Okama 1.2.0
New Macroeconomic class Indicator
3 macroeconomic classes are available (and Documented):
Indicator
: Macroeconomic indicators and ratios. (.RATIO
NEW namespace)Inflation
: Inflation related data and methods (.INFL
namespace)Rates
: Rates of central banks and banks (.RATE
namesapce)
Cyclically adjusted price-to-earnings ratios (CAPE10) for 20+ countries are in the DataBase: USA_CAPE10.RATIO, CHN_CAPE10.RATIO, CHN_CAPE10.RATIO etc.
Daily value time series for Macro classes
Rate
class has .values_daily
property which can be used with bak raters and some other symbols:
ok.Rate("RUONIA.RATE").values_daily
all Macro classes have .values_monthly
property.
.describe()
methods in all macroeconomic classes
.describe()
methods show descriptive statistics for YTD and given periods:
- arithmetic mean
- median
- max and min values
Inflation
class .describe()
method is different. It generates inflation-specific statistics:
- YTD compound inflation
- Annual inflation (geometric mean) for a given list of periods
- max 12 months inflation for the periods
- Annual inflation (geometric mean) for the whole history
Rolling tracking difference for stock indexes and ETFs
.tracking_difference()
and tracking_difference_annualized()
in AssetList
class are now methods (where properties). Methods have rolling_window
attribute to set wolling window size (in months).
To calclulate 24 months movig tracking difference:
x.tracking_difference(rolling_window=24)
Full Changelog: v1.1.6...v1.2.0