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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

Support Python >3.5 #113

Closed seanlseymour closed 5 years ago

seanlseymour commented 5 years ago

Installing fails using Python 3.6 and later as provided in current conda distribution. Bottleneck package dependency seems to fail to install.

cgdeboer commented 5 years ago

I'd love to see the requirement for bottleneck fall off. Packages consumers can still use it, and the codebase is already set up to eagerly load it if available in the environment, else fall back to numpy.

@twiecki and team, open to maintaining bottleneck support but dropping it as a requirement ? We've seen some packaging issues with it (off an on) over the years.

twiecki commented 5 years ago

Yes, should be optional.

cgdeboer commented 5 years ago

@seanlseymour I may work on a PR later this week, unless you have already started on it.

seanlseymour commented 5 years ago

No, I haven’t started anything here. Would appreciate!

Sean

On Aug 21, 2019, at 3:30 PM, Calvin DeBoer notifications@github.com wrote:

@seanlseymour I may work on a PR later this week, unless you have already started on it.

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seanlseymour commented 5 years ago

Thank you!

On Aug 23, 2019, at 1:59 PM, Thomas Wiecki notifications@github.com wrote:

Closed #113 https://github.com/quantopian/empyrical/issues/113 via #115 https://github.com/quantopian/empyrical/pull/115.

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qwhelan commented 4 years ago

@cgdeboer I'm new maintainer of bottleneck and would appreciate it if you could open an issue with some details on the packaging issues you've encountered, as the upcoming release of 1.3.0 should solve them: https://github.com/pydata/bottleneck