Skip to content

v2.1.0

Latest
Latest

Choose a tag to compare

View all tags
@chilango74 chilango74 released this 11 May 08:14
v2.1.0
10f475a

okama 2.1.0

Feature release that switches get_cagr and get_cumulative_return to an expanding-window definition, makes the okama API endpoint configurable via environment variables, and ships a batch of correctness fixes across the helpers, frontier, DCF, macro, and plotting layers.

Changed

  • AssetList.get_cumulative_return() and Portfolio.get_cumulative_return() now return an expanding cumulative return series instead of a single end-of-period scalar. Notebook 03 investment portfolios.ipynb updated accordingly.
  • AssetList.get_cagr() and Portfolio.get_cagr() now compute CAGR on an expanding window, consistent with get_cumulative_return().

Added

  • Configurable API base URL and request timeout via environment variables (OKAMA_API_URL, OKAMA_API_TIMEOUT) in okama.settings and okama.api.api_methods.

Fixed

  • Frame.get_semideviation() (in okama.common.helpers) now uses the sample mean of returns instead of the population mean, restoring the standard semideviation definition; propagated through AssetList and Portfolio consumers.
  • AssetList.recovery_periods is robust to a last_date that is not on a month start.
  • EfficientFrontier / EfficientFrontierReb (single- and multi-period variants) now raise RuntimeError on failed SLSQP optimisation instead of silently returning invalid weights.
  • AssetList.plot_assets() / Portfolio.plot_assets() autoscale no longer passes the invalid axis="year" argument.
  • Inflation.cumulative_inflation (in okama.macro) uses .iloc[-1] instead of positional [-1], fixing a pandas FutureWarning / lookup bug.
  • PortfolioDCF discount-rate attribute renamed from the misspelled monlthly_discount_rate to monthly_discount_rate (okama.portfolios.dcf, okama.portfolios.dcf_calculations).
  • Helpers producing NaN rows now use np.nan in dict.fromkeys(...) so resulting DataFrames keep float dtype (okama.common.helpers, consumed by AssetList and Portfolio).

Removed

  • Dead Portfolio._clear_cf_cache method.

Tooling

  • Enabled ruff UP (pyupgrade) rules and applied auto-fixes across okama.common.helpers, okama.common.helpers.rebalancing, okama.portfolios.dcf, and notebook 11 rebalancing portfolio.ipynb.
  • Aligned declared supported Python versions with the pyproject.toml minimum; AGENTS.md now mandates a TDD workflow for production code changes.
  • .gitignore excludes .env.

Full Changelog: v2.0.1...v2.1.0

Assets 2
Loading