Releases: pmorissette/ffn
Releases · pmorissette/ffn
v1.1.5
What's Changed
- fix: use infer_nperiods instead of infer_freq for annualization by @Bortlesboat in #287
- perf: auto-infer annualization factor from data frequency in PerformanceStats by @Bortlesboat in #289
- fix: use time-span guards for three_month and six_month lookbacks by @Bortlesboat in #290
- Fix round-trip problem with to_price_index and to_returns by @Bortlesboat in #292
- fix: replace np.isnan with pd.isna for pd.NA compatibility by @Bortlesboat in #291
- test: fix FutureWarning in test_resample_returns by @Bortlesboat in #294
Full Changelog: v1.1.4...v1.1.5
v1.1.4
What's Changed
- fix: use log1p(pct_change()) in to_log_returns for NaN-safe computation by @Jo2234 in #282
- fix: use target downside deviation in Sortino ratio by @Bortlesboat in #285
New Contributors
- @Jo2234 made their first contribution in #282
- @Bortlesboat made their first contribution in #285
Full Changelog: v1.1.3...v1.1.4
v1.1.3
What's Changed
- Drop 3.8 by @timkpaine in #263
- Add fixes for pandas 3, test on all pandas versions by @timkpaine in #280
Full Changelog: v1.1.2...v1.1.3
v1.1.2
What's Changed
- to not lose the Adj Close column I set auto_adjust=False by @quant12345 in #261
- Update core.py by @edgrowity in #260
New Contributors
- @edgrowity made their first contribution in #260
Full Changelog: v1.1.1...v1.1.2
v1.1.1
What's Changed
- Cleanup, remove future, autofix ruff problems by @timkpaine in #245
- bugfix for newer ffn returning dfs instead of series by @timkpaine in #252
Full Changelog: v1.1.0...v1.1.1
v1.1.0
What's Changed
- Removing unmaintained pandas_datareader by @Gamrix in #239
- The as_format function from utils.py is not covered by the test. by @quant12345 in #242
- Replacing the obsolete applymap with map. by @quant12345 in #243
New Contributors
Full Changelog: v1.0.4...v1.1.0
v1.0.4
What's Changed
- Enforce format during linting, run autoformatting by @timkpaine in #233
- Optimization and refactoring: fitness. by @quant12345 in #236
- Replacing the obsolete applymap with map. by @quant12345 in #235
New Contributors
- @quant12345 made their first contribution in #236
Full Changelog: v1.0.3...v1.0.4
v1.0.3
What's Changed
- Remove inadvertent non-3.8 compatible type annotation by @timkpaine in #231
Full Changelog: v1.0.2...v1.0.3
v1.0.2
What's Changed
- Fix deprecation warnings for pandas, workaround freq change, pin ruff up by @timkpaine in #224
- Add risk free rate by @nathanramoscfa in #223
- Add typing for the
utilsfile by @GuyPago in #227 - numpy 2 support by @timkpaine in #229
New Contributors
Full Changelog: v1.0.1...v1.0.2
v1.0.1
What's Changed
- Bump actions/setup-python from 4 to 5 by @dependabot in #215
- Update decorator lower bound, fixes pmorissette/bt/issues/298 by @timkpaine in #216
- Fix pandas deprecation warnings by @nathanramoscfa in #202
- Update init.py to 1.0.0 by @bbergua in #218
- Bump to 1.0.1 by @timkpaine in #219
New Contributors
- @nathanramoscfa made their first contribution in #202
- @bbergua made their first contribution in #218
Full Changelog: v1.0.0...v1.0.1