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  • Do not publish book on a fork by @tschm in https://github.com/cvxgrp/simulator/pull/593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 - 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 - With 1/n example

- 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 - Only one Builder

- 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 mask

- 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 - Fixed book

- Python
Published by tschm over 2 years ago

https://github.com/cvxgrp/simulator - Fixing README

- 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 -

- 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 - without boxing

- Python
Published by tschm over 2 years ago

https://github.com/cvxgrp/simulator - with nan prices

- Python
Published by tschm over 2 years ago

https://github.com/cvxgrp/simulator - state.volume

- 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 - 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 - with 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 - with boxing

- 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 - better README

- Python
Published by tschm about 3 years ago

https://github.com/cvxgrp/simulator - with builder

- 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 - without binder

- 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 badges

- 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