version 1.4.0

This minor release contains various new features and fixes.

Features:
- new constraints Min/MaxHoldings, Min/MaxTradeWeights,
  Min/MaxTrades, FixedImbalance and NoCash (GH issue #180);
- improved ParticipationRateLimit constraint;
- improved exception reporting, now giving full path in
  evaluation tree where exception was raised (GH PR #176);
- redesigned forecast.py, no API changes, still work in progress
  for full support for regularized regression;
- added market_data = None option in Policy.execute; now Cvxportfolio
  policies can be executed (e.g., for online usage) without
  a MarketData server; all data needs to be provided separately
  to each individual object;
- AnnualizedVolatility utility object, for usage in risk constraints;
- added reject_trades_below and max_fraction_liquidity options
  to MarketSimulator, allowing to filter both small and too large
  trades (in simulation, using realized daily volumes);
- minor updates in examples;
- a few new sections in documentation manual;
- changed license from APACHE2 to GPLv3, see explanation in GH
  issue #166;
- moved documentation website to pydata-sphinx theme, and redesigned
  it a little;

Fixes:
- GH issue #146, cache files invalidatation on user interrupt;
- GH issue #177, now using default Python multiprocessing, moved;
  multiprocess to optional dependency;
- various smaller ones.

This release took a bit longer than the usual 2-3 months. We hope to
release 1.5.0 in about 2-3 months from now.

cvxportfolio/__init__.py

@@ -38,7 +38,7 @@
 modules. The __all__ attribute of each is used.
 """
 
-__version__ = "1.3.2"
+__version__ = "1.4.0"
 
 from .constraints import *
 from .costs import *

docs/conf.py

@@ -28,7 +28,7 @@
 author = 'The Cvxportfolio Authors'
 
 # The full version, including alpha/beta/rc tags
-release = "1.3.2"
+release = "1.4.0"
 
 # The language for content autogenerated by Sphinx. Refer to documentation
 # for a list of supported languages.

pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "cvxportfolio"
-version = "1.3.2"
+version = "1.4.0"
 description = "Portfolio optimization and back-testing."
 readme = "README.rst"
 license = {text = "GPLv3"}