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v0.28

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@peterhurford peterhurford released this 20 Aug 00:08
· 1 commit to main since this release

v0.28

  • [Breaking change] sq.pareto previously sampled from a Lomax distribution due to a complication with numpy. Now it properly samples from a Pareto distribution.
  • [Breaking change] lclip / rclip have been removed from triangular distribution because that doesn't make sense.
  • [Breaking change] You now can nest mixture and discrete distributions within mixture distributions.
  • [Breaking change] sq.kelly now raises an error if you put in a price below the market price. You can pass error=False to disable this and return to the old behavior.
  • Added pert distribution.
  • Added sharpe_ratio to utilities.
  • get_percentiles, get_log_percentiles, get_mean_and_ci, and get_median_and_ci now can all take an optional weights parameter to do a weighted version.