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finance/py-pyfolio,
Performance and risk analysis of financial portfolios
Branch: CURRENT,
Version: 0.9.2nb1,
Package name: py39-pyfolio-0.9.2nb1,
Maintainer: minskimpyfolio 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:
Filesize: 88.999 KB
Version history: (Expand)
- (2022-01-05) Updated to version: py39-pyfolio-0.9.2nb1
- (2021-10-07) Updated to version: py39-pyfolio-0.9.2
- (2021-04-09) Updated to version: py38-pyfolio-0.9.2
- (2019-06-25) Updated to version: py37-pyfolio-0.9.2
- (2018-07-06) Package added to pkgsrc.se, version py27-pyfolio-0.8.0 (created)
CVS history: (Expand)
2022-02-05 12:45:50 by Adam Ciarcinski | Files touched by this commit (1) |
Log message:
py-pyfolio: not for Python 3.7
|
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
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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
|
2021-04-09 16:41:35 by Tobias Nygren | Files touched by this commit (14) |
Log message:
revert wrong fix for py-scipy python 3.6 deprecation, fix properly
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2019-06-17 17:31:09 by Adam Ciarcinski | Files touched by this commit (3) |  |
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.
|