./finance/py-alphalens, Performance analysis of predictive stock factors

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Branch: CURRENT, Version: 0.4.0, Package name: py311-alphalens-0.4.0, Maintainer: minskim

Alphalens is a Python Library for performance analysis of predictive
(alpha) stock factors. Alphalens works great with the Zipline open
source backtesting library, and Pyfolio which provides performance and
risk analysis of financial portfolios.


Required to run:
[graphics/py-matplotlib] [devel/py-setuptools] [math/py-scipy] [math/py-numpy] [devel/py-ipython] [math/py-pandas] [math/py-statsmodels] [graphics/py-seaborn] [lang/python37]

Required to build:
[pkgtools/cwrappers]

Master sites:

Filesize: 23474.49 KB

Version history: (Expand)

CVS history: (Expand)


   2024-01-20 17:10:37 by Thomas Klausner | Files touched by this commit (2) 
Log message:
py-alphalens: fix build with Python 3.12
   2023-08-02 01:20:57 by Thomas Klausner | Files touched by this commit (158) 
Log message:
*: remove more references to Python 3.7
   2023-05-04 19:53:49 by Adam Ciarcinski | Files touched by this commit (1) 
Log message:
py-alphalens: not for Python 3.8
   2022-02-05 15:50:00 by Adam Ciarcinski | Files touched by this commit (3) | Package updated
Log message:
py-alphalens: updated to 0.4.0

v0.4.0
This is a minor release from 0.3.6 that includes bugfixes, performance \ 
improvements, and build changes.
   2022-01-04 21:55:40 by Thomas Klausner | Files touched by this commit (1595) 
Log message:
*: bump PKGREVISION for egg.mk users

They now have a tool dependency on py-setuptools instead of a DEPENDS
   2021-12-30 14:05:42 by Adam Ciarcinski | Files touched by this commit (125) 
Log message:
Forget about Python 3.6
   2021-10-26 12:26:13 by Nia Alarie | Files touched by this commit (119) 
Log message:
finance: Replace RMD160 checksums with BLAKE2s checksums

All checksums have been double-checked against existing RMD160 and
SHA512 hashes
   2021-10-07 15:54:03 by Nia Alarie | Files touched by this commit (119) 
Log message:
finance: Remove SHA1 hashes for distfiles