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New version 1.9.3#307

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karrmagadgeteer2 merged 28 commits into
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ver193
Aug 12, 2025
Merged

New version 1.9.3#307
karrmagadgeteer2 merged 28 commits into
masterfrom
ver193

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@karrmagadgeteer2 karrmagadgeteer2 commented Jul 25, 2025

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  • Changed instantiation of OpenFrame to use deepcopies of constituent OpenTimeSeries. Rationale due to resample functions affecting original input series which will affect the behaviour of other OpenFrame objects where they are used
  • Added method multi_factor_linear_regression to the OpenFrame class
  • Added method as argument in align_index_to_local_cdays
  • Changed default argument for histnorm in plot_histogram from percent to probability
  • Pinned plotly histogram histfunc argument to 'count'
  • Removed unnecessary .ffill() and unnecessary mypy blanket ignores
  • Changed rolling_vol to be based on np.log(series).diff() instead of series.pct_change(). Also set ddof as argument to highlight the default used
  • Widened sortino_ratio_func to allow kappa3 ratio calculation
  • Potentially breaking change - Refactored downside_deviation_func into lower_partial_moment_func in order for it to be used in kappa3 ratio calculation.
  • Added Kappa-3 ratio as a property
  • Code cleanup in ewma_risk calculation
  • Updated Poetry to version 2.1.4 in project script files
  • Miscellaneous lockfile updates to check project against new versions of dependencies

Martin Karrin and others added 28 commits July 24, 2025 17:25
…), changed default argument histnorm in plot_histogram() to 'probability', and pinned histfunc argument in plotly to 'count'.
… order for it to be used in kappa3 ratio calculation, should i decide to add the latter. also code cleanup, especially in ewma_risk calculation
…eries.pct_change(). Also set ddof in std() function to highlight the default used.
@karrmagadgeteer2
karrmagadgeteer2 merged commit 843021d into master Aug 12, 2025
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@karrmagadgeteer2
karrmagadgeteer2 deleted the ver193 branch August 12, 2025 21:33
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