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Add FXMacroData data source
Tests
#87:
Pull request
#862
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Graph Update: pip in /., /rust #1592652468
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v1.1.1
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v1.1.1
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fix(generic): return NaN from expanding_mean/std when minp exceeds the length (engine parity)
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#84:
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Cashubski:fix/expanding-minp-parity
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fix(returns): use non-excess kurtosis and omit NaNs in deflated Sharpe ratio
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#83:
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Fix candlestick app startup with current dependencies
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#82:
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fix(generic): return NaN from expanding_mean/std when minp exceeds the length (engine parity)
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fix(returns): use non-excess kurtosis and omit NaNs in deflated Sharpe ratio
Tests
#80:
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2d 6h 7m 23s
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feat(portfolio): add expanding window and purging to walk_forward (complements PR #850)
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Graph Update: pip in /. #1580698365
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Add FXMacroData data source
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feat(portfolio): add expanding window and purging to walk_forward (complements PR #850)
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#77:
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fix(utils): make is_sorted_nb reject NaN to match is_sorted (closes #868)
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#76:
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fix(portfolio): handle NaN trade plot markers
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#75:
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30d 0h 2m 46s
JohnDReynolds:fix/portfolio/nan-trade-pnl-plot
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Fix is_sorted_nb NaN parity
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#73:
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#868
opened by
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30d 0h 1m 21s
mameikagou:codex/fix-is-sorted-nan-parity
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fix(generic): use Welford's algorithm for numerically stable rolling std
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#72:
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v1.1.0
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