chore: release v1.3.3#49
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[1.3.3] - 2026-05-11
Added
sortino(X, rf, period, ...)evaluation metric infynance.features.metrics, symmetric tosharpedirectional_accuracy(y_true, y_pred)evaluation metric — percentage of correctly predicted return signsfynance.models.losssubmodule with differentiable PyTorch loss functions:SharpeLoss,SortinoLoss,DirectionalAccuracyLoss, and base classBaseLossChanged
_compute_returnsfactorised as a shared helper;_annual_volatilityand_annual_downside_volatilityuse it — removes duplicated logic and double allocation insortino()accuracy()simplified to a single numpy passBaseLoss.__init__precomputesrf / periodto avoid per-forward divisionSharpeLossusesstd(correction=0)for consistency with the numpysharpemetricFixed
test_allocation.py(ruff I001)Removed
__add__/__iadd__stubs fromLossSeriesTODO.mduntracked from git (already declared in.gitignore)Test plan
pyproject.tomlet CHANGELOG en phase sur v1.3.3