0.0` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1785
* Chore: Test←Develop for v0.1.22 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1786
* Chore: Test -> Main by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1787


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.21...v0.1.22

0.1.21

What's Changed
* Chore: Update version of joblib by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1776

**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.20...v0.1.21

0.1.20

What's Changed
* Refactor: Syntax update for `df.ffill()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1756
* Chore: Updating TOML/Docs requirements by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1758
* Bugfix: Fixing docstring for `ms.learning.signal_optimizer` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1759
* Bugfix: Fixing bug in save-as-qdf functionality in `JPMaQSDownload.download_all_to_disk()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1761
* Bugfix: Fixing type-hint in the `MultiPnL` class by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1762
* Feature: Add Score Visualiser class to the visuals sub package by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1763
* Feature: Python requirements in docs by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1770
* Bugfix: Fix typing by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1774

**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.19...v0.1.20

0.1.19

What's Changed
* Chore: Update setup.py, v0.1.19 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1747
* Feature: MultiAssetPnL by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1735
* Feature: MultiPnL plot by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1748
* Chore: Test←Develop for v0.1.19 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1749
* Bugfix: NaivePnL by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1753
* Chore: Main←Test for v0.1.19 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1751
* Chore: Updating Develop with Main after release v0.1.18 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1750


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.18...v0.1.19

0.1.18

What's Changed
* Feature: Change rst by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1742
* Bugfix: Fixing `dtype` for `real_date` column in standard dataframe by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1743
* Chore: Update setup for bugfix release by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1744
* Chore: Test←Develop for release v0.1.18 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1745
* Chore: Main←Test for release v0.1.18 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1746


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.17...v0.1.18

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