Openseries

Latest version: v1.8.0

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1.4.7

- Some doc string cleanup. Removed sources where code no longer resembles original
- Finalized simplification of simulation.py
- Implemented Pydantic BaseModel on ReturnSimulation class
- Further consolidated date range and vol from VaR functions
- Other smaller miscellaneous

1.4.6

- Removed drawdown_details function as it was unnecessarily complex and of little interest
- Some dev dependency updates such as ruff and mypy
- Implemented typing.Self throughout where relevant
- Consolidated date range functions from series.py and frame.py into _common_model.py
- Made many functions "private" that are more appropriate with this status

1.4.5

- Cleaned up function for exponentially weighted moving average "EWMA" volatility
- Some dev dependency updates such as ruff and Poetry
- Major cleanup of simulation module. Removed Heston CIR & OU models as I have never checked them. Also rewrote Merton JDM from scratch to make it consisten with GBM model.
- Rewrite of simulation required update of many calculation result tests

1.4.4

- Fixed two pct_change() methods missing fill_method.
- Allowed for setting plotly include_plotlyjs argument controlling how to include plotly.js

1.4.3

- Fixed plot tests and fixed test that relied on internet connection
- Made plots with output type div more meaningful by explicitly returning div section string
- pd.Series typing cleanup and a bunch of other cleanups in mypy
- Added fill_method to deal with pandas FutureWarning .pct_change(fill_method=cast(str, None)). May need to be reverted when pandas is updated from 2.1.2

1.4.2

- Fixed error in timeseries_chain introduced in version 1.4.0. Because of this versions 1.4.0 & 1.4.1 was deleted
- Removed ignore on FutureWarning from pandas.pct_change
- Also removed as I deem them unnecessary pandas.ffill() before pct_change
- More type/mypy cleanup
- Fixed file folder behaviour in plot methods and added test coverage for it

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