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Subject: CVS commit: pkgsrc/finance/py-alphalens
From: Min Sik Kim
Date: 2018-07-05 11:21:29
Message id: 20180705092129.64E0AFBEC@cvs.NetBSD.org
Log Message:
finance/py-alphalens: Update to 0.3.2
New features since 0.2.1:
- Integration with Pyfolio. It is now possible to simulate a portfolio
using the input alpha factor and analyze the performance with
Pyfolio.
- Added new API utils.get_clean_factor to run Alphalens with returns
instead of prices
- Changed color palette to improve the visual experience for
colorblind users
- Standard deviation bars optional in
tears.create_event_returns_tear_sheet
- Alphalens now properly handles intraday factors
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