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v0.3.1
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@luca-s luca-s released this 24 Apr 14:50
· 62 commits to master since this release
v0.3.1
6016e86

This is a minor release from 0.3.0 that includes bugfixes and performance improvement. We recommend that all users upgrade to this version.

Bugfixes

  • PR 287 utils.get_clean_factor crashes with malformed 'groupby' data
  • PR 287 perf.average_cumulative_return_by_quantile crahes in certain scenarios
  • PR 288 monthly IC heatmap plot has inverted colors (red for positive and blue for negative IC)
  • PR 295 Issue 292 utils.compute_forward_returns fails to detect the correct period length

Performance

  • PR 294 computation of cumulative returns is very slow
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