Macrosynergy

Latest version: v1.0.2

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0.1.5

What's Changed
* Chore: Main -> Develop by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1419
* Chore: Bump version to 0.1.5 by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1420
* Feature: Speed up view_timelines by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1421
* Feature: Speed up view_timelines by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1422
* Bugfix: Revert "Feature: Speed up view_timelines" by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1423
* Feature: Fix `datetime.datetime.utcnow()` usage by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1393
* Feature: Enable reg_scatter subplots by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1425
* Bugfix: Update `datetime.utcnow()` usage to use `timezone.utc` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1428
* Bugfix: Remove deprecated `msm.DataQueryInterface` class and unittest by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1426
* Docs: Refactor build process and changes to front page by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1400
* Feature: Docs, Elastic Search by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1429
* Feature: BaseWeightedLinearRegression by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1431
* Bugfix: Fix QDF column names in docstrings by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1444
* Feature: LAD linear regressor with a positive restriction option by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1443
* Feature: Optimize dataframe conversion in `JPMaQSDownload()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1442
* Bugfix: Added reversible mapping for `_map_to_business_day_frequency` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1446
* Bugfix: Correct logging level for DQ paginated responses by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1439
* Bugfix: Fix formatting issue release_notes.py by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1445
* Feature: Add unit tests for VintageData class by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1448
* Feature: Sign- and Time- weighted LAD linear regression models by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1447
* Feature: Signal optimiser edge case handling for no model selected + blacklisted country not in the dataframe by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1452
* Bugfix: Fix `JPMaQS.check_connection()` calls and delay param by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1457
* Bugfix: missing cids from linear composite are correctly removed by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1461
* Feature: Extending type-hinting functionality of `QuantamentalDataFrame` to subclass `pd.DataFrame` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1264
* Chore: Update setup.py, ISRELEASE=True by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1465
* Chore: Test←Develop for v0.1.5 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1466
* Chore: Main←Test for v0.1.5 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1467


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.4...v0.1.5

0.1.4

What's Changed
* Bugfix: Fix artifact upload having the incorrect versioning with deployment to github pages by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1411
* Feature: Updating delay param code by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1412
* Bugfix: Fix how update tickers works and fix errors caused if using pandas v2.2 by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1413
* Feature: Xcat aggregation is performed if new_xcat name is declared by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1414
* Bugfix: Fix error thrown when ncols is specified in reg_scatter by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1415


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.3...v0.1.4

0.1.3

What's Changed
* Bugfix: Add permissions to PyPi Workflow by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1391
* Feature: Remove deprecated code and documentation for `macrosynergy.dataquery` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1394
* Feature: Add references to subpackage README.md files by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1395
* Feature: time- & sign- weighted least squares by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1396
* Docs: Update subpackage READMEs and generate documentation by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1397
* Bugfix: Revert "Docs: Update subpackage READMEs and generate documentation" by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1398
* Bugfix: fix learning tests by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1401
* Bugfix: winsorize after adding to signal by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1404


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.2...v0.1.3

0.1.2

What's Changed
* Chore: Main -> Develop by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1372
* Chore: Increment version in `setup.py` by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1374
* Bugfix: Adding 'build' flag to RTD.yml by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1375
* makes small docs changes and simplifies exponential weights in predic… by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/1377
* Feature: Add ncol argument to reg_scatter by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1380
* Feature: signal optimiser unit tests, error handling and rolling option by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1373
* Feature: Performance metric unit tests by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1383
* Feature: Sign- and time-weighted regression models by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1365
* Feature: Splitter visualisation tests by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1384
* Chore: Release v0.1.2 by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1386
* Chore: Develop -> Test by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1387
* Chore: Test -> Main by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1388
* Chore: Main -> Develop by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1389


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.1...v0.1.2

0.1.1

What's Changed
* Chore: Develop ← Main by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1346
* Chore: Increment version in `setup.py` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1348
* Feature: speed up learning tests by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1343
* Bugfix: Change legend location to appear below the plot to prevent squashing of the graph and stop overwriting of the variable legend_loc by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1349
* Chore: Update logo URL in README by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1351
* Feature: Change unittests matrix to run only on `main` branch by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1350
* Bugfix: Parameter's values weren't being used to adjust the formatting of the timeline by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1353
* Feature: vectorize ZnScoreAverager by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1328
* Bugfix: Update logo URL in JPB docs site by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1342
* Bugfix: Fix formatting issues in Usage Examples by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1358
* Feature: LassoSelector no feature selected check by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1355
* Bugfix: Change palette so legend colour matches scatter plot colour by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1363
* Bugfix: Change to legend so it is in the same place with respect to the x labels as a default by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1360
* Bugfix: reduce_df xcats can be string by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1364
* Bugfix: Cross-Sectional mean is only interpreted across cids specified instead of globally across dataframe by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1367
* Feature: vectorize expanding mean in `make_zn_scores` by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1366
* Feature: Sorting release notes as Features & Bugfixes by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1359
* Feature: Update publish trigger for docs-site by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1354
* Chore: Release v0.1.1 by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1369
* Chore: Develop -> Test by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1370
* Chore: Release v0.1.1, Main←Test by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1371


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.1.0...v0.1.1

0.1.0

What's Changed
* Chore: Increment version number by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1308
* Feature: blacklisting fix for multiple periods of same xs + slicing by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1307
* Feature: Make heatmap more aesthetically pleasing by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1309
* Bugfix: Reverts negation of signal on instantiation of Signal Return Relations by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1310
* update by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1311
* Bugfix: Title fontsize specified is used in plot pnl by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1312
* Bugfix: Removes duplicate frequencies from signal returns without reordering the list by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1314
* Feature/zn tests by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1316
* Feature: learning subpackage unit tests + docs changes by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1297
* Feature: removed experimental notices by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1317
* Chore: Release 0.0.52 by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1318
* Chore: Develop -> Test by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1319
* Chore: Test -> Main by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1320
* Chore: Main -> Develop by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1321
* Chore: Set v0.0.53 by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1322
* Feature: Added check for concentrated zero predictions for MAP test by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1325
* Feature: more learning unit tests by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1326
* Feature: ZN Score neutral level can now be a number by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1329
* Feature: Reformatting of files and removing unused imports by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1330
* Bugfix: Change docstring to stop bugged formatting on docs site by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1331
* Feature: Updating Docs site - Sphinx by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1289
* Chore: Update setup.py for v0.1.0 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1332
* Chore: Update setup.py ISRELEASED=True by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1333
* Chore: Test←Develop for release v0.1.0 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1334
* Feature: removed experimental notice for learning + docs changes by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1337
* Docs: Allowing Sphinx AND Jupyterbook docsites by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1338
* Chore: Test←Develop for v0.1.0 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1339
* Chore: Main←Test for release v0.1.0 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1341


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.0.51...v0.1.0

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