2024.0.0

semantic-release · Factor Pricing Model · commit d61045ca5faf · 2024-07-26T08:31:49.000Z
Automatically generated by python-semantic-release
diff --git a/CHANGELOG.md b/CHANGELOG.md
@@ -4,6 +4,16 @@ All noteable changes to this project will be documented in this file.
 
 <!--next-version-placeholder-->
 
+## v2024.0.0 (2024-07-26)
+
+### Feature
+
+* Add a get method for rolling cov estimator ([`da29453`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/da294538dc1a178df6fa3f656ea40682490876b2))
+
+### Documentation
+
+* Add example notebook of alpha sizing rules ([`220ba02`](https://github.com/factorpricingmodel/factor-pricing-model-risk-model/commit/220ba022b95cca015723374f479ff94db8bd504c))
+
 ## v2023.8.0 (2023-12-13)
 
 ### Feature
diff --git a/pyproject.toml b/pyproject.toml
@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "factor-pricing-model-risk-model"
-version = "2023.8.0"
+version = "2024.0.0"
 description = "Package to build risk models for factor pricing model"
 authors = ["Factor Pricing Model <factor.pricing.model@gmail.com>"]
 license = "MIT"
diff --git a/src/fpm_risk_model/__init__.py b/src/fpm_risk_model/__init__.py
@@ -1,4 +1,4 @@
-__version__ = "2023.8.0"
+__version__ = "2024.0.0"
 
 # flake8: noqa
 from .cov_estimator import CovarianceEstimator, RollingCovarianceEstimator

Original file line number	Diff line number	Diff line change
`@@ -1,4 +1,4 @@`
`1`		`-__version__ = "2023.8.0"`
	`1`	`+__version__ = "2024.0.0"`
`2`	`2`
`3`	`3`	`# flake8: noqa`
`4`	`4`	`from .cov_estimator import CovarianceEstimator, RollingCovarianceEstimator`