v3.0.1

What's Changed

New

• Data License - add pricing source parameter by @myrmarachne in #160

Fixes

• Changed list to single string in case of a single key in pandas groupby by @myrmarachne in #161
• Fixed Issue 158 (AttributeError for Pillow 10.2.0) by @myrmarachne in #162
• Checking if a chart is closed before rendering html/json by @myrmarachne in #163
• Heatmap updated by @myrmarachne in #173
• Fixed open figi mapping for FX by @myrmarachne in #174, #178

Dependencies

• Update arch version in requirements.txt by @eirik-thorp in #171
• Update blpapi version and index in setup.py by @eirik-thorp in #175
• Updated jinja2 version and removed markupsafe from requirements.txt by @myrmarachne in #176

Full Changelog: v3.0.0...v3.0.1

Version 3.0.0

This release adds the support for Python 3.10 and 3.11.
Python 3.7 support is being dropped.

Increased the minimum and maximum supported versions of the following dependencies:

Library	Min supported version	Max supported version
pandas	1.4.0	2.0.3
xarray	0.21.0	2022.9.0
numpy	1.19.3	1.26.4
scipy	1.6.3	1.11.4
matplotlib	3.4.0	3.6.1
Pillow	9.0.0	10.2.0
statsmodels	0.13.0	0.13.5
cvxopt	1.2.7	1.3.2
requests	2.25.1	2.31.0

What's Changed

• Using pct_change to implement the to_simple_returns() function for se… by @myrmarachne in #132
• Issue 129 fix backtest tutorial doc by @marekbais in #133
• Add python and OS requirements to installation docs by @marekbais in #134
• fix #128 Add intraday strategy example to docs by @marekbais in #135
• Added kwargs to get_price by @myrmarachne in #137
• Registered QuandlDataProvider in the demo_ioc by @myrmarachne in #139
• Fixed the rotation anchor for AxisTickLabelsDecorator by @myrmarachne in #140
• Fix index translator for unstacked bar charts by @marekbais in #138
• Fixed missing kwargs in get_price function by @myrmarachne in #141
• Removed 'Futures - ICE', 'Futures - CME' and 'Futures - EUREX' as the… by @lfield in #142
• BinanceBroker - USDC stable coin by @JmmCz in #144
• Updated blpapi usages to support versions up to 3.23.1 by @myrmarachne in #145
• Adjusted to_simple_returns() to keep backwards compatibility by @myrmarachne in #146
• Upgrade Sphinx by @eirik-thorp in #147
• Removal of the old classes from the .rst files by @gultugaydemir in #148
• Docs - Fix CSS override in Sphinx conf.py by @eirik-thorp in #149
• Added Python 3.10 support by @myrmarachne in #150
• Added support for python 3.11 by @myrmarachne in #151
• Use python 3.11 in the github actions tests by @myrmarachne in #153
• Cleaned up demo_scripts dependencies by @myrmarachne in #152
• API documentation by @myrmarachne in #154

New Contributors

• @marekbais made their first contribution in #133
• @lfield made their first contribution in #142

Full Changelog: v2.2.10...v3.0.0

Version 2.2.10

New features and fixes:

• RiskParityBoxesFactory accepts now AbstractPriceDataProvider instead of only BloombergDataProvider as the main data_provider
• RiskParityBoxesFactory allows now to customize tickers for different economic environments (tickers_dict parameter)
• Fixed BarChart class to allow creating unstacked charts
• Added BloombergTickerMapper, which provides mapping between Bloomberg Tickers and FIGI identifiers
• Added WaterfallChart

Version 2.2.9

New features and fixes:

• DFTable - clean-up the code
• Created unit tests for DFTable
• Implemented the possibility of styling the header in DFTable
• Implemented the possibility of styling the index on levels in DTTable
• Fixed minor bugs for index showing in DFTable

Backwards incompatible changes:

• Moved Style, ColumnStyle, RowStyle, CellStyle classes in qf_lib/documents_utils/document_exporting/element/helpers/style.py
• Moved DataType and StylingType in qf_lib/documents_utils/document_exporting/element/helpers/style_enums.py

Version 2.2.8

New features and fixes:

• Added index visibility, style and class in DFTable
• Supporting Bloomberg tickers with special characters in HAPI data provider
• Added unit tests for HAPI data provider
• StrategyMonitoringDocument - cleaning up returns and excess returns

Version 2.2.7

New features and fixes:

• Added HAPI identifier type
• Added parser tests with ISIN

Version 2.2.6

New features and fixes:

• Changed TradingSession instance variable orders_filters, now initialized as empty list
• Changed pd date range keyword in compute_duration, class PortfolioAnalysisSheet
• Added new class IBFIGItoIBContractMapper, which is mapper that can be used to map FIGI defined IB contracts to the more specific ones.
• Added more parameters for chart and ChartElement, such as savefig_settings

Backwards incompatible changes:

• Changed SecurityType parameter for classes SecurityType and IBContract, from CONFUT to CONTFUT
• Eliminated from price_field_to_str_map the parameter ticker in all data providers

Version 2.2.5

New features and fixes:

• Updated IB Broker update to support data requests parsing
• Updated document parameter from the generate_html method to Optional
• Replaced frame.append method to pandas.concat in HistoricalDataProvider
• Replaced .iteritems to .items in excel_exporter.py
• Replaced union_many with union
• Added type checks to convert_to_list function
• Added unit tests as TestToListConversion for the convert_to_list function
• Added pie chart variant to the available charts
• Added support for MultiIndex formatting in the DFTables
• Added new SecurityType - CONFUT
• Fixed convert_to_list usage in PresetDataProvider
• Fixed pandas Future Warning in the FuturesChain class
• Fixed Future Warnings for get_loc function

Backwards incompatible changes:

• BloombergBeapHapiParser now accepts a new parameter tickers_mapping

Version 2.2.4

New features and fixes:

• Support exclude_weekends for PeriodicEvent for CalculateAndPlaceOrdersPeriodicEvent
• Fixed aggregation of bars in the PresetDataProvider
• Fixed company_name in settings JSON file
• Added terminal identity to the settings
• BloombergBeapHapiRequestsProvider accepts now optional parameter terminal_identity_sn
• Abstract documents do not require logo paths and company name
• Fixed non alphanumeric fields and tickers universe creation

Backwards incompatible changes:

• _PeriodicRegularEvent accepts now run_on_weekends boolean as parameter

Version 2.2.3

New features and fixes:

• Added currency parameter to BloombergBeapHapiDataProvider
• get_tickers_universe in BloombergDataProvider supports now historical dates
• EmailPublisher: mail_to, bcc and cc work now for a single string instead of requiring a list of strings
• introduced BinanceAccountSettings class
• Settings do not require any parameters to be initialized correctly

Backwards incompatible changes:

• BinanceBroker accepts now BinanceAccountSettings instead of Settings
• Removed data_provider form the constructor of BacktestTradingSessionBuilder