v0.1.15

What's Changed

• Chore: Main -> Develop by @sandresen1 in #1675
• Chore: Bump to version 0.1.15 by @sandresen1 in #1676
• Bugfix: Type check for cids in Signal return relations by @sandresen1 in #1677
• Feature: Change docstring in category relations to correctly type and describe prob_est by @sandresen1 in #1679
• Feature: Add sign and time weighted regressors by @emhbrine in #1669
• Bugfix: Union of types by @emhbrine in #1680
• Feature: Drop duplicates in standardise_dataframe() by @Magnus167 in #1681
• Feature: Adding unittests for msm.utils.apply_slip() by @Magnus167 in #1682
• Bugfix: df.reset_index() on return in msm.utils.apply_slip() by @Magnus167 in #1684
• Feature: Deprecated old documentation site by @Magnus167 in #1683
• Feature: Add option to specify an alternative oauth method by @sandresen1 in #1686
• Feature: Increasing page size for DQ.get_catalogue() by @Magnus167 in #1685
• Chore: Update setup.py, ISRELEASE=True for v0.1.15 by @Magnus167 in #1688
• Chore: Develop→Test for v0.1.15 by @Magnus167 in #1689
• Chore: Test→Main for v0.1.15 by @Magnus167 in #1690

Full Changelog: v0.1.14...v0.1.15

v0.1.14

What's Changed

• Chore: Bump to version 0.1.14 by @sandresen1 in #1650
• Bugfix: apply_slip() raising a SettingWithCopyWarning by @Magnus167 in #1651
• Feature: Add error and warnings when using valid Dataquery credentials with no JPMAQS entitlements by @sandresen1 in #1653
• Feature: Optimise speed and memory usage of reduce_df by @sandresen1 in #1656
• Feature: Optimise both memory and speed usage of update_tickers by @sandresen1 in #1657
• Bugfix: check cids and xcats by @emhbrine in #1658
• Feature: Add unit tests to test for preservation of dataframe object outside the scope of the utility functions by @sandresen1 in #1662
• Bugfix: Fix occurence in panel calculator of when single cid is specified by @sandresen1 in #1463
• Bugfix: Correct beta hedging order of OLS regression by @lsimonsen in #1666
• Feature: Add external function capability to panel_calculator to allow for libraries that aren't in the scope of panel_calculator by @sandresen1 in #1668
• Feature: Run notebooks using AWS ECS Fargate by @sandresen1 in #1665
• Feature: Removes copying of dataframe at the beginning of instantiation that isn't used after by @sandresen1 in #1670
• Chore: Set isreleased to true (v0.1.14) by @sandresen1 in #1672
• Chore: Develop -> Test by @sandresen1 in #1673
• Chore: Test -> Main by @sandresen1 in #1674

Full Changelog: v0.1.13...v0.1.14

v0.1.13

What's Changed

• Chore: Bump version to 0.1.13 by @sandresen1 in #1612
• Feature: Refining CodeCov on matrix testing by @Magnus167 in #1610
• Feature: Refactor qdf_to_ticker_df by @Magnus167 in #1613
• Bugfix: Skip gaps in data when plotting by @emhbrine in #1617
• Bugfix: Interpolate for cumulative plot by @emhbrine in #1620
• Feature: Refactoring update_df() & update_tickers() by @Magnus167 in #1623
• Feature: Refactor request_wrapper by @Magnus167 in #1624
• Bugfix: Fix spelling and grammatical errors in readme by @sandresen1 in #1625
• Feature: Adding Timer class by @lsimonsen in #1626
• Bugfix: Update make_zn_scores docs by @emhbrine in #1627
• Chore: Update CODEOWNERS by @Magnus167 in #1632
• Feature: get_sops() - get starts-of-periods by @Magnus167 in #1631
• Feature: Formula check in panel_calculator by @emhbrine in #1636
• Bugfix: Fix slip so it is only applied to the target category by @sandresen1 in #1638
• Bugfix: Fixing bug in FacetPlot.lineplot() by @Magnus167 in #1639
• Feature: retraining pause, warnings, docs update, concurrent training by @rushilg99 in #1641
• Chore: Release v0.1.13 by @emhbrine in #1644
• Chore: Develop -> Test by @emhbrine in #1645
• Bugfix: Fix coverage report being the same name for different python versions by @sandresen1 in #1647
• Chore: Remerge develop into test with codecov bugfix by @sandresen1 in #1648
• Chore: Test -> Main by @emhbrine in #1646
• Chore: Main -> Develop by @sandresen1 in #1649

Full Changelog: v0.1.12...v0.1.13

v0.1.12

What's Changed

• Chore: Main→Develop after release v0.1.11 by @Magnus167 in #1591
• Chore: Bump version to 0.1.12 by @sandresen1 in #1592
• Feature: Removing msm.types.Numeric by @Magnus167 in #1593
• Chore: Enable learning tests by @emhbrine in #1595
• Feature: Add functionality to utilise log bucket to the notebook runner by @sandresen1 in #1601
• Bugfix: Fix background colour changing dependent on previous plots by @sandresen1 in #1602
• Chore: Release v0.1.12 by @sandresen1 in #1603
• Chore: Develop -> Test by @sandresen1 in #1604
• Bugfix: Fix filtering bug in notebook runner by @sandresen1 in #1606
• Feature: Use _map_to_business_day_frequency in get_eops by @Magnus167 in #1608
• Chore: Develop -> Test by @sandresen1 in #1607
• Chore: Test -> Main by @sandresen1 in #1605
• Chore: Main→Develop after release v0.1.12 by @Magnus167 in #1611

Full Changelog: v0.1.11...v0.1.12

v0.1.11

What's Changed

• Chore: Version 0.1.11 by @emhbrine in #1566
• Bugfix: make_relative_value, fixing type-hints by @Magnus167 in #1567
• Feature: Design change for changing CV split numbers by @rushilg99 in #1568
• Feature: Pretty print for msm.missing_in_df() by @Magnus167 in #1570
• Bugfix: Add check for empty dataframes in msp.correl_matrix() by @Magnus167 in #1572
• Feature: Add Bespoke Metric functionality to Signal Return Relations, optimise multiple_relations_table and deprecate older functions in the sub-package by @sandresen1 in #1573
• Bugfix: Fixing order of signs in linear_composite(sign=...) by @Magnus167 in #1576
• Feature: Restyling of coefficient stacked bar plot by @rushilg99 in #1577
• Feature: Add kwargs for seaborn to corr matrix by @emhbrine in #1579
• Chore: Disabling test_signal_optimizer.py by @Magnus167 in #1583
• Feature: Fix to colour coding of the stacked bar plot by @rushilg99 in #1585
• Feature: Remove self hosted runner off package by @sandresen1 in #1586
• Feature: Divide each subpackage's unittests into a matrix by @Magnus167 in #1584
• Feature: Adding download_to_disk() functionality to JPMaQSDownload by @Magnus167 in #1557
• Chore: updating setup, ISRLEASED=True by @Magnus167 in #1578
• Chore: Test←Develop, v0.1.11 by @Magnus167 in #1587
• Bugfix: Handling edge-case in missing_in_df() by @Magnus167 in #1589
• Chore: Updating test with missing_in_df() bugfix by @Magnus167 in #1590
• Feature: Main←Test, for v0.1.11 by @Magnus167 in #1588

Full Changelog: v0.1.10...v0.1.11

v0.1.10

What's Changed

• Chore: Main→Develop after v0.1.9 by @Magnus167 in #1538
• Chore: Bump to version 0.1.10 by @sandresen1 in #1539
• Bugfix: Bump minimum scikit-learn version to 1.2.2 by @Magnus167 in #1540
• Bugfix: CategoryRelations docstrings by @Magnus167 in #1541
• Bugfix: Fix connection error in notebook runner by @sandresen1 in #1547
• Feature: make_relative_category by @emhbrine in #1553
• Feature: Add Dictionary type for xcat labels in plot pnls by @sandresen1 in #1558
• Feature: enet selector by @rushilg99 in #1559
• Chore: Update setup.py, ISRELEASED=True by @Magnus167 in #1562
• Chore: Test←Develop for release v0.1.10 by @Magnus167 in #1563
• Chore: Main←Test for release v0.1.10 by @sandresen1 in #1564
• Chore: Main -> Develop by @sandresen1 in #1565

Full Changelog: v0.1.9...v0.1.10

v0.1.9

What's Changed

• Chore: Main→Develop by @Magnus167 in #1514
• Chore: Bump to v0.1.9 by @sandresen1 in #1515
• Bugfix: Fix variable name in msv.timelines() function by @Magnus167 in #1518
• Bugfix: get_eops - fix dates=None behaviour by @Magnus167 in #1523
• Bugfix: Revert "Bugfix: get_eops - fix dates=None behaviour" by @Magnus167 in #1524
• Bugfix: Dates behaviour in get_eops() by @Magnus167 in #1525
• Bugfix: Revert "Feature: Add blacklist parameter to view_timelines()/msv.timelines()" by @Magnus167 in #1532
• Feature: Signal Optimizer explainability by @rushilg99 in #1472
• Feature: Add TOKEN_EXPIRY_BUFFER to dataquery.Oauth by @Magnus167 in #1534
• Chore: Update setup.py , ISRELEASE=True by @Magnus167 in #1536
• Chore: Test←Develop by @Magnus167 in #1535
• Chore: Main ← Test by @Magnus167 in #1537

Full Changelog: v0.1.8...v0.1.9

v0.1.8

What's Changed

• Feature: Notebook Runner workflow by @Magnus167 in #1432
• Feature: Workflow for notebook runner by @Magnus167 in #1433
• Chore: Merging main→develop after release v0.1.7 by @Magnus167 in #1501
• Feature: Change argument name of multiple_reg_scatter to match reg_scatter by @sandresen1 in #1503
• Bugfix: Set apply util, raise_error to false so it doesn't fail if cross sections don't exist by @sandresen1 in #1507
• Feature: Add Workflow that runs all notebooks by @sandresen1 in #1506
• Feature: Add blacklist parameter to view_timelines()/msv.timelines() by @Magnus167 in #1509
• Chore: Release v0.1.8 by @sandresen1 in #1510
• Chore: Develop -> Test by @sandresen1 in #1511
• Chore: Test→Main for v0.1.8 by @Magnus167 in #1513

Full Changelog: v0.1.7...v0.1.8

v0.1.7

What's Changed

• Chore: Bump to version 0.1.7 by @sandresen1 in #1496
• Bugfix: Fix bug on logic of communal sample period by @sandresen1 in #1500

Full Changelog: v0.1.6...v0.1.7

v0.1.6

What's Changed

• Refactor: clean up __communal_sample__ by @emhbrine in #1379
• small docs addition by @rsueppel in #1382
• Docs: Remove macrosynergy.dataquery from README.md by @Magnus167 in #1471
• Feature: Multiple Reg Scatter by @sandresen1 in #1453
• Feature: View Timelines by @sandresen1 in #1473
• Feature: Adjust coef box fontsize by @sandresen1 in #1475
• Bugfix: Remove debug timer from facetplot by @sandresen1 in #1476
• Bugfix: Minor change to historic_vol unittests by @Magnus167 in #1478
• Bugfix: added set_params method to all linear weighted models by @rushilg99 in #1477
• Feature: Refactor macrosynergy.download subpackage by @Magnus167 in #1464
• Bugfix: view_timelines ticks by @emhbrine in #1479
• Feature: Parameter formatting in docstrings by @Magnus167 in #1483
• Bugfix: Fix indexing error when cumulative sum in view timelines is called by @sandresen1 in #1486
• Feature: function to display joint signal vs return & PnL statistics by @rushilg99 in #1487
• Bugfix: JPMaQSDownload, adding more log statements by @Magnus167 in #1484
• Feature: models_heatmap fix when only one model is selected by @rushilg99 in #1488
• Chore: Updating requirements by @Magnus167 in #1489
• Feature: create copy of scoring dictionary instead of manipulating the users' by @rushilg99 in #1455
• Feature: AUC and Macrosynergy panel test p-value statistics added to signal return relations by @sandresen1 in #1376
• Bugfix: Set default position of legend to be outside the plot by @sandresen1 in #1492
• Bugfix: Change legend loc default by @sandresen1 in #1493

Full Changelog: v0.1.5...v0.1.6