Changelog¶
Version 1.6.0 - 2026-01¶
Python 3.14 Support: Added official support and testing for Python 3.14.
Risso Datasets: Updated return calculation methodology in
garpar.datasets.rissofor improved accuracy and consistency.Dependencies: Updated all project dependencies to their latest stable versions.
Tox Configuration: Enhanced test environment configuration with:
Descriptive documentation for each test environment
Environment categorization using labels (static/dynamic/docs)
Enabled isolated builds for better dependency isolation
Enabled notebook execution in documentation build process
Updated workflow references and configuration
Code Quality: Fixed docstring style to use imperative mood, achieving pydocstyle D401 compliance.
Version 1.5.0 - 2025-02¶
First stable relase
Implemented
MVOptimizerwith new mean-variance optimization models.Added support for the Markowitz model (
Markowitzclass) for portfolio optimization.Introduced
UtilitiesAccessorwith tracking error and quadratic utility calculations.Implemented HDF5 storage capabilities in
garpar_io.pyfor saving and loading stock sets.Added
StocksSet.to_dataframe()method for easier data extraction.Introduced new pruning methods (
weights_pruneanddelisted_prune) to optimize datasets.Refactored
StocksSetto improve weight and entropy handling.Improved metadata management with
GARPAR_METADATA_KEY.Optimized covariance and correlation calculations for better performance.
Resolved issues with missing data in covariance matrix calculations.
Fixed incorrect behavior in
to_hdf5()when handling metadata attributes.Addressed rounding errors in weight calculations for portfolio optimization.
Deprecated older portfolio optimization methods in favor of new mean-variance models.
Removed redundant utility functions now covered by
UtilitiesAccessor.
For a full list of changes, visit: Garpar Repository.
Version 1.0¶
Pre relase don’t use.