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Okama 1.4.4

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@chilango74 chilango74 released this 11 Oct 09:21
· 10 commits to master since this release

New examples for investment portfolios with cash flow in 04 investment portfolios with DCF.ipynb.

Several bugs in Portfolio and PortfolioDCF are fixed.

Fixed:

  • Portfolio.dcf.initial_investment_pv must return None if cash flow parameters are not defined
  • add use_discounted_values parameter to helpers.Frame.get_wealth_indexes_with_cashflow
  • use self.use_discounted_values = False in plot_forecast_monte_carlo for any value of backtest parameter
  • clean up Portfolio dat cache if symbol changed