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v0.0.78 - 2026 Modernization Update

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@ranaroussi ranaroussi released this 13 Jan 14:42
· 11 commits to main since this release
v0.0.78
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2026 Modernization Update

New Features

  • Monte Carlo Simulation Module - Bootstrap resampling for risk analysis
  • HTML Report Parameters - Display custom parameters in report header (#472)
  • Comprehensive Type Hints - Python 3.10+ union syntax throughout stats.py

Bug Fixes

  • Fixed CVaR calculation for DataFrame inputs (#467)
  • Fixed FutureWarning for pandas pct_change() deprecated fill_method
  • Fixed timezone normalization for cross-market comparisons
  • Fixed EOY returns display with double "%" (#475)
  • Fixed kdeplot warnings (#477)
  • Fixed benchmark Omega calculation (#485)
  • Fixed metrics inconsistencies (#480, #486)
  • Fixed underwater plot average drawdown (#489)
  • Fixed HTML report with benchmark Series (#491)
  • Improved Chrome dark mode support (#492)

Compatibility

  • Python 3.10+ required
  • pandas >=1.5.0 (supports both 1.x and 2.x)
  • numpy >=1.24.0
  • Simplified compatibility layers for modern dependency versions

Closed Issues

#467, #472, #475, #477, #479, #480, #481, #484, #485, #486, #489, #491, #492

Full Changelog: https://github.com/ranaroussi/quantstats/blob/main/CHANGELOG.md

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