April 4, 2023

New features

• DSL: New Visible Alpha va_metric() function, which returns the combination of actuals (for historical periods) and consensus (for future periods) as a single time series.
• DSL: New signal.sign() function, which returns the sign (+1, 0, or -1) of each value in a time series.

Miscellaneous improvements

• DSL: Change generic warning to explicit error when a line item is not found for an entity in a Visible Alpha signal.
• DSL: In comparisons (<, >, <=, >=) between signals, we first take the intersection (rather than the union) of the indexes, so that the result only contains those dates for which both signals have data.
• DSL: Drop the first period when using signal.aggregate_over(...).

Bug fixes

• DSL: Rolling aggregation for an entity will not be affected by other entities being evaluated at the same time.