Macrosynergy

Latest version: v1.1.4

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0.1.27

What's Changed
* Chore: Main -> Develop by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1868
* Bugfix: Fix latest dat bug in Score Visualiser by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1870
* Bugfix: Correct ffill behaviour in Score Visualisers by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1872
* Feature: Update docstrings in Score Visualisers by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1874
* edits ScoreVisualizer documentation by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/1873
* Feature: Added step for validating downloaded files by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1871
* Chore: Set Isreleased to true by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1875
* Chore: Develop -> Test by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1876
* Chore: Test -> Main by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1877


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.26...v0.1.27

0.1.26

What's Changed
* Chore: Main→Develop after release v0.1.25 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1845
* Chore: Update setup.py for v0.1.26 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1846
* Feature: Fix edge case for reindexing in ScoreVisualisers by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1847
* Feature: Allow xcat_labels to be defined in SV init by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1848
* Feature: Add util function to merge multiple categories into one new category by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1850
* Bugfix: Remove +1 from merge categories by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1851
* Bugfix: Revert "Bugfix: Remove +1 from merge categories" by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1852
* Bugfix: merge categories per cid by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1853
* Feature: Add single_scatter to multiple reg scatter by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1840
* Feature: Make regression line black when colour coding cids in multiple reg scatter by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1854
* Feature: Adding `get_releases` and `to_json` methods for `InformationStateChanges` class by lsimonsen in https://github.com/macrosynergy/macrosynergy/pull/1825
* Feature: Add merge_categories to management init by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1856
* Bugfix: TimeWeightedLadRegressor by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1857
* Docs: Updating `JPMaQSDownload` documentation by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1858
* Bugfix: Make latest day a consistent definition in Score Visualiser by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1861
* Feature: Add forecast of volatility for sparse normalisation by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1860
* Refactor: Change sort-order for `update_df()` output by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1862
* Bugfix: Make latest day consistent in Score Visualisers by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1864
* Feature: Refactor certificate authentication method for clarity by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1863
* Chore: Start Release v0.1.26 by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1865
* Chore: Develop -> Test by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1866
* Chore: Test -> Main by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1867


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.25...v0.1.26

0.1.25

What's Changed
* Chore: Main -> Develop by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1837
* Chore: Bump version number and change isreleased flag by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1838
* Feature: Add rescore composite argument to Score Visualisers by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1839
* Feature: Ensure the indexing of cids is followed in the plot by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1841
* Chore: Update setup.py/ISRELEASE=True by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1842
* Chore: Test←Develop, v0.1.25 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1843
* Chore: Main←Test, v0.1.25 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1844


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.24...v0.1.25

0.1.24

What's Changed
* Chore: Update setup.py by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1820
* Chore: Main→Develop after release v0.1.23 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1821
* Chore: Ignore visual studio trunk and launch.json file by lsimonsen in https://github.com/macrosynergy/macrosynergy/pull/1812
* Feature: Adding unittests for `msm.utils.sparse` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1822
* Feature: Changes facet plots to respect the order of xcats specified when plotting by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1827
* Suggestion for refactoring by lsimonsen in https://github.com/macrosynergy/macrosynergy/pull/1826
* Feature: Adding a `leverage` parameter to `NaivePnL.make_pnl()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1795
* Feature: NaivePnL "raw" signal option by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1830
* Feature: Optimizing diff. creation in `msm.utils.sparse` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1824
* Feature: Modified linear models by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1805
* Chore: Set is released to True by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1831
* Chore: Develop -> Test by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1832
* Bugfix: Change typing so it complies with python 3.8 by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1835
* Chore: Develop -> Test by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1836
* Chore: Test -> Main by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1833
* Chore: Main -> Develop by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1837


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.23...v0.1.24

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

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