A brief summary of the changes made.
- Initial structure for the project
- First pass implementation of the power auto-correlation strategy in notebook format.
- Add "production" style code for strategy.
- Initial structure to support pricing and managing an index.
- basic contract roll operators and logic.
- Update python version dependencies and added returns signature.
- Expose month code logic
- Re-work index example code
- Change the structure to make use of more operators for the index impl.
- Move rounding out of component
- Fix new_period logic
- Small fixes
- Update to hgraph 0.4.0 and update to new switch_ signature
- Cleanups to index infrastructure in preparation for a new index computation approach
- Add rolling_contracts_for
- Clean-up rolling info
- Expose y, m, d of dt in MonthlyRollingInfo
- Work on single asset index
- Index calculation logic completed for Multi index and Single asset indices.
- Bug fix on trade date generation
- Update to support fixed weight multi-index
- Update to add StubIndex logic to support indices that are not computed but instead loaded from a price source.
- Add scenario and recordable support
- Add support for recordable overrides
- Fixes to code to bring in line with new lambda syntax for requires and resolve.