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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
1.28k stars 399 forks source link

Change default_returns_func to use Quandl API #89

Closed jaycode closed 5 years ago

jaycode commented 6 years ago

I updated default_returns_func to use Quandl, created get_symbol_returns_from_quandl, and deprecated get_symbol_returns_from_yahoo.

twiecki commented 6 years ago

Thanks @jaycode!

CC @richafrank for assigning a reviewer.

jaycode commented 6 years ago

Just noticed the Travis CI build errors. I will fix then shortly.

twiecki commented 6 years ago

@jaycode sorry for the long delay, but we're finally getting back to this.

eigenfoo commented 6 years ago

Hello @jaycode, this is a high-priority issue for us, so I'll be work on my own version of the PR, if that's alright with you. Thanks so much!