Releases: baobach/mlfinpy
Releases · baobach/mlfinpy
Mlfin.py 0.1.2
- Add the
ensemble
module containing Sequential Bootstrapped Classifier. - Add the
run_bars
method andstructural_breaks
module. - Add the
sample_weights
module. - Add the
cross_validation
module. - Add correspondence tests for each module.
- Fix docstring typos and errors.
- Update documents with detailed explanations and examples.
- Fix Ci-Cd workflow to only build and publish when receiving tag push.
Mlfin.py 0.1.0
First release with minimal functionality in the following modules:
- Data Structure module: Implement standard bars, imbalanced bars, time bars
- Labelling: Triple barrier method
- Sampling: Sequential Bootstrapping technique
- Utilities: Fractionally Differentiated method, Volatility estimator method
- Multiprocessing: Include
njit
to improve performance of the indicator matrix method