Ecosyste.ms: Issues
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GitHub / quantopian/alphalens issues and pull requests
#407 - STOP USING WRITING READING
Issue -
State: open - Opened by alphahughes1 4 months ago
#406 - cant install alphalens from pip because of outdated configparser method call
Issue -
State: open - Opened by tinkerdragon 4 months ago
#405 - Update tears.py
Pull Request -
State: closed - Opened by viktrewang 8 months ago
#404 - invalid index to scalar variable @ mode(days_diffs).mode[0]
Issue -
State: open - Opened by BCAA50000 8 months ago
- 11 comments
#403 - Unable to work with pyfolio integration
Issue -
State: open - Opened by Akshat111111 11 months ago
#402 - data = al.utils.get_clean_factor_and_forward_returns(cs_df.stack(), pricing, quantiles=5, bins=None, periods=[1])
Issue -
State: open - Opened by yashw16 12 months ago
#401 - got error: Error: No such keys(s): 'mode.use_inf_as_null'
Issue -
State: open - Opened by zjn-11 12 months ago
#400 - Is alphalens still used?
Issue -
State: open - Opened by cav71 about 1 year ago
- 1 comment
#399 - AttributeError: 'Int64Index' object has no attribute 'tz'
Issue -
State: closed - Opened by EgoistaCercis over 1 year ago
- 2 comments
#397 - correct grammar
Pull Request -
State: closed - Opened by Amarnath1904 almost 2 years ago
#396 - fix 'Index' object has no attribute 'get_values' bug
Pull Request -
State: open - Opened by MiaoMiaoKuangFei almost 3 years ago
#395 - bugfix: Adaptation to the stable version of pandas
Pull Request -
State: open - Opened by Ckend almost 3 years ago
#394 - importing alphalens 0.3.6 gets error "No module named 'pandas.util._decorators'"
Issue -
State: open - Opened by BinhKieu82 almost 3 years ago
- 1 comment
#393 - MissingDataError: exog contains inf or nans
Issue -
State: open - Opened by sokol11 over 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
#390 - Dropped 45.5% entries from factor data: 45.5% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions)
Issue -
State: closed - Opened by syejing almost 4 years ago
- 1 comment
#389 - Problem:create_event_returns_tear_sheet
Issue -
State: open - Opened by RemnantLi almost 4 years ago
#388 - UnboundLocalError: local variable 'period_len' referenced before assignment
Issue -
State: closed - Opened by mwolf2 almost 4 years ago
- 1 comment
#387 - When I use "bins" instead of "quantiles", it went wrong
Issue -
State: open - Opened by Ryan17wow almost 4 years ago
#386 - cumulative_returns calculation no longer adjusts for periods > 1?
Issue -
State: open - Opened by jeromeku about 4 years ago
#385 - ufunc 'isfinite' not supported for the input types, and the inputs could not be safely coerced to any supported types according to the casting rule ''safe''
Issue -
State: open - Opened by xuanronaldo about 4 years ago
- 6 comments
#384 - sharpe test supported
Pull Request -
State: open - Opened by weiguang-zz about 4 years ago
#383 - How can I build my confidence that my strategy returns better
Issue -
State: open - Opened by weiguang-zz about 4 years ago
- 1 comment
Labels: question
#382 - freq error: freq must be Day, BDay or CustomBusinessDay
Issue -
State: open - Opened by tongxinw about 4 years ago
- 1 comment
#381 - Same factor data, but different Information Analysis results for information_tear and summary_tear
Issue -
State: open - Opened by baitsnyc over 4 years ago
#380 - Quantiles cumulative return charts do not show for periods longer than 1D
Issue -
State: open - Opened by Kogelet over 4 years ago
- 1 comment
#379 - 'Index' object has no attribute 'get_values
Issue -
State: open - Opened by raoraozu over 4 years ago
- 3 comments
#378 - Issues with return data
Issue -
State: open - Opened by noobmaster29 over 4 years ago
- 1 comment
#377 - alphalens.tears.create_turnover_tear_sheet error
Issue -
State: open - Opened by sabirjana over 4 years ago
- 1 comment
#376 - Should factor_alpha_beta return a tstat?
Issue -
State: open - Opened by jsmidt over 4 years ago
#375 - create_pyfolio_input
Issue -
State: open - Opened by Bkwh over 4 years ago
#374 - Incorrect return values for factor_cumulative_returns?
Issue -
State: open - Opened by jsmidt over 4 years ago
- 16 comments
#373 - Bad version labeling for released package
Issue -
State: open - Opened by jsmidt over 4 years ago
- 3 comments
#372 - Test Fixes + Miscellaneous Cleanup
Pull Request -
State: closed - Opened by dmichalowicz over 4 years ago
- 1 comment
#371 - A way to solve ValueError: Inferred frequency None from passed values does not conform to passed frequency C
Issue -
State: open - Opened by wukan1986 over 4 years ago
- 13 comments
#370 - Random empty figures when plotting tear sheets
Issue -
State: open - Opened by Boubside over 4 years ago
#369 - Unreadable tear sheet
Issue -
State: open - Opened by Boubside over 4 years ago
- 3 comments
#368 - RuntimeError: Cannot set name on a level of a MultiIndex. Use 'MultiIndex.set_names' instead.
Issue -
State: closed - Opened by syejing over 4 years ago
- 3 comments
#367 - ValueError: Inferred frequency None from passed values does not conform to passed frequency C
Issue -
State: closed - Opened by Boubside over 4 years ago
- 13 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
#358 - Missing "get_pricing" function for zipline (exists in quantopian.pipeline)
Issue -
State: closed - Opened by carstenf over 4 years ago
#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 almost 5 years ago
#352 - Build failed due to dependency conflict
Issue -
State: open - Opened by willianpaixao almost 5 years ago
- 1 comment
#351 - ValueError: freq must be Day, BDay or CustomBusinessDay
Issue -
State: closed - Opened by holymonkey808 about 5 years ago
- 1 comment
#350 - utils.quantize_factor()
Issue -
State: open - Opened by ilovecocolade about 5 years ago
- 7 comments
#349 - Advanced tutorial on Alphalens (on Quantopian)
Pull Request -
State: closed - Opened by luca-s about 5 years ago
- 2 comments
#348 - ENH: convert event-based factors to continuous-time factors
Issue -
State: closed - Opened by eigenfoo about 5 years ago
- 1 comment
Labels: invalid
#347 - TypeError: Cannot infer number of levels from empty list
Issue -
State: open - Opened by xiafansheng about 5 years ago
- 1 comment
#346 - Add option return_fig and show
Pull Request -
State: open - Opened by xgdgsc about 5 years ago
- 3 comments
#345 - Update README.rst
Pull Request -
State: closed - Opened by fawce about 5 years ago
#344 - use warning replace error when some assets not in groupby in utils.get_clean_factor
Pull Request -
State: closed - Opened by hahaws about 5 years ago
#343 - quantile_turnover in performance.py
Issue -
State: closed - Opened by kkumawat25 about 5 years ago
- 2 comments
#342 - add return_fig param such as pyfolio
Issue -
State: open - Opened by huaiweicheng about 5 years ago
- 2 comments
#341 - problem with tears.create_turnover_tear_sheet
Issue -
State: open - Opened by kukuwa over 5 years ago
#340 - Possible Bug in Mean Return by Quantile?
Issue -
State: open - Opened by metin-akyol over 5 years ago
- 1 comment
#339 - Iterator operand 0 dtype could not be cast from dtype('<M8[us]') to dtype('<M8[D]') according to the rule 'safe'
Issue -
State: closed - Opened by PeterSikuda over 5 years ago
- 3 comments
#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
#330 - get warning when running stock data test(got latest version)
Issue -
State: open - Opened by woshihaofeng over 5 years ago
#329 - Add option to compute forward returns non-cumulatively
Pull Request -
State: closed - Opened by twiecki almost 6 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 almost 6 years ago
- 3 comments
#327 - ENH: Speed up `compute_forward_returns` and `get_clean_factor`.
Pull Request -
State: closed - Opened by jbredeche almost 6 years ago
- 3 comments
#326 - ENH Speed up fwdret computation
Pull Request -
State: closed - Opened by twiecki almost 6 years ago
- 5 comments
#325 - #help wanted: alphalens.performance.factor_weights returns negative weights
Issue -
State: closed - Opened by Frankein almost 6 years ago
- 1 comment
#324 - BUG: factor_rank_autocorrelation infers turnover period in calendar...
Pull Request -
State: closed - Opened by luca-s almost 6 years ago
- 3 comments
#323 - factor_rank_autocorrelation infers turnover period in calendar space while periods could have different time space
Issue -
State: closed - Opened by twiecki almost 6 years ago
- 1 comment
#322 - difficulties recreating alphalens simulated performance in zipline
Issue -
State: closed - Opened by tdrobbin almost 6 years ago
- 2 comments
Labels: question
#321 - Newbie issues: "ModuleNotFoundError: No module named 'alphalens'"
Issue -
State: closed - Opened by udayb almost 6 years ago
- 11 comments
#320 - DOC: Small typo in docstring
Pull Request -
State: closed - Opened by freddiev4 about 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 about 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 about 6 years ago
#317 - BUG: Fix date conversion in newer versions of pandas
Pull Request -
State: closed - Opened by MichaelJMath about 6 years ago
- 1 comment
#316 - performance.py error when weights freq is None
Issue -
State: closed - Opened by javifalces about 6 years ago
- 3 comments
#315 - compute forward returns using datetime offset
Issue -
State: closed - Opened by HereticSK about 6 years ago
- 6 comments
Labels: api
#314 - ENH: Provide access to returns tables in top-level API
Issue -
State: open - Opened by mmargenot about 6 years ago
Labels: api
#313 - BUG: Calculate mean returns by date before mean return by quantile
Pull Request -
State: closed - Opened by MichaelJMath about 6 years ago
- 17 comments
#312 - ValueError: min() arg is an empty sequence
Issue -
State: closed - Opened by fzhcary about 6 years ago
- 2 comments
#311 - ValueError
Issue -
State: closed - Opened by fzhcary about 6 years ago
- 1 comment
Labels: invalid
#310 - question about create factors
Issue -
State: closed - Opened by fzhcary about 6 years ago
- 5 comments
Labels: question
#309 - Biased Mean Quantile Returns for Non-Equal Bins
Issue -
State: closed - Opened by MichaelJMath about 6 years ago
- 4 comments
Labels: bug
#308 - create_factor_tear_sheet function not available on tears.py?
Issue -
State: closed - Opened by Konsang about 6 years ago
- 2 comments
#307 - MAINT: add year/name to license
Pull Request -
State: closed - Opened by vikram-narayan over 6 years ago
- 1 comment