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quantopian / pyfolio

Portfolio and risk analytics in Python
https://quantopian.github.io/pyfolio
Apache License 2.0
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module 'empyrical' has no attribute 'information_ratio' #393

Closed yehoshuadimarsky closed 7 years ago

yehoshuadimarsky commented 7 years ago

When calling pyfolio.create_returns_tear_sheet(), I get this AttributeError:

module 'empyrical' has no attribute 'information_ratio'

Here's my config:

I looked at the source code of empyrical, can't find a module or actually anything called 'information_ratio.' Closest I could find is in the docstring for the Sharpe ratio mentioning it's a simplified version of information ratio. Looks like a big bug, as create_returns_tear_sheet() is a core function in pyfolio. Please advise.

gusgordon commented 7 years ago

Hi, thanks for the report. Can you try downgrading to empyrical 0.2.2 (pip install empyrical==0.2.2)? Pyfolio as a whole is buggy right now, since we are waiting for pandas_datareader to get fixed.

yehoshuadimarsky commented 7 years ago

Worked, thanks.

jonathanng commented 7 years ago

This is still an issue with the latest empyrical.

usgoose commented 5 years ago

Using empyrical 0.4.3 and still getting this issue.

sokol11 commented 4 years ago

0.5.3 still an issue

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.