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Changelog.md

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Changelog

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog, and this project adheres to Semantic Versioning.

[0.23.0] - 2023-11-16

  • Update types, which supports a new index type: Single Option protection indices
  • Add documentation to the multi equity basket demo

[0.22.2] - 2023-10-13

  • Update to latest types which renamed buffer parameters for somewhat increased clarity.

[0.22.1] - 2023-10-12

  • Restore functionality of include_non_prod
  • Upgrade types
  • Add collapse-root-models to type generation

[0.22.0] - 2023-09-29

  • Support buffer indices

[0.21.2] - 2023-09-18

  • Support ?fields when getting indices

[0.21.1] - 2023-09-12

  • Update types to support decrements on arbitrary MQ indices not just TRs

[0.21.0] - 2023-08-23

  • switch to pydantic V2
  • add staging support

[0.20.0] - 2023-08-22

  • Derive timezone, runtime on the server

[0.19.0] - 2023-08-15

  • Move to server side templating

[0.17.2] - 2023-08-07

  • allow pydantic 2

[0.17.1] - 2023-07-27

  • allow specifiying whether dividends are reinvested at open, or close, for TRs
  • fix bug regarding launch date
  • fix bug where the wrong output metric was disseminated to bloomberg for decrements

[0.17.0] - 2023-07-21

  • cleanup to a class based architecture - no API change
  • Huge cleanup to template.jsons - all info was moved into the pydantic model and there is now a function to neatly generate a template from those models
  • Decrement input parameters have changed
  • Remove XNYS as the default since it does not make sense in this global library (which in fact to date has mostly been used for EUR stocks)

[0.16.7] - 2023-07-18

  • fix merge job since branch is different

[0.16.6] - 2023-07-18

  • add raise_perm_errors (defaults to False, current behavior) to get_security_metrics calls

[0.16.5] - 2023-07-17

  • duplicate currency to top level also; that's where merqube.com reads it from (not the inner spec which is needed for runtime)

[0.16.4] - 2023-07-14

  • move json parsing into cli script, so we can programatically use the underlying functions to create indices in a loop
  • update to latest types

[0.16.3] - 2023-07-13

  • allow specifying a default request id prefix, so all requests made from the same "project" can be tracked easily
  • circleci improvements

[0.16.2] - 2023-07-05

  • bugfix; for index templates, base_value wasn't propogating correctly into base_val

[0.16.1] - 2023-06-29

  • allow (but not require) pandas2
  • fix issue with timezone on logger tests

[0.16.0] - 2023-06-28

  • support manifest locking/unlocking
  • some minor breaking changes for index clients (not 1.0.0 yet!) RE positionl vs kwargs - index client functions now accept name or id
  • add lots more testing

[0.15.2] - 2023-06-23

  • README update. Need to enhance the circleci logic so we dont have merge job failures for readme updates that dont bump the version

[0.15.1] - 2023-06-21

  • fix typo

[0.15.0] - 2023-06-20

  • switch to pydantic for validation and client models; eliminate json checking
  • add some extra example docs for equity baskets

[0.14.0] - 2023-06-16

  • add support for multiple equity baskets with corax
  • add walkthrough for multiple equity baskets

[0.13.3] - 2023-06-19

  • finish merge job

[0.13.2] - 2023-06-19

  • add merge job

[0.13.0] - 2023-06-12

  • Add support for updating target portfolios of an existing basket index
  • Restructure to support corax on multi-baskets
  • support passing in the pydantic object or dict in client lib functions
  • add MERQ_API_KEY in circle-ci secrets that allows int tests. Add said int tests
  • add start_date and end_date functionality into getting target portfolios

[0.12.1] - 2023-06-09

  • some index specs use calendar while others use holiday_spec - set both.

[0.12.0] - 2023-06-08

  • Use ENV for APIKey, so configs are shareable.
  • Allow users to specify their own TR indices

[0.11.0] - 2023-06-05

  • Reorganize to have a single click script before we have a ton of them
  • add decrement index template
  • add holiday spec

[0.10.0] - 2023-06-01

  • Add client and template for creating multiple stock equity baskets (no corax)
  • Add client and template for creating a single stock total return index with corax

[0.9.0] - 2023-05-25

  • Make base classes private now that nothing is importing them directly.

[0.8.2] - 2023-05-24

  • copy the headers object if the client passes it in

[0.8.1] - 2023-05-24

  • add the failed request id into the APIError object, and logging that occurs on failure
  • Move request id header generation into MerqubeAPISession instead of the _Base

[0.8.0] - 2023-05-16

  • Implement NotImplemented returns/metrics methods for single index
  • add more power to the secapi mocker; can now also mock session level methods
  • add intraday support
  • kill get_client from secapi and move module
  • add logging to the secapi mocker

[0.7.0] - 2023-05-15

  • add class for managing a single index
  • more tests

[0.6.0] - 2023-05-11

  • add start of Index API Client
  • add unified client that mixins both to produce one total-api client
  • repo re-organization

[0.5.5] - 2023-05-10

  • add logging statement to debug cache issues

[0.5.4] - 2023-05-10

  • Improve logging message (it wasn't using urljoin)

[0.5.3] - 2023-05-08

  • standardize/consistent naming (user_session vs session)
  • support arbitrary args in mock class call

[0.5.2] - 2023-05-06

  • allow positional on public methods

[0.5.1] - 2023-05-05

  • Fix bug; artificial restriction on secnames or ids; it is currently legal (whether it should be, different question..) to use neither, which results in the metric across all securities

[0.5.0] - 2023-05-04

  • Add get_security_metrics, the main call for retrieving metrics from Merqubes security api

[0.4.0] - 2023-05-03

  • First batch of secapi client code
  • secapi mocker

[0.3.0] - 2023-05-02

  • add logging lib

[0.2.3] - 2023-05-02

  • Add missing py.typed file, and PYPI description

[0.2.2] - 2023-05-02

  • Relax more dependency constraints (pandas, numpy)

[0.2.1] - 2023-05-02

  • Do not restrict 3.10

[0.2.0] - 2023-05-02

  • Release base session

[0.1.0] - 2023-05-01

  • Repo creation