@twiecki It looks like the only effect of a downgraded empyrical is that newer columns ('tilt_returns', 'timing_returns') are missing from perf_attrib output. pyfolio itself works fine with the older empyrical (except for the tests that need compat here).
Adding the backwards compat enables some of our existing environments to use newest pyfolio without yet upgrading empyrical. We'll do that too, but this decouples the two tasks.
@twiecki It looks like the only effect of a downgraded empyrical is that newer columns (
'tilt_returns', 'timing_returns') are missing fromperf_attriboutput. pyfolio itself works fine with the older empyrical (except for the tests that need compat here).Adding the backwards compat enables some of our existing environments to use newest pyfolio without yet upgrading empyrical. We'll do that too, but this decouples the two tasks.