Macrosynergy

Latest version: v1.1.4

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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

0.1.17

What's Changed
* Chore: Bump version to 0.1.17 by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1729
* Feature: Allow for either neg or pos naming of signal in accuracy and correlation bars by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1730
* Feature: Refactor SUR by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1716
* Feature: Use tqdm auto by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1731
* Feature: Refactor BaseRegressorSystem by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1732
* Feature: Beta estimator, SUR models and custom loss by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1733
* Refactor: Regressor systems by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1736
* Chore: Start release for v0.1.17 by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1737
* Chore: Develop -> Test by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1738
* Feature: Change PyPi readme to reflect learning and visuals subpackages by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1734
* Refactor: mainly edits docstrings by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/1708
* Refactor: updates docs slightly by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/1711


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.16...v0.1.17

0.1.16

What's Changed
* Chore: Develop←Main after v0.1.15 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1691
* Feature: map test using linearmodels package by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1678
* Chore: Update setup.py, for v0.1.16 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1692
* Bugfix: Remove ticker column from the list of metric_cols by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1694
* Feature: Change preferred sorting order for standard QDF by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1695
* Feature: Adding `ax_hline` & `ax_vline` to `msv.LinePlot` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1696
* Bugfix: Fix error in create_result_df concatenation and add type checks and unit test by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1697
* Feature: Uncomment main script in naive pnl by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1698
* Feature: Add single_scatter argument in reg_scatter, also implement bug fixes and format issues in reg_scatter by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1703
* Bugfix: Fix error when cid used as benchmark return in return beta isn't used as a cid in benchmark return and xcat is xcat_hedge by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1704
* Feature: Allow for renaming and reindexing of single statistic table by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1705
* Feature: Add dictionary argument to multiple_relations_table to allow for labelling of xcats and rets and sorting by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1707
* Feature: Change how default size works in reg_scatter by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1709
* Feature: Additons to evaluate_pnls by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1710
* Feature: Consistency score for naive PnL by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1713
* Bugfix: Fix negation on signals in Signal Return Relations by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1712
* Bugfix: Change label in evaluate_pnl by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1714
* Bugfix: Fix multiple pnl cols by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1715
* Feature: Change order of evaluate_pnl table by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1717
* Feature: Add readme to signal sub package by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1718
* Feature: Remove unused imports by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1719
* Chore: Start release for v0.1.16 by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1720
* Chore: Develop -> Test by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1721
* Chore: Test -> Main by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1722
* Bugfix: Change typing by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1724
* Chore: Develop -> Test by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1725
* Bugfix: Fix Dict typing by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1727
* Chore: Develop -> Test by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1728
* Chore: Test -> Main by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1726
* Chore: Main -> Develop by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1723


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.15...v0.1.16

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