./finance/py-pyfolio, Performance and risk analysis of financial portfolios

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Branch: CURRENT, Version: 0.9.2, Package name: py37-pyfolio-0.9.2, Maintainer: minskim

pyfolio is a Python library for performance and risk analysis of
financial portfolios developed by Quantopian Inc. It works well with
the Zipline open source backtesting library. At the core of pyfolio is
a so-called tear sheet that consists of various individual plots that
provide a comprehensive image of the performance of a trading
algorithm.


Required to run:
[graphics/py-matplotlib] [devel/py-setuptools] [time/py-pytz] [math/py-scipy] [math/py-numpy] [devel/py-ipython] [math/py-pandas] [math/py-scikit-learn] [graphics/py-seaborn] [finance/py-empyrical] [lang/python37] [math/py-pymc3]

Required to build:
[pkgtools/cwrappers]

Master sites:

SHA1: f2278ce6d868917e606969820b899e1da6cfed9b
RMD160: 805dd34db5af10669002448f7d17059245d48fce
Filesize: 88.999 KB

Version history: (Expand)


CVS history: (Expand)


   2019-06-17 17:31:09 by Adam Ciarcinski | Files touched by this commit (3) | Package updated
Log message:
py-pyfolio: updated to 0.9.2

0.9.2
BUG Get axis instead of figure.

0.9.1
This is a bugfix release fixing an indentation bug.

0.9.0
New features
Previously, pyfolio has required a benchmark, usually the U.S. market
returns SPY. In order to provide support for international equities and
alternative data sets, pyfolio is now completely independent of benchmarks.
If a benchmark is passed, all benchmark-related analyses will be performed;
if not, they will simply be skipped.
Performance attribution tearsheet
Improved implementation of get_turnover
Users can now pass in extra rows (as a dict or OrderedDict) to display in the \ 
perf_stats table

Maintenance
Many features have been more extensively troubleshooted, maintained and
tested.
Various fixes to support pandas versions >= 0.18.1
   2018-07-06 05:54:01 by Min Sik Kim | Files touched by this commit (4)
Log message:
finance/py-pyfolio: Import version 0.8.0

pyfolio is a Python library for performance and risk analysis of
financial portfolios developed by Quantopian Inc. It works well with
the Zipline open source backtesting library. At the core of pyfolio is
a so-called tear sheet that consists of various individual plots that
provide a comprehensive image of the performance of a trading
algorithm.