MAINT: refactored utils.compute_forward_returns

quantopian / alphalens

Performance analysis of predictive (alpha) stock factors

http://quantopian.github.io/alphalens

Apache License 2.0

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MAINT: refactored utils.compute_forward_returns #266

Closed luca-s closed 6 years ago

luca-s commented 6 years ago

Cleaned up the code that deals with business days calendar. The code now infers the trading calendar from prices and factor information

twiecki commented 6 years ago

Is travis having problems?

luca-s commented 6 years ago

This time it could be my fault because I merged the PR before Travis completed (I am not sure though). I checked that 4 or 5 tests were fine and I merged the PR. Travis completed successfully on the master branch.