Quantstats-lumi

Latest version: v0.3.3

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0.0.38

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- Added ``stats.smart_sharpe()`` and ``stats.smart_sortino()``

0.0.37

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- added ``stats.rolling_sharpe()``, ``stats.rolling_sortino()``, ``stats.and rolling_volatility()``
- Added ``stats.distribution()``
- Added Omega ratio
- BREAKING CHANGE: Eenamed ``trading_year_days`` param to ``periods_per_year``
- Misc code cleanup and speedups

0.0.36

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- Added ``as_pct`` params to ``reports.metrics()`` for when you need display data as DataFrame

0.0.35

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- Passing correct rolling windows in ``rolling_beta()``
- Added Serenity Index
- Passing ``trading_year_days`` to method ``metrics``
- Fixed "day is out of range for month" error

0.0.34

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- Fixed bug in ``stats.consecutive_wins()`` and ``stats.consecutive_losses()``
- Fixed seaborn's depreated ``distplot`` warning
- Improved annualization by passing ``trading_year_days``

0.0.33

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- Added option to pass the number of days per year in reports, so you can now use ``trading_year_days=365`` if you're trading crypto, or any other number for intl. markets.

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