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chore: release v1.3.3#49

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ArthurBernard merged 1 commit into
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chore/release-1.3.3
May 11, 2026
Merged

chore: release v1.3.3#49
ArthurBernard merged 1 commit into
developfrom
chore/release-1.3.3

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[1.3.3] - 2026-05-11

Added

  • sortino(X, rf, period, ...) evaluation metric in fynance.features.metrics, symmetric to sharpe
  • directional_accuracy(y_true, y_pred) evaluation metric — percentage of correctly predicted return signs
  • fynance.models.loss submodule with differentiable PyTorch loss functions: SharpeLoss, SortinoLoss, DirectionalAccuracyLoss, and base class BaseLoss
  • Tests for new metrics and loss functions; overall test and docstring coverage above 80%

Changed

  • _compute_returns factorised as a shared helper; _annual_volatility and _annual_downside_volatility use it — removes duplicated logic and double allocation in sortino()
  • accuracy() simplified to a single numpy pass
  • BaseLoss.__init__ precomputes rf / period to avoid per-forward division
  • SharpeLoss uses std(correction=0) for consistency with the numpy sharpe metric

Fixed

  • Reformat long import in test_allocation.py (ruff I001)

Removed

  • Dead commented-out __add__ / __iadd__ stubs from LossSeries
  • TODO.md untracked from git (already declared in .gitignore)

Test plan

  • CI verte sur la branche
  • pyproject.toml et CHANGELOG en phase sur v1.3.3

@ArthurBernard ArthurBernard mentioned this pull request May 11, 2026
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@ArthurBernard ArthurBernard merged commit e6a1970 into develop May 11, 2026
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@ArthurBernard ArthurBernard deleted the chore/release-1.3.3 branch May 11, 2026 17:51
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