Macrosynergy

Latest version: v1.0.2

Safety actively analyzes 682404 Python packages for vulnerabilities to keep your Python projects secure.

Scan your dependencies

Page 9 of 15

0.0.46

What's Changed
* Chore: Release v0.0.45 by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1141
* Chore: update to v0.0.46 by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1142
* Bugfix: Clear branch cache by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1143
* Feature: Code Coverage excludes code that won't be executed by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1144
* Feature: Added more unit tests for category_relations by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1147
* Bugfix: Removed purging cache failure upon merging to develop by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1154
* Feature: Add a Required Review Directive to workflow by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1120
* Refactor: `calculate_xranges()` by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1145
* Bugfix: Uses seaborn style correctly by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1161
* Feature: Remove unnecessary copying of dataframe by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1165
* Bugfix: Change precision of tests to be more forgiving by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1160
* Bugfix: `make_relative_value()`, unintented warning when preparing basket by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1158
* Feature: Sub-package for `msm.utils` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1149
* Feature: `single_statistic_table` heatmap by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1163
* Bugfix: Fix time_series_check number error by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1167
* Refactor: Moved `msm.check_availability` to `msm.utils.check_availability` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1168
* Feature: Consolidating `msm.simulate_*` functions by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1132
* Feature: Add new tests for signal directory by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1169
* Feature: added a range of non-standard scikit-learn performance metrics to ms.learning by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1164
* Feature: corrected type check for multi-index index format for returns in metric.py by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1172
* Feature: Add more unit tests to Signal Return Relations by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1173
* Bugfix: Fixing docs scripts for subpackages-within-subpackages by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1170
* Bugfix: Changed tests to use relative tolerance to prevent occasional false failure by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1174
* Refactor: create validation module by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1171
* Bugfix: removing max_drawdown metric by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1177
* Feature: Add test to naive_pnl and prevent tests from outputting plots directly by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1175
* Bugfix: Clips expected zn scores to prevent occasional false failure on modify signals test by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1178
* Feature: Adding `granger_causality_test()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1148
* Bugfix: Removed unnecessary comments from `msp.__init__` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1182
* Feature: Remove unnecessary call to mpl by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1184
* Chore: Update setup.py for release v0.0.46 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1185
* Chore: Test←Develop for v0.0.46 release by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1186
* Chore: Main←Test for v0.0.46 release by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1187


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.0.45...v0.0.46

0.0.45

What's Changed
* Feature: Implementing `QuantamentalDataFrame` as a type by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1071
* Chore: Main→Develop for v0.0.44 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1101
* Chore: Update setup.py for v0.0.45 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1102
* Bugfix: CI/CD, fixing check-pr action by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1103
* Bugfix: CI/CD, check-pr workflow by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1104
* Feature: Custom types and `isinstance()` checks by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1069
* Feature: `macrosynergy.management.decorators`, consolidating common functionality by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1074
* Feature: Renaming workflow job names for status checks by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1106
* Bugfix: Error messages in `make_zn_scores()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1107
* Bugfix: Side-effects in `qdf_to_ticker_df()` util. by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1112
* Feature: move plotting to visuals by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1108
* Docs: Common definitions by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1007
* Bugfix: Incorrect version format for development versions by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1114
* Bugfix: Adjustments for colourblind users by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1115
* Feature: Removing `pd.DataFrame` from `msm.decorators.argcopy` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1116
* Feature: Consolidating management utilities by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1111
* Bugfix: Unittest, using `np.allclose` instead of `np,all` & `equ` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1123
* Feature: Prevent Build from succeeding if sys.path.append(os.getcwd()) is found by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1124
* Misc.: Suggestions for 1043 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1125
* Bugfix: Integration tests can't run concurrently by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1127
* Bugfix: Updating deprecation message for MSM methods by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1122
* Feature: Remove use of deprecated function set-output in github actions by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1130
* Feature: new class `SignalsReturns`, complementing `SignalReturnRelations` by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1043
* Feature: CI/CD, clear GitHub actions caches post PR merge by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1082
* Feature: Subpackage for utilities by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1121
* Bugfix: Reverting "Feature: Subpackage for utilities" by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1135
* Chore: Release by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1138
* Chore: Release v0.0.45 by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1139
* Chore: Release v0.0.45 by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1140


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.0.44...v0.0.45

0.0.44

What's Changed
* Chore: Updating setup.py for v0.0.44 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1062
* Chore: CI/CD, added CODEOWNERS file by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1063
* Bugfix: `test_signal_return`, using `np.isclose` instead of `round` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1072
* docs and assert changes in panel_cv_scores by rsueppel in https://github.com/macrosynergy/macrosynergy/pull/1073
* Feature: new `panel_cv_scores` to return cv scores over a panel by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1055
* Feature: optional std dev cv metric + long bias display by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1077
* Feature: view metrics refactor by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1056
* Feature: Common cache on the `develop` branch by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1079
* Bugfix: CI/CD, common cache by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1080
* longbias fix by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1078
* Feature: Consolidates apply_slip into utils.py by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1066
* Feature: added metrics to detect long bias in a model by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1081
* Bugfix: `macrosynergy.visuals`, safely failing when "seaborn-darkgrid" style is not available by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1075
* Feature: Efficiency changes to shape_dfs.py by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1085
* Feature: CI/CD, Pull request QC and directives by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1084
* Bugfix: PR QC failing when no description provided by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1086
* Bugfix: Merge-After directive not working in PRs by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1088
* Bugfix: fix lags for `correl_matrix` by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1090
* Bugfix: Change unit test to use relative tolerance to avoid test failing by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1091
* Bugfix: `view_timelines()`, cross-sectional mean not working by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1092
* Feature: `ms.learning`, added benchmark transformer class by rushilg99 in https://github.com/macrosynergy/macrosynergy/pull/1083
* Bugfix: Seaborn/Matplotlib style issue by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1094
* Feature: `check_pr()` added version based directives by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1093
* Bugfix: PR QCD workflow by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1095
* Chore: Update setup.py, ISRELEASED=True for v0.0.44 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1096
* Docs: Updating contribution guide by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1097
* Docs: `ms.learning`, adding experimental notice by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1099
* Chore: Test←Develop for v0.0.44 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1098
* Chore: Main←Test for v0.0.44 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1100


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.0.43...v0.0.44

0.0.43

What's Changed
* Chore: Main→Develop after v0.0.42 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1026
* Chore: Update setup.py for v0.0.43 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1027
* Refactor: Removing unimplemented utility function `convert_to_iso_format()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1032
* Feature: Added print stdout arg to test args in `pyproject.toml` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1033
* Bugfix: Change to `historic_vol.get_cycles()` to reduce memory overhead by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1035
* Feature: `ticker_df_to_qdf()` utility by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1034
* Feature: `PanelTimeSeriesSplit`, added module docstring by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/985
* Bugfix: Small change to unittest so it asserts due to unknown category by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1040
* Refactor: Workflow changes for `pytest-xdist` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1046
* Refactor: Removed egress logger functionality by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1019
* Feature: `pytest-xdist`, running multi-threaded tests by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1042
* Bugfix: `JPMaQSDownloader`, downloading generic DQ expressions by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1038
* Bugfix: Remove multithreading in integration test workflows by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1051
* Feature: Modular GH-actions by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1052
* Refactor: Cleaning up workflows for caching logic by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1053
* Feature: Caches dependencies when building by sandresen1 in https://github.com/macrosynergy/macrosynergy/pull/1047
* Feature: extend `correl_matrix` to calculate correlation between two sets by emhbrine in https://github.com/macrosynergy/macrosynergy/pull/1041
* Chore: Update setup.py, `ISRELEASE=True` for v0.0.43 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1057
* Chore: Test←Develop for v0.0.43 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1058
* Chore: Main←Test for v0.0.43 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1060
* Chore: Main→Develop for v0.0.43 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1061

New Contributors
* sandresen1 made their first contribution in https://github.com/macrosynergy/macrosynergy/pull/1035
* emhbrine made their first contribution in https://github.com/macrosynergy/macrosynergy/pull/1041

**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.0.42...v0.0.43

0.0.42

What's Changed
* Chore: Main→Develop for v0.0.41 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1009
* Chore: Update setup.py for v0.0.42 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1010
* Bugfix: Cleaning up imports in `jpmaqs.py` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1011
* Bugfix: Standard keywords in `make_test_df()` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1014
* Bugfix: Cumulative Sum, `msv.view.timelines` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1015
* Refactor: Applied formatting/cleaning imports on `test_target_positions.py` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1012
* Bugfix: Updating the URL for the logo in `docs/assets/jpb-config.yml` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1016
* Bugfix: `is_valid_iso_date` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1022
* Chore: Update setup.py for v0.0.42 release by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1023
* Chore: Test←Develop for v0.0.42 release by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1024
* Chore: Main←Test for v0.0.42 release by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1025


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.0.41...v0.0.42

0.0.41

What's Changed
* Main→Develop for v0.0.40 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1001
* Chore: Update setup.py for v0.0.41 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1002
* Refactor: Common functionality in `macrosynergy.visuals` by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1003
* Bugfix: `msv.view.timelines` sorting facet titles alphabetically by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1004
* Chore: Update setup.py for v0.0.41, ISRELEASE=True by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1005
* Chore: Test←Develop for v0.0.41 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1006
* Chore: Main←Test for v0.0.41 by Magnus167 in https://github.com/macrosynergy/macrosynergy/pull/1008


**Full Changelog**: https://github.com/macrosynergy/macrosynergy/compare/v0.0.40...v0.0.41

Page 9 of 15

© 2024 Safety CLI Cybersecurity Inc. All Rights Reserved.