Macrosynergy

Latest version: v1.0.2

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0.1.11

What's Changed
* Chore: Version 0.1.11 by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1566
* Bugfix: `make_relative_value`, fixing type-hints by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1567
* Feature: Design change for changing CV split numbers by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1568
* Feature: Pretty print for `msm.missing_in_df()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1570
* Bugfix: Add check for empty dataframes in `msp.correl_matrix()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1572
* Feature: Add Bespoke Metric functionality to Signal Return Relations, optimise multiple_relations_table and deprecate older functions in the sub-package by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1573
* Bugfix: Fixing order of signs in `linear_composite(sign=...)` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1576
* Feature: Restyling of coefficient stacked bar plot by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1577
* Feature: Add kwargs for seaborn to corr matrix by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1579
* Chore: Disabling `test_signal_optimizer.py` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1583
* Feature: Fix to colour coding of the stacked bar plot by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1585
* Feature: Remove self hosted runner off package by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1586
* Feature: Divide each subpackage's unittests into a matrix by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1584
* Feature: Adding `download_to_disk()` functionality to `JPMaQSDownload` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1557
* Chore: updating setup, ISRLEASED=True by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1578
* Chore: Test←Develop, v0.1.11 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1587
* Bugfix: Handling edge-case in `missing_in_df()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1589
* Chore: Updating test with `missing_in_df()` bugfix by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1590
* Feature: Main←Test, for v0.1.11 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1588


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.10...v0.1.11

0.1.10

What's Changed
* Chore: Main→Develop after v0.1.9 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1538
* Chore: Bump to version 0.1.10 by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1539
* Bugfix: Bump minimum `scikit-learn` version to 1.2.2 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1540
* Bugfix: `CategoryRelations` docstrings by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1541
* Bugfix: Fix connection error in notebook runner by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1547
* Feature: `make_relative_category` by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1553
* Feature: Add Dictionary type for xcat labels in plot pnls by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1558
* Feature: enet selector by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1559
* Chore: Update setup.py, ISRELEASED=True by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1562
* Chore: Test←Develop for release v0.1.10 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1563
* Chore: Main←Test for release v0.1.10 by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1564
* Chore: Main -> Develop by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1565


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.9...v0.1.10

0.1.9

What's Changed
* Chore: Main→Develop by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1514
* Chore: Bump to v0.1.9 by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1515
* Bugfix: Fix variable name in `msv.timelines()` function by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1518
* Bugfix: `get_eops` - fix `dates=None` behaviour by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1523
* Bugfix: Revert "Bugfix: `get_eops` - fix `dates=None` behaviour" by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1524
* Bugfix: Dates behaviour in `get_eops()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1525
* Bugfix: Revert "Feature: Add `blacklist` parameter to `view_timelines()`/`msv.timelines()`" by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1532
* Feature: Signal Optimizer explainability by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1472
* Feature: Add `TOKEN_EXPIRY_BUFFER` to `dataquery.Oauth` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1534
* Chore: Update setup.py , ISRELEASE=True by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1536
* Chore: Test←Develop by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1535
* Chore: Main ← Test by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1537


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.8...v0.1.9

0.1.8

What's Changed
* Feature: Notebook Runner workflow by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1432
* Feature: Workflow for notebook runner by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1433
* Chore: Merging `main`→`develop` after release v0.1.7 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1501
* Feature: Change argument name of multiple_reg_scatter to match reg_scatter by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1503
* Bugfix: Set apply util, raise_error to false so it doesn't fail if cross sections don't exist by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1507
* Feature: Add Workflow that runs all notebooks by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1506
* Feature: Add `blacklist` parameter to `view_timelines()`/`msv.timelines()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1509
* Chore: Release v0.1.8 by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1510
* Chore: Develop -> Test by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1511
* Chore: Test→Main for v0.1.8 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1513


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.7...v0.1.8

0.1.7

What's Changed
* Chore: Bump to version 0.1.7 by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1496
* Bugfix: Fix bug on logic of communal sample period by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1500


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.6...v0.1.7

0.1.6

What's Changed
* Refactor: clean up `__communal_sample__` by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1379
* small docs addition by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/1382
* Docs: Remove `macrosynergy.dataquery` from README.md by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1471
* Feature: Multiple Reg Scatter by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1453
* Feature: View Timelines by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1473
* Feature: Adjust coef box fontsize by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1475
* Bugfix: Remove debug timer from facetplot by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1476
* Bugfix: Minor change to `historic_vol` unittests by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1478
* Bugfix: added set_params method to all linear weighted models by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1477
* Feature: Refactor `macrosynergy.download` subpackage by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1464
* Bugfix: view_timelines ticks by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1479
* Feature: Parameter formatting in docstrings by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1483
* Bugfix: Fix indexing error when cumulative sum in view timelines is called by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1486
* Feature: function to display joint signal vs return & PnL statistics by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1487
* Bugfix: `JPMaQSDownload`, adding more log statements by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1484
* Feature: models_heatmap fix when only one model is selected by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1488
* Chore: Updating requirements by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1489
* Feature: create copy of scoring dictionary instead of manipulating the users' by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1455
* Feature: AUC and Macrosynergy panel test p-value statistics added to signal return relations by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1376
* Bugfix: Set default position of legend to be outside the plot by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1492
* Bugfix: Change legend loc default by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1493


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.5...v0.1.6

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