Change Log
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Finter v0.2 Release Notes

0.2.193 (2024-11-19)

New Features

  • Bucket extension of quanda data.

0.2.173 (2024-10-31)

New Features

  • Content Factory Crypto Price_volume: Introduced a new feature in the ContentFactory to handle Crypto spot and future data.

  • Universe, Simulation, Submission for Crypto spot: From version 0.2.173, Finter Labs support crypto spot universe, simulation and submission. Crypto future will be updated in the near future.

Documentation

  • [Crypto Spot] Onboarding : Add sample code for Crypto data load and Alpha

0.2.141 (2024-09-24)

New Features

  • Quanda Data Chunking: Introduced chunking for Quanda data to improve data handling and performance.

0.2.139 (2024-09-19)

New Features

  • FinHelper - expand_to_gvkeyiid : expand gvkey column to gvkeyiid base on idtable

0.2.131 (2024-09-09)(from 2024-08-13)

New Features

  • Risk Parity Meta Class : Meta Class to generate Risk Parity Portfolio is appended.

  • FinHelper - rolling : rolling calculation the financial data by n quarters.

  • Content Factory US Factor: Introduced a new feature in the ContentFactory to handle US factors.

Revision

  • Changed ContentFactory to get catalogue information via API

  • Risk Parity Portfolio defense logic added for 0 risk.

  • Risk Parity Portfolio now supports models using factset id.

  • Tiny bug fix in Risk Parity Portfolio.

  • Add MxFinter, who is an assistant for Alpha Modeling.

  • Bug fix for vnm models in Risk Parity meta portfolio.

  • Implemented an exponential backoff retry mechanism for GET method requests that encounter a 500 error

Documentation

  • Fundamental Usage : Add sample code for FinHelper rolling

0.2.99 (2024-08-09)

New Features

  • FinHelper : Assist with financial data. This feature is aimed at enhancing the efficiency and ease of handling financial data within the application.

Documentation

  • Fundamental Usage : Add sample code for FinHelper and financial CM on Playground

0.2.81 (2024-07-31)

New Features

  • Resubmit check: When a user attempts to submit a model with the same name as one previously submitted, a check is performed to prevent duplicate submissions.

Revision

  • Symbol converter: The symbol converter now returns results with a consistent type.

0.2.78 (2024-07-29)

New Features

  • In-sample Option for Submission: Added an in-sample option when submitting models, providing more flexibility in model evaluation. (Commit: f625b18)

  • New Converters: Introduced new converters for US stocks, ETFs, and VN stocks in the BuyHoldConverter. (Commit: abe8f64)

Bug Fixes

  • Docker Submission Files: Fixed an issue in the prepare_docker_submit_files function to ensure proper file preparation for Docker submissions. (Commit: c002a79)

Documentation

  • Docstrings Added: Enhanced code documentation by adding docstrings for better code understanding and maintenance. (Commit: 7911cc5)

0.2.73 (2024-07-26)

New Features

  • IdTable get() Function: Added a new get() function to the IdTable class, which supports various ID types. This enhancement allows for more flexible and efficient retrieval of data based on different ID formats.

  • US stock pit financial data now ignores the previous revision when called in default mode.

0.2.72 (2024-07-25)

New Features

  • US Stock financial pit data : US stock pit financial data added.

0.2.70 (2024-07-22)

New Features

  • Trading Days in ContentFactory: Added functionality to include trading days in the ContentFactory. This enhancement allows for more accurate and comprehensive data modeling related to trading activities.

0.2.69 (2024-07-19)

New Features

  • ContentFactory's show() Method Enhancement: Added a freq parameter to the ContentFactory's show() method. This new parameter allows users to display the frequency of each category in the list, including duplicates. This enhancement provides better insights into the distribution of categories.

0.2.67 (2024-07-18)

New Features

  • US Financial Data: Added financial statement data about US stock

  • Frequency, Category parameter in ContentFactory to select cm with same item name

0.2.64 (2024-07-12)

New Features

  • EWS and Theme Data: Added new dataset for EWS (Early Warning System) and theme .

0.2.59 (2024-07-03)

New Features

  • US Stock GICS Added: The Global Industry Classification Standard (GICS) for US stocks has been integrated into the system. This feature enhances the classification and analysis of US stock data.

Bug Fixes

  • Content Loader Start Dependency: Fixed an issue with the content loader's start dependency for US stock prices. This resolves previous errors encountered during the data loading process.

0.2.58 (2024-07-01)

New Features

  • USBacktester: The new simulator now supports the US stock assets model.

  • Filemanager: Introduced a new Filemanager to manage your own local files. This feature enhances the ability to handle file operations within the software.

Bug Fixes

  • US Content Loader: Resolved a bug in the US content loader to improve data loading accuracy. (adjust factor bug fix)

  • Fixed a validation bug in the framework model. This resolves issues related to incorrect validation logic that could cause unexpected behavior during data submission.

0.2.46 (2024-06-27)

New Features

  • ID Table Support List: Added support for list operations in the ID table.

Bug Fixes

  • Data Type Correction: Fixed the data type for gvkey and iid from integer to string to ensure proper handling of these identifiers.

  • US Content Loader: Resolved a bug in the US content loader to improve data loading accuracy. (adjust factor bug fix)

Other Changes

  • US Stock Simulation Submission: Support US stock universe in simulation and submission.

0.2.44 (2024-06-24)

New Features

  • SDK Endpoint for Retrieving ID Table: A new endpoint has been added to the SDK to allow users to retrieve the ID table. This feature enhances the data retrieval capabilities of the SDK, making it easier for users to access and manage their data.

  • Separate Base Backtester: The base backtester has been separated to allow for more modular and flexible backtesting.

  • Vietnam Specific Backtester: Added a new backtester specifically designed for the Vietnam market.

  • PNL Calculations: Introduced realized and unrealized PNL (Profit and Loss) calculations to provide more detailed financial insights.

0.2.43 (2024-06-21)

New Features

  • Vietnam Stock Addition: Added support for Vietnam stock in the system.

Other Changes

  • Minor updates to finter/backtest/simulator.py and finter/framework_model/submission/config.py.

0.2.42 (2024-06-20)

Bug Fixes

  • Fixed a bug where empty data was appearing during the loading of financial and consensus content modules.

0.2.41 (2024-06-19)

New Features

  • Added loader for the use of the remaining US and VNM CMs

0.2.38 (2024-06-17)

New Features

  • New Simulator: Introduced a new simulation (backtest) module to enhance the backtesting capabilities. This includes the addition of __init__.py, results.py, and simulator.py in the finter/backtest directory.

0.2.36 (2024-06-14)

Release Notes for Version 0.2.36

New Features

  • Quanda Data Utility Upgrade: The Quanda data utility has been upgraded to enhance data handling capabilities. This includes the addition of a new module quanda_data.py. Key upgrades include:

    1. Support for handling Quanda data in file formats.

    2. Simplified SDK usage through the QuandaData class.

    For more details, please refer to the Quanda Data Utility page.

0.2.33 (2023-06-12)

New Features

  • Flexible Fund Simulation: Added a new feature for flexible fund simulation, enhancing the financial modeling capabilities of the software.

Other Changes

  • Updated finter/framework_model/submission/config.py and test/simulation/test_config.py to support the new flexible fund simulation feature.

0.2.27 (2023-06-05)

New Features

  • FL-1182: Added a link to the Content Factory page.

  • GUI Model Development: Initial development of the GUI model has been added. This includes the creation of new files __init__.py and dev.py under the finter/gui/ directory.

Bug Fixes

  • FL-1298: Fixed an issue where the SAA display would not start with all listed dates.

Other Changes

  • Updated finter/data/content_model/loader.py

  • Updated finter/modeling/saa.py

0.2.24 (2024-05-29)

New Features

  • S3 URL Display: Added functionality to display the S3 URL upon notebook submission. This allows users to easily access the results of their submitted notebooks.

  • Summary Strategy Implementation: Introduced a new summary strategy feature to enhance the summarization capabilities of the software.

0.2.22 (2023-05-28)

New Features

  • Promtail Logger Integration: Added support for Promtail logger as part of the PLG stack. This enhancement allows for better log management and monitoring.

Bug Fixes

  • No specific bug fixes were mentioned in the logs.

Known Issues

  • No known issues were mentioned in the logs.

Other Changes

  • Applied Gpt-4O updates to the submodules/gptflow/app/gpttools.

0.2.18 (2024-05-21)

New Features

  • Added a Docker submission example code to provide users with a template for submitting jobs using Docker containers.

  • Introduced new sample files for Docker submission, including poetry.lock, pyproject.toml, and a Jupyter notebook run_docker_submission.ipynb to demonstrate the submission process.

Bug Fixes

  • Renamed the helper function from copy_poetry_files to prepare_docker_submit_files to better reflect its purpose in the Docker submission process.

Etc...

  • Updated run.py to accommodate the new Docker submission functionality.

  • Improved the submission process by uploading zip files to finter-parquet-temp for better handling of temporary files during submissions.

0.2.14 (2024-05-13)

New Features

  • Strategic Asset Allocation (SAA) Submission: A new feature for submitting strategic asset allocation has been added, which includes a graphical user interface (GUI) for ease of use.

Etc...

  • The release includes updates to various modules such as api_client.py, content_model/loader.py, framework_model/submission/config.py, framework_model/submission/helper_notebook.py, and framework_model/submission/notebook.py to support the new features and improvements.

0.2.10 (2024-05-07)

New Features

  • Symbol Handling Module: A new module named symbol.py has been introduced in the finter/data directory. This module enhances the application by providing functionalities that assist in handling and transforming financial symbols. It supports various operations crucial for internal symbol manipulation and can be used across different parts of the financial data processing pipeline.

Enhancements

  • Evaluator Module Extension: The Evaluator module has been updated to support additional financial models. It now includes enhanced capabilities for handling and analyzing data from:

    • KRX Futures: Extending its compatibility to include Korean Exchange futures data, enabling more comprehensive market analysis and insights.

    • US Markets: Broadening the scope to encompass US market models, allowing for a wider range of financial data evaluation pertinent to ETFs and stocks.

0.2.8 (2024-04-30)

New Features

  • Add factor and descriptor CM Loader

0.2.6 (2024-04-26)

New Features

  • Introduced a new evaluate function to enhance the performance evaluation capabilities of the software. This function is expected to provide users with a more robust and flexible way to assess performance metrics.

Bug Fixes

  • Not specified.

Known Issues

  • Not specified.

Etc...

  • The commit messages indicate work on an "evaluator's period" (FL-994), which may relate to the new evaluate function, but without further details, it's unclear what specific improvements or changes this entails.

0.2.5 (2024-04-25)

New Features

- Identity-Based Credential Management: Implemented a new feature for managing AWS credentials based on identity. This enhancement allows for more secure and efficient handling of AWS credentials within the system.

Bug Fixes

- S3 Bucket Configuration: Adjusted the S3 bucket settings for parquet data storage to ensure proper data management and accessibility.

Etc...

- Minor codebase adjustments and optimizations have been made to improve overall performance and stability.

0.2.4 (2024-04-24)

New Features

  • Implement data loaders for faster CM loading speeds using parquet data.

    • CapitalLoader for loading capital-related data.

    • ConsensusLoader for loading consensus-related data.

    • EconomyLoader for loading economic indicators.

    • FinancialLoader for loading financial statement data.

    • PriceVolumeLoader for loading price and volume data.

    • StockLoader for loading stock-related data.

  • Included exceptional_dates.json in the finter/utils directory, which may contain information about non-standard trading days or market holidays.

  • Added iter_us_trading_days function, which is a utility to iterate over US trading days.

Etc...

  • An empty __init__.py file was created, which is typically done to ensure Python treats directories containing the file as packages.

0.2.2 (2024-04-19)

New Features

  • Enhanced ModelData.load() method to attempt loading data from Parquet files as a first option, providing a more efficient data loading process when Parquet files are available.

    • According to our tests, the execution time of ModelData.load() has been reduced from 30 seconds to 2.3 seconds, and from 3 minutes 30 seconds to 7.2 seconds. (However, results may vary depending on the environment of Finter and network conditions.)

Bug Fixes

  • Removed a redundant ValueError in get_parquet_df function to streamline error handling.

  • Updated get_parquet_df to include improved logging and better handling of S3 directory paths.

Miscellaneous

  • Deleted obsolete test_data_modeldata.py file to clean up the test suite.

Finter 0.2.0 Release Notes

Core Functionalities

    • Submission Helper: Streamlined submission process.

  • Simulation Initialization: Enhanced trading strategy simulations.

    • Benchmark: Add in features

  • Dashboard Initialization: Monitoring tools for models and portfolios.

  • Finter Handbook: Comprehensive guide on usage.

  • Playground Initialization: Testing and exploring capabilities.

Integration and Automation

  • Command Documents with GPT Integration: Automated generation of command-related content.

  • GPT Server Publishing: Access to GPT server functionalities.

  • AWS Integration: AWS credentials management support.

  • Quanda Bot Integration: Automated Q&A support.

User Experience and Tools

  • Custom Dashboard: Check out beta features - custom dashboard.

  • Cookbook Integration (beta): Common task recipes and patterns.

  • Statistics Filter in Simulation: Refined statistical data control.

Data Management and Optimization

  • Raw Return Addition: Flexible data processing capabilities.

  • Parquet File Support: Enhanced data handling with parquet files.

  • Bucket Name in SM API: Detailed storage management.

Monitoring and Security

  • User Tracking: User activity monitoring.

  • User Event Log Tracking: Enhanced monitoring and auditing within the notebook submission process.

  • Notebook Submission Helper Warning: Operational alerts for users.

System Enhancements

  • Model Production Initialization: Real-time deployment.

  • Internal Script Improvements: Workflow and development enhancements.

  • Dashboard Enhancements: Better credential management.

  • API Call Indicators: Loading status indicators.

  • Validation Processes: Improved data integrity checks.

Development and Deployment

  • Codebase Enhancements: Ongoing error readability and configuration improvements.

  • Testing and Pipeline Optimization: Enhanced testing and optimized pipelines.

  • Documentation Updates: Continuous API feature and guide updates.

  • Codebase Cleanup: Streamlined structure and script removals.

  • Environment Setup: .env-template for setting environment variables.

  • Containerization and Deployment: Docker support enhancements.

  • CI/CD Updates: Automated release note generation in the deployment processes.

Issues and Fixes

  • Bug Fixes:

    • Configuration Error Fix: Import issues resolved.

    • Function Name Cleanup: Enhanced naming consistency.

    • Unified Response Structure: Standardized API responses.

    • DataFrame Index Type Fix: Corrected index behaviors.

    • Missing .init.py Fix: Package discovery and import issues fixed.

    • Initialization Check: System setup verification.

    • File Exclusion: Excluded problematic file patterns.

    • Gallery Component: Image loading issues resolved.

    • Catalog Fixes: Resolved catalog-related issues.

    • Typo Fix: Corrected text interpretation errors.

  • Known Issues: No significant issues reported after the latest updates.

Enjoy the extensive functionalities and continuous improvements in Finter 0.2.0, designed to cater to the comprehensive needs of finance and quantitative analysis practitioners, now with an expanded range of integration and user support features.

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