quantopian empyrical issues

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

issues

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NINF changed to -np.inf

#143 sanchayjain28 opened 3 months ago
0
Deprecated numpy NINF constant - see fix in PR

#142 jake-sigtech opened 4 months ago
0
Update stats.py for deprecated numpy constant

#141 jake-sigtech opened 4 months ago
0
Update setup.py

#140 kinskrig opened 9 months ago
0
python 3.12 versioner incompatible

#139 kia69028 opened 10 months ago
2
Refactor configparser in versioneer.py

#138 KimChow opened 11 months ago
0
Fix build with Python 3.12.

#137 0-wiz-0 opened 11 months ago
3
Typo fix in empyrical.stats. roll_downsize_risk -> roll_downside_risk

#136 snag-9677 closed 1 year ago
0
error in cagr computation (when negative)

#135 arbitrage-technology opened 1 year ago
0
roll_cagr not working

#134 Jacques2101 opened 1 year ago
0
Safety Error on empyrical installed via conda-forge

#132 RichardDale closed 3 years ago
1
Assertion error

#131 antoscha opened 4 years ago
0
multi-dimensional indexing is deprecated in pandas.

#130 cgdeboer closed 4 years ago
3
empyrical.stats.value_at_risk output is NaN

#129 Mo-Iravani opened 4 years ago
0
ENH: add expected max drawdown function (#90)

#128 pepicello opened 4 years ago
0
ImportError: cannot import name 'information_ratio' from 'empyrical'

#127 sokol11 closed 4 years ago
1
Uncaught Exception: FutureWarning: pandas.util.testing is deprecated. Use the functions in the public API at pandas.testing instead.

#126 cryptocoinserver opened 4 years ago
1
Community Contributions

#125 shaneding opened 4 years ago
3
Fix for pandas 1.0

#124 atkinson closed 4 years ago
6
Fix for pandas 1.0

#123 atkinson closed 4 years ago
0
updated travis

#122 atkinson closed 4 years ago
1
Series.as_matrix was depricated then later removed.

#121 atkinson closed 4 years ago
1
Link to sortino-related pdf no longer works

#120 jbredeche opened 4 years ago
0
fix outdated api

#119 hrosspet opened 5 years ago
0
ENH Add beta fragility and gpd risk estimates

#118 jeyoor closed 5 years ago
2
Add Github Actions CI.

#117 danisim opened 5 years ago
0
Annualize alpha correctly and update tests

#116 gmanoim-quantopian closed 5 years ago
1
unrequire bottleneck, adjust README, etc.

#115 cgdeboer closed 5 years ago
2
Remove Series.strides from codebase (Pandas deprecation)

#114 cgdeboer closed 5 years ago
2
Support Python >3.5

#113 seanlseymour closed 5 years ago
6
Added Quarterly Return

#112 cgdeboer closed 5 years ago
6
Add tilt and timing performance attribution. Also respect time range

#111 twiecki closed 5 years ago
1
Pandas unable to import datareader deprecation error

#110 xanderdunn opened 5 years ago
1
DOC Note daily frequency of risk-free rate

#109 gusgordon closed 5 years ago
0
sharpe_ratio calculated correctly?

#108 bscully27 closed 5 years ago
2
_create_unary_vectorized_roll_function(function) how to use parameters "out : array-like, optional"

#107 gwsampso opened 5 years ago
0
KeyError: 'date'

#106 veonua opened 5 years ago
4
Someone is name squatting

#105 timkpaine closed 6 years ago
5
Literature for levy exponent in annual_volatility?

#104 MaxBenChrist opened 6 years ago
0
Fix get_treasury_yield

#103 Lexa1983 closed 5 years ago
1
MAINT: add year/name to license

#102 vikram-narayan closed 6 years ago
1
ENH: Allow 2D input in cum_returns_final.

#101 ssanderson closed 6 years ago
2
backwards compat: empyrical.cum_returns_final used to support dataframes

#100 twiecki closed 6 years ago
2
Include LICENSE file in wheels

#99 toddrme2178 closed 6 years ago
1
max_drawdown returns pd.Series, not float

#98 eigenfoo closed 6 years ago
4
DEP: Deprecate all data reading functionality via pandas-datareader

#97 eigenfoo closed 6 years ago
11
MAINT: Migrate from Yahoo and Google APIs to Quandl

#96 eigenfoo closed 6 years ago
2
not able to use skew or kurtosis

#95 ruhkog closed 6 years ago
3
fix beta(series, dataframe)

#94 llllllllll closed 6 years ago
0
TST Add test for inf Sharpe

#93 gusgordon closed 6 years ago
3