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January 9, 2023

Miscellaneous improvements

  • DSL: Make currency argument optional in market_cap(). For companies that have multiple securities with prices, it will return the market cap in the currency of the primary security. (Note that the function only considers securities that are ordinary/common shares, preferreds, and preferred equity.)
  • DSL: Improve error message when tag(<tag>, <signal>) is given a signal which does not support entities.
  • DSL: Improve error message when a signal is given an entity of a type it does not support.
  • Portfolio strategies: Try to re-balance tracked portfolios on a fixed schedule. Previously, the schedule would be shifted for all future dates if a re-balancing fell on a holiday. Now, if for example tracking with monthly re-balancing is started on the 15th, it will attempt to re-balance on the 15th of all future months.

Deprecations

  • DSL: Deprecate signal.yoy(), signal.yoy_relative(), signal.qoq(), signal.qoq_relative(), signal.mom() and signal.mom_relative(). Use signal.change() and signal.relative_change() instead.