new version 1.4.5

CaptorAB · Nov 6, 2023 · 0e2f7cf · 0e2f7cf
1 parent 9e7be68
commit 0e2f7cf
Show file tree

Hide file tree

Showing 5 changed files with 16 additions and 9 deletions.
diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -3,6 +3,13 @@
 At some point we will start documenting changes in release documentation instead.
 For now this is the only place where we log summary descriptions.
 
+## Version [1.4.5] - 2023-11-06
+
+- Cleaned up function for exponentially weighted moving average "EWMA" volatility
+- Some dev dependency updates such as ruff and Poetry
+- Major cleanup of simulation module. Removed Heston CIR & OU models as I have never checked them. Also rewrote Merton JDM from scratch to make it consisten with GBM model.
+- Rewrite of simulation required update of many calculation result tests
+
 ## Version [1.4.4] - 2023-10-30
 
 - Fixed two pct_change() methods missing fill_method.

diff --git a/SECURITY.md b/SECURITY.md
@@ -8,12 +8,12 @@ Without an x next to a version below you can assume that it works as intended.
 
 | Version | Supported          |
 |---------|--------------------|
+| 1.4.5   | :white_check_mark: |
 | 1.4.4   | :white_check_mark: |
 | 1.4.3   | :white_check_mark: |
 | 1.4.2   | :white_check_mark: |
 | 1.3.9   | :white_check_mark: |
-| 1.3.8   | :white_check_mark: |
-| < 1.3.8 | :x:                |
+| < 1.3.9 | :x:                |
 
 ## Reporting a Vulnerability
 

diff --git a/make.ps1 b/make.ps1
@@ -16,7 +16,7 @@ elseif ($task -eq "make") {
     pip install poetry==1.7.0
     Remove-Item -Path 'poetry.lock' -Force -ErrorAction SilentlyContinue
     poetry install --with dev
-    pre-commit install
+    poetry run pre-commit install
 }
 elseif ($task -eq "test") {
     # run tests and report coverage

diff --git a/poetry.lock b/poetry.lock
diff --git a/pyproject.toml b/pyproject.toml
@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "openseries"
-version = "1.4.4"
+version = "1.4.5"
 description = "Package for analyzing financial timeseries."
 authors = ["Martin Karrin <martin.karrin@captor.se>"]
 repository = "https://github.com/CaptorAB/OpenSeries"
@@ -34,7 +34,7 @@ keywords = [
 [tool.poetry.dependencies]
 python = ">=3.9,<3.12"
 ffn = "^0.3.7"
-holidays = "^0.35"
+holidays = "^0.36"
 numpy = "^1.26.1"
 openpyxl = "^3.1.2"
 pandas = "^2.1.2"