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This release adds the support for Python 3.10 and 3.11. Python 3.7 support is being dropped.

Increased the minimum and maximum supported versions of the following dependencies:

What's Changed

• Using pct_change to implement the to_simple_returns() function for se… by @myrmarachne in https://github.com/quarkfin/qf-lib/pull/132
• Issue 129 fix backtest tutorial doc by @marekbais in https://github.com/quarkfin/qf-lib/pull/133
• Add python and OS requirements to installation docs by @marekbais in https://github.com/quarkfin/qf-lib/pull/134
• fix #128 Add intraday strategy example to docs by @marekbais in https://github.com/quarkfin/qf-lib/pull/135
• Added kwargs to get_price by @myrmarachne in https://github.com/quarkfin/qf-lib/pull/137
• Registered QuandlDataProvider in the demo_ioc by @myrmarachne in https://github.com/quarkfin/qf-lib/pull/139
• Fixed the rotation anchor for AxisTickLabelsDecorator by @myrmarachne in https://github.com/quarkfin/qf-lib/pull/140
• Fix index translator for unstacked bar charts by @marekbais in https://github.com/quarkfin/qf-lib/pull/138
• Fixed missing kwargs in get_price function by @myrmarachne in https://github.com/quarkfin/qf-lib/pull/141
• Removed 'Futures - ICE', 'Futures - CME' and 'Futures - EUREX' as the… by @lfield in https://github.com/quarkfin/qf-lib/pull/142
• BinanceBroker - USDC stable coin by @JmmCz in https://github.com/quarkfin/qf-lib/pull/144
• Updated blpapi usages to support versions up to 3.23.1 by @myrmarachne in https://github.com/quarkfin/qf-lib/pull/145
• Adjusted to_simple_returns() to keep backwards compatibility by @myrmarachne in https://github.com/quarkfin/qf-lib/pull/146
• Upgrade Sphinx by @eirik-thorp in https://github.com/quarkfin/qf-lib/pull/147
• Removal of the old classes from the .rst files by @gultugaydemir in https://github.com/quarkfin/qf-lib/pull/148
• Docs - Fix CSS override in Sphinx conf.py by @eirik-thorp in https://github.com/quarkfin/qf-lib/pull/149
• Added Python 3.10 support by @myrmarachne in https://github.com/quarkfin/qf-lib/pull/150
• Added support for python 3.11 by @myrmarachne in https://github.com/quarkfin/qf-lib/pull/151
• Use python 3.11 in the github actions tests by @myrmarachne in https://github.com/quarkfin/qf-lib/pull/153
• Cleaned up demo_scripts dependencies by @myrmarachne in https://github.com/quarkfin/qf-lib/pull/152
• API documentation by @myrmarachne in https://github.com/quarkfin/qf-lib/pull/154

New Contributors

• @marekbais made their first contribution in https://github.com/quarkfin/qf-lib/pull/133
• @lfield made their first contribution in https://github.com/quarkfin/qf-lib/pull/142

Full Changelog: https://github.com/quarkfin/qf-lib/compare/v2.2.10...v3.0.0

New features and fixes:

• RiskParityBoxesFactory accepts now AbstractPriceDataProvider instead of only BloombergDataProvider as the main data_provider
• RiskParityBoxesFactory allows now to customize tickers for different economic environments (tickers_dict parameter)
• Fixed BarChart class to allow creating unstacked charts
• Added BloombergTickerMapper, which provides mapping between Bloomberg Tickers and FIGI identifiers
• Added WaterfallChart

New features and fixes:

• DFTable - clean-up the code
• Created unit tests for DFTable
• Implemented the possibility of styling the header in DFTable
• Implemented the possibility of styling the index on levels in DTTable
• Fixed minor bugs for index showing in DFTable

Backwards incompatible changes:

• Moved Style, ColumnStyle, RowStyle, CellStyle classes in qf_lib/documents_utils/document_exporting/element/helpers/style.py
• Moved DataType and StylingType in qf_lib/documents_utils/document_exporting/element/helpers/style_enums.py

New features and fixes:

• Added index visibility, style and class in DFTable
• Supporting Bloomberg tickers with special characters in HAPI data provider
• Added unit tests for HAPI data provider
• StrategyMonitoringDocument - cleaning up returns and excess returns

New features and fixes:

• Added HAPI identifier type
• Added parser tests with ISIN

New features and fixes:

• Changed TradingSession instance variable orders_filters, now initialized as empty list
• Changed pd date range keyword in compute_duration, class PortfolioAnalysisSheet
• Added new class IBFIGItoIBContractMapper, which is mapper that can be used to map FIGI defined IB contracts to the more specific ones.
• Added more parameters for chart and ChartElement, such as savefig_settings

Backwards incompatible changes:

• Changed SecurityType parameter for classes SecurityType and IBContract, from CONFUT to CONTFUT
• Eliminated from price_field_to_str_map the parameter ticker in all data providers

New features and fixes:

• Updated IB Broker update to support data requests parsing
• Updated document parameter from the generate_html method to Optional
• Replaced frame.append method to pandas.concat in HistoricalDataProvider
• Replaced .iteritems to .items in excel_exporter.py
• Replaced union_many with union
• Added type checks to convert_to_list function
• Added unit tests as TestToListConversion for the convert_to_list function
• Added pie chart variant to the available charts
• Added support for MultiIndex formatting in the DFTables
• Added new SecurityType - CONFUT
• Fixed convert_to_list usage in PresetDataProvider
• Fixed pandas Future Warning in the FuturesChain class
• Fixed Future Warnings for get_loc function

Backwards incompatible changes:

• BloombergBeapHapiParser now accepts a new parameter tickers_mapping

New features and fixes:

• Support exclude_weekends for PeriodicEvent for CalculateAndPlaceOrdersPeriodicEvent
• Fixed aggregation of bars in the PresetDataProvider
• Fixed company_name in settings JSON file
• Added terminal identity to the settings
• BloombergBeapHapiRequestsProvider accepts now optional parameter terminal_identity_sn
• Abstract documents do not require logo paths and company name
• Fixed non alphanumeric fields and tickers universe creation

Backwards incompatible changes:

• _PeriodicRegularEvent accepts now run_on_weekends boolean as parameter

New features and fixes:

• Added currency parameter to BloombergBeapHapiDataProvider
• get_tickers_universe in BloombergDataProvider supports now historical dates
• EmailPublisher: mail_to, bcc and cc work now for a single string instead of requiring a list of strings
• introduced BinanceAccountSettings class
• Settings do not require any parameters to be initialized correctly

Backwards incompatible changes:

• BinanceBroker accepts now BinanceAccountSettings instead of Settings
• Removed data_provider form the constructor of BacktestTradingSessionBuilder

Bug fixes and optimizations:

• Optimized universe and fields id creation for the BloombergBeapHapiDataProvider
• Fixed type conversion in the BloombergBeapHapiDataProvider parser
• Added reset functionality to ErrorHandling class
• Fixed get_current_values in BloombergDataProvider in case if one of many fields requested raises an Exception

New functionality:

• Added field overrides to get_current_values and get_history requests in the BloombergBeapHapiDataProvider
• Added tickers universe functionality to the BloombergBeapHapiDataProvider (get_tickers_universe function)