Finquant

Latest version: v0.7.0

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0.3.1

What's Changed
* Refactor/stocks data as pdseries by fmilthaler in https://github.com/fmilthaler/FinQuant/pull/92
* Chore/pylint by fmilthaler in https://github.com/fmilthaler/FinQuant/pull/96
* Chore/pypi cd by fmilthaler in https://github.com/fmilthaler/FinQuant/pull/98
* Chore/pylint improvements by fmilthaler in https://github.com/fmilthaler/FinQuant/pull/100
* Adding new stage for the CI workflow: running pylint on code base by fmilthaler in https://github.com/fmilthaler/FinQuant/pull/101
* minor bug fix (.iloc[i] instead of .loc[i]) and optimization on portfolio by fmilthaler in https://github.com/fmilthaler/FinQuant/pull/32

Thanks to donin1129 for the bugfix and optimisation

**Full Changelog**: https://github.com/fmilthaler/FinQuant/compare/v0.3.0...v0.3.1

0.3.0

What's Changed
* Feature/beta parameter by PietropaoloFrisoni in https://github.com/fmilthaler/FinQuant/pull/84

In this release, a new feature was added by PietropaoloFrisoni.

Adding computation of the beta parameter for the portfolio. In the
Capital Asset Pricing Model (CAPM), the beta parameter defines how risky
the portfolio is compared to the market.

The additional feature is written so that all the previous
codes and tests should still work: suppose the argument "market_index"
is not explicitly passed to the "build_portfolio" function. In that
case, the Market class instance is not created, and the beta parameter
of the portfolio is not computed or printed in properties.

The example `Example-Build-Portfolio-from-web.py` shows how to use this new feature.

**Full Changelog**: https://github.com/fmilthaler/FinQuant/compare/v0.2.3...v0.3.0

0.2.3

This release is mainly a bugfix release, while it is also a resurrection of FinQuant.

Issues that have been resolved:
- Errors due to deprecated Pandas methods being used 73 75
- Errors due to incorrect checks for `float` and `int` 74 78
- Errors due to deprecated Numpy method being used 72 79
- Minor change to structure of code: `Stock` was moved out of portfolio.py 80
- Tests have been updated 81
- Travis-CI was replaced with GitHub Actions for automated testing 82
- A list of contributors was added 85
- Documentation build was fixed 87 88 89

Special thanks to PietropaoloFrisoni for reaching out and getting involved in the project.

0.2.2

This release is a bug fix addressing the error "ValueError: Shape of passed values is (2, 5000), indices imply (2, 3)" when performing a Monte Carlo run with exactly 3 stocks issue 52.

Thanks to noobmaster29 and nuvious for reporting this issue and providing useful information.

0.2.1

This release fixes some bugs, and adds some quality of life improvements.

0.2

This version adds `yfinance` alongside `quandl` in order to download historical stock prices.

The documentation, Readme, examples, and tests have been updated to account for the new option `yfinance`.

Obtaining historical stock prices from `quandl` remains the default option.

Testing:
All examples in `./example/` are now automatically tested for failure.

Documentation:
- A bash script is included to automatically copy example python files in `./example/` to `./docs/`, slightly modify to reduce the number of lines, and are now included in the documentation. A download link is also provided for each example.
- docstrings have been improved in some places for a cleaner/better automated documentation

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