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quantopian / alphalens

Performance analysis of predictive (alpha) stock factors
http://quantopian.github.io/alphalens
Apache License 2.0
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Addressing issue #336 #354

Closed jimportico closed 4 years ago

jimportico commented 4 years ago

Added code to address issue #336.

link: https://github.com/quantopian/alphalens/issues/336

twiecki commented 4 years ago

@jimportico Looks great, thanks for contributing this! Seems like our travis CI is broken, did you run the test suite to make things everything still passes?

jimportico commented 4 years ago

Hi @twiecki - I checked travis CI and see four failure messages that I'm having a difficulty reconciling.

Build Jobs:

I saw something similar on PR #346. That looked unrelated to the changes being submitted. Is that the case for mine as well?

twiecki commented 4 years ago

Yeah those are unrelated, just wanted to make sure they did pass with a functioning setup.

On Wed, Jan 15, 2020, 00:50 jimportico notifications@github.com wrote:

Hi @twiecki https://github.com/twiecki - I checked travis CI and see four failure messages that I'm having a difficulty reconciling.

Build Jobs:

  • 630.1: The command "python setup.py install" failed and exited with 1 during .
  • 630.2, 630.4, & 630.5: The command "conda create -q -n testenv --yes python=$TRAVIS_PYTHON_VERSION ipython flake8 numpy scipy nose matplotlib pandas=$PANDAS_VERSION statsmodels seaborn" failed and exited with 1 during .

I saw something similar on PR #346 https://github.com/quantopian/alphalens/pull/346. That looked unrelated to the changes being submitted. Is that the case for mine as well?

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twiecki commented 4 years ago

Thanks @jimportico!

twiecki commented 4 years ago

If you want, in a separate PR you could add a unittest to make sure the feature works as desired.

jimportico commented 4 years ago

Thanks @twiecki - happy to help! I haven't submitted a unittest for an OSS project before but would like to learn more. Do you have a sample you can point me toward?