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Latest version: v2.0.0

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2.0.0

* Updates bootstrapper algorithm:
* Change from least-squares solution to find a solution that is closest to a target curve, rather than zero.
Each point on the target curve is derived as the price of the smallest contract that each period is within.
* Zero price is used as piecewise flat price for curve points in gaps. This fixes a bug, where the last price not in a gap is filled in.
* Both bootstrapper and spline return records.
* Spline returns type includes solved parameters.
* Tension parameter added as input to spline, although doesn't work that well.

1.3.0

* .NET binaries included in Python package target .NET Standard, not .NET Framework, hence compatible with
more .NET types.
* For non-Windows OS default to trying .NET (Core), rather than Mono as default runtime.

1.2.0

* Update pythonnet dependency from 2.5.1 to 3.0.1 to allow compatibility with Python up to version 3.11.

1.1.0

* Updates bootstrapper algorithm:
* Change from least-squares solution to find a solution that is closest to a target curve, rather than zero.
Each point on the target curve is derived as the price of the smallest contract that each period is within.
* Zero price is used as piecewise flat price for curve points in gaps. This fixes a bug, where the last price not in a gap is filled in.

1.0.3

* Update pythonnet dependency from 2.5.1 to 2.5.2 (allows use of Python 3.9 in latest Anaconda).

1.0.2

Update .NET Cmdty.TimeSeries reference to avoid clash with cmdty-storage package.

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