1.6.0

• Added __all__ where appropriate for proper import autocompletion and hinting
• Potentially BREAKING CHANGE in constrain_optimized_portfolios and efficient_frontier. They no longer take a single upper bound as argument but instead take both lower and upper bounds for each position in a portfolio. And if given they must all be given.
• Added option to set which method is passed into the scipy.minimize function that is used when finding the efficient frontier of a portfolio.
• BREAKING CHANGE - moved functions from frame.py to portfoliotools.py to improve project structure. Users will need to change imports because of this.
• Improved speed in portfoliotools tests.
• Miscellaneous dependency updates and tweaks in project tool scripts.

1.5.7

• Changed behaviour in get_previous_business_day_before_today() function. None input means days argument is set to zero and not raise Exception. This will eliminate scenario that I earlier believed was bug
• Simplified Github workflows install of Poetry
• Cut down functions in _risk.py module to simplify code. Moved code to inline in main modules instead
• Widened acceptance on holidays dependency while silencing its DeprecationWarning
• Widened acceptance on numpy dependency and checked that project can use numpy 2.0.0
• improved exception message on date_fixer.offset_business_days
• Removed utc timezone setting where datetime.date.today() used. Aimed for local timezone. Do not believe it will impact anything

1.5.6

• removed warning filter for deprecation in openpyxl that is now resolved.
• limiting holidays dependency due to warning in version 0.50.
• suppress erroneous pycharm inspection on unreachable code in datefixer.py
• Added int() in range in holiday_calendar method to safeguard against bug seen but not replicated.
• Corrected description of new to_json() in README.md
• Also miscellaneous dependencies updated.

1.5.5

• Possibly a breaking change, the .to_json() method on both main classes now require an argument to choose if the raw values or the potentially amended values from the associated tsdf DataFrame is exported.
• The Poetry version for package building has been updated from 1.8.2 to 1.8.3.
• Outside of the package I have added more to the shell scripts used in development.

1.5.4

• Added new measure Omega Ratio, https://en.wikipedia.org/wiki/Omega_ratio. Works on both OpenTimeSeries and OpenFrame.
• Changed casing on Positive share and Max drawdown labels for consistency.
• Outside of the package I have improved the shell scripts used in development.

1.5.3

• Changed randomizer location on ReturnSimulation. Since constructing methods are never run twice this should have no effect.
• Improved hover labels in the sharpe_plot.
• Also miscellaneous dependencies updated.

1.5.2

• Corrected typing.Literal on weight strategies that were removed in 1.5.1
• Lower cased project name throughout to remove any confusion
• Added Self typing where missing in types.py
• Miscellaneous development dependencies update. Minimal related changes.

1.5.1

• Removed two weight strategies in OpenFrame.make_portfolio() to remove ffn as dependency.
• Removing ffn revealed that requests as explicit dependency was missing in pyproject.toml.
• Also miscellaneous development dependencies updates

1.5.0

• Added helper functions for additional portfolio analyses.
• The new functions cover weight simulations, efficient frontier optimizations, and plotting.
• I intend to make an example that will be added here
• Also miscellaneous development dependencies updates

1.4.12

• Fixed issue that OpenFrame.merge_series() method ignored changes to labels
• Added option to set statistical method parameters for related methods
• Miscellaneous development dependencies updates and test cleanup