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quantopian / empyrical

Common financial risk and performance metrics. Used by zipline and pyfolio.
https://quantopian.github.io/empyrical
Apache License 2.0
1.27k stars 398 forks source link

Added Quarterly Return #112

Closed cgdeboer closed 5 years ago

cgdeboer commented 5 years ago

Added another common periodicity (quarterly) to the aggregate returns function, along with some relevant tests.

cgdeboer commented 5 years ago

@twiecki or @gusgordon looks like some issues with dependencies on the python3+ builds. Shall I investigate and fix or is someone looking at this already ?

twiecki commented 5 years ago

Thanks @cgdeboer! Yes, if you can find the issue it would be much appreciated.

cgdeboer commented 5 years ago

@twiecki looks like the conda channel was pointing to a quantopian namespace that perhaps does not have all the correct versions in there. Updated the .travis.yml to point to the community managed conda-forge channel. Hope that's ok.

cgdeboer commented 5 years ago

@twiecki can you offer some guidance about when and how often maintainers merge and push to pypi with this project ? Just trying to plan for an upcoming release.

cgdeboer commented 5 years ago

@gusgordon @richafrank @twiecki not sure what protocol is on this project. Can you give some insights on PR merging and release timing ?

twiecki commented 5 years ago

This looks great, thanks @cgdeboer!