January 9, 2023
Miscellaneous improvements
- DSL: Make
currencyargument optional inmarket_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()andsignal.mom_relative(). Usesignal.change()andsignal.relative_change()
instead.
Updated 2 months ago
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