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Okama 1.4.1
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@chilango74 chilango74 released this 05 Jul 16:20
· 80 commits to master since this release
v1.4.1
fadf935

Okama 1.4.1 adds custom exceptions for time period and Student's t distribution for Monte-Carlo methods in Portfolio and AssetList.

New features

Custom exceptions for time periods issues

  • ShortPeriodLengthError is raised when an asset has less then 3 months of history in AssetList, Portfolio and EfficentFrontier classes
  • RollingWindowLengthBelowOneYearError is raised when rolling windows size is below one year
  • LongRollingWindowLengthError is raised when rolling window size is more than data history depth

Student's t distribution in Monte-Carlo methods

  • set distr="t" in methods like Portfolio.dcf.monte_carlo_wealth or AssetList.kstest

Changes in existing methods & properties

  • Portfolio.dcf.monte_carlo_wealth uses initial_amount value by default.

Bugs fixed

  • wrong formula for 0 period rate of return in helpers.Rebalance.return_ror_ts
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