diff --git a/CHANGELOG.md b/CHANGELOG.md index 1fd793f..19ddb96 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -6,6 +6,8 @@ All notable changes to this project are documented here. The format follows ## Unreleased +## 0.2.0 - 2026-11-05 + ### Added - `quantkit.var`, VaR model validation: @@ -48,8 +50,8 @@ All notable changes to this project are documented here. The format follows - The README quick start installed the v0.1.0 release wheel, which predates `quantkit.var`: the VaR doctests failed with `ModuleNotFoundError` and - `var-backtest` was not a command. The quick start now installs from GitHub - and says what the release lacks. + `var-backtest` was not a command. The quick start now installs the v0.2.0 + wheel. - `quantkit var-backtest` printed its table and then exited with an error when the sample was too long for `null_rejection_rates` to enumerate, for example 20 years of daily returns at 95%. It now only leaves out the exact size of diff --git a/README.md b/README.md index 3839013..5fe1110 100644 --- a/README.md +++ b/README.md @@ -15,12 +15,10 @@ quantkit is not on PyPI. Install the library and the `quantkit` command from Git (Python 3.11 or newer): ```bash -pip install "git+https://github.com/ult666666/quantkit.git" +pip install "https://github.com/ult666666/quantkit/releases/download/v0.2.0/quantkit-0.2.0-py3-none-any.whl" ``` -The wheel attached to the [v0.1.0 release](https://github.com/ult666666/quantkit/releases/tag/v0.1.0) -predates VaR model validation, so it has no `quantkit.var` and no `var-backtest`. To -work on the code, clone the repository and run `uv sync` with [uv](https://docs.astral.sh/uv/), +To work on the code, clone the repository and run `uv sync` with [uv](https://docs.astral.sh/uv/), or `pip install ".[plot]"` in a virtual environment for the charts. ## Example diff --git a/pyproject.toml b/pyproject.toml index 7f43185..fee8adb 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -1,6 +1,6 @@ [project] name = "quantkit" -version = "0.1.0" +version = "0.2.0" description = "Options pricing, portfolio optimization, backtesting and VaR model validation in Python, with every model checked against closed-form results, textbook values or an independent method." readme = "README.md" license = "MIT" diff --git a/uv.lock b/uv.lock index ddccb37..6d5da26 100644 --- a/uv.lock +++ b/uv.lock @@ -1419,7 +1419,7 @@ wheels = [ [[package]] name = "quantkit" -version = "0.1.0" +version = "0.2.0" source = { editable = "." } dependencies = [ { name = "numpy", version = "2.4.6", source = { registry = "https://pypi.org/simple" }, marker = "python_full_version < '3.12'" },