Open twiecki opened 6 years ago
if you clear your local cache, this problem will be fixed; do you think it's worth adding a check for this particular case? happy to add one if you think so, just not sure how common the issue is
Yes, but a user will not know what to do and just receive a very odd error.
Pyfolio calls https://github.com/quantopian/empyrical/blob/master/empyrical/utils.py#L309 which reads the Fama-French factors from a cached file if it exists. Thus, users upgrading pyfolio and empyrical will get the error that column
'Mom'
does not exist, as the old name with the white-space is still in the cache.The problem is in this PR: https://github.com/quantopian/empyrical/pull/63
CC @vikram-narayan