Releases: cvxgrp/simulator
Releases · cvxgrp/simulator
v1.2.0
v1.1.1
modified computation of Sharpe Ratio
estimates the number of periods if not specified
v1.0.2
v1.0.1
What's Changed
- Bump pre-commit from 4.0.0 to 4.0.1 by @dependabot in #416
- Update pyproject.toml by @tschm in #419
We have removed the dependency on pyarrow
Full Changelog: v1.0.0...v1.0.1
Contributors
tschm and dependabot
Assets 2
v1.0.0
What's Changed
- Bump ipykernel from 6.29.4 to 6.29.5 by @dependabot in #397
- Bump certifi from 2024.2.2 to 2024.7.4 by @dependabot in #398
- Bump zipp from 3.18.1 to 3.19.1 by @dependabot in #400
- Bump jsonschema from 4.22.0 to 4.23.0 by @dependabot in #399
- Bump setuptools from 69.5.1 to 70.0.0 by @dependabot in #401
- Bump pytest from 8.2.2 to 8.3.1 by @dependabot in #403
- Bump pyarrow from 16.1.0 to 17.0.0 by @dependabot in #402
- Bump numpy from 2.0.0 to 2.0.1 by @dependabot in #404
- Bump plotly from 5.22.0 to 5.23.0 by @dependabot in #405
- Bump pytest from 8.3.1 to 8.3.2 by @dependabot in #406
- Bump pre-commit from 3.7.1 to 3.8.0 by @dependabot in #407
- Bump cvxpy-base from 1.5.2 to 1.5.3 by @dependabot in #408
- Bump numpy from 2.0.1 to 2.0.2 by @dependabot in #410
- Bump plotly from 5.23.0 to 5.24.0 by @dependabot in #411
- Bump pytest from 8.3.2 to 8.3.3 by @dependabot in #412
- Bump plotly from 5.24.0 to 5.24.1 by @dependabot in #413
- Bump pandas from 2.2.2 to 2.2.3 by @dependabot in #414
- Bump pre-commit from 3.8.0 to 4.0.0 by @dependabot in #415
Full Changelog: v0.9.19...v1.0.0
Contributors
dependabot
Assets 2
Support numpy 2.0
What's Changed
- Bump pre-commit from 3.7.0 to 3.7.1 by @dependabot in #381
- Bump cvxpy-base from 1.5.0 to 1.5.1 by @dependabot in #380
- Bump pyarrow from 16.0.0 to 16.1.0 by @dependabot in #382
- Bump requests from 2.31.0 to 2.32.0 by @dependabot in #384
- Bump pytest from 8.2.0 to 8.2.1 by @dependabot in #383
- Bump clarabel from 0.7.1 to 0.8.1 by @dependabot in #385
- Bump pytest from 8.2.1 to 8.2.2 by @dependabot in #387
- Bump clarabel from 0.8.1 to 0.9.0 by @dependabot in #386
- Bump tornado from 6.4 to 6.4.1 by @dependabot in #388
- Update basic.yml by @tschm in #389
- Update book.yml by @tschm in #390
- Bump fastjsonschema from 2.19.1 to 2.20.0 by @dependabot in #393
- Bump urllib3 from 2.2.1 to 2.2.2 by @dependabot in #394
- Bump cvxpy-base from 1.5.1 to 1.5.2 by @dependabot in #395
- Bump numpy from 1.26.4 to 2.0.0 by @dependabot in #392
- Update ci.yml by @tschm in #396
Full Changelog: v0.9.18...v0.9.19
Contributors
tschm and dependabot
Assets 2
v0.9.18
What's Changed
- initial_cash -> initial_aum by @kasperjo in #363
- Bump pytest from 8.0.2 to 8.1.1 by @dependabot in #368
- Bump pytest-cov from 4.1.0 to 5.0.0 by @dependabot in #369
- Bump pre-commit from 3.6.2 to 3.7.0 by @dependabot in #365
- Bump pyarrow from 15.0.0 to 15.0.2 by @dependabot in #367
- Bump plotly from 5.19.0 to 5.20.0 by @dependabot in #366
- Bump pillow from 10.2.0 to 10.3.0 by @dependabot in #370
- Bump idna from 3.6 to 3.7 by @dependabot in #371
- Bump cvxpy from 1.4.2 to 1.4.3 by @dependabot in #376
- Bump pandas from 2.2.1 to 2.2.2 by @dependabot in #375
- Bump plotly from 5.20.0 to 5.21.0 by @dependabot in #374
- updates by @tschm in #377
- 378 nbformat issue by @tschm in #379
Full Changelog: v0.9.17...v0.9.18
Contributors
tschm, dependabot, and kasperjo
Assets 2
Remove homepage and installation instructions
What's Changed
- Bump pre-commit from 3.6.1 to 3.6.2 by @dependabot in #360
- Bump pytest from 8.0.0 to 8.0.2 by @dependabot in #359
- Bump pandas from 2.2.0 to 2.2.1 by @dependabot in #357
- Bump plotly from 5.18.0 to 5.19.0 by @dependabot in #358
- Update README.md by @tschm in #361
Full Changelog: v0.9.16...v0.9.17
Contributors
tschm and dependabot
Assets 2
two digits for Sharpe
Contributors
tschm