Ecosyste.ms: Issues

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GitHub / quantopian/empyrical issues and pull requests

#143 - NINF changed to -np.inf

Pull Request - State: open - Opened by sanchayjain28 4 months ago - 1 comment

#142 - Deprecated numpy NINF constant - see fix in PR

Issue - State: open - Opened by jake-sigtech 5 months ago - 1 comment

#141 - Update stats.py for deprecated numpy constant

Pull Request - State: open - Opened by jake-sigtech 5 months ago

#140 - Update setup.py

Pull Request - State: open - Opened by kinskrig 10 months ago - 1 comment

#139 - python 3.12 versioner incompatible

Issue - State: open - Opened by kia69028 11 months ago - 5 comments

#138 - Refactor configparser in versioneer.py

Pull Request - State: open - Opened by KimChow 12 months ago

#137 - Fix build with Python 3.12.

Pull Request - State: open - Opened by 0-wiz-0 about 1 year ago - 3 comments

#136 - Typo fix in empyrical.stats. roll_downsize_risk -> roll_downside_risk

Pull Request - State: closed - Opened by snag-9677 about 1 year ago

#135 - error in cagr computation (when negative)

Issue - State: open - Opened by arbitrage-technology over 1 year ago

#134 - roll_cagr not working

Issue - State: open - Opened by Jacques2101 over 1 year ago

#132 - Safety Error on empyrical installed via conda-forge

Issue - State: closed - Opened by RichardDale almost 4 years ago - 1 comment

#131 - Assertion error

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

#130 - multi-dimensional indexing is deprecated in pandas.

Pull Request - State: closed - Opened by cgdeboer about 4 years ago - 3 comments

#129 - empyrical.stats.value_at_risk output is NaN

Issue - State: open - Opened by Mo-Iravani over 4 years ago

#128 - ENH: add expected max drawdown function (#90)

Pull Request - State: open - Opened by pepicello over 4 years ago

#127 - ImportError: cannot import name 'information_ratio' from 'empyrical'

Issue - State: closed - Opened by sokol11 over 4 years ago - 1 comment

#125 - Community Contributions

Issue - State: open - Opened by shaneding over 4 years ago - 3 comments

#124 - Fix for pandas 1.0

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

#123 - Fix for pandas 1.0

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

#122 - updated travis

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

#121 - Series.as_matrix was depricated then later removed.

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

#120 - Link to sortino-related pdf no longer works

Issue - State: open - Opened by jbredeche almost 5 years ago

#119 - fix outdated api

Pull Request - State: open - Opened by hrosspet about 5 years ago

#118 - ENH Add beta fragility and gpd risk estimates

Pull Request - State: closed - Opened by jeyoor about 5 years ago - 2 comments

#117 - Add Github Actions CI.

Pull Request - State: open - Opened by danisim about 5 years ago

#116 - Annualize alpha correctly and update tests

Pull Request - State: closed - Opened by gmanoim-quantopian about 5 years ago - 1 comment

#115 - unrequire bottleneck, adjust README, etc.

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

#114 - Remove Series.strides from codebase (Pandas deprecation)

Issue - State: closed - Opened by cgdeboer over 5 years ago - 2 comments

#113 - Support Python >3.5

Issue - State: closed - Opened by seanlseymour over 5 years ago - 6 comments

#112 - Added Quarterly Return

Pull Request - State: closed - Opened by cgdeboer over 5 years ago - 6 comments

#111 - Add tilt and timing performance attribution. Also respect time range

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

#110 - Pandas unable to import datareader deprecation error

Issue - State: open - Opened by xanderdunn over 5 years ago - 1 comment

#109 - DOC Note daily frequency of risk-free rate

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

#108 - sharpe_ratio calculated correctly?

Issue - State: closed - Opened by bscully27 over 5 years ago - 2 comments

#106 - KeyError: 'date'

Issue - State: open - Opened by veonua almost 6 years ago - 4 comments

#105 - Someone is name squatting

Issue - State: closed - Opened by timkpaine about 6 years ago - 5 comments

#104 - Literature for levy exponent in annual_volatility?

Issue - State: open - Opened by MaxBenChrist about 6 years ago

#103 - Fix get_treasury_yield

Pull Request - State: closed - Opened by Lexa1983 about 6 years ago - 1 comment

#102 - MAINT: add year/name to license

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

#101 - ENH: Allow 2D input in cum_returns_final.

Pull Request - State: closed - Opened by ssanderson over 6 years ago - 2 comments

#100 - backwards compat: empyrical.cum_returns_final used to support dataframes

Issue - State: closed - Opened by twiecki over 6 years ago - 2 comments

#99 - Include LICENSE file in wheels

Pull Request - State: closed - Opened by toddrme2178 over 6 years ago - 1 comment

#98 - max_drawdown returns pd.Series, not float

Issue - State: closed - Opened by eigenfoo over 6 years ago - 4 comments
Labels: bug, help wanted

#97 - DEP: Deprecate all data reading functionality via pandas-datareader

Pull Request - State: closed - Opened by eigenfoo over 6 years ago - 11 comments

#96 - MAINT: Migrate from Yahoo and Google APIs to Quandl

Pull Request - State: closed - Opened by eigenfoo over 6 years ago - 2 comments

#95 - not able to use skew or kurtosis

Issue - State: closed - Opened by ruhkog over 6 years ago - 3 comments

#94 - fix beta(series, dataframe)

Pull Request - State: closed - Opened by llllllllll over 6 years ago

#93 - TST Add test for inf Sharpe

Pull Request - State: closed - Opened by gusgordon over 6 years ago - 3 comments

#92 - MAINT: use int for groupby

Pull Request - State: open - Opened by vikram-narayan over 6 years ago - 1 comment

#90 - Calmar Ratio w/ EMDD

Issue - State: open - Opened by akaniklaus over 6 years ago - 3 comments

#89 - Change default_returns_func to use Quandl API

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

#88 - fix: Correct get_symbol_returns_from_yahoo

Pull Request - State: closed - Opened by jaycode over 6 years ago - 1 comment

#87 - Capture ratio support annualization?

Issue - State: open - Opened by huaiweicheng over 6 years ago

#86 - BUG: Preserve columns in cum_returns.

Pull Request - State: closed - Opened by ssanderson over 6 years ago - 1 comment

#85 - BUG: Preserve output index in `cum_returns`.

Pull Request - State: closed - Opened by ssanderson over 6 years ago - 2 comments

#84 - Added LICENSE to manifest

Pull Request - State: closed - Opened by ghost almost 7 years ago

#83 - ENH: support rolling calculations through vectorization

Pull Request - State: closed - Opened by llllllllll almost 7 years ago

#82 - Docstring cleanup for cum_returns

Pull Request - State: closed - Opened by rsheftel almost 7 years ago - 2 comments

#81 - Correct Roll Related Tests, then Fix Roll Functions

Pull Request - State: closed - Opened by cgdeboer almost 7 years ago - 2 comments

#80 - Fixed Tests, Corrected Roll Functions

Pull Request - State: closed - Opened by cgdeboer almost 7 years ago - 1 comment

#79 - BUG: Roll() function is incorrect

Issue - State: closed - Opened by rsheftel almost 7 years ago - 4 comments
Labels: bug

#78 - Fix duplicate functions: annual_return and cagr

Pull Request - State: closed - Opened by rsheftel almost 7 years ago - 1 comment

#77 - CANCEL: (replaced) Fix duplicate functions: annual_return and cagr

Pull Request - State: closed - Opened by rsheftel almost 7 years ago - 1 comment

#76 - MAINT: add perf attrib to empyrical

Pull Request - State: closed - Opened by vikram-narayan almost 7 years ago - 1 comment

#75 - ReadTheDoc setup for auto-generation of documentation

Pull Request - State: closed - Opened by rsheftel almost 7 years ago - 3 comments

#74 - Proper change to Sortino ratio to clarify the math

Pull Request - State: closed - Opened by rsheftel almost 7 years ago - 3 comments

#73 - Should returns be lognormal or normal

Issue - State: closed - Opened by rsheftel almost 7 years ago - 3 comments

#72 - Documentation http://quantopian.github.io/empyrical links to is outdated

Issue - State: open - Opened by appletonwebb almost 7 years ago - 1 comment

#71 - cannot concatenate a non-NDFrame object

Issue - State: closed - Opened by JohnnyPP almost 7 years ago - 3 comments

#70 - Fixing SystemError: <class 'str'> returned a result with an error set

Pull Request - State: closed - Opened by wilsonwang371 almost 7 years ago

#69 - *** SystemError: <class 'str'> returned a result with an error set

Issue - State: open - Opened by wilsonwang371 almost 7 years ago - 4 comments

#68 - 'int' object has no attribute 'year'

Issue - State: open - Opened by ACPK almost 7 years ago

#67 - Travis pandas numpy wheels

Pull Request - State: closed - Opened by richafrank almost 7 years ago - 3 comments

#66 - Removed ellipsis in Pandas Support

Pull Request - State: closed - Opened by riabaldevia almost 7 years ago - 1 comment

#65 - Remove yahoo finance

Issue - State: open - Opened by twiecki about 7 years ago - 8 comments

#64 - Stripping of name will have no effect if cached Fama-French exists

Issue - State: open - Opened by twiecki about 7 years ago - 2 comments

#63 - MAINT: strip whitespace from get_fama_french

Pull Request - State: closed - Opened by vikram-narayan about 7 years ago

#62 - Fixed #61, annualization of Sortino Ratio

Pull Request - State: closed - Opened by gabrieleiacono about 7 years ago - 4 comments

#61 - Wrong annualization of Sortino Ratio?

Issue - State: closed - Opened by gabrieleiacono about 7 years ago - 5 comments

#60 - BUG: fix annualization of alpha

Pull Request - State: closed - Opened by vikram-narayan about 7 years ago - 9 comments

#59 - Bug in annualization of alpha?

Issue - State: closed - Opened by twiecki about 7 years ago

#58 - Release a new empyrical version

Issue - State: closed - Opened by twiecki over 7 years ago

#57 - forgot a data loader

Pull Request - State: closed - Opened by jameschristopher over 7 years ago - 1 comment

#56 - Migrate data loaders and related functions from pyfolio

Pull Request - State: closed - Opened by jameschristopher over 7 years ago - 9 comments

#55 - Get Fama French factors from empyrical?

Issue - State: closed - Opened by eigenfoo over 7 years ago - 1 comment

#54 - Standard Deviation: Sample vs. Population

Issue - State: closed - Opened by yehoshuadimarsky over 7 years ago - 1 comment

#53 - AttributeError: 'str' object has no attribute 'year'

Issue - State: closed - Opened by kmikael over 7 years ago - 2 comments

#51 - Fix sortino_ratio downside_risk v2

Pull Request - State: closed - Opened by lostVkng over 7 years ago - 6 comments

#50 - Revert "Fix sortino_ratio downside_risk"

Pull Request - State: closed - Opened by twiecki over 7 years ago

#49 - Fix sortino_ratio downside_risk

Pull Request - State: closed - Opened by lostVkng over 7 years ago - 5 comments

#48 - Add VaR and CVaR functions

Pull Request - State: closed - Opened by dmichalowicz over 7 years ago - 2 comments

#47 - Additional Calculations & Roll, Up, Down Helpers

Pull Request - State: closed - Opened by cgdeboer over 7 years ago - 21 comments

#46 - Add Additional Calculations & Rolling Periods

Issue - State: closed - Opened by cgdeboer over 7 years ago - 2 comments

#45 - fix43: wrap logic in a try suite

Pull Request - State: closed - Opened by avi-analytics over 7 years ago - 8 comments

#44 - Fix issue #43

Pull Request - State: closed - Opened by avi-analytics over 7 years ago

#43 - Ensure max_drawdown returns a float scalar

Issue - State: closed - Opened by avi-analytics over 7 years ago - 2 comments