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.

Did this page help you?