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Bump quantstats from 0.0.38 to 0.0.59#38

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Bump quantstats from 0.0.38 to 0.0.59#38
dependabot[bot] wants to merge 1 commit intomasterfrom
dependabot/pip/quantstats-0.0.59

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@dependabot dependabot bot commented on behalf of github Jul 5, 2022

Bumps quantstats from 0.0.38 to 0.0.59.

Release notes

Sourced from quantstats's releases.

0.0.59

Fixed EOY compounded return calculation

0.0.58

  • Run fillna(0) on plot's beta (issue #193)

0.0.57

Fixed sigma calculation in stats.probabilistic_ratio()

0.0.56

Added option to explicitly provide the benchmark title in html reports via benchmark_title=...

0.0.55

Fix for benchmark name in html report when supplied by the user

0.0.54

Fixed dependency name in requirements.txt

0.0.53

  • Added information ratio to reports

0.0.52

Added Treynor ratio

0.0.51

  • Added max consecutive wins/losses to full report
  • Added “correlation to benchmark” to report
  • Cleanup inf/nan from reports
  • Added benchmark name to stats column and html report
  • Added probabilistic sharpe/sortino ratios
  • Fix relative dates calculations

0.0.50

Fixed a bug when reporting the max drawdown

0.0.49

  • Fixed an issue with saving the HTML report as a file

0.0.48

No release notes provided.

Changelog

Sourced from quantstats's changelog.

0.0.59

  • Fixed EOY compounded return calculation

0.0.58

  • Run fillna(0) on plot's beta (issue #193)

0.0.57

  • Fixed sigma calculation in stats.probabilistic_ratio()

0.0.56

  • Added option to explicitly provide the benchmark title via benchmark_title=...

0.0.55

  • Fix for benchmark name in html report when supplied by the user

0.0.54

  • Fixed dependency name in requirements.txt

0.0.53

  • Added information ratio to reports

0.0.52

  • Added Treynor ratio

0.0.51

  • Added max consecutive wins/losses to full report
  • Added “correlation to benchmark” to report
  • Cleanup inf/nan from reports
  • Added benchmark name to stats column and html report
  • Added probabilistic sharpe/sortino ratios
  • Fix relative dates calculations

0.0.50

  • Fixed a bug when reporting the max drawdown

0.0.49

  • Fixed an issue with saving the HTML report as a file

... (truncated)

Commits

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Bumps [quantstats](https://github.com/ranaroussi/quantstats) from 0.0.38 to 0.0.59.
- [Release notes](https://github.com/ranaroussi/quantstats/releases)
- [Changelog](https://github.com/ranaroussi/quantstats/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/ranaroussi/quantstats/commits/0.0.59)

---
updated-dependencies:
- dependency-name: quantstats
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <[email protected]>
@dependabot dependabot bot added the dependencies Pull requests that update a dependency file label Jul 5, 2022
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