Releases: Point72/csp
Releases · Point72/csp
v0.0.5
What's Changed
- Optimize csp.stats calculations for expanding intervals by @AdamGlustein in #247
- Move websocket backend to boost::beast. Enabled on windows by @wrieg123 in #248
- Implement FastList type for Struct list fields by @ogarokpeter in #255
- Add native to_dict method for structs by @arhamchopra in #267
- Fix memory leak in
DialectGenericType
in to_json by @arhamchopra in #269 - Fix to_json to parse None in datetimes correctly by @arhamchopra in #268
- Getting started tutorials/guides by @pavithraes in #260
- Force numpy<2 for now by @timkpaine in #284
- Implement pickling for PyStructList and FastList by @ogarokpeter in #285
- Fix two bugs in unadjusted, tick-based EMA when NaNs are present by @AdamGlustein in #281
- Optimize halflife-based EMA's in csp.stats by @svatasoiu in #288
- websocket - raise a clear error is hostname isnt extracted from URI (… by @robambalu in #299
New Contributors
- @svatasoiu made their first contribution in #288
Full Changelog: v0.0.4...v0.0.5
v0.0.4
What's Changed
- Override Python list modifying methods to capture and preserve changes to Struct list fields by @ogarokpeter in #188
- Documentation Restructure by @pavithraes in #142
- Fix to_json serialization for floats by @arhamchopra in #191
- Parse None natively in to_json method by @arhamchopra in #192
- PushPullInputAdapter - fix to previous patch that fixed out of order … by @robambalu in #195
- Start organizing examples, increase test coverage of examples by @timkpaine in #174
- Fix interrupt handling issues in csp: ensure first node is stopped and reset signaled flag across runs by @AdamGlustein in #206
- minor bugfix to unroll cppimpl by @robambalu in #220
- Fix JSONTextMessageMapper Bug in WebsocketAdapterManager by @wrieg123 in #219
- Remove all caching code from CSP by @AdamGlustein in #213
- Python 3.12 build support by @robambalu in #221
- Update to arrow / pyarrow 16 by @robambalu in #210
- Upgrade CSP to C++20; build websocket against C++17; rename .hi files by @AdamGlustein in #224
- Fix incorrect calculation of unbiased, non-excess kurtosis by @AdamGlustein in #228
- bugfix for datetime timezone change introduced in py3.12 by @robambalu in #230
- Add release_on_tick argument to gate node in baselib by @AdamGlustein in #231
- Feature/windows build by @robambalu in #229
New Contributors
- @ogarokpeter made their first contribution in #188
Full Changelog: v0.0.3...v0.0.4
v0.0.3
What's Changed
- fixes #154 - remove usage of vector, use vector<uint8_t> for BO… by @robambalu in #155
- Skip conda e2e tests for docs-only builds to match main build workflow by @timkpaine in #157
- skip sdist tests except on full runs by @ngoldbaum in #146
- Add ssl passthrough for slack adapter by @timkpaine in #160
- Tweaks to CMake passthrough, small fixes in prep for mac and windows by @timkpaine in #162
- Re-enable C++ testing by @timkpaine in #163
- Fix bug where a node can be stopped when it hasn't started by @AdamGlustein in #164
- Clang build support by @robambalu in #132
- fixes #172 - bugfix for PushPullInputAdapter when adjust OOO time is … by @robambalu in #173
- Fix documentation for median and quantile functions by @ptomecek in #180
- Run docs lints on PRs that change docs, add new logo, clean up unofficial roadmap by @timkpaine in #167
- Add to_json method for structs by @arhamchopra in #182
- websocket client adapter by @wrieg123 in #152
- add *.png binary to .gitattributes to avoid false change reporting by @robambalu in #186
New Contributors
- @arhamchopra made their first contribution in #182
Full Changelog: v0.0.2...v0.0.3
v0.0.2
What's Changed
- Compare floats by epsilon in
drop_dupes_float
by @timkpaine in #104 - Check wheels and sdist for issues with twine check by @timkpaine in #103
- Build sdist with build to ensure proper readme contents and format by @timkpaine in #107
- use
twine check --strict
in dist-check by @ngoldbaum in #108 - Sympy integration via ufunc dispatch, expanded
numpy
integration by @timkpaine in #60 - Add example for the pandas extension types by @ptomecek in #110
- Symphony adapter by @timkpaine in #87
- Add slack message adapter by @timkpaine in #22
- Protect against unstable division by variance in skew/kurt/corr by @AdamGlustein in #118
- Fix invalid access to a struct meta name when the struct is a base struct by @AdamGlustein in #119
- Move to ruff check by @timkpaine in #124
- Set minimum numpy version to avoid ABI mismatch error by @ngoldbaum in #126
- Move wiki docs into repo by @pavithraes in #116
- Add developer guide and move build instructions to their own page by @ngoldbaum in #128
- Build librdkafka with ssl support by @ngoldbaum in #133
- Lint and format docs by @pavithraes in #136
- Struct deepcopy implementation by @argaj in #134
- fixes #69 - deepcopy struct default values on init. Also includes th… by @robambalu in #138
- Add support for non-vcpkg based builds by @timkpaine in #137
- Replace usages of math.exp2 on python older than 3.11 by @ngoldbaum in #145
- drop python version check in csp/math.py by @ngoldbaum in #148
New Contributors
- @pavithraes made their first contribution in #116
- @argaj made their first contribution in #134
- @robambalu made their first contribution in #138
Full Changelog: v0.0.1...v0.0.2
v0.0.1
Initial Release
@robambalu @stephenmarkacs @jacarr4 @smichael83 @AdamGlustein @ptomecek @ngoldbaum @timkpaine @melissawm
What's Changed
- Clean up test warnings in pandas extension type and accessor tests by @ptomecek in #18
- Support sqlalchemy>=2 by @timkpaine in #6
- Add function names to type resolver errors and properly report when the return value is the conflicting type by @AdamGlustein in #41
- Adding poisson_timer and brownian_motion to new csp.random module by @ptomecek in #56
- csp.stats.list_to_numpy should return a 1DArray, not an NDArray by @AdamGlustein in #78
- Remove GNU PBDS dependence in stats classes and improve ArgMinMax implementation by @AdamGlustein in #75
- Refactor and test examples by @timkpaine in #26
- Fix failing websocket adapter example by @AdamGlustein in #92
- Fix type annotation for
csp.apply
by @timkpaine in #93