Okama 1.0.0

Several important updates in Portfolio and AssetList classes:

• Portfolio is an asset (like stocks, ETF or commodities) and can be included in the AssetList
• Portfolio has a symbol (.PF namespace)
• Rebalancing period is an attribute of Portfolio
• Asset has .close and .adj_close properties (close time series)
• Dividend time series are adjusted to the base currency in Portfolio and AssetList
• .dividend_yield for Portfolio is a weighted sum of the assets dividend yields (adjusted to the base currency)
• Portfolio has .dividends method (dividends history time series)
• New notebook in examples for investment portfolios (examples/03 investment portfolios.ipynb)

Okama 0.99

Several improvements to Portoflio and AssetList classes:

• get_return_ts has rebalancing_period parameter
• get_rebalanced_portfolio_return_ts method in Portfolio is depreciated
• get_rolling_cagr and get_rolling_cumulative_return could use real=True option to calculate real return values
• get_cagr and cumulative_return have real option
• Several new docstrings in Portfolio and AssetLists classes

Project RoadMap and Contributing guidelines are added to GitHub repository.

Bugs fixed

Several bugs are fixed.
New methods in Portfolio class:

• get_cagr (instead of cagr property)
• get_cumulative_return
• get_rolling_cumulative_return

Fix setup.py building

setuptools builds correctly the package after updating setup.py.

Fix the build in PyPi

v0.96

fix: make new build

Portfolio class improvements

• Portfolio .cagr property is replaced with .get_cagr() method taking: 'YTD', period length or no parameters.
• Portfolio .describe shows dividend yield

minor changes:

• EfficientFrontier.repr is fixed
• only relative imports in the package
• tests modules import okama as ok
• several unit tests added

Bugs fixed

• get_cagr() works correctly in AssetList class
• EffiecientFrontier was not awailable through init.py

symbols_in_namespace() method

symbols_in_namespace() function added. It allows to get all available symbols from a namespace.

Refactor & Bugs fix

• currency 'curr' parameter is renamed to 'ccy' in AssetList and Portolio
• namespaces information is obtained from API
• New Jupyter notebook for multi-period Efficient Frontier
• Bugs fixed in AssetList dividend_yield and Portfolio describe methods
• code refactoring according Anton Pak suggestions

get_monte_carlo method in EfficientFrontier

• new get_monte_carlo method in Efficient Frontier class
• CAGR is calculated in Efficient Frontier / plot_assets instead of "CAGR by approximation"