CaptorAB/openseries

Issues

• Config file to set user domestic currency and business calendar

  #112 opened 6 months ago by karrmagadgeteer2
  0

• Reduce duplicate code

  #41 opened a year ago by karrmagadgeteer2
  2

• Pycharm weak warning on nested decorator

  #35 opened a year ago by karrmagadgeteer2
  1

• Recent releases break downstream due to Pydantic 2.0 and timeserieschain method

  #38 opened a year ago by karrmagadgeteer2
  0

• Mypy throws "no-any-return" error on numpy array output from some methods on ReturnSimulation

  #37 opened a year ago by karrmagadgeteer2
  2

• Re-write OpenFrame.ewma_risk() to improve performance

  #29 opened a year ago by karrmagadgeteer2
  0

• Create PR template

  #25 opened 2 years ago by karrmagadgeteer2
  0

• Allow holiday calendar function to take list of country codes as input

  #22 opened 2 years ago by karrmagadgeteer2
  2

• Add resample_to_business_period_ends method to OpenTimeSeries and OpenFrame classes

  #23 opened 2 years ago by karrmagadgeteer2
  1

• Double-check definition of downside deviation.

  #10 opened 2 years ago by karrmagadgeteer2
  1

• Include release log in deploy workflow

  #5 opened 2 years ago by karrmagadgeteer2
  1

• figure out how to deal with blk100 in flake8 lint workflow check

  #8 opened 2 years ago by karrmagadgeteer2
  1

• drop openseries from circleci

  #20 opened 2 years ago by karrmagadgeteer2
  1

• Replace readme.md with sphinx auto docs

  #6 opened 2 years ago by karrmagadgeteer2
  1

• publish docs

  #7 opened 2 years ago by karrmagadgeteer2
  2

• Add Sharpe ratio

  #3 opened 3 years ago by karrmagadgeteer2
  0

• Add Sortino ratio

  #4 opened 3 years ago by karrmagadgeteer2
  0

• Add downside deviation

  #2 opened 3 years ago by karrmagadgeteer2
  0