Multi-Factor Least Squares Monte Carlo energy storage valuation model (Python and .NET).
active 2023-08-16 → 2024-06-16 (UTC)
Partial coverage20,542 / 26,298 hourly files (78%) · 2 absent upstream · 5,753 failed, retryable2023-08-15 → 2026-08-14 (UTC)— sampled evenly across the window, so rankings and trends hold; absolute counts scale up.
Events
152
Pushes
83
Pull requests
7
Issues
15
Stars
6
Forks
4
Activity over time
Daily event counts in the loaded window
Line chart, 306 days from 2023-08-16 to 2024-06-16. Pushes: 83 total, peak 6 in a day. Pull requests: 7 total, peak 2 in a day. Issues: 15 total, peak 5 in a day. Comments: 18 total, peak 7 in a day. Stars: 6 total, peak 1 in a day.
- Pushes
- Pull requests
- Issues
- Comments
- Stars
Top contributors
Pushes, PRs, issues, reviews and comments — stars and forks excluded, so this is contribution rather than popularity
| Contributor | Contributions | Pushes | PRs | Comments |
|---|---|---|---|---|
| cmdty | 113 | 83 | 7 | 9 |
| nribei | 9 | 0 | 0 | 9 |
| mattslezak-shell | 1 | 0 | 0 | 0 |
Recent activity
Latest issues, pull requests and releases
- Releasecmdty2024-06-16 21:49v1.6.0 PyPI Package
- Issue#52cmdty2024-06-16 21:48Standard Error Bug
- Pull request#54cmdty2024-06-16 21:10
- Issue#56mattslezak-shell2024-03-09 01:27Example Python code for calibrating the 3-factor seasonal model will be added to this repo later.
- Pull request#54cmdty2024-03-01 06:07
- Issue#53cmdty2024-02-25 19:44Use SVD for Regression in LSMC
- Releasecmdty2024-02-18 14:32v0.3.1 Excel Add-In Release
- Pull request#51cmdty2024-02-18 14:24
- Pull request#51cmdty2024-02-18 14:07
- Issue#50cmdty2024-02-16 06:20Calculate and Return Standard Error of Delta
- Issue#49cmdty2024-02-16 06:19Include Standard Error in LSMC Results
- Releasecmdty2024-02-15 22:00v1.5.0 PyPI Package
- Pull request#47cmdty2024-01-19 21:40
- Releasecmdty2023-12-19 07:16Version 1.1.0 of NuGet Package
- Releasecmdty2023-12-18 07:52v1.4.0 PyPI Package
- Issue#44cmdty2023-12-17 23:00Fix C# Coverage
- Issue#43cmdty2023-12-17 22:25Fix Warnings on Creating Python Package
- Issue#34cmdty2023-12-17 20:26Mean reversion for three-factor seasonal model
- Issue#42cmdty2023-12-17 20:10More Vectorisations with MKL
- Issue#41cmdty2023-12-17 20:06Allow Excel Add-in Two Calculation Modes
- Issue#40cmdty2023-11-02 20:52Create .NET Console App
- Issue#30cmdty2023-11-01 21:33Rounding Error using time-varying ratchets
- Pull request#38cmdty2023-10-21 19:39
- Pull request#38cmdty2023-10-21 17:13
- Issue comment#34nribei2023-10-12 11:46Mean reversion for three-factor seasonal model
Totals cover only the window loaded into ClickHouse and count events, not GitHub's lifetime totals — 6 stars here means stars gained during the window, not the repo's star count.