·
1 commit
to main
since this release
What changed
Added
comparemetrics helper to tabulate summary statistics across several return series.rolling_sharpemetrics helper for a windowed annualized Sharpe ratio.docs/MODULES.md, a per module guide with a verified snippet for every module.
Fixed
- Technical indicators load in a base install, no scikit-learn required for the 40+ pure numpy indicators.
- Hierarchical risk parity works on pandas 2 and 3 (
pd.concatreplaces the removedpd.Series.append). RealizedVolatilityaccepts OHLCV column names in any capitalization.- Resolved the top-level
VWAPname clash someridianalgo.VWAPis the execution scheduler again. - Packaging
readmepoints todocs/PYPI_README.mdafter the docs move.
Changed
- Rewrote the README and docs so every example matches the tested code.
- Removed the
examples/folder. Snippets now live in the README anddocs/MODULES.md. - Added
docs/TEST_RESULTS.mdwith a full hands-on test report.
See the changelog for details.
Full Changelog: v7.2.0...v7.2.1