Removed the option of selecting a column as the riskfree asset for the Sortino ratio and Return/vol ratios. Also moved max drawdown date to common model after I noticed that the existing OpenFrame result was wrong. The result now has been verified against the timeseries.
1.2.0
A significant change that will hopefully not break anything backwards as it is a rebuild to remove as much duplicate code as possible. This has been achieved by introducing a new base class that OpenTimeSeries and OpenFrame inherits properties and methods from, while still also inheriting from the Pydantic BaseModel.
1.1.7
Changed the Pydantic configuration which will improve popup docs in e.g. Pycharm. Also resolved issue https://github.com/CaptorAB/openseries/issues/35 with nested decorator warning.
1.1.6
Replaced to_opentimeseries_openframe method on ReturnSimulation with to_dataframe.
1.1.5
Consolidated sim_price.py and stoch_processes.py into a single simulation.py with the class ReturnSimulation to hold all steps. Still no optimization of any kind and I still need a second opinion on the models. Tightening and cleaning up typing. Also removed pipe syntax for optional parameters and replaced with typing.Optional which allows the project to work on Python 3.9. Relatively significant adaptations made to allow update of dependency to Pydantic 2.0. Dependency to statsmodels also updated to 0.14.0. Made a few improvements to pytest based tests in the test suite and cleaned up the unittest based ones.
1.0.1
Removed requests and urllib3 as dependencies as they are no longer directly required.