Releases: mbk-dev/okama
Releases · mbk-dev/okama
Bugs fixed
Several bugs are fixed.
New methods in Portfolio class:
- get_cagr (instead of cagr property)
- get_cumulative_return
- get_rolling_cumulative_return
Fix setup.py building
setuptools builds correctly the package after updating setup.py.
Fix the build in PyPi
v0.96 fix: make new build
Portfolio class improvements
- Portfolio .cagr property is replaced with .get_cagr() method taking: 'YTD', period length or no parameters.
- Portfolio .describe shows dividend yield
minor changes:
- EfficientFrontier.repr is fixed
- only relative imports in the package
- tests modules import okama as ok
- several unit tests added
Bugs fixed
- get_cagr() works correctly in AssetList class
- EffiecientFrontier was not awailable through init.py
symbols_in_namespace() method
symbols_in_namespace() function added. It allows to get all available symbols from a namespace.
Refactor & Bugs fix
- currency 'curr' parameter is renamed to 'ccy' in AssetList and Portolio
- namespaces information is obtained from API
- New Jupyter notebook for multi-period Efficient Frontier
- Bugs fixed in AssetList dividend_yield and Portfolio describe methods
- code refactoring according Anton Pak suggestions
get_monte_carlo method in EfficientFrontier
- new get_monte_carlo method in Efficient Frontier class
- CAGR is calculated in Efficient Frontier / plot_assets instead of "CAGR by approximation"
New methods to work with distributions
Kolmogorov-Smirnov test method (kstest) for Portfolio and AssetList.
New forecasting methods for Portfolio:
- percentile_inverse
- percentile_from_history
- forecast_wealth_history
- forecast_monte_carlo_cagr
- forecast_wealth
Some of the old forecasting methods are renamed.
New Plotting methods for forecasts in Portfolio:
- plot_forecast
- plot_forecast_monte_carlo
- plot_plot_hist_fit
- plot_percentiles_fit
New notebooks with examples:
04 backtesting distribution.ipynb
05 forecasting.ipynb
distribution backtesting
New methods for distribution backtesting in AssetList and Portfolio:
- skewness
- skewness_rolling
- kurtosis
- kurtsis_roling
- jarque_bera