Financial Market #289
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Financial Market #289
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Error handling improvements (goldmansachs#111)
* result handling changes, additional instruments, hedging and timeseries funcs * result handling and error improvements
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backtest improvements and server side checks (goldmansachs#196)
Co-authored-by: Rachel Tan <[email protected]>
Commits on Oct 13, 2021
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Update config.ini (goldmansachs#199)
* Update config.ini * Update config.ini
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backtest and result handling (goldmansachs#205)
backtesting changes and result handling
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test resources (goldmansachs#206)
* backtest and result handling backtesting changes and result handling * add test resources
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release 373 (goldmansachs#215)
Co-authored-by: Martin Roberson <[email protected]>
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backtesting fixes (goldmansachs#240)
Co-authored-by: Rachel Tan <[email protected]>
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fix typo in marketdatascenario init (goldmansachs#241)
Co-authored-by: Rachel Tan <[email protected]>
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make name optional (goldmansachs#242)
Co-authored-by: Rachel Tan <[email protected]>
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update to analytics, models and backtest modules (goldmansachs#253)
Co-authored-by: Tan, Rachel Wei Swin [GMD] <[email protected]>
Commits on Aug 19, 2022
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enhance tracing functionality, instrument clone, port.from_csv eg (go…
…ldmansachs#254) Co-authored-by: Tan, Rachel Wei Swin [GMD] <[email protected]>
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MAINT: make default none params optional, covered by: Bryan Galindo.d…
…co (goldmansachs#255) label params as optional
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factor risk by asset table documentation, add delta and normalized to…
… vol_smile, repoint the fx measures to the new logic and dataset and enhance mock calc objects (goldmansachs#259) Co-authored-by: Tan, Rachel Wei Swin [GMD] <[email protected]>
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�enhance cashflows table and positionset (goldmansachs#263)
Co-authored-by: Tan, Rachel Wei Swin [GMD] <[email protected]>
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support max adv in port optimizer, capture strategydescp in vsreport (g…
…oldmansachs#265) Co-authored-by: Tan, Rachel Wei Swin [GMD] <[email protected]>
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Enhance functionality and error handling in Optimizer (goldmansachs#266)
Co-authored-by: Tan, Rachel Wei Swin [GMD] <[email protected]>
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version 0.9.108 - updates to holiday calendar, backtesting, portfolio…
… measures reports
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Fix types in target classes fields, support irswaption scale_in_place (…
…goldmansachs#274) Co-authored-by: Tan, Rachel Wei Swin [GMD] <[email protected]>
Commits on Aug 15, 2023
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Risk result handling, backtesting and tracing enhancements (goldmansa…
…chs#276) Co-authored-by: Tan, Rachel Wei Swin [GBM Public] <[email protected]>
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Add Workflow Module (goldmansachs#277)
Co-authored-by: Tan, Rachel Wei Swin [GBM Public] <[email protected]>
Commits on Aug 16, 2023
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Tracing improvements to capture GET async requests (goldmansachs#278)
Co-authored-by: Tan, Rachel Wei Swin [GBM Public] <[email protected]>
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