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pmorissette
/
ffn
ffn - a financial function library for Python
pmorissette.github.io/ffn
MIT License
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Temporarily monkey-patch pandas-datareader with fix_yahoo_finance
#47
rubik
closed
3 years ago
1
Update calc_ftca method to use Series.sort_values
#46
rubik
closed
6 years ago
1
FTCA is broken with the latest Pandas
#45
rubik
closed
6 years ago
0
ffn is not compatible with pandas_data_reader
#44
davidxia1986
closed
6 years ago
1
Handling non-daily data (proposition for ffn/core.py)
#43
ViktorMalesevic
closed
6 years ago
2
Replace deprecated use of .ix with .iloc
#42
johnsloper
closed
6 years ago
3
GroupStats updating statistics after set_riskfree
#41
JordanPlatts
closed
6 years ago
0
whl download file
#40
PyMull
closed
3 years ago
1
Return axes object from all plot methods
#39
brandon-rhodes
closed
6 years ago
2
Bugs in class PerformanceStats
#38
allenanhu
closed
6 years ago
1
Replacing ffn with empyrical and pyfolio
#37
JordanPlatts
closed
6 years ago
6
Risk free rate price series
#36
JordanPlatts
closed
6 years ago
0
after upgrade to pandas 0.22 break ffn, reverting to 0.21 - ffn is OK
#35
githubbla
closed
6 years ago
4
Yahoo changed their returned field values breaking ffn.get() for Yahoo
#34
bengebre
closed
3 years ago
5
computing annualized stats assuming different number of days per year
#33
tdrobbin
opened
6 years ago
0
bug in sortino ratio algorithm
#32
zhuoqiang
closed
6 years ago
3
REF: Use builtin any over not np.all
#31
pratapvardhan
closed
6 years ago
0
BUG: calc_sharpe only when standard deviation is not zero
#30
pratapvardhan
closed
6 years ago
1
Develop
#29
FinQuest
closed
6 years ago
0
Merge pull request #1 from pmorissette/master
#28
jason-purpose
closed
6 years ago
0
Arguments for performance function
#27
stnatter
closed
6 years ago
1
better pandas resampling, compatible with intraday and other gapped data
#26
Quantmatic
closed
7 years ago
0
Import error PyQt4
#25
jahl08
closed
7 years ago
0
Fixes max iterations problem with large datasets
#24
talaikis
closed
7 years ago
0
Python ffn package - bug in calc_stats()
#23
cyrpy
closed
6 years ago
0
RemoteDataError: Unable to read URL
#22
tsando
closed
7 years ago
4
ERC / Risk Parity Portfolio Weights
#21
FinQuest
closed
7 years ago
4
Is it possible in FFN to load Bloomberg stock data?
#20
tianqig
closed
7 years ago
1
something wrong with pic
#19
yu123ert
closed
7 years ago
3
Ulcer performance index, python3 compat fix
#18
sven337
closed
7 years ago
2
fix divide by zero exception in some situation
#17
zhuoqiang
closed
7 years ago
1
fixed an AttributeError in ffn.calc_clusters
#16
geweiliang
closed
7 years ago
1
fix divide by zero error when less than 12 months but spanning a year…
#15
degiere
closed
7 years ago
1
"ZeroDivisionError: float division by zero" when calculating PerformanceStats.yearly_sharpe if all values in timeseries are same
#14
spencerns
closed
6 years ago
2
resample() error
#13
denbjornen
closed
6 years ago
1
Pandas DataReader Errors??!!?
#12
denbjornen
closed
7 years ago
0
Added Calmar and Sortino ratios
#11
Anjum48
closed
7 years ago
7
Add Calmar Ratio
#10
Anjum48
closed
7 years ago
0
import error
#9
jdkcupid
closed
7 years ago
1
Fix for limit_weights in case when ok.sum() is zero
#8
vfilimonov
closed
9 years ago
3
Fix for calc_inv_vol_weights() in case of zero volatility
#7
vfilimonov
closed
9 years ago
1
Improved speed of to_drawdown_series
#6
vfilimonov
closed
9 years ago
1
Minor changes: risk-free rate setter and output for GroupStats
#5
vfilimonov
closed
9 years ago
1
Include risk-free rate in Sharpe ratio calculation
#4
vfilimonov
closed
9 years ago
3
Small fixes: return_table
#3
vfilimonov
closed
9 years ago
1
PerformanceStats.return_table now has months as column names
#2
vfilimonov
closed
9 years ago
0
ffn.core.to_monthly not picking the last month?
#1
sivananth
closed
3 years ago
6
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