diff --git a/algorithmic_trading_utilities/common/portfolio_ops.py b/algorithmic_trading_utilities/common/portfolio_ops.py index 82633ae..d0a03da 100644 --- a/algorithmic_trading_utilities/common/portfolio_ops.py +++ b/algorithmic_trading_utilities/common/portfolio_ops.py @@ -364,7 +364,8 @@ def report(self): if ( "Return" in label - or "Drawdown" in label + or "Max Drawdown" in label + or "Average Drawdown" in label or "VaR" in label or "CVaR" in label or "Alpha" in label diff --git a/requirements.txt b/requirements.txt index 67e9ebf..94f1e9b 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,16 +1,16 @@ alpaca-py>=0.42.1 alpaca-trade-api>=3.2.0 beautifulsoup4~=4.14.2 -matplotlib~=3.8.2 -numpy~=1.24.4 -pandas~=2.0.3 -python-dotenv>=1.1.1 +matplotlib==3.10.7 +numpy==2.2.6 +pandas==2.3.3 +python-dotenv==1.2.1 pytest~=7.4.4 pytest-mock~=3.3.1 requests>=2.32.5 -scikit-learn~=1.3.2 -scipy~=1.11.4 -seaborn~=0.13.2 +scikit-learn==1.7.2 +scipy==1.15.3 +seaborn==0.13.2 tokenizers==0.13.3 torch==2.8.0 transformers==4.30.0