From 4ac92d421ab13c83e9a8cced1760d4809a73107a Mon Sep 17 00:00:00 2001 From: semantic-release Date: Wed, 13 Dec 2023 21:56:26 +0000 Subject: [PATCH] 2023.8.0 Automatically generated by python-semantic-release --- CHANGELOG.md | 14 ++++++++++++++ pyproject.toml | 2 +- src/fpm_risk_model/__init__.py | 2 +- 3 files changed, 16 insertions(+), 2 deletions(-) diff --git a/CHANGELOG.md b/CHANGELOG.md index 479a3b0..b90993b 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -4,6 +4,20 @@ All noteable changes to this project will be documented in this file. +## 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 index fc93b70..947085a 100644 --- 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 "] license = "MIT" diff --git a/src/fpm_risk_model/__init__.py b/src/fpm_risk_model/__init__.py index aec1315..6aefc04 100644 --- 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