Change Log

0.0.13

Fixed non-compounded plots in reports when using compounded=False

0.0.12

Option to add compounded=True/False to reports (default is True)

0.0.11

Minor bug fixes

0.0.10

Updated to install and use yfinance instead of fix_yahoo_finance

0.0.09

Added support for 3 modes (cumulative, compounded, fixed amount) in plots.earnings() and utils.make_portfolio()
Added two DataFrame utilities: df.curr_month() and df.date(date)
Misc bug fixes and code refactoring

0.0.08

Better calculations for cagr, var, cvar, avg win/loss and payoff_ratio
Removed unused param from to_plotly()
Added risk free param to log_returns() + renamed it to to_log_returns()
Misc bug fixes and code improvements

0.0.07

Plots returns figure if show is set to False

0.0.06

Minor bug fix

0.0.05

Added plots.to_plotly() method
Added Ulcer Index to metrics report
Better returns/price detection
Bug fixes and code refactoring

0.0.04

Added pct_rank() method to stats
Added multi_shift() method to utils

0.0.03

Better VaR/cVaR calculation
Fixed calculation of to_drawdown_series()
Changed VaR/cVaR default confidence to 95%
Improved Sortino formula
Fixed conversion of returns to prices (to_prices())

0.0.02

Initial release

0.0.01

Pre-release placeholder