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@github-actions github-actions released this 28 Mar 20:19
· 148 commits to main since this release
v0.5.0
19751eb

Changelog

All notable changes to this project will be documented in this file.

The format is based on Keep a Changelog,
and this project adheres to Semantic Versioning.

0.5.0 - 2026-03-28

Bug Fixes

  • Update Rhiza badge URL in test to reflect GitHub org rename
  • Update all remaining tschm → jebel-quant org references

Documentation

  • Update README and paper for v0.4.0
  • Update links and badges in README for GitHub organization rename
  • Update links and badges in README for GitHub organization rename
  • Update links and badges in README for GitHub organization rename
  • Add REPOSITORY_ANALYSIS.md via make analyse-repo

Maintenance

  • Chore(deps)(deps): bump github/codeql-action from 4.34.1 to 4.35.0 in the github-actions group (#543)

Signed-off-by: dependabot[bot] support@github.com
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>

  • Chore(deps)(deps): bump the python-dependencies group with 2 updates (#542)

Signed-off-by: dependabot[bot] support@github.com
Co-authored-by: dependabot[bot] <49699333+dependabot[bot]@users.noreply.github.com>
Co-authored-by: Thomas Schmelzer thomas.schmelzer@gmail.com

  • Merge rhiza_deptry and rhiza_pre-commit into rhiza_quality
  • Merge rhiza_docs into rhiza_quality
  • Merge rhiza_typecheck into rhiza_validate
  • Merge rhiza_pip_audit into rhiza_validate
  • Merge rhiza_security into rhiza_validate
  • Merge rhiza_semgrep into rhiza_validate
  • Consolidate rhiza_validate push/PR jobs into one
  • Integrate link_check into rhiza_quality

New Features

  • Add Omega ratio (#554)
  • Add outliers, remove_outliers, outlier_win_ratio, outlier_loss_ratio
  • Add comp, compsum, ghpr (#582)
  • Add drawdown_details, expected_return, rolling_greeks, t… (#583)

Other Changes

  • Implement autocorrelation() and acf() in Stats (#544)

Co-authored-by: copilot-swe-agent[bot] 198982749+Copilot@users.noreply.github.com
Co-authored-by: tschm 2046079+tschm@users.noreply.github.com
Co-authored-by: Thomas Schmelzer thomas.schmelzer@gmail.com
Co-authored-by: Copilot 175728472+Copilot@users.noreply.github.com

  • Quantstats bench (#579)

Co-authored-by: Claude Sonnet 4.6 noreply@anthropic.com

Co-authored-by: Claude Sonnet 4.6 noreply@anthropic.com

  • Simplify (#584)
  • Update README.md
  • Merge remote-tracking branch 'origin/main'

Conflicts:

README.md

  • Delete REPOSITORY_ANALYSIS.md
  • Sync out (#587)

Co-authored-by: Claude Sonnet 4.6 noreply@anthropic.com

  • Decompose complex Reports.metrics() into focused helpers (#586)
  • Bump version 0.4.0 → 0.5.0

PyPI Package

jquantstats

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