Qf-lib

New Features and Improvements

- **New Data Provider:** A new data provider, YFinanceDataProvider, has been added to the project, enabling seamless data retrieval using the yfinance library
- **Simplified Project Structure:** The project's requirements were cleaned up, reducing unnecessary dependencies and streamlining the overall setup. This update significantly minimizes external dependencies for the whole project, ensuring a leaner and more maintainable codebase.
- **Data Providers Restructure:** The data provider structure has been simplified by removing the data handlers. This change makes it much easier to add new data providers in the future and enhances the overall flexibility of the system.
- **Currency Support in Backtests:** The notion of currencies has now been integrated into the backtest functionality, offering more accurate and comprehensive financial simulations across different currencies.

What's Changed

**New**
* Currencies in backtest by eirik-thorp in https://github.com/quarkfin/qf-lib/pull/164
* Added YfinanceDataProvider by myrmarachne in https://github.com/quarkfin/qf-lib/pull/198

**Fixes**
* Handling of datetime.time values in the Reference Data Provider by zeynepgultugaydemir in https://github.com/quarkfin/qf-lib/pull/192
* PieChart update by myrmarachne in https://github.com/quarkfin/qf-lib/pull/194
* Fixed empty sheet creation + added add_number_format by myrmarachne in https://github.com/quarkfin/qf-lib/pull/193
* Fix to end date without look ahead bias for intraday data by myrmarachne in https://github.com/quarkfin/qf-lib/pull/197
* Cleaned up the Data providers warnings to show only the relevant information by myrmarachne in https://github.com/quarkfin/qf-lib/pull/199

**Dependencies**
* Adding support for python 3.12 by myrmarachne in https://github.com/quarkfin/qf-lib/pull/203
* Made SimpleFuturesModel inherit from FuturesModel instead of AlphaModel by myrmarachne in https://github.com/quarkfin/qf-lib/pull/202
* Removed Deprecated General Price Provider by myrmarachne in https://github.com/quarkfin/qf-lib/pull/201
* Ccy ticker removal by myrmarachne in https://github.com/quarkfin/qf-lib/pull/200
* Remove EmailPublisher by zeynepgultugaydemir in https://github.com/quarkfin/qf-lib/pull/196

**Backwards incompatible changes**
* Moved the get_price responsibility from DataProvider to AbstractPriceDataProvider by myrmarachne in https://github.com/quarkfin/qf-lib/pull/191


**Full Changelog**: https://github.com/quarkfin/qf-lib/compare/v3.0.2...v4.0.0

What's Changed
Fixes
* Fixed the path for the HeatMapChart by myrmarachne in https://github.com/quarkfin/qf-lib/pull/180
* Fix data array comparisons by marekbais in https://github.com/quarkfin/qf-lib/pull/181, https://github.com/quarkfin/qf-lib/pull/182
* Adjustment to security types in bbg_figi_mapper by myrmarachne in https://github.com/quarkfin/qf-lib/pull/184
* Fixed Issue 186 (Added default end_date to AbstractPriceProvider.get_price) by myrmarachne in https://github.com/quarkfin/qf-lib/pull/187
* Fixed Issue 183 (BloombergBeapHapiDataProvider.get_tickers_universe returns now not only the first 2500 members of an index) by myrmarachne in https://github.com/quarkfin/qf-lib/pull/185
* Fix/improve documentation for users by RobertLD in https://github.com/quarkfin/qf-lib/pull/188

**Full Changelog**: https://github.com/quarkfin/qf-lib/compare/v3.0.1...v3.0.2

What's Changed

**New**
* Data License - add pricing source parameter by myrmarachne in https://github.com/quarkfin/qf-lib/pull/160

**Fixes**
* Changed list to single string in case of a single key in pandas groupby by myrmarachne in https://github.com/quarkfin/qf-lib/pull/161
* Fixed Issue 158 (AttributeError for Pillow 10.2.0) by myrmarachne in https://github.com/quarkfin/qf-lib/pull/162
* Checking if a chart is closed before rendering html/json by myrmarachne in https://github.com/quarkfin/qf-lib/pull/163
* Heatmap updated by myrmarachne in https://github.com/quarkfin/qf-lib/pull/173
* Fixed open figi mapping for FX by myrmarachne in https://github.com/quarkfin/qf-lib/pull/174, https://github.com/quarkfin/qf-lib/pull/178

**Dependencies**
* Update arch version in requirements.txt by eirik-thorp in https://github.com/quarkfin/qf-lib/pull/171
* Update blpapi version and index in setup.py by eirik-thorp in https://github.com/quarkfin/qf-lib/pull/175
* Updated jinja2 version and removed markupsafe from requirements.txt by myrmarachne in https://github.com/quarkfin/qf-lib/pull/176

**Full Changelog**: https://github.com/quarkfin/qf-lib/compare/v3.0.0...v3.0.1

This release adds the support for Python 3.10 and 3.11.
Python 3.7 support is being dropped.

Increased the minimum and maximum supported versions of the following dependencies:

| Library | Min supported version | Max supported version |
|------------- |----------------------- |----------------------- |
| pandas | 1.4.0 | 2.0.3 |
| xarray | 0.21.0 | 2022.9.0 |
| numpy | 1.19.3 | 1.26.4 |
| scipy | 1.6.3 | 1.11.4 |
| matplotlib | 3.4.0 | 3.6.1 |
| Pillow | 9.0.0 | 10.2.0 |

New features and fixes:

- `RiskParityBoxesFactory` accepts now `AbstractPriceDataProvider` instead of only `BloombergDataProvider` as the main data_provider
- `RiskParityBoxesFactory` allows now to customize tickers for different economic environments (`tickers_dict` parameter)
- Fixed `BarChart` class to allow creating unstacked charts
- Added `BloombergTickerMapper`, which provides mapping between Bloomberg Tickers and FIGI identifiers
- Added `WaterfallChart`

New features and fixes:

- `DFTable` - clean-up the code
- Created unit tests for `DFTable`
- Implemented the possibility of styling the header in `DFTable`
- Implemented the possibility of styling the index on levels in `DTTable`
- Fixed minor bugs for index showing in `DFTable`


Backwards incompatible changes:
- Moved `Style`, `ColumnStyle`, `RowStyle`, `CellStyle` classes in [qf_lib/documents_utils/document_exporting/element/helpers/style.py](https://github.com/quarkfin/qf-lib/blob/master/qf_lib/documents_utils/document_exporting/element/helpers/style.py)
- Moved `DataType` and `StylingType` in [qf_lib/documents_utils/document_exporting/element/helpers/style_enums.py](https://github.com/quarkfin/qf-lib/blob/master/qf_lib/documents_utils/document_exporting/element/helpers/style_enums.py)