- (corr) Allow negative price series
- (account) Make average notional position optional
- (account) Allow for rounding when estimating pandl
- (futures) Add minimal example to help with easier implementation
- (futures) Refactor futures price data handling and add CSV support
- Add carry tests
- (futures) Add helper methods to backadjust futures
- (forecast) Add forecast_scale_cap stage
- Add forecasting minimal tests
- (forecast) Add tests for forecast_scale_cap
- Add system skeleton with ported accounts
- Fully port account and rawdata stage
- Add default trading rules and new forecast utility
- Add base docs on system
- Add calc_ewmac_forecast default algorithm
- Add accounts and pandl calculator
- Add base docs on system
- Add version flag to cli
- Add version flag to cli
- (estimators) Add volatility estimators
- Update corr docs
- (corr) Support price series instead of only returns
- Remove step to compress into single exe for performance optimization
- Optimize cli performance
- (build) Add release binary to release notes
- Handle bug with release creation
- Handle bug with ci not publishing with right versions
- (corr) Update docstring for main function
- Add new pypi publish manual workflow and refactor reusable workflows
- Add new correlation format and update readme docs
- Bug with license metadata preventing pypi publish
- Bug with license metadata
- Remove build section
- Add badges to readme
- [breaking] Add git-cliff integration and workflows to automatically publish to pypi and ghcr
- Restructure into pypi compatible structure
- Correct python script for bumping pyproject.toml
- (costs) Add skeleton for SR costs
- Switch from setup.py to pyproject.toml and setup pipelines
- Add latest tag to docker images and fix issue with docker images not resolving to packages
- (corr) Add correlation tests
- Add .vscode to gitignore
- Add makefile for building and github workflow