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investos

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investos - pypi Package Compare versions

Comparing version
0.7.0
to
0.8.0
+1
-1
investos/__init__.py
import investos.portfolio
__version__ = "0.7.0"
__version__ = "0.8.0"

@@ -5,0 +5,0 @@ import os

@@ -60,2 +60,5 @@ import collections

"""
# Zero out small (immaterial only) rounding errors in h_next
h_next = h_next.where(h_next.abs() >= 1e-5, 0.0)
self.save_data("u", t, u)

@@ -62,0 +65,0 @@ self.save_data("h_next", t, h_next)

@@ -215,9 +215,10 @@ import datetime as dt

if trades_saved >= self.n_periods_held:
if trades_saved > self.n_periods_held:
# Use holdings_unwind, t_unwind, w_unwind, u_unwind, u_unwind_scaled
idx_unwind = trades_saved - self.n_periods_held
u_unwind_pre = self.u_unwind_pre.iloc[idx_unwind]
t_unwind = self.backtest_controller.results.u.index[idx_unwind]
u_unwind_pre = self.u_unwind_pre.loc[t_unwind]
u_unwind_pre = u_unwind_pre.drop(self.cash_column_name)
t_unwind = self.backtest_controller.results.u.index[idx_unwind]
r_scale_unwind = self._cum_returns_to_scale_unwind(t_unwind, t)

@@ -224,0 +225,0 @@ u_unwind_scaled = u_unwind_pre * r_scale_unwind

Metadata-Version: 2.1
Name: investos
Version: 0.7.0
Version: 0.8.0
Summary: Reliable backtesting and portfolio optimization for investors who want to focus on generating alpha

@@ -30,3 +30,3 @@ Home-page: https://investos.io/

Requires-Dist: forecastos (>=0.2.0,<0.3.0)
Requires-Dist: numpy (>=1.24.3,<2.0.0)
Requires-Dist: numpy (>=1.24.3)
Requires-Dist: pandas (>=2.0.1,<3.0.0)

@@ -33,0 +33,0 @@ Requires-Dist: requests (>=2.31.0,<3.0.0)

[tool.poetry]
name = "investos"
version = "0.7.0"
version = "0.8.0"
description = "Reliable backtesting and portfolio optimization for investors who want to focus on generating alpha"

@@ -33,3 +33,3 @@ authors = ["Charlie Reese", "ForecastOS"]

requests = "^2.31.0"
numpy = "^1.24.3"
numpy = ">=1.24.3"
pandas = "^2.0.1"

@@ -53,3 +53,3 @@ forecastos = "^0.2.0"

plotly = "^5.15.0"
pyarrow = "^12.0.1"
pyarrow = ">=17.0.0"
xgboost = "^1.7.6"

@@ -66,2 +66,3 @@ scikit-learn = "^1.3.0"

"test_*.py",
"*_test.py",
]

@@ -68,0 +69,0 @@ norecursedirs = [