From 282e295ca4f0f1af9690927f43246b35fb938149 Mon Sep 17 00:00:00 2001 From: xaviergilbert Date: Tue, 28 Oct 2025 13:19:10 +0000 Subject: [PATCH 1/3] feat(requirements): update quantstats version that fixes cagr miscalculation --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index 1f860cf..236e216 100644 --- a/requirements.txt +++ b/requirements.txt @@ -5,7 +5,7 @@ tqdm >=4.48.0, <4.65.0 numpy >=1.23.0, <1.25.0 py_expression_eval >=0.3.9, <0.3.14 pyarrow >=11.0, <12.0 -quantstats==0.0.62 +quantstats ==0.0.77 pytest >=7.1.0, <7.3.0 yfinance >=0.2.54 python-dotenv >=0.20, <1.0.0 From 175d631d959093bdb040ba768d4b33f7d4b2a030 Mon Sep 17 00:00:00 2001 From: xaviergilbert Date: Thu, 30 Oct 2025 06:14:43 +0000 Subject: [PATCH 2/3] fix(exports/quants): fix benchmark column name --- bktest/export/quants.py | 1 + 1 file changed, 1 insertion(+) diff --git a/bktest/export/quants.py b/bktest/export/quants.py index 8ab6a9f..3db8964 100644 --- a/bktest/export/quants.py +++ b/bktest/export/quants.py @@ -108,6 +108,7 @@ def finalize(self) -> None: bench['date'], format="%Y-%m-%d" ).dt.tz_localize(None) + bench.rename({'Close': self.benchmark_ticker}, axis=1, inplace=True) merged = history_df.merge(bench, on='date', how='inner') From 8039bd23176faae4d06036f25032d2d00f374d56 Mon Sep 17 00:00:00 2001 From: xaviergilbert Date: Thu, 30 Oct 2025 06:15:43 +0000 Subject: [PATCH 3/3] fix(requirements): quantstats requires updated pandas version --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index 236e216..6d746c6 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,5 +1,5 @@ click >= 8.0, <8.1.2 -pandas >=1.5, <2.0.0 +pandas >2.0.0 python-dateutil >=2.8.2, <2.8.3 tqdm >=4.48.0, <4.65.0 numpy >=1.23.0, <1.25.0