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Okama 1.3.0

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@chilango74 chilango74 released this 19 May 15:24
· 143 commits to master since this release

New features:

  • rolling_window parameter in AssetList functions: index_corr(), index_beta(), tracking_error()
  • index_corr() and index_rolling_corr() are combined into a single function index_corr() in the AssetList
  • AssetList, Prtfolio, EfficentFrontier and EfficentFrontierReb are now sequences and has __getitem__, __iter__ methods.

Fix:

  • Avoid running get_namspaces() and other aliases in init.py (this resulted in the database requests during library import)
  • EfficientFrontier.plot_pair_ef() faled if inflation=False
  • Tickers with dot "." like BRK.B