Ecosyste.ms: Issues

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GitHub / quantopian/alphalens issues and pull requests

#405 - Update tears.py

Pull Request - State: closed - Opened by viktrewang 5 months ago

#404 - invalid index to scalar variable @ mode(days_diffs).mode[0]

Issue - State: open - Opened by BCAA50000 5 months ago - 11 comments

#403 - Unable to work with pyfolio integration

Issue - State: open - Opened by Akshat111111 8 months ago

#400 - Is alphalens still used?

Issue - State: open - Opened by cav71 10 months ago - 1 comment

#399 - AttributeError: 'Int64Index' object has no attribute 'tz'

Issue - State: closed - Opened by EgoistaCercis about 1 year ago - 2 comments

#397 - correct grammar

Pull Request - State: closed - Opened by Amarnath1904 over 1 year ago

#396 - fix 'Index' object has no attribute 'get_values' bug

Pull Request - State: open - Opened by MiaoMiaoKuangFei over 2 years ago

#395 - bugfix: Adaptation to the stable version of pandas

Pull Request - State: open - Opened by Ckend over 2 years ago

#393 - MissingDataError: exog contains inf or nans

Issue - State: open - Opened by sokol11 about 3 years ago - 2 comments

#392 - Alphalens

Issue - State: open - Opened by Swordsman-T over 3 years ago

#391 - Anyone can explain how the factors are bined?

Issue - State: closed - Opened by luisvelo over 3 years ago - 2 comments

#389 - Problem：create_event_returns_tear_sheet

Issue - State: open - Opened by RemnantLi over 3 years ago

#388 - UnboundLocalError: local variable 'period_len' referenced before assignment

Issue - State: closed - Opened by mwolf2 over 3 years ago - 1 comment

#387 - When I use "bins" instead of "quantiles", it went wrong

Issue - State: open - Opened by Ryan17wow over 3 years ago

#384 - sharpe test supported

Pull Request - State: open - Opened by weiguang-zz almost 4 years ago

#383 - How can I build my confidence that my strategy returns better

Issue - State: open - Opened by weiguang-zz almost 4 years ago - 1 comment
Labels: question

#382 - freq error: freq must be Day, BDay or CustomBusinessDay

Issue - State: open - Opened by tongxinw almost 4 years ago - 1 comment

#380 - Quantiles cumulative return charts do not show for periods longer than 1D

Issue - State: open - Opened by Kogelet about 4 years ago - 1 comment

#379 - 'Index' object has no attribute 'get_values

Issue - State: open - Opened by raoraozu about 4 years ago - 3 comments

#378 - Issues with return data

Issue - State: open - Opened by noobmaster29 about 4 years ago - 1 comment

#377 - alphalens.tears.create_turnover_tear_sheet error

Issue - State: open - Opened by sabirjana about 4 years ago - 1 comment

#376 - Should factor_alpha_beta return a tstat?

Issue - State: open - Opened by jsmidt about 4 years ago

#375 - create_pyfolio_input

Issue - State: open - Opened by Bkwh about 4 years ago

#374 - Incorrect return values for factor_cumulative_returns?

Issue - State: open - Opened by jsmidt about 4 years ago - 16 comments

#373 - Bad version labeling for released package

Issue - State: open - Opened by jsmidt about 4 years ago - 3 comments

#372 - Test Fixes + Miscellaneous Cleanup

Pull Request - State: closed - Opened by dmichalowicz about 4 years ago - 1 comment

#370 - Random empty figures when plotting tear sheets

Issue - State: open - Opened by Boubside about 4 years ago

#369 - Unreadable tear sheet

Issue - State: open - Opened by Boubside about 4 years ago - 3 comments

#366 - the Tear Sheet is not showing good.

Issue - State: closed - Opened by gnyuan over 4 years ago - 4 comments

#365 - Question about adapting alphalens on futures data

Issue - State: open - Opened by ai-gamer over 4 years ago

#364 - use MultiIndex.set_names for pandas 1.0

Pull Request - State: closed - Opened by altquant over 4 years ago - 1 comment

#363 - BLD: Github Actions

Pull Request - State: closed - Opened by gerrymanoim over 4 years ago - 1 comment

#362 - BLD: Github Actions

Pull Request - State: closed - Opened by gerrymanoim over 4 years ago

#361 - Perf improvements

Pull Request - State: closed - Opened by jmccorriston over 4 years ago - 4 comments

#360 - WIP: Trying to fix Travis Failures

Pull Request - State: closed - Opened by dmichalowicz over 4 years ago - 4 comments

#359 - Cannot set name on a level of a MultiIndex. Use 'MultiIndex.set_names' instead.

Issue - State: closed - Opened by stin7 over 4 years ago - 2 comments

#357 - Request: Simplify cumulative_returns definition.

Issue - State: open - Opened by jmccorriston over 4 years ago - 8 comments
Labels: enhancement

#356 - Add github actions build system

Pull Request - State: closed - Opened by gerrymanoim over 4 years ago

#355 - Tutorials Not working - needs updating

Issue - State: open - Opened by zbanga over 4 years ago

#354 - Addressing issue #336

Pull Request - State: closed - Opened by jimportico over 4 years ago - 6 comments

#353 - Add Conda's badge

Issue - State: open - Opened by willianpaixao over 4 years ago

#352 - Build failed due to dependency conflict

Issue - State: open - Opened by willianpaixao over 4 years ago - 1 comment

#351 - ValueError: freq must be Day, BDay or CustomBusinessDay

Issue - State: closed - Opened by holymonkey808 almost 5 years ago - 1 comment

#350 - utils.quantize_factor()

Issue - State: open - Opened by ilovecocolade almost 5 years ago - 7 comments

#349 - Advanced tutorial on Alphalens (on Quantopian)

Pull Request - State: closed - Opened by luca-s almost 5 years ago - 2 comments

#348 - ENH: convert event-based factors to continuous-time factors

Issue - State: closed - Opened by eigenfoo almost 5 years ago - 1 comment
Labels: invalid

#347 - TypeError: Cannot infer number of levels from empty list

Issue - State: open - Opened by xiafansheng almost 5 years ago - 1 comment

#346 - Add option return_fig and show

Pull Request - State: open - Opened by xgdgsc almost 5 years ago - 3 comments

#345 - Update README.rst

Pull Request - State: closed - Opened by fawce almost 5 years ago

#343 - quantile_turnover in performance.py

Issue - State: closed - Opened by kkumawat25 almost 5 years ago - 2 comments

#342 - add return_fig param such as pyfolio

Issue - State: open - Opened by huaiweicheng almost 5 years ago - 2 comments

#341 - problem with tears.create_turnover_tear_sheet

Issue - State: open - Opened by kukuwa about 5 years ago

#340 - Possible Bug in Mean Return by Quantile?

Issue - State: open - Opened by metin-akyol about 5 years ago - 1 comment

#338 - tear_sheet_walkthrough pricing is not next day's open

Issue - State: closed - Opened by grananqvist over 5 years ago - 1 comment
Labels: invalid

#337 - update links and http -> https

Pull Request - State: closed - Opened by ivigamberdiev over 5 years ago

#336 - ENH: quantile/bin numbering schema should be more flexible

Issue - State: open - Opened by quantopiancal over 5 years ago - 3 comments
Labels: help wanted

#335 - Using lower frequency data(monthly, quarterly,annually) for generating tear sheet

Issue - State: closed - Opened by Dgomzi over 5 years ago - 5 comments

#334 - BUG: utils.compute_forward_returns can raise out of bounds exception

Pull Request - State: closed - Opened by luca-s over 5 years ago - 3 comments

#333 - function of utils.infer_trading_calendar

Issue - State: closed - Opened by wuyunhua over 5 years ago - 1 comment
Labels: invalid

#332 - DOC: add GitHub issue template

Pull Request - State: closed - Opened by eigenfoo over 5 years ago - 2 comments

#331 - bug? in utils.py

Issue - State: closed - Opened by woshihaofeng over 5 years ago - 6 comments
Labels: bug

#329 - Add option to compute forward returns non-cumulatively

Pull Request - State: closed - Opened by twiecki over 5 years ago - 1 comment

#328 - MAINT: code refactoring to make it compatible with pandas 0.23.4

Pull Request - State: closed - Opened by luca-s over 5 years ago - 3 comments

#327 - ENH: Speed up `compute_forward_returns` and `get_clean_factor`.

Pull Request - State: closed - Opened by jbredeche over 5 years ago - 3 comments

#326 - ENH Speed up fwdret computation

Pull Request - State: closed - Opened by twiecki over 5 years ago - 5 comments

#325 - #help wanted: alphalens.performance.factor_weights returns negative weights

Issue - State: closed - Opened by Frankein over 5 years ago - 1 comment

#324 - BUG: factor_rank_autocorrelation infers turnover period in calendar...

Pull Request - State: closed - Opened by luca-s over 5 years ago - 3 comments

#322 - difficulties recreating alphalens simulated performance in zipline

Issue - State: closed - Opened by tdrobbin over 5 years ago - 2 comments
Labels: question

#321 - Newbie issues: "ModuleNotFoundError: No module named 'alphalens'"

Issue - State: closed - Opened by udayb over 5 years ago - 11 comments

#320 - DOC: Small typo in docstring

Pull Request - State: closed - Opened by freddiev4 almost 6 years ago - 4 comments

#319 - Inferred frequency does not conform In Calculating TEARS (Pandas 0.23.4 issue)

Issue - State: closed - Opened by hexiaoling1994 almost 6 years ago - 6 comments
Labels: bug

#318 - TEST: added tests for perf.mean_return_by_quantile

Pull Request - State: closed - Opened by luca-s almost 6 years ago

#317 - BUG: Fix date conversion in newer versions of pandas

Pull Request - State: closed - Opened by MichaelJMath almost 6 years ago - 1 comment

#316 - performance.py error when weights freq is None

Issue - State: closed - Opened by javifalces almost 6 years ago - 3 comments

#315 - compute forward returns using datetime offset

Issue - State: closed - Opened by HereticSK almost 6 years ago - 6 comments
Labels: api

#314 - ENH: Provide access to returns tables in top-level API

Issue - State: open - Opened by mmargenot almost 6 years ago
Labels: api

#313 - BUG: Calculate mean returns by date before mean return by quantile

Pull Request - State: closed - Opened by MichaelJMath almost 6 years ago - 17 comments

#312 - ValueError: min() arg is an empty sequence

Issue - State: closed - Opened by fzhcary almost 6 years ago - 2 comments

#311 - ValueError

Issue - State: closed - Opened by fzhcary almost 6 years ago - 1 comment
Labels: invalid

#310 - question about create factors

Issue - State: closed - Opened by fzhcary almost 6 years ago - 5 comments
Labels: question

#309 - Biased Mean Quantile Returns for Non-Equal Bins

Issue - State: closed - Opened by MichaelJMath almost 6 years ago - 4 comments
Labels: bug

#308 - create_factor_tear_sheet function not available on tears.py?

Issue - State: closed - Opened by Konsang almost 6 years ago - 2 comments

#307 - MAINT: add year/name to license

Pull Request - State: closed - Opened by vikram-narayan about 6 years ago - 1 comment

#304 - WIP First stab at zero-aware quantiles.

Pull Request - State: closed - Opened by twiecki about 6 years ago - 2 comments