BUG: create_pyfolio_input doesn't work with frequency higher that 1 day

quantopian / alphalens

Performance analysis of predictive (alpha) stock factors

http://quantopian.github.io/alphalens

Apache License 2.0

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Closed luca-s closed 6 years ago

luca-s commented 6 years ago

When passing factor data computed at frequency higher than 1 day the resulting output is not properly displayed by pyfolio