Releases: mbk-dev/okama
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 Portfoliodiversification_ratio
property is added to Portfolioget_most_diversified_portfolio()
method is added to EfficientFrontiermdp_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 EfficientFrontierPlots
class discontinued
Okama 1.0.2
Database Search improvements:
ok.search()
accepts namespace as an argumentok.search()
andok.symbols_in_namespace()
return DataFrame (default) or json. It can be changed withresponse_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 parameterget_rebalanced_portfolio_return_ts
method in Portfolio is depreciatedget_rolling_cagr
andget_rolling_cumulative_return
could usereal=True
option to calculate real return valuesget_cagr
andcumulative_return
havereal
option- Several new docstrings in Portfolio and AssetLists classes
Project RoadMap and Contributing guidelines are added to GitHub repository.