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