Okama

Latest version: v1.4.4

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1.1.5

Use new financial API (api.okama.io) for historical data requests.

v.1.1.4
Replace deprecated .append with .concat for new versions of panda package.

1.1.3

Add poetry as a dependency manager.

1.1.2

Sortino ratio and Diversification ratios:

- `get_sortiono_ratio()` method is available in AssetList and Portfolio
- `diversification_ratio` property is added to Portfolio
- `get_most_diversified_portfolio()` method is added to EfficientFrontier
- `mdp_points` property is added to EfficientFrontier

**mdp_points** is a DataFrame with the Most diversified portfolios points.

More examples in Jupyter Notebooks:

- 08 financial database.ipynb has financial database queries examples

1.1.1

New method in AssetList:

- `.tracking_difference_annual` to calculate tracking difference for each calendar year. [See details in Documentation](https://okama.readthedocs.io/en/master/stubs/okama.AssetList.tracking_difference_annual.html).

Fixed:

- if the asset historical data period is too short there is an ValuError in initialization

**Full Changelog**: https://github.com/mbk-dev/okama/compare/v1.1.0...v1.1.1

1.1.0

Sharpe Ratio, Tangency portfolio and Capital Market Line (CML):
- `.get_sharpe_ratio()` method is available in Portfolio and AssetList
- `.get_tangency_portfolio()` method in EfficientFrontier to optimize allocation with Sharpe Ratio as objective function
- `.plot_cml()` method in EfficientFrontier to plot the Capital Market Line (CML) and Maximum Sharpe Ratio (MSR) point with the Efficient Frontier

Refactoring:
- `.plot_assets()` method is at ListMaker abstract class and is available from: AssetList, Portfolio, EfficientFrontier and EfficientFrontierReb
- `.plot_pair_ef()` method is at EfficientFrontier
- `.plot_transition_map()` is at EfficientFrontier
- `Plots` class discontinued

1.0.2

Database **Search** improvements:

- `ok.search()` accepts namespace as an argument
- `ok.search()` and `ok.symbols_in_namespace()` return DataFrame (default) or json. It can be changed with `response_format` argument ('frame' or 'json')

Bugs fixed:

- limit `.inflation_ts` by 'first_date' and 'last_date' in Portfolio and AssetList
- np.nan and np.inf are replaced with 0 in `AssetList.get_dividend_mean_grow()`

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