2023.8.0

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factorpricingmodel · Dec 13, 2023 · 4ac92d4 · 4ac92d4
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diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -4,6 +4,20 @@ All noteable changes to this project will be documented in this file.
 
 <!--next-version-placeholder-->
 
+## v2023.8.0 (2023-12-13)
+
+### Feature
+
+* Support dask engine ([`972973f`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/972973fa3cc86786bf9988eb214aa713863cf383))
+
+### Fix
+
+* Use validity in rolling fit ([`087939b`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/087939b9c07a96242d3f7c6ff39a8060d801b2c1))
+
+### Documentation
+
+* Update numpy backend engine notebook ([`5037603`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/50376039629619cdd5396e74f598d1ae769e2369))
+
 ## v2023.7.2 (2023-09-26)
 
 ### Fix

diff --git a/pyproject.toml b/pyproject.toml
@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "factor-pricing-model-risk-model"
-version = "2023.7.2"
+version = "2023.8.0"
 description = "Package to build risk models for factor pricing model"
 authors = ["Factor Pricing Model <[email protected]>"]
 license = "MIT"

diff --git a/src/fpm_risk_model/__init__.py b/src/fpm_risk_model/__init__.py
@@ -1,4 +1,4 @@
-__version__ = "2023.7.2"
+__version__ = "2023.8.0"
 
 # flake8: noqa
 from .cov_estimator import CovarianceEstimator, RollingCovarianceEstimator