Releases: quantopian/empyrical
Releases · quantopian/empyrical
0.5.5: More pandas compat
DOC: Updated links to https
0.5.4: beta_fragility_heuristic and gpd_risk_estimates
- Added beta_fragility_heuristic and gpd_risk_estimates
- A pandas 1.0 compatibility fix
Fix alpha annualization
- Fixes annualization in
alpha_aligned
function, #60
0.5.2
Deprecate old readers, fix bugs
Author: Vikram Narayan [email protected]
Date: Fri Jun 15 12:33:29 2018 -0400
Merge pull request #102 from quantopian/license
MAINT: add year/name to license
commit 85e1b0f
Author: vikram-narayan [email protected]
Date: Fri Jun 15 12:13:21 2018 -0400
MAINT: add year/name to license
commit 30a5c4c
Author: George Ho [email protected]
Date: Thu Jun 14 14:43:04 2018 +0000
DEP: Deprecate all data reading functionality via pandas-datareader (#97)
* DEP: Deprecate all functions using pandas-datareader
* DOC: Update README with deprecation documentation
* STY: Markdown style
* STY: Markdown style again
* REV: revert previous commit
* STY: typo
* STY: consistent naming convention
* DEP: also deprecate any cacheing of data
* DEP: forgot to deprecate additional funcs
* REV: get_utc_timestamp should not be deprecated
* ENH: add function to compute returns from prices
* BUG: wrap import in try-except
* MAINT: update deprecation warning
* MAINT: move `simple_returns` func to `stats` module
* MAINT: don't raise deprecation warning for _1_bday_ago
* DOC: remove suggestions
* TST: added test for simple_returns
* MAINT: add simple_returns to init
* TST: fixed simple_returns test
* STY: use size, not shape
* TST: tests passing
* DOC: 1_bday_ago no longer deprecated
commit 7d39c4a
Author: Scott Sanderson [email protected]
Date: Wed Jun 13 10:33:06 2018 -0400
ENH: Allow 2D input in cum_returns_final.
commit 6408f85
Author: Todd [email protected]
Date: Sat Jun 9 23:21:39 2018 -0400
Include LICENSE file in wheels
Although not strictly required by the license, having a copy of the license file is preferred by some groups such as Linux distros that repackage the software. This makes sure the license is included in the wheels. See the wheel documentation [here](https://wheel.readthedocs.io/en/stable/#including-the-license-in-the-generated-wheel-file) for more information.
0.4.3
0.4.2
0.4.1
0.4.0
Optimized rolling calculations through numpy vectorization.