1.4.11

• Fixed issue that ReturnSimulation.from_merton_jump_gbm() class method missed jump parameters
• Miscellaneous development dependencies updates

1.4.10

• Consolidated worst_month function into _common_model.py
• Miscellaneous dependencies updates & adapting to more recent pandas versions

1.4.9

• Fixed so that project can be run on Python 3.12

1.4.8

• Some readability cleanup in simulation.py
• Preparations to allow publishing on anaconda.org

1.4.7

• Some doc string cleanup. Removed sources where code no longer resembles original
• Finalized simplification of simulation.py
• Implemented Pydantic BaseModel on ReturnSimulation class
• Further consolidated date range and vol from VaR functions
• Other smaller miscellaneous

1.4.6

• Removed drawdown_details function as it was unnecessarily complex and of little interest
• Some dev dependency updates such as ruff and mypy
• Implemented typing.Self throughout where relevant
• Consolidated date range functions from series.py and frame.py into _common_model.py
• Made many functions "private" that are more appropriate with this status

1.4.5

• Cleaned up function for exponentially weighted moving average "EWMA" volatility
• Some dev dependency updates such as ruff and Poetry
• Major cleanup of simulation module. Removed Heston CIR & OU models as I have never checked them. Also rewrote Merton JDM from scratch to make it consisten with GBM model.
• Rewrite of simulation required update of many calculation result tests

1.4.4

• Fixed two pct_change() methods missing fill_method.
• Allowed for setting plotly include_plotlyjs argument controlling how to include plotly.js

1.4.3

• Fixed plot tests and fixed test that relied on internet connection
• Made plots with output type div more meaningful by explicitly returning div section string
• pd.Series typing cleanup and a bunch of other cleanups in mypy
• Added fill_method to deal with pandas FutureWarning .pct_change(fill_method=cast(str, None)). May need to be reverted when pandas is updated from 2.1.2

1.4.2

• Fixed error in timeseries_chain introduced in version 1.4.0. Because of this versions 1.4.0 & 1.4.1 was deleted
• Removed ignore on FutureWarning from pandas.pct_change
• Also removed as I deem them unnecessary pandas.ffill() before pct_change
• More type/mypy cleanup
• Fixed file folder behaviour in plot methods and added test coverage for it