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chore(deps): bump the python-dependencies group with 2 updates - #24

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chore(deps): bump the python-dependencies group with 2 updates#24
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dependabot/uv/python-dependencies-326b36fe6b

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Bumps the python-dependencies group with 2 updates: statsmodels and qis.

Updates statsmodels from 0.14.6 to 0.15.0

Release notes

Sourced from statsmodels's releases.

Release 0.15.0

The statsmodels developers are happy to announce the release of 0.15.0. 358 issues were closed in this release and 655 pull requests were merged. Major new features include:

  • Standardized on rng for controlling randomness across the package (SPEC 007), replacing seed/random_state
  • Functions with variable-length tuple returns now return documented NamedTuple results instead
  • A new abstracted formula engine that supports both patsy and formulaic as the backend
  • Support for Polars DataFrames and Series as model input
  • Switched the build backend from setuptools to meson-python
  • New robust estimators: CovDetMCD, CovDetS, CovDetMM, and RLMDetSMM
  • New tests: Diebold-Mariano, Pesaran-Timmermann, Jonckheere-Terpstra, Leybourne-McCabe, and a delete-k block jackknife estimator
  • The Hamilton filter, local false discovery rate correction, and an L1-penalized GLM solver
  • HurdleCountModel gained fit_regularized, and MICEData is now iterable

This release also raises the minimum supported versions of NumPy, SciPy, and pandas, and tightens input validation for many string-valued options across the package (invalid values that previously failed silently or with a confusing error now raise a clear ValueError). A handful of long-standing bugs in seldom-exercised code paths were also corrected as part of a systematic coverage audit this cycle, some of which change numerical output for affected models. See the release notes for the complete list of enhancements, breaking changes, and bug fixes.

Commits
  • 278ff99 Merge pull request #10211 from bashtage/update-release-note
  • ab3f3bc DOC: Final release note
  • 9307ef1 Merge pull request #8712 from bdpedigo/nobs-style
  • 463e5c5 Merge pull request #10210 from Panzerkampfwagen-del/mice-data-iterable
  • cc734d8 Merge branch 'main' into mice-data-iterable
  • 2912b84 Merge pull request #10209 from Panzerkampfwagen-del/var-df-model-docstring
  • 279b9f4 ENH: make MICEData iterable, yielding successive imputed datasets
  • ce7f2c0 DOC: clarify VARResults.df_model counts parameters per equation
  • d1e1875 Merge pull request #10205 from bashtage/fix-hurdle-and-l1-cov
  • bb385fb Merge pull request #10208 from bashtage/update-release-note
  • Additional commits viewable in compare view

Updates qis from 5.12.0 to 5.32.1

Release notes

Sourced from qis's releases.

qis 5.30.3

What's Changed

New Contributors

Full Changelog: ArturSepp/QuantInvestStrats@v5.30.2...v5.30.3

qis 5.30.0

What's Changed

Full Changelog: ArturSepp/QuantInvestStrats@v5.23.0...v5.30.0

qis 5.22.0

What's Changed

... (truncated)

Changelog

Sourced from qis's changelog.

[5.32.1] - 2026-09-30

Added

  • Add cash_rate_lag to FxRatesData excess-return methods. The default remains one return period (the cash quote known at period start); lag zero permits a contemporaneous quote for descriptive factor-beta and covariance estimation without changing other callers.

Changed

  • Vectorize multi-asset net-of-fee NAV calculation in compute_net_navs_ex_perf_man_fees while preserving each asset's inception and performance-fee crystallization schedule.

Fixed

  • Make adjust_returns_with_factor_lag(warmup_period=None) disable both the public and delegated beta-tensor warmup masks instead of silently retaining the tensor's 20-period default. The first identified rolling beta and its next-period correction are now available without an extra warmup; integer warmups are unchanged.
  • Prevent replay_discrete_portfolio and backtest_discrete_portfolio strategies from rewriting retained state values, labels, names, or metadata through their pandas callback objects, keeping point-in-time history and reporting output unchanged by strategy-side mutation.

[5.32.0] - 2026-09-27

Added

  • Add the subpackage qis.regimes, regime-conditional analytics for any benchmark-return partition of the regime classifiers, the one-sigma Bear, Normal and Bull cut by default:

    • Gaussian and Student-t null loadings of the regime Sharpe contributions for any partition, kappa, and the null contributions (compute_regime_null_loadings, compute_regime_kappa, calibrate_student_t_nu, compute_null_regime_contributions);
    • a per-asset table of the regime contributions, the null of the lowest bucket, the convexity premium and the benchmark-adjusted premium (compute_regime_premium_table), with stationary block-bootstrap intervals that reclassify the regimes in each resample (compute_regime_premium_bootstrap);
    • per-regime OLS betas with bootstrap standard errors (compute_regime_betas, compute_regime_betas_bootstrap), regime-time EWMA means and betas (compute_regime_ewm_avg, compute_regime_ewm_betas), the regime-mixture covariance and Gaussian regime moments (compute_regime_mixture_covar, compute_gaussian_regime_moments);
    • the closed forms of the portfolio aggregation identity and of a benchmark-overlay blend (compute_portfolio_bear_sharpe, compute_overlay_blend_frontier), and create_sampled_returns_with_regime_id for panels of periodic returns.

    Import it as qis.regimes; its names are not re-exported from qis, so qis.__all__ is unchanged. It depends on qis.utils, qis.perfstats and qis.models only, which a test enforces. Classification is the classifiers' pd.qcut rule throughout, including inside the bootstraps, where resamples repeat observations and a return equal to an interior quantile falls in the lower bucket.

  • Add qis.plots.derived.regime_premium with plot_regime_sharpe_decomposition and

... (truncated)

Commits
  • 4b6152d docs: refresh release audit records for 5.32.1
  • 2edf8ec feat: support selectable FX cash quote lag in qis 5.32.1
  • 67fd87d perf: vectorize multi-asset fee calculation (#130)
  • aba2c01 fix: honor disabled factor-lag warmup (#127)
  • ebcec71 release: prepare qis 5.32.0
  • 6caa2a8 ci: build unpublished versioned package artifacts
  • 254fb12 Invest the overlay-curve mixes on the first price date
  • d0d7923 docs: refresh analytics provenance after the figure-builder docstring
  • 1efc095 Shorten a docstring line in the smart-diversification figure builder
  • 01a16b6 docs: add the convexity premium and smart diversification chapter
  • Additional commits viewable in compare view

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@dependabot
chore(deps): bump the python-dependencies group with 2 updates
c781876 
Bumps the python-dependencies group with 2 updates: [statsmodels](https://github.com/statsmodels/statsmodels) and [qis](https://github.com/ArturSepp/QuantInvestStrats).


Updates `statsmodels` from 0.14.6 to 0.15.0
- [Release notes](https://github.com/statsmodels/statsmodels/releases)
- [Changelog](https://github.com/statsmodels/statsmodels/blob/main/CHANGES.md)
- [Commits](statsmodels/statsmodels@v0.14.6...v0.15.0)

Updates `qis` from 5.12.0 to 5.32.1
- [Release notes](https://github.com/ArturSepp/QuantInvestStrats/releases)
- [Changelog](https://github.com/ArturSepp/QuantInvestStrats/blob/main/CHANGELOG.md)
- [Commits](ArturSepp/QuantInvestStrats@v5.12.0...v5.32.1)

---
updated-dependencies:
- dependency-name: statsmodels
  dependency-version: 0.15.0
  dependency-type: direct:production
  update-type: version-update:semver-minor
  dependency-group: python-dependencies
- dependency-name: qis
  dependency-version: 5.32.1
  dependency-type: direct:production
  update-type: version-update:semver-minor
  dependency-group: python-dependencies
...

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@dependabot dependabot Bot added dependencies Pull requests that update a dependency file python:uv Pull requests that update python:uv code labels Oct 3, 2026
@dependabot @github

dependabot Bot commented on behalf of github Oct 5, 2026

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Looks like these dependencies are updatable in another way, so this is no longer needed.

@dependabot dependabot Bot closed this Oct 5, 2026
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dependabot Bot deleted the dependabot/uv/python-dependencies-326b36fe6b branch October 5, 2026 03:22
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