Macrosynergy

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0.0.52

What's Changed
* 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


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.0.51...v0.0.52

0.0.51

What's Changed
* Bugfix: Remove duplicate frequencies, if defined in Signal Return Relations by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1290
* Bugfix: Ensure negation of signals is reverted by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1291
* Feature: Add functionality to specify feature and return signal in correlation bars by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1292
* Feature: Add unit tests and fix small bug by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1293
* Feature: Add extra argumentss to accuracy_bars by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1294
* Feature: Updating `actions/checkout` to `v4` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1295
* Feature: renaming avgnormftrtransformer by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1296
* Bugfix: Fix bug where lineplot plotted xcats in alphabetical order instead of specified order by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1298
* Feature: blacklisting for signal optimiser by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1299
* Feature: Optimise Single Statistic Table by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1300
* Feature: feature averager by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1302


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.0.50...v0.0.51

0.0.50

What's Changed
* Feature: Refactoring `historic_vol()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1247
* Feature: Remove old group-id from `DataQueryInterface.get_catalogue()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1249
* Refactor: Refactored imports in learning module by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1251
* docs & todos by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/1252
* Bugfix: Removes incorrect assert from update_df and add more robust tests by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1250
* Feature: `prediction_tools` parallelisation by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1234
* Refactor: Updating `flake8` directives by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1254
* Bugfix: Allows QDF Type to be an empty dataframe by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1257
* Docs: Incorrect docstring for `nan_tolerance` in `historic_vol()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1256
* Feature: added `title_fontsize` arg to `SignalReturnRelations` plotting methods by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1259
* Feature: reordered learning submodule constructor by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1255
* Feature: type and value checks for transformers + minor refactoring by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1262
* Bugfix: When cross sections intersections exclusively across signals are empty the communal sample doesn't index from the dataframe by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1261
* Feature: Added logic to sort DF from `JPMaQSDownload` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1268
* Bugfix: Seaborn version/Missing heatmap annotations by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1269
* Feature: Set rounding for statistic table heatmap by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1270
* Feature: Out of sample signal optimiser + new transformers + new predictors by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1266
* Feature: mapselector now returns zeros when no features are significant by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1274
* Feature: Refactor panel calculator by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1273
* Feature: Add small typing to panel calculator by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1276
* Feature: Naive predictor class published by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1275
* Bugfix: Fix typing error which declares a tuple by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1280
* Feature: Small refactor/reformat to make_zn_scores by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1279
* Feature: refactor return beta by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1281
* Feature: Add label for cs mean in view_timelines by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1282
* Docs: Updating ZScaler documentation in FAQs by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1283


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.0.49...v0.0.50

0.0.49

What's Changed
* Feature: Adaptive signal generation from ML predictions by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1223
* Feature: Edits to Panel splitter classes by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1220
* Feature: Deprecating singular arguments (ret, sig, freq, agg_sig and rival_sigs) in Signal Return Relations by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1235
* Bugfix: Remove single character variables to prevent linting from failing by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1236
* Feature: Add option for custom title font size in `NaivePNL.plot_pnls()` function by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1237
* Feature: use business day `freq` by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1238
* Bugfix: Make assertion error in `update_df` more informative by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1240


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.0.48...v0.0.49

0.0.48

What's Changed
* Feature: Reformat docstring in signal returns by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1224
* Bugfix: Required version of matplotlib is now at least 3.6.0 to avoid runtime error when declaring title in visuals by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1225
* Refactor: Fixing warnings by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1207
* Feature: Consolidate Signal Return Relations and Signals Returns into one single class by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1227


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.0.47...v0.0.48

0.0.47

What's Changed

* Feature: Show 10 slowest tests in test output by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1191
* Feature: Added README for `macrosynergy.learning` by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1192
* Refactor: Using a common method for GH API calls by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1193
* Feature: Remove expanding_statistics.py & refactor math.py by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1195
* Feature: Lasso and MAP feature selection + Z score signal creation by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1176
* Feature: function to translate test predictions into Naive PnLs by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1198
* Bugfix: Fixed bug where cids is declared incorrectly in __output_table__ by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1199
* Feature: Added cids to constructor of Signals Returns by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1200
* Feature: Add warning to when cids specified in Signal Base are not in the reduced dataframe by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1201
* Feature: Consolidate cids into signal base by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1204
* Feature: Refactoring of Signals Directory by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1205
* Feature: Refactoring Converge Row by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1206
* Feature: return self in transformer fit + dataframe in benchmark transformation by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1208
* Bugfix: Add context manager to correlation matrix plotting by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1211
* Refactor: edit correl_matrix default title by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1203
* Bugfix: Add legend location and bbox args to `view_ranges()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1212


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.0.46...v0.0.47

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