- Portfolio .cagr property is replaced with .get_cagr() method taking: 'YTD', period length or no parameters. - Portfolio .describe shows dividend yield
minor changes: - EfficientFrontier.__repr__ is fixed - only relative imports in the package - tests modules import okama as ok - several unit tests added
0.94
- get_cagr() works correctly in AssetList class - EffiecientFrontier was not awailable through __init__.py
0.93
symbols_in_namespace() function added. It allows to get all available symbols from a namespace.
0.92
- currency 'curr' parameter is renamed to 'ccy' in AssetList and Portolio - namespaces information is obtained from API - New Jupyter notebook for multi-period Efficient Frontier - Bugs fixed in AssetList dividend_yield and Portfolio describe methods - code refactoring according Anton Pak suggestions
0.91
- new get_monte_carlo method in Efficient Frontier class - CAGR is calculated in Efficient Frontier / plot_assets instead of "CAGR by approximation"
0.90
Kolmogorov-Smirnov test method (kstest) for Portfolio and AssetList.
New forecasting methods for Portfolio: - percentile_inverse - percentile_from_history - forecast_wealth_history - forecast_monte_carlo_cagr - forecast_wealth
Some of the old forecasting methods are renamed.
New Plotting methods for forecasts in Portfolio: - plot_forecast - plot_forecast_monte_carlo - plot_plot_hist_fit - plot_percentiles_fit
New notebooks with examples: 04 backtesting distribution.ipynb 05 forecasting.ipynb