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Releases: quantopian/empyrical

0.5.5: More pandas compat

13 Oct 21:28
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DOC: Updated links to https

0.5.4: beta_fragility_heuristic and gpd_risk_estimates

13 Oct 17:27
b026b4e
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  • Added beta_fragility_heuristic and gpd_risk_estimates
  • A pandas 1.0 compatibility fix

Fix alpha annualization

27 Aug 13:46
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  • Fixes annualization in alpha_aligned function, #60

0.5.2

15 Aug 12:39
a9e6a71
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Adds tilt and timing returns to performance attribution and better handles inputs.

Deprecate old readers, fix bugs

15 Aug 12:38
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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

02 May 17:29
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  • Fixes a bug with get_symbol_returns_from_yahoo
  • Misc test improvements and fixes

0.4.2

12 Mar 21:04
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  • Fixes a bug where DataFrame columns were not preserved by the cum_returns function. (#86)

0.4.1

12 Mar 16:29
1c0978d
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  • Fixes a bug where indices of pandas objects were not preserved by some rolling operations. (#85).

0.4.0

23 Feb 05:37
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Optimized rolling calculations through numpy vectorization.