v0.5.7

In this release, we're introducing a new configuration setting called GROUP_BY_COLUMN. This feature enables the creation of aggregated results based on specified groups.

To generate results grouped by a specific column, such as product_code, configure the settings as shown below:

settings.py

settings = {
    "AGGREGATE": True,
    "GROUP_BY_COLUMN": "product_code",
    ...
}

Please note that the product_code column must be part of the main model point set, as demonstrated below:

input.py

main = ModelPointSet(data=pd.DataFrame({
    "id": [1, 2, 3],
    "product_code": ["A", "B", "A"]
}))

The output will provide aggregated results grouped by the chosen column, for example:

t,product_code,fund_value
0,A,24000
1,A,24048
2,A,24096.1
3,A,24144.29
0,B,3000
1,B,3006
2,B,3012.01
3,B,3018.03