./finance/py-empyrical, Common financial risk and performance metrics

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Branch: CURRENT, Version: 0.5.5, Package name: py312-empyrical-0.5.5, Maintainer: minskim

empyrical is a Python library with performance and risk statistics
commonly used in quantitative finance.


Required to run:
[devel/py-setuptools] [math/py-scipy] [math/py-numpy] [math/py-pandas] [math/py-bottleneck] [math/py-pandas-datareader] [lang/python37]

Required to build:
[pkgtools/cwrappers]

Master sites:

Filesize: 51.55 KB

Version history: (Expand)

CVS history: (Expand)


   2023-11-17 19:05:21 by Adam Ciarcinski | Files touched by this commit (3) | Package updated
Log message:
py-empyrical: updated to 0.5.5

0.5.5: More pandas compat
0.5.4: beta_fragility_heuristic and gpd_risk_estimates
0.5.3: Fix alpha annualization
0.5.2: Add tilt and timing performance attribution. Also respect time range
   2023-11-15 01:52:01 by Thomas Klausner | Files touched by this commit (4) 
Log message:
py-empyrical: fix build with Python 3.12.

Convert to wheel.mk.

Bump PKGREVISION.
   2023-08-02 01:20:57 by Thomas Klausner | Files touched by this commit (158) 
Log message:
*: remove more references to Python 3.7
   2023-07-01 10:37:47 by Thomas Klausner | Files touched by this commit (105) | Package updated
Log message:
*: restrict py-numpy users to 3.9+ in preparation for update
   2022-04-10 02:57:15 by David H. Gutteridge | Files touched by this commit (18) 
Log message:
Fix build breakage from py-scipy now being Python >= 3.8
   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