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Releases: CaptorAB/openseries

1.2.9

02 Sep 12:18
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Very minor due to still received FutureWarning downstream. Unclear if it helps.

1.2.8

02 Sep 10:39
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Implemented missing adjustments to work with Pandas 2.1.0. Removed tsdf annotation from CommonModel to avoid override in OpenFrame and OpenTimeSeries.

1.2.7

30 Aug 20:03
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New Pandas 2.1.0 released and in this version necessary adjustments to silence related FutureWarnings have been made.

1.2.6

30 Aug 11:56
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Removed isin code validation because it created conflicting validations downstream within our fund company. Removed python-stdnum dependency as a result. Also continued typing cleanup.

1.2.5

28 Aug 22:03
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Simplified timeseries_chain function and changed variable case to resolve N815 error.

1.2.4

26 Aug 18:51
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Minor cleanup.

1.2.3

26 Aug 16:51
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Changed linter check package from Pylint to Ruff and made changes in code to conform with standards upheld by Ruff.

1.2.2

17 Aug 19:56
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This version is primarily a fine tuning. I found some incorrect type hints and doc strings in common model to correct.

1.2.1

16 Aug 21:34
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Removed the option of selecting a column as the riskfree asset for the Sortino ratio and Return/vol ratios. Also moved max drawdown date to common model after I noticed that the existing OpenFrame result was wrong. The result now has been verified against the timeseries.

1.2.0

15 Aug 22:21
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A significant change that will hopefully not break anything backwards as it is a rebuild to remove as much duplicate code as possible. This has been achieved by introducing a new base class that OpenTimeSeries and OpenFrame inherits properties and methods from, while still also inheriting from the Pydantic BaseModel.