Okama 1.1.5

Use new financial API (api.okama.io) for historical data requests.

Okama 1.1.4

Replace deprecated .append with .concat for new versions of panda package.

Okama 1.1.3

Add poetry as a dependency manager.

Okama 1.1.2

Sortino ratio and Diversification ratios:

• get_sortiono_ratio() method is available in AssetList and Portfolio
• diversification_ratio property is added to Portfolio
• get_most_diversified_portfolio() method is added to EfficientFrontier
• mdp_points property is added to EfficientFrontier

mdp_points is a DataFrame with the Most diversified portfolios points.

More examples in Jupyter Notebooks:

• 08 financial database.ipynb has financial database queries examples

Okama 1.1.1

New method in AssetList:

• .tracking_difference_annual to calculate tracking difference for each calendar year. See details in Documentation.

Fixed:

• if the asset historical data period is too short there is an ValuError in initialization

Full Changelog: v1.1.0...v1.1.1

Okama 1.1.0

Sharpe Ratio, Tangency portfolio and Capital Market Line (CML):

• .get_sharpe_ratio() method is available in Portfolio and AssetList
• .get_tangency_portfolio() method in EfficientFrontier to optimize allocation with Sharpe Ratio as objective function
• .plot_cml() method in EfficientFrontier to plot the Capital Market Line (CML) and Maximum Sharpe Ratio (MSR) point with the Efficient Frontier

Refactoring:

• .plot_assets() method is at ListMaker abstract class and is available from: AssetList, Portfolio, EfficientFrontier and EfficientFrontierReb
• .plot_pair_ef() method is at EfficientFrontier
• .plot_transition_map() is at EfficientFrontier
• Plots class discontinued

Okama 1.0.2

Database Search improvements:

• ok.search() accepts namespace as an argument
• ok.search() and ok.symbols_in_namespace() return DataFrame (default) or json. It can be changed with response_format argument ('frame' or 'json')

Bugs fixed:

• limit .inflation_ts by 'first_date' and 'last_date' in Portfolio and AssetList
• np.nan and np.inf are replaced with 0 in AssetList.get_dividend_mean_grow()

Okama 1.0.1

Documentation added for all methods and attributes in Assets, AssetList and Portfolio.

Okama 1.0.0

Several important updates in Portfolio and AssetList classes:

• Portfolio is an asset (like stocks, ETF or commodities) and can be included in the AssetList
• Portfolio has a symbol (.PF namespace)
• Rebalancing period is an attribute of Portfolio
• Asset has .close and .adj_close properties (close time series)
• Dividend time series are adjusted to the base currency in Portfolio and AssetList
• .dividend_yield for Portfolio is a weighted sum of the assets dividend yields (adjusted to the base currency)
• Portfolio has .dividends method (dividends history time series)
• New notebook in examples for investment portfolios (examples/03 investment portfolios.ipynb)

Okama 0.99

Several improvements to Portoflio and AssetList classes:

• get_return_ts has rebalancing_period parameter
• get_rebalanced_portfolio_return_ts method in Portfolio is depreciated
• get_rolling_cagr and get_rolling_cumulative_return could use real=True option to calculate real return values
• get_cagr and cumulative_return have real option
• Several new docstrings in Portfolio and AssetLists classes

Project RoadMap and Contributing guidelines are added to GitHub repository.