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

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Branch: CURRENT, Version: 0.4.0, Package name: py39-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)


   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
   2021-04-07 10:16:37 by Nia Alarie | Files touched by this commit (3)
Log message:
Unbreak bulk builds.

A dependency became incompatible with Python 3.6.
   2019-06-17 07:31:49 by Adam Ciarcinski | Files touched by this commit (3) | Package updated
Log message:
py-alphalens: updated to 0.3.6

v0.3.6
Add option to compute forward returns non-cumulatively

v0.3.5
This is a minor release from 0.3.4 that includes bugfixes, speed enhancement and \ 
compatibility with more recent pandas versions. We recommend that all users \ 
upgrade to this version.

v0.3.4
This is a minor release from 0.3.3 that includes bugfixes, small enhancements \ 
and backward compatibility breakages. We recommend that all users upgrade to \ 
this version.

v0.3.3
TEST: added tests for perf.mean_return_by_quantile
   2018-07-05 11:21:29 by Min Sik Kim | Files touched by this commit (3)
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