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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
1.31k stars 406 forks source link

ImportError: cannot import name 'information_ratio' from 'empyrical' #127

Closed sokol11 closed 4 years ago

sokol11 commented 4 years ago

This is still an issue with the latest pyfolio / empyrical install (0.5.3)

richafrank commented 4 years ago

Hi @sokol11 , information_ratio was removed from empyrical and then from pyfolio in v0.8.0 (released Aug 23, 2017). It sounds like you have an old version of pyfolio that still depends on information_ratio.

Feel free to open a new issue in pyfolio or zipline if their latest versions still have this problem!