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CHANGELOG.md

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Changes to the InvestOps Python package

Version 0.4.0 (2022-03-19)

New features:

  • Class StockForecast (stock_forecast.py)
  • Functions rel_change and mean_rel_change (rel_change.py)

Version 0.3.0 (2022-02-12)

New features:

  • Portfolio group constraints (group_constraints.py)
  • Generate random portfolio groups (random.py)
  • Function random.rand_where

Changes:

  • Selection of parallel vs. serial execution in diversify.py

Moved:

  • rand_weights_uniform to rand_uniform
  • rand_weights_normal to rand_normal
  • diversify._check_weights to check.check_weights

Version 0.2.0 (2022-01-17)

New features:

  • Portfolio diversification for sparse corr. matrix (diversify_sparse.py)
  • Functions for sparse matrices (sparse.py)
  • Functions for removing zero/small portfolio weights (remove_weights.py)

Fixes:

  • Parallel "race condition" in function diversify._update_weights

Version 0.1.0 (2021-10-23)

First beta version with the following features:

  • Portfolio diversification (diversify.py)
  • Portfolio weight normalization (normalize.py)
  • Random generation of portfolio weights and correlation matrix (random.py)
  • Check and fix correlation matrix (check.py)
  • Linear mapping (maps.py)