All pull requests

Pull requests

• Preserve the sign of excess total returns in recovery_factor

  #578·kadyrbekovhamit-cyber opened Oct 16, 2026·

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• Fix drawdown details missing a period that starts on the first observation

  #577·kadyrbekovhamit-cyber opened Oct 16, 2026·

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• Fix drawdown calculations for RangeIndex inputs

  #576·Cyber-Marty opened Oct 14, 2026·

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  3

• Warn on ambiguous price-versus-returns inputs

  #574·mohit108591 opened Oct 11, 2026·

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  10

• Fix VaR for zero-volatility returns

  #573·machines-6657 opened Oct 11, 2026·

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  1

• Preserve off-grid risk-free-rate observations when aligning returns

  #572·machines-6657 opened Oct 10, 2026·

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• Pass annualization periods through RAR to CAGR

  #570·machines-6657 opened Oct 9, 2026·

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• Calculate autocorrelation penalties independently per column

  #569·machines-6657 opened Oct 8, 2026·

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• Filter quarter-to-date data from the current quarter start

  #568·machines-6657 opened Oct 6, 2026·

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• Match DataFrame profit factor to the Series convention

  #567·machines-6657 opened Oct 5, 2026·

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• Preserve numeric return columns in make_portfolio

  #566·machines-6657 opened Oct 4, 2026·

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• Fix weekly aggregation across ISO year boundaries

  #565·machines-6657 opened Oct 3, 2026·

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• fix: keep EOY chart year labels on the bars for 10+ year series

  #564·julienlau opened Oct 2, 2026·

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• fix year labels for long yearly return charts

  #563·Geochelone666 opened Oct 2, 2026·

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• annualize information_ratio, add compounded flag

  #562·Geochelone666 opened Oct 2, 2026·

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• feat: deflated Sharpe ratio and minimum track record length

  #560·WatchTree-19 opened Sep 28, 2026·

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• test: pin estimators to reference values

  #559·WatchTree-19 opened Sep 28, 2026·

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• fix: ulcer_index divides by n, not n - 1

  #558·WatchTree-19 opened Sep 28, 2026·

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• fix: prevent look-ahead bias in benchmark alignment

  #557·JohnDReynolds opened Sep 28, 2026·

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  10

• Add compounded option to information_ratio

  #529·Whning0513 opened Jun 29, 2026·

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• README.md Refresh

  #522·FurretGoWalcc opened Jun 6, 2026·

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  1