Rikj000 / MoniGoMani

Isn't that what we all want? Our money to go many? Well that's what this framework/strategy hopes to do for you! By giving you & HyperOpt a lot of signals to alter the weights from.
https://monigomani.io
GNU General Public License v3.0
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Bump quantstats from 0.0.50 to 0.0.59 #330

Open dependabot[bot] opened 1 year ago

dependabot[bot] commented 1 year ago

Bumps quantstats from 0.0.50 to 0.0.59.

Release notes

Sourced from quantstats's releases.

0.0.59

Fixed EOY compounded return calculation

0.0.58

  • Run fillna(0) on plot's beta (issue #193)

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

0.0.53

  • Added information ratio to reports

0.0.52

Added Treynor ratio

0.0.51

  • Added max consecutive wins/losses to full report
  • Added “correlation to benchmark” to report
  • Cleanup inf/nan from reports
  • Added benchmark name to stats column and html report
  • Added probabilistic sharpe/sortino ratios
  • Fix relative dates calculations
Changelog

Sourced from quantstats's changelog.

0.0.59

  • Fixed EOY compounded return calculation

0.0.58

  • Run fillna(0) on plot's beta (issue #193)

0.0.57

  • Fixed sigma calculation in stats.probabilistic_ratio()

0.0.56

  • Added option to explicitly provide the benchmark title 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

0.0.53

  • Added information ratio to reports

0.0.52

  • Added Treynor ratio

0.0.51

  • Added max consecutive wins/losses to full report
  • Added “correlation to benchmark” to report
  • Cleanup inf/nan from reports
  • Added benchmark name to stats column and html report
  • Added probabilistic sharpe/sortino ratios
  • Fix relative dates calculations
Commits


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