Releases: CaptorAB/openseries
1.2.9
Very minor due to still received FutureWarning downstream. Unclear if it helps.
1.2.8
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
New Pandas 2.1.0 released and in this version necessary adjustments to silence related FutureWarnings have been made.
1.2.6
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
Simplified timeseries_chain function and changed variable case to resolve N815 error.
1.2.4
Minor cleanup.
1.2.3
Changed linter check package from Pylint to Ruff and made changes in code to conform with standards upheld by Ruff.
1.2.2
This version is primarily a fine tuning. I found some incorrect type hints and doc strings in common model to correct.
1.2.1
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
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.