Recent Releases of https://github.com/cvxgrp/simulator
https://github.com/cvxgrp/simulator - v1.4.4
What's Changed
- updates by @tschm in https://github.com/cvxgrp/simulator/pull/592
- Do not publish book on a fork by @tschm in https://github.com/cvxgrp/simulator/pull/593
- renovate updates by @tschm in https://github.com/cvxgrp/simulator/pull/595
- using the template sync by @tschm in https://github.com/cvxgrp/simulator/pull/598
- python-dotenv and python 3.11 by @tschm in https://github.com/cvxgrp/simulator/pull/596
- sync job by @tschm in https://github.com/cvxgrp/simulator/pull/597
Full Changelog: https://github.com/cvxgrp/simulator/compare/v1.4.3...v1.4.4
- Python
Published by github-actions[bot] 12 months ago
https://github.com/cvxgrp/simulator - v1.4.3
Full Changelog: https://github.com/cvxgrp/simulator/compare/v1.4.2...v1.4.3
- Python
Published by github-actions[bot] about 1 year ago
https://github.com/cvxgrp/simulator - v1.4.2
Full Changelog: https://github.com/cvxgrp/simulator/compare/v1.4.1...v1.4.2
- Python
Published by github-actions[bot] about 1 year ago
https://github.com/cvxgrp/simulator - v1.4.1
What's Changed
- fixing notebooks by @tschm in https://github.com/cvxgrp/simulator/pull/591
Full Changelog: https://github.com/cvxgrp/simulator/compare/v1.4.0...v1.4.1
- Python
Published by github-actions[bot] about 1 year ago
https://github.com/cvxgrp/simulator - v1.4.0
Attention: Move from cvx.simulator to cvxsimulator
What's Changed
- Potential fix for code scanning alert no. 15: Workflow does not contain permissions by @tschm in https://github.com/cvxgrp/simulator/pull/589
- move to cvxsimulator by @tschm in https://github.com/cvxgrp/simulator/pull/588
Full Changelog: https://github.com/cvxgrp/simulator/compare/v1.3.16...v1.4.0
- Python
Published by tschm about 1 year ago
https://github.com/cvxgrp/simulator - v1.3.16
Full Changelog: https://github.com/cvxgrp/simulator/compare/v1.3.15...v1.3.16
- Python
Published by github-actions[bot] about 1 year ago
https://github.com/cvxgrp/simulator - v1.3.15
What's Changed
- Potential fix for code scanning alert no. 14: Workflow does not contain permissions by @tschm in https://github.com/cvxgrp/simulator/pull/565
- Potential fix for code scanning alert no. 12: Workflow does not contain permissions by @tschm in https://github.com/cvxgrp/simulator/pull/564
- Update book.yml by @tschm in https://github.com/cvxgrp/simulator/pull/566
- 567 move to cradle by @tschm in https://github.com/cvxgrp/simulator/pull/568
- 569 fixing notebooks by @tschm in https://github.com/cvxgrp/simulator/pull/570
- 571 move to polars by @tschm in https://github.com/cvxgrp/simulator/pull/572
- remove drawdown and high-water by @tschm in https://github.com/cvxgrp/simulator/pull/574
- 575 testing with polars by @tschm in https://github.com/cvxgrp/simulator/pull/576
- Test polars by @tschm in https://github.com/cvxgrp/simulator/pull/577
- Test polars by @tschm in https://github.com/cvxgrp/simulator/pull/578
- check with ty by @tschm in https://github.com/cvxgrp/simulator/pull/579
- Micro by @tschm in https://github.com/cvxgrp/simulator/pull/580
- fix notebooks by @tschm in https://github.com/cvxgrp/simulator/pull/582
- 583 load with polars by @tschm in https://github.com/cvxgrp/simulator/pull/584
- Ruff by @tschm in https://github.com/cvxgrp/simulator/pull/585
Full Changelog: https://github.com/cvxgrp/simulator/compare/v1.3.14...v1.3.15
- Python
Published by github-actions[bot] about 1 year ago
https://github.com/cvxgrp/simulator - v1.3.14
What's Changed
- Update pyproject.toml by @tschm in https://github.com/cvxgrp/simulator/pull/563
Full Changelog: https://github.com/cvxgrp/simulator/compare/v1.3.13...v1.3.14
- Python
Published by github-actions[bot] about 1 year ago
https://github.com/cvxgrp/simulator - v1.3.13
What's Changed
- chore(deps): update pre-commit hook asottile/pyupgrade to v3.20.0 by @renovate in https://github.com/cvxgrp/simulator/pull/557
- Emojis in README by @tschm in https://github.com/cvxgrp/simulator/pull/558
- chore(deps): lock file maintenance by @renovate in https://github.com/cvxgrp/simulator/pull/559
- Potential fix for code scanning alert no. 13: Workflow does not contain permissions by @tschm in https://github.com/cvxgrp/simulator/pull/560
- Potential fix for code scanning alert no. 11: Workflow does not contain permissions by @tschm in https://github.com/cvxgrp/simulator/pull/561
- Version by @tschm in https://github.com/cvxgrp/simulator/pull/562
Full Changelog: https://github.com/cvxgrp/simulator/compare/v1.3.12...v1.3.13
- Python
Published by github-actions[bot] about 1 year ago
https://github.com/cvxgrp/simulator - v1.3.12
What's Changed
- chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.11.10 by @renovate in https://github.com/cvxgrp/simulator/pull/549
- chore(deps): lock file maintenance by @renovate in https://github.com/cvxgrp/simulator/pull/550
- chore(deps): update pre-commit hook crate-ci/typos to v1.32.0 by @renovate in https://github.com/cvxgrp/simulator/pull/551
- chore(deps): update pre-commit hook igorshubovych/markdownlint-cli to v0.45.0 by @renovate in https://github.com/cvxgrp/simulator/pull/552
- chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.11.11 by @renovate in https://github.com/cvxgrp/simulator/pull/553
- Update init.py by @tschm in https://github.com/cvxgrp/simulator/pull/556
- 554 update jquantstats by @tschm in https://github.com/cvxgrp/simulator/pull/555
Full Changelog: https://github.com/cvxgrp/simulator/compare/v1.3.11...v1.3.12
- Python
Published by github-actions[bot] about 1 year ago
https://github.com/cvxgrp/simulator - v1.3.11
What's Changed
- Update renovate.json by @tschm in https://github.com/cvxgrp/simulator/pull/534
- chore(deps): lock file maintenance by @renovate in https://github.com/cvxgrp/simulator/pull/535
- chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.11.3 by @renovate in https://github.com/cvxgrp/simulator/pull/536
- chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.11.4 by @renovate in https://github.com/cvxgrp/simulator/pull/537
- chore(deps): lock file maintenance by @renovate in https://github.com/cvxgrp/simulator/pull/538
- chore(deps): lock file maintenance by @renovate in https://github.com/cvxgrp/simulator/pull/540
- chore(config): migrate renovate config by @renovate in https://github.com/cvxgrp/simulator/pull/541
- chore(deps): update pre-commit hook astral-sh/ruff-pre-commit to v0.11.5 by @renovate in https://github.com/cvxgrp/simulator/pull/539
- chore(deps): lock file maintenance by @renovate in https://github.com/cvxgrp/simulator/pull/542
- chore(deps): update pre-commit hook python-jsonschema/check-jsonschema to v0.33.0 by @renovate in https://github.com/cvxgrp/simulator/pull/543
- Update month.py by @tschm in https://github.com/cvxgrp/simulator/pull/544
- Update metric.py by @tschm in https://github.com/cvxgrp/simulator/pull/545
- install polars and jquantstats by @tschm in https://github.com/cvxgrp/simulator/pull/548
Full Changelog: https://github.com/cvxgrp/simulator/compare/v1.3.10...v1.3.11
- Python
Published by github-actions[bot] about 1 year ago
https://github.com/cvxgrp/simulator - v1.3.10
What's Changed
- Lock file maintenance by @renovate in https://github.com/cvxgrp/simulator/pull/514
- Update cvxgrp/.github action to v2.2.5 by @renovate in https://github.com/cvxgrp/simulator/pull/515
- Lock file maintenance by @renovate in https://github.com/cvxgrp/simulator/pull/516
- Lock file maintenance by @renovate in https://github.com/cvxgrp/simulator/pull/517
- Update pre-commit hooks by @renovate in https://github.com/cvxgrp/simulator/pull/518
- Lock file maintenance by @renovate in https://github.com/cvxgrp/simulator/pull/519
- Update cvxgrp/.github action to v2.2.6 by @renovate in https://github.com/cvxgrp/simulator/pull/520
- Update pre-commit hooks by @renovate in https://github.com/cvxgrp/simulator/pull/521
- Lock file maintenance by @renovate in https://github.com/cvxgrp/simulator/pull/522
- Update cvxgrp/.github action to v2.2.7 by @renovate in https://github.com/cvxgrp/simulator/pull/523
- Lock file maintenance by @renovate in https://github.com/cvxgrp/simulator/pull/524
- Lock file maintenance by @renovate in https://github.com/cvxgrp/simulator/pull/525
- Lock file maintenance by @renovate in https://github.com/cvxgrp/simulator/pull/526
- Update cvxgrp/.github action to v2.2.8 by @renovate in https://github.com/cvxgrp/simulator/pull/527
- Lock file maintenance by @renovate in https://github.com/cvxgrp/simulator/pull/528
- Lock file maintenance by @renovate in https://github.com/cvxgrp/simulator/pull/529
- Lock file maintenance by @renovate in https://github.com/cvxgrp/simulator/pull/530
- Update pre-commit hooks by @renovate in https://github.com/cvxgrp/simulator/pull/531
- Update pyproject.toml by @tschm in https://github.com/cvxgrp/simulator/pull/532
- Update pre-commit hook crate-ci/typos to v1.31.1 by @renovate in https://github.com/cvxgrp/simulator/pull/533
Full Changelog: https://github.com/cvxgrp/simulator/compare/v1.3.9...v1.3.10
- Python
Published by github-actions[bot] over 1 year ago
https://github.com/cvxgrp/simulator - v1.3.9
What's Changed
- Configure Renovate by @renovate in https://github.com/cvxgrp/simulator/pull/466
- Delete .python-version by @tschm in https://github.com/cvxgrp/simulator/pull/471
- Update mcr.microsoft.com/devcontainers/python Docker tag to v3.13 by @renovate in https://github.com/cvxgrp/simulator/pull/467
- Update pre-commit.yml by @tschm in https://github.com/cvxgrp/simulator/pull/470
- Update cvxgrp/.github action to v2.0.13 by @renovate in https://github.com/cvxgrp/simulator/pull/474
- Update pre-commit hook crate-ci/typos to v1 by @renovate in https://github.com/cvxgrp/simulator/pull/476
- Update pre-commit hooks by @renovate in https://github.com/cvxgrp/simulator/pull/475
- Update .pre-commit-config.yaml by @tschm in https://github.com/cvxgrp/simulator/pull/477
- Update cvxgrp/.github action to v2.0.16 by @renovate in https://github.com/cvxgrp/simulator/pull/478
- Update cvxgrp/.github action to v2.0.17 by @renovate in https://github.com/cvxgrp/simulator/pull/479
- Update ci.yml by @tschm in https://github.com/cvxgrp/simulator/pull/481
- Update pre-commit.yml by @tschm in https://github.com/cvxgrp/simulator/pull/482
- Update book.yml by @tschm in https://github.com/cvxgrp/simulator/pull/480
- Update release.yml by @tschm in https://github.com/cvxgrp/simulator/pull/483
- Update pre-commit.yml by @tschm in https://github.com/cvxgrp/simulator/pull/484
- Update pre-commit.yml by @tschm in https://github.com/cvxgrp/simulator/pull/488
- Update release.yml by @tschm in https://github.com/cvxgrp/simulator/pull/490
- Update book.yml by @tschm in https://github.com/cvxgrp/simulator/pull/489
- Lock file maintenance by @renovate in https://github.com/cvxgrp/simulator/pull/491
- introduce Makefile by @tschm in https://github.com/cvxgrp/simulator/pull/492
- Update cvxgrp/.github action to v2.1.1 by @renovate in https://github.com/cvxgrp/simulator/pull/485
- Update release.yml by @tschm in https://github.com/cvxgrp/simulator/pull/493
- Update cvxgrp/.github action to v2.1.2 by @renovate in https://github.com/cvxgrp/simulator/pull/494
- Update pre-commit.yml by @tschm in https://github.com/cvxgrp/simulator/pull/496
- Update release.yml by @tschm in https://github.com/cvxgrp/simulator/pull/497
- Update ci.yml by @tschm in https://github.com/cvxgrp/simulator/pull/498
- Update book.yml by @tschm in https://github.com/cvxgrp/simulator/pull/499
- Update cvxgrp/.github action to v2.2.1 by @renovate in https://github.com/cvxgrp/simulator/pull/495
- Lock file maintenance by @renovate in https://github.com/cvxgrp/simulator/pull/500
- Update cvxgrp/.github action to v2.2.3 by @renovate in https://github.com/cvxgrp/simulator/pull/501
- Update ci.yml by @tschm in https://github.com/cvxgrp/simulator/pull/502
- Update pre-commit hook astral-sh/ruff-pre-commit to v0.9.5 by @renovate in https://github.com/cvxgrp/simulator/pull/503
- Lock file maintenance by @renovate in https://github.com/cvxgrp/simulator/pull/504
- Lock file maintenance by @renovate in https://github.com/cvxgrp/simulator/pull/505
- Update cvxgrp/.github action to v2.2.4 by @renovate in https://github.com/cvxgrp/simulator/pull/506
- Update pre-commit hooks by @renovate in https://github.com/cvxgrp/simulator/pull/508
- Lock file maintenance by @renovate in https://github.com/cvxgrp/simulator/pull/509
- Update ci.yml by @tschm in https://github.com/cvxgrp/simulator/pull/507
- Update pre-commit hooks by @renovate in https://github.com/cvxgrp/simulator/pull/510
- 511 move to src structure by @tschm in https://github.com/cvxgrp/simulator/pull/512
New Contributors
- @renovate made their first contribution in https://github.com/cvxgrp/simulator/pull/466
Full Changelog: https://github.com/cvxgrp/simulator/compare/v1.3.8...v1.3.9
- Python
Published by github-actions[bot] over 1 year ago
https://github.com/cvxgrp/simulator - v1.3.8
What's Changed
- Update book.yml by @tschm in https://github.com/cvxgrp/simulator/pull/465
Full Changelog: https://github.com/cvxgrp/simulator/compare/v1.3.7...v1.3.8
- Python
Published by github-actions[bot] over 1 year ago
https://github.com/cvxgrp/simulator - v1.3.7
What's Changed
- Bump cvxgrp/.github from 2.0.11 to 2.0.12 by @dependabot in https://github.com/cvxgrp/simulator/pull/464
Full Changelog: https://github.com/cvxgrp/simulator/compare/v1.3.6...v1.3.7
- Python
Published by github-actions[bot] over 1 year ago
https://github.com/cvxgrp/simulator - v1.3.6
Full Changelog: https://github.com/cvxgrp/simulator/compare/v1.3.5...v1.3.6
- Python
Published by github-actions[bot] over 1 year ago
https://github.com/cvxgrp/simulator - v1.3.5
What's Changed
- Bump cvxgrp/.github from 2.0.9 to 2.0.11 by @dependabot in https://github.com/cvxgrp/simulator/pull/463
Full Changelog: https://github.com/cvxgrp/simulator/compare/v1.3.4...v1.3.5
- Python
Published by github-actions[bot] over 1 year ago
https://github.com/cvxgrp/simulator - v1.3.4
What's Changed
- Bump cvxgrp/.github from 2.0.8 to 2.0.9 by @dependabot in https://github.com/cvxgrp/simulator/pull/462
Full Changelog: https://github.com/cvxgrp/simulator/compare/v1.3.3...v1.3.4
- Python
Published by github-actions[bot] over 1 year ago
https://github.com/cvxgrp/simulator - v1.3.3
What's Changed
- Bump cvxgrp/.github from 2.0.6 to 2.0.8 by @dependabot in https://github.com/cvxgrp/simulator/pull/458
- [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/cvxgrp/simulator/pull/459
- release following push to main by @tschm in https://github.com/cvxgrp/simulator/pull/461
Full Changelog: https://github.com/cvxgrp/simulator/compare/v1.3.2...v1.3.3
- Python
Published by github-actions[bot] over 1 year ago
https://github.com/cvxgrp/simulator - v1.3.2
What's Changed
- Update book.yml by @tschm in https://github.com/cvxgrp/simulator/pull/444
- Update pre-commit.yml by @tschm in https://github.com/cvxgrp/simulator/pull/445
- Update release.yml by @tschm in https://github.com/cvxgrp/simulator/pull/446
- Update .pre-commit-config.yaml by @tschm in https://github.com/cvxgrp/simulator/pull/447
- more devcontainer by @tschm in https://github.com/cvxgrp/simulator/pull/449
- Testing GitHub by @tschm in https://github.com/cvxgrp/simulator/pull/450
- Bump cvxgrp/.github from 2.0.0 to 2.0.1 by @dependabot in https://github.com/cvxgrp/simulator/pull/451
- Bump cvxgrp/.github from 2.0.1 to 2.0.3 by @dependabot in https://github.com/cvxgrp/simulator/pull/452
- [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/cvxgrp/simulator/pull/453
- Update marimo.md by @tschm in https://github.com/cvxgrp/simulator/pull/454
- Bump cvxgrp/.github from 2.0.3 to 2.0.5 by @dependabot in https://github.com/cvxgrp/simulator/pull/455
- Bump cvxgrp/.github from 2.0.5 to 2.0.6 by @dependabot in https://github.com/cvxgrp/simulator/pull/456
- [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/cvxgrp/simulator/pull/457
New Contributors
- @pre-commit-ci made their first contribution in https://github.com/cvxgrp/simulator/pull/453
Full Changelog: https://github.com/cvxgrp/simulator/compare/v1.3.1...v1.3.2
- Python
Published by tschm over 1 year ago
https://github.com/cvxgrp/simulator - with project.urls
What's Changed
- 440 update devcontainer by @tschm in https://github.com/cvxgrp/simulator/pull/442
- 440 update devcontainer by @tschm in https://github.com/cvxgrp/simulator/pull/443
Full Changelog: https://github.com/cvxgrp/simulator/compare/v1.3.0...v1.3.1
- Python
Published by tschm over 1 year ago
https://github.com/cvxgrp/simulator - Move to uv and marimo
What's Changed
- Bump ipython from 8.29.0 to 8.30.0 by @dependabot in https://github.com/cvxgrp/simulator/pull/433
- Tschm patch 1 by @tschm in https://github.com/cvxgrp/simulator/pull/434
- towards uv and marimo by @tschm in https://github.com/cvxgrp/simulator/pull/436
- marimo file by @tschm in https://github.com/cvxgrp/simulator/pull/437
- towards uv and marimo by @tschm in https://github.com/cvxgrp/simulator/pull/438
- startup installing uv by @tschm in https://github.com/cvxgrp/simulator/pull/441
Full Changelog: https://github.com/cvxgrp/simulator/compare/v1.2.1...v1.3.0
- Python
Published by tschm over 1 year ago
https://github.com/cvxgrp/simulator - v1.2.1
What's Changed
- Bump tornado from 6.4.1 to 6.4.2 by @dependabot in https://github.com/cvxgrp/simulator/pull/432
Full Changelog: https://github.com/cvxgrp/simulator/compare/v1.2.0...v1.2.1
- Python
Published by tschm over 1 year ago
https://github.com/cvxgrp/simulator - v1.2.0
What's Changed
Python 3.13 in. Python 3.9 gone
- Bump cvxpy-base from 1.5.3 to 1.6.0 by @dependabot in https://github.com/cvxgrp/simulator/pull/430
- Update ci.yml by @tschm in https://github.com/cvxgrp/simulator/pull/431
Full Changelog: https://github.com/cvxgrp/simulator/compare/v1.1.1...v1.2.0
- Python
Published by tschm over 1 year ago
https://github.com/cvxgrp/simulator - v1.1.1
What's Changed
- Update test_grid.py by @tschm in https://github.com/cvxgrp/simulator/pull/426
- sharpe for constant series by @tschm in https://github.com/cvxgrp/simulator/pull/428
Fix the warnings in tests
Full Changelog: https://github.com/cvxgrp/simulator/compare/v1.1.0...v1.1.1
- Python
Published by tschm over 1 year ago
https://github.com/cvxgrp/simulator - modified computation of Sharpe Ratio
estimates the number of periods if not specified
- Python
Published by tschm over 1 year ago
https://github.com/cvxgrp/simulator - v1.0.2
What's Changed
- Bring in deptry by @tschm in https://github.com/cvxgrp/simulator/pull/420
- Bump pytest-cov from 5.0.0 to 6.0.0 by @dependabot in https://github.com/cvxgrp/simulator/pull/421
- remove jsonschema by @tschm in https://github.com/cvxgrp/simulator/pull/423
Full Changelog: https://github.com/cvxgrp/simulator/compare/v1.0.1...v1.0.2
- Python
Published by tschm over 1 year ago
https://github.com/cvxgrp/simulator - v1.0.1
What's Changed
- Bump pre-commit from 4.0.0 to 4.0.1 by @dependabot in https://github.com/cvxgrp/simulator/pull/416
- Update pyproject.toml by @tschm in https://github.com/cvxgrp/simulator/pull/419
We have removed the dependency on pyarrow
Full Changelog: https://github.com/cvxgrp/simulator/compare/v1.0.0...v1.0.1
- Python
Published by tschm over 1 year ago
https://github.com/cvxgrp/simulator - v1.0.0
What's Changed
- Bump ipykernel from 6.29.4 to 6.29.5 by @dependabot in https://github.com/cvxgrp/simulator/pull/397
- Bump certifi from 2024.2.2 to 2024.7.4 by @dependabot in https://github.com/cvxgrp/simulator/pull/398
- Bump zipp from 3.18.1 to 3.19.1 by @dependabot in https://github.com/cvxgrp/simulator/pull/400
- Bump jsonschema from 4.22.0 to 4.23.0 by @dependabot in https://github.com/cvxgrp/simulator/pull/399
- Bump setuptools from 69.5.1 to 70.0.0 by @dependabot in https://github.com/cvxgrp/simulator/pull/401
- Bump pytest from 8.2.2 to 8.3.1 by @dependabot in https://github.com/cvxgrp/simulator/pull/403
- Bump pyarrow from 16.1.0 to 17.0.0 by @dependabot in https://github.com/cvxgrp/simulator/pull/402
- Bump numpy from 2.0.0 to 2.0.1 by @dependabot in https://github.com/cvxgrp/simulator/pull/404
- Bump plotly from 5.22.0 to 5.23.0 by @dependabot in https://github.com/cvxgrp/simulator/pull/405
- Bump pytest from 8.3.1 to 8.3.2 by @dependabot in https://github.com/cvxgrp/simulator/pull/406
- Bump pre-commit from 3.7.1 to 3.8.0 by @dependabot in https://github.com/cvxgrp/simulator/pull/407
- Bump cvxpy-base from 1.5.2 to 1.5.3 by @dependabot in https://github.com/cvxgrp/simulator/pull/408
- Bump numpy from 2.0.1 to 2.0.2 by @dependabot in https://github.com/cvxgrp/simulator/pull/410
- Bump plotly from 5.23.0 to 5.24.0 by @dependabot in https://github.com/cvxgrp/simulator/pull/411
- Bump pytest from 8.3.2 to 8.3.3 by @dependabot in https://github.com/cvxgrp/simulator/pull/412
- Bump plotly from 5.24.0 to 5.24.1 by @dependabot in https://github.com/cvxgrp/simulator/pull/413
- Bump pandas from 2.2.2 to 2.2.3 by @dependabot in https://github.com/cvxgrp/simulator/pull/414
- Bump pre-commit from 3.8.0 to 4.0.0 by @dependabot in https://github.com/cvxgrp/simulator/pull/415
Full Changelog: https://github.com/cvxgrp/simulator/compare/v0.9.19...v1.0.0
- Python
Published by tschm almost 2 years ago
https://github.com/cvxgrp/simulator - Support numpy 2.0
What's Changed
- Bump pre-commit from 3.7.0 to 3.7.1 by @dependabot in https://github.com/cvxgrp/simulator/pull/381
- Bump cvxpy-base from 1.5.0 to 1.5.1 by @dependabot in https://github.com/cvxgrp/simulator/pull/380
- Bump pyarrow from 16.0.0 to 16.1.0 by @dependabot in https://github.com/cvxgrp/simulator/pull/382
- Bump requests from 2.31.0 to 2.32.0 by @dependabot in https://github.com/cvxgrp/simulator/pull/384
- Bump pytest from 8.2.0 to 8.2.1 by @dependabot in https://github.com/cvxgrp/simulator/pull/383
- Bump clarabel from 0.7.1 to 0.8.1 by @dependabot in https://github.com/cvxgrp/simulator/pull/385
- Bump pytest from 8.2.1 to 8.2.2 by @dependabot in https://github.com/cvxgrp/simulator/pull/387
- Bump clarabel from 0.8.1 to 0.9.0 by @dependabot in https://github.com/cvxgrp/simulator/pull/386
- Bump tornado from 6.4 to 6.4.1 by @dependabot in https://github.com/cvxgrp/simulator/pull/388
- Update basic.yml by @tschm in https://github.com/cvxgrp/simulator/pull/389
- Update book.yml by @tschm in https://github.com/cvxgrp/simulator/pull/390
- Bump fastjsonschema from 2.19.1 to 2.20.0 by @dependabot in https://github.com/cvxgrp/simulator/pull/393
- Bump urllib3 from 2.2.1 to 2.2.2 by @dependabot in https://github.com/cvxgrp/simulator/pull/394
- Bump cvxpy-base from 1.5.1 to 1.5.2 by @dependabot in https://github.com/cvxgrp/simulator/pull/395
- Bump numpy from 1.26.4 to 2.0.0 by @dependabot in https://github.com/cvxgrp/simulator/pull/392
- Update ci.yml by @tschm in https://github.com/cvxgrp/simulator/pull/396
Full Changelog: https://github.com/cvxgrp/simulator/compare/v0.9.18...v0.9.19
- Python
Published by tschm about 2 years ago
https://github.com/cvxgrp/simulator - v0.9.18
What's Changed
- initialcash -> initialaum by @kasperjo in https://github.com/cvxgrp/simulator/pull/363
- Bump pytest from 8.0.2 to 8.1.1 by @dependabot in https://github.com/cvxgrp/simulator/pull/368
- Bump pytest-cov from 4.1.0 to 5.0.0 by @dependabot in https://github.com/cvxgrp/simulator/pull/369
- Bump pre-commit from 3.6.2 to 3.7.0 by @dependabot in https://github.com/cvxgrp/simulator/pull/365
- Bump pyarrow from 15.0.0 to 15.0.2 by @dependabot in https://github.com/cvxgrp/simulator/pull/367
- Bump plotly from 5.19.0 to 5.20.0 by @dependabot in https://github.com/cvxgrp/simulator/pull/366
- Bump pillow from 10.2.0 to 10.3.0 by @dependabot in https://github.com/cvxgrp/simulator/pull/370
- Bump idna from 3.6 to 3.7 by @dependabot in https://github.com/cvxgrp/simulator/pull/371
- Bump cvxpy from 1.4.2 to 1.4.3 by @dependabot in https://github.com/cvxgrp/simulator/pull/376
- Bump pandas from 2.2.1 to 2.2.2 by @dependabot in https://github.com/cvxgrp/simulator/pull/375
- Bump plotly from 5.20.0 to 5.21.0 by @dependabot in https://github.com/cvxgrp/simulator/pull/374
- updates by @tschm in https://github.com/cvxgrp/simulator/pull/377
- 378 nbformat issue by @tschm in https://github.com/cvxgrp/simulator/pull/379
Full Changelog: https://github.com/cvxgrp/simulator/compare/v0.9.17...v0.9.18
- Python
Published by tschm about 2 years ago
https://github.com/cvxgrp/simulator - Remove homepage and installation instructions
What's Changed
- Bump pre-commit from 3.6.1 to 3.6.2 by @dependabot in https://github.com/cvxgrp/simulator/pull/360
- Bump pytest from 8.0.0 to 8.0.2 by @dependabot in https://github.com/cvxgrp/simulator/pull/359
- Bump pandas from 2.2.0 to 2.2.1 by @dependabot in https://github.com/cvxgrp/simulator/pull/357
- Bump plotly from 5.18.0 to 5.19.0 by @dependabot in https://github.com/cvxgrp/simulator/pull/358
- Update README.md by @tschm in https://github.com/cvxgrp/simulator/pull/361
Full Changelog: https://github.com/cvxgrp/simulator/compare/v0.9.16...v0.9.17
- Python
Published by tschm over 2 years ago
https://github.com/cvxgrp/simulator - two digits for Sharpe
What's Changed
- 355 two digits for sharpe ratio by @tschm in https://github.com/cvxgrp/simulator/pull/356
Full Changelog: https://github.com/cvxgrp/simulator/compare/v0.9.15...v0.9.16
- Python
Published by tschm over 2 years ago
https://github.com/cvxgrp/simulator - v0.9.15
Remove the shifting and revisit the tests...
What's Changed
- Delete shifter by @tschm in https://github.com/cvxgrp/simulator/pull/353
- 348 shift weights by @tschm in https://github.com/cvxgrp/simulator/pull/351
Full Changelog: https://github.com/cvxgrp/simulator/compare/v0.9.14...v0.9.15
- Python
Published by tschm over 2 years ago
https://github.com/cvxgrp/simulator - Shifting portfolios
What's Changed
- Bump pytest from 7.4.4 to 8.0.0 by @dependabot in https://github.com/cvxgrp/simulator/pull/333
- pyarrow by @tschm in https://github.com/cvxgrp/simulator/pull/337
- notebooks by @tschm in https://github.com/cvxgrp/simulator/pull/338
- Update basic.yml by @tschm in https://github.com/cvxgrp/simulator/pull/339
- new portfolio.png by @tschm in https://github.com/cvxgrp/simulator/pull/341
- Add files via upload by @tschm in https://github.com/cvxgrp/simulator/pull/342
- Rename newplot-4.png to newplot.png by @tschm in https://github.com/cvxgrp/simulator/pull/343
- updated notebooks by @tschm in https://github.com/cvxgrp/simulator/pull/345
- Update dependabot.yml by @tschm in https://github.com/cvxgrp/simulator/pull/346
- Update dependabot.yml by @tschm in https://github.com/cvxgrp/simulator/pull/347
- shift portfolio in sep module to avoid cyclic dependency by @tschm in https://github.com/cvxgrp/simulator/pull/349
Full Changelog: https://github.com/cvxgrp/simulator/compare/v0.9.13...v0.9.14
- Python
Published by tschm over 2 years ago
https://github.com/cvxgrp/simulator - Simple sharpe ratio method in portfolio class
What's Changed
- 331 simple sharpe ratio in portfolio by @tschm in https://github.com/cvxgrp/simulator/pull/332
Full Changelog: https://github.com/cvxgrp/simulator/compare/v0.9.12...v0.9.13
- Python
Published by tschm over 2 years ago
https://github.com/cvxgrp/simulator - Addressing warnings for Python 2.2.0
What's Changed
- fix pandas to at least 2.2.0 by @tschm in https://github.com/cvxgrp/simulator/pull/330
Full Changelog: https://github.com/cvxgrp/simulator/compare/v0.9.11...v0.9.12
- Python
Published by tschm over 2 years ago
https://github.com/cvxgrp/simulator - no longer assuming the name of the index is "index"
- Python
Published by tschm over 2 years ago
https://github.com/cvxgrp/simulator - With table in snapshot
What's Changed
- 323 aggregate daily returns and rename them by @tschm in https://github.com/cvxgrp/simulator/pull/324
- table by @tschm in https://github.com/cvxgrp/simulator/pull/326
Full Changelog: https://github.com/cvxgrp/simulator/compare/v0.9.9...v0.9.10
- Python
Published by tschm over 2 years ago
https://github.com/cvxgrp/simulator - quantstats only an optional extra
- Python
Published by tschm over 2 years ago
https://github.com/cvxgrp/simulator - Reducing quantstats
- Python
Published by tschm over 2 years ago
https://github.com/cvxgrp/simulator - Change in Release
What's Changed
- README without reporting coverage by @tschm in https://github.com/cvxgrp/simulator/pull/311
Full Changelog: https://github.com/cvxgrp/simulator/compare/v0.9.6...v0.9.7
- Python
Published by tschm over 2 years ago
https://github.com/cvxgrp/simulator - With quantstats in cvx
What's Changed
- 307 move quantstats in by @tschm in https://github.com/cvxgrp/simulator/pull/308
Full Changelog: https://github.com/cvxgrp/simulator/compare/v0.9.5...v0.9.6
- Python
Published by tschm over 2 years ago
https://github.com/cvxgrp/simulator - With benchmark in snapshot
What's Changed
- relative turnover in portfolio class by @tschm in https://github.com/cvxgrp/simulator/pull/304
- benchmark in snapshot by @tschm in https://github.com/cvxgrp/simulator/pull/306
Full Changelog: https://github.com/cvxgrp/simulator/compare/v0.9.4...v0.9.5
- Python
Published by tschm over 2 years ago
https://github.com/cvxgrp/simulator - With quantstats as subfolder
- Python
Published by tschm over 2 years ago
https://github.com/cvxgrp/simulator - No upper bound on python
- Python
Published by tschm over 2 years ago
https://github.com/cvxgrp/simulator - with sparse experiment
- Python
Published by tschm over 2 years ago
https://github.com/cvxgrp/simulator - with FuturesPortfolio from cashpos
- Python
Published by tschm over 2 years ago
https://github.com/cvxgrp/simulator - with month and proper utils
- Python
Published by tschm over 2 years ago
https://github.com/cvxgrp/simulator - With FuturesBuilder
- Python
Published by tschm over 2 years ago
https://github.com/cvxgrp/simulator - Simulator push trading cost model to user
- Python
Published by tschm over 2 years ago
https://github.com/cvxgrp/simulator - With borrowing fees and interest rate for cash
- Python
Published by tschm over 2 years ago
https://github.com/cvxgrp/simulator - remove the javanesque setters
- Python
Published by tschm over 2 years ago
https://github.com/cvxgrp/simulator - with builder valid and intervals
- Python
Published by tschm over 2 years ago
https://github.com/cvxgrp/simulator - Testing with large portfolio
- Python
Published by tschm over 2 years ago
https://github.com/cvxgrp/simulator - numpy arrays for handover
- Python
Published by tschm over 2 years ago
https://github.com/cvxgrp/simulator - with interpolation function
- Python
Published by tschm over 2 years ago
https://github.com/cvxgrp/simulator - state.volume release
- Python
Published by tschm over 2 years ago
https://github.com/cvxgrp/simulator - remove parameter traces
- Python
Published by tschm over 2 years ago
https://github.com/cvxgrp/simulator - additional time series data
- Python
Published by tschm over 2 years ago
https://github.com/cvxgrp/simulator - Feed time series data in builder
- Python
Published by tschm over 2 years ago
https://github.com/cvxgrp/simulator - with arbitrary parameters for the builder
- Python
Published by tschm over 2 years ago
https://github.com/cvxgrp/simulator - v0.7.6 cashflow
What's Changed
- Update Makefile by @tschm in https://github.com/cvxgrp/simulator/pull/167
- Update Makefile by @tschm in https://github.com/cvxgrp/simulator/pull/168
- 169 remove kernel construction by @tschm in https://github.com/cvxgrp/simulator/pull/170
- Bump loguru from 0.7.0 to 0.7.1 by @dependabot in https://github.com/cvxgrp/simulator/pull/172
- 173 cash flows by @kasperjo in https://github.com/cvxgrp/simulator/pull/174
New Contributors
- @kasperjo made their first contribution in https://github.com/cvxgrp/simulator/pull/174
Full Changelog: https://github.com/cvxgrp/simulator/compare/v0.7.4...v0.7.6
- Python
Published by tschm almost 3 years ago
https://github.com/cvxgrp/simulator - release without branch protection
- Python
Published by tschm almost 3 years ago
https://github.com/cvxgrp/simulator - missing ipython dependency of quantstats
What's Changed
- Create dependabot.yml by @tschm in https://github.com/cvxgrp/simulator/pull/160
- Bump tornado from 6.3.2 to 6.3.3 by @dependabot in https://github.com/cvxgrp/simulator/pull/161
- Bump yfinance from 0.2.27 to 0.2.28 by @dependabot in https://github.com/cvxgrp/simulator/pull/166
- Bump jupyterlab from 4.0.4 to 4.0.5 by @dependabot in https://github.com/cvxgrp/simulator/pull/164
- Bump plotly from 5.15.0 to 5.16.0 by @dependabot in https://github.com/cvxgrp/simulator/pull/162
New Contributors
- @dependabot made their first contribution in https://github.com/cvxgrp/simulator/pull/161
Full Changelog: https://github.com/cvxgrp/simulator/compare/v0.7.3...v0.7.4
- Python
Published by tschm almost 3 years ago
https://github.com/cvxgrp/simulator - with image in README
- Python
Published by tschm almost 3 years ago
https://github.com/cvxgrp/simulator - v0.7.2
Release with corrected README
- Python
Published by tschm almost 3 years ago
https://github.com/cvxgrp/simulator - correct coverage
- Python
Published by tschm almost 3 years ago
https://github.com/cvxgrp/simulator - with strict mypy
- Python
Published by tschm almost 3 years ago
https://github.com/cvxgrp/simulator - better quantstats support
- Python
Published by tschm about 3 years ago
https://github.com/cvxgrp/simulator - with returns and covariance
- Python
Published by tschm about 3 years ago
https://github.com/cvxgrp/simulator - supporting plots, snapshots and metrics
- Python
Published by tschm about 3 years ago
https://github.com/cvxgrp/simulator - quantstats
with quantstats as a dependency
- Python
Published by tschm about 3 years ago
https://github.com/cvxgrp/simulator - Revisiting the workflows
- Python
Published by tschm about 3 years ago
https://github.com/cvxgrp/simulator - more robust add function for portfolios
- Python
Published by tschm about 3 years ago
https://github.com/cvxgrp/simulator - revisiting grid functions
- Python
Published by tschm about 3 years ago
https://github.com/cvxgrp/simulator - increasing test coverage
addressed problem in weights computation. Division of a Pandas DataFrame by Series...
- Python
Published by tschm about 3 years ago
https://github.com/cvxgrp/simulator - flexible towards python and pandas
- Python
Published by tschm about 3 years ago
https://github.com/cvxgrp/simulator - Resampling and differences
- Python
Published by tschm about 3 years ago
https://github.com/cvxgrp/simulator - Revisit the month
- Python
Published by tschm about 3 years ago
https://github.com/cvxgrp/simulator - with centralized workflows
- Python
Published by tschm about 3 years ago
https://github.com/cvxgrp/simulator - Fixing the 0.2.2 bug
- Python
Published by tschm about 3 years ago
https://github.com/cvxgrp/simulator - with correct multiplication
- Python
Published by tschm about 3 years ago
https://github.com/cvxgrp/simulator - with a first book
but without test coverage
- Python
Published by tschm about 3 years ago
https://github.com/cvxgrp/simulator - with homepage
Full Changelog: https://github.com/cvxgrp/simulator/compare/v0.1.1...v0.1.2
- Python
Published by tschm about 3 years ago