Changes to the InvestOps Python package

Version 0.4.0 (2022-03-19)

New features:

Class StockForecast (stock_forecast.py)
Functions rel_change and mean_rel_change (rel_change.py)

Version 0.3.0 (2022-02-12)

New features:

Portfolio group constraints (group_constraints.py)
Generate random portfolio groups (random.py)
Function random.rand_where

Changes:

Selection of parallel vs. serial execution in diversify.py

Moved:

rand_weights_uniform to rand_uniform
rand_weights_normal to rand_normal
diversify._check_weights to check.check_weights

Version 0.2.0 (2022-01-17)

New features:

Portfolio diversification for sparse corr. matrix (diversify_sparse.py)
Functions for sparse matrices (sparse.py)
Functions for removing zero/small portfolio weights (remove_weights.py)

Fixes:

Parallel "race condition" in function diversify._update_weights

Version 0.1.0 (2021-10-23)

First beta version with the following features:

Portfolio diversification (diversify.py)
Portfolio weight normalization (normalize.py)
Random generation of portfolio weights and correlation matrix (random.py)
Check and fix correlation matrix (check.py)
Linear mapping (maps.py)