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Releases: ranaroussi/quantstats

0.0.62

06 Jul 19:36
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  • Changed serenity_index and recovery_factor to use simple sum instead of compounded sum
  • Reports passing the compounded param to all supporting methods
  • Fixed a bug related to monthly_heatmap display

0.0.61

25 Jun 14:52
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Fixed positional arguments passed to cagr()

0.0.60

23 Jun 11:45
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Multi-strategy reports are here!

You can now pass a dataframe with a column for each strategy to get a unified, single report for all

Additional additions

  • Support request proxy with yfinance
  • Added custom periods to CAGR
  • Correct drawdown days calculation when last day is a drawdown
  • Write report in correct file path
  • IPython 7+ compatibility
  • Pandas 2.0 compatibility
  • Fix for benchmark name when supplied by the user
  • Handles tz-native and tz-aware comparisson issue
  • Adding benchmark name to html report
  • Update README ticker to META :)
  • Many pull requests merged

0.0.59

05 Jul 09:18
99fb65b
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Fixed EOY compounded return calculation

0.0.58

14 Jun 17:29
faba38e
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  • Run fillna(0) on plot's beta (issue #193)

0.0.57

12 Jun 16:37
ea78084
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Fixed sigma calculation in stats.probabilistic_ratio()

0.0.56

02 May 09:50
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Added option to explicitly provide the benchmark title in html reports via benchmark_title=...

0.0.55

01 May 22:04
b82e191
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Fix for benchmark name in html report when supplied by the user

0.0.54

28 Apr 20:13
546db90
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Fixed dependency name in requirements.txt

0.0.53

28 Apr 14:19
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  • Added information ratio to reports