Changes prior to version 0.2.0 are untracked.
Versioning attempts to follow the specifications laid out in PEP 440.
- Bugfix: address
import
changes required by Pandas versions 1.1+ - Test on and support Python 3.8 and Python 3.9
- Loosen requirements version specifiers in setup.py
- Add
__version__
attribute to package
- Bugfix: fix a false-positive ValueError (see d59e7ca)
- Lint entire package with
black.py
- Bugfix: corrected a misspelled method in
returns.py
(see 6f2970c) - Bring this changelog up to date
- Bugfix: corrected misnaming of
get_anlz_factor()
utility function (see e4f997d)
- Bugfix: Fix a bug in
ols._confirm_constant()
(See 5046dd9, 4d7d7b5, and 5d07d1e)
- Bugfix:
svd_flip()
in PCA class (see b45d12e)
- Minor docstring changes
This release overhauled returns.py
in a backwards-incompatible manner. It also added several NumPy wrapper functions to utils.py
.
While technically a minor release, this update does have some immediate deprecations.
- Scraping information on active share is fully deprecated;
load_activeshare()
andscrub_activeshare()
have been removed from thedatasets
module. - Scraping SEC filings by CIK lookup in
load_13f()
is removed. Pass the url of the .xml directly. - Removed the
.diagram()
method of options strategies, which was just a light Matplotlib plotting wrapper.
Other changes:
- Updated the README with package structure, tutorial, depenencies, and API.
- Added this changelog.
- Thorough PEP8 linting via flake8.
- Added Sphinx-friendly docstrings.
- Removed Selenium + PhantomJS as a dependency.