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CHANGELOG.md

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Changes to the SimFin Python package

Version 0.8.4 (2021-11-25)

Fixed typo in ratios.

Version 0.8.3 (2021-09-13)

Added financial signals support for banks and insurance datasets.

Version 0.8.0 (2020-07-08)

Public beta version.

Changes

Version 0.7.0 (2020-06-04)

Public beta version.

Changes

  • Added column RESTATED_DATE to financial reports and clarified the definition of REPORT_DATE and PUBLISH_DATE. Also updated Tutorial 01.

  • Removed package pyarrow from setup.py because it is a large download and it is only used in cache.py if the user explicitly wants it. So now the user has to manually install this package if they want to use it.

Version 0.6.0 (2020-04-12)

Public beta version.

This version is all about signals: https://youtu.be/u15BUoioCZw

Changes

  • Added signals: PCASH, PAYOUT_RATIO, BUYBACK_RATIO, PAYOUT_BUYBACK_RATIO, RD_REVENUE, RD_GROSS_PROFIT, RORC, ACQ_ASSETS_RATIO, INVENTORY_TURNOVER, QUICK_RATIO, LOG_REVENUE, CAPEX_DEPR_RATIO

  • Added functions sf.rel_change_ttm_1y and sf.rel_change_ttm_2y e.g. for use in signal-calculations.

  • Added unit-test for signals.py

Version 0.5.0 (2020-03-14)

Public beta version.

This new version may help clean your bank-account from the bird-flu virus: https://youtu.be/JNVjBQucIck

Changes

  • Extended function sf.clip() with argument clip.

  • Changed calculation of signals: ROA, ROE, ASSET_TURNOVER.

  • Made function sf.convert_to_periods() public.

  • Added function sf.moving_zscore()

  • Added function sf.shares() and its use in various other functions.

  • Added argument exclude_columns and support for Pandas Series to function sf.winsorize()

  • Added signals for ASSETS_GROWTH and changed the syntax for the function sf.growth_signals() and updated the StockHub to support this.

  • Added data quality tests to test_bulk_data.ipynb

  • Added various signals.

Version 0.4.0 (2020-01-25)

Public beta version.

Please be patient if you experience any problems. Although the system may look fully automated, there is actually a little man sitting inside the server to handle all of your requests: https://youtu.be/8cXF88XzALk

Changes

  • Added function sf.max_drawdown()

  • Added documentation using the sphinx system and setup automatic generation of the docs at: https://simfin.readthedocs.io/

  • Setup automatic daily testing using GitHub Actions for both the simfin package and the tutorials.

Version 0.3.0 (2020-01-03)

Early public beta version.

In this version, we were mainly trying to decide which colour the icons should be: https://youtu.be/UMXs9i201AQ

Changes

  • Added sf.StockHub for easy loading and processing of stock data, and wrote a new tutorial on this.

  • Added function sf.rel_change() for calculating stock returns and various growth-rates. Added sf.mean_log_change() for calculating mean-log stock returns e.g. for all 1-3 year periods. Also wrote a new tutorial for these functions.

  • Added function sf.apply() for applying a function to a DataFrame with either a single or multiple stocks. Changed sf.asfreq(), sf.resample(), sf.reindex(), and sf.rel_change() to use this. Added a section to Tutorial 01 on this.

  • Added several functions for calculating signals from financial data, and wrote a new tutorial for these functions.

  • Added wrapper-function @sf.cache for caching the result of slow functions to disk. Added its use in all signal-functions. Wrote Tutorial 06 on this.

  • Extended bulk-data system to support json-files with meta-info. Added functions sf.load_info_datasets and sf.load_info_columns and used them in datasets.py and test_bulk_data.py. Also added functions sf.info_datasets and sf.info_columns and used them in Tutorial 01.

Version 0.2.0 (2019-11-09)

"Private" beta version only intended for a small number of friends and experienced users of SimFin.

It took us a while to make these changes, because we consider our moves very carefully: https://youtu.be/HxWCAJS7Co8

Changes

  • Added bulk-data load-functions for banks and insurance companies.
  • Changed all specialized bulk-data load-functions to use functools.partial.
  • Added 'full' variants for datasets: income, balance, cashflow. The 'full' variant has more columns than the 'free' variant.
  • Added 'shareprices-latest' dataset variant.
  • Added support for dataset markets e.g. sf.load_income(variant='annual', market='us')
  • Added a script that generates 'names.py' from the SimFin-server's database.
  • Improved implementation of sf.resample() and also added the functions sf.reindex() and sf.asfreq(). Also wrote a new tutorial for these.

Version 0.1.0 (2019-09-26)

Alpha version only intended for developers.