Releases: ranaroussi/quantstats
Releases · ranaroussi/quantstats
0.063
0.0.62
- Changed
serenity_index
andrecovery_factor
to use simple sum instead of compounded sum - Reports passing the
compounded
param to all supporting methods - Fixed a bug related to monthly_heatmap display
0.0.61
Fixed positional arguments passed to cagr()
0.0.60
Multi-strategy reports are here!
You can now pass a dataframe with a column for each strategy to get a unified, single report for all
Additional additions
- Support request proxy with yfinance
- Added custom periods to CAGR
- Correct drawdown days calculation when last day is a drawdown
- Write report in correct file path
- IPython 7+ compatibility
- Pandas 2.0 compatibility
- Fix for benchmark name when supplied by the user
- Handles tz-native and tz-aware comparisson issue
- Adding benchmark name to html report
- Update README ticker to META :)
- Many pull requests merged
0.0.59
Fixed EOY compounded return calculation
0.0.58
0.0.57
Fixed sigma calculation in stats.probabilistic_ratio()
0.0.56
Added option to explicitly provide the benchmark title in html reports via benchmark_title=...
0.0.55
Fix for benchmark name in html report when supplied by the user
0.0.54
Fixed dependency name in requirements.txt